NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 212,409
COMMITMENTS
18,752 23,950 39,825 121,991 121,369 180,568 185,144 31,841 27,265
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: 7,013)
621 -2,726 2,251 3,708 4,229 6,580 3,754 432 3,258
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 11.3 18.7 57.4 57.1 85.0 87.2 15.0 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119)
24 23 28 63 65 102 103
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 779,703
COMMITMENTS
33,185 70,464 314,290 349,808 353,409 697,284 738,163 82,419 41,541
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: 2,793)
584 8,211 5,215 -3,440 -6,714 2,359 6,712 434 -3,919
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 9.0 40.3 44.9 45.3 89.4 94.7 10.6 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 211)
45 68 76 90 83 178 190
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 34,268
COMMITMENTS
6,025 3,118 1,791 22,265 19,890 30,081 24,799 4,187 9,469
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.6 9.1 5.2 65.0 58.0 87.8 72.4 12.2 27.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 1 3 15 14 18 17
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 112,238
COMMITMENTS
8,556 14,688 1,268 93,054 88,215 102,878 104,171 9,360 8,067
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: 4,224)
0 5,308 364 4,226 1,408 4,590 7,080 -366 -2,856
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 13.1 1.1 82.9 78.6 91.7 92.8 8.3 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 2 2 20 25 23 27
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 55,398
COMMITMENTS
9,716 9,310 848 40,661 35,770 51,225 45,928 4,173 9,470
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: 1,464)
0 -244 244 0 -786 244 -786 1,220 2,250
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.5 16.8 1.5 73.4 64.6 92.5 82.9 7.5 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 3 2 12 11 15 14
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 55,080
COMMITMENTS
2,150 5,513 3,397 43,914 43,442 49,461 52,352 5,619 2,728
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: 1,390)
-368 704 -246 1,672 872 1,058 1,330 332 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 10.0 6.2 79.7 78.9 89.8 95.0 10.2 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 2 2 16 15 18 18
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 61,906
COMMITMENTS
6,218 17,283 3,959 48,099 35,972 58,276 57,214 3,630 4,692
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: 2,300)
-190 3,299 1,212 1,402 -2,704 2,424 1,807 -124 493
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 27.9 6.4 77.7 58.1 94.1 92.4 5.9 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 3 4 23 21 27 26
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 38,579
COMMITMENTS
2,928 0 496 34,115 35,199 37,539 35,695 1,040 2,884
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: 2,538)
452 0 250 1,774 1,808 2,476 2,058 62 480
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 0.0 1.3 88.4 91.2 97.3 92.5 2.7 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 1 18 18 19 19
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 62,604
COMMITMENTS
0 5,285 2,910 46,852 45,472 49,762 53,667 12,842 8,937
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: 2,101)
0 3,543 -1,089 3,102 978 2,013 3,432 88 -1,331
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 8.4 4.6 74.8 72.6 79.5 85.7 20.5 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 2 2 19 19 21 21
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 75,756
COMMITMENTS
35,296 25,454 1,332 32,690 45,376 69,318 72,162 6,438 3,594
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: 1,024)
-852 784 852 56 -1,154 56 482 968 542
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.6 33.6 1.8 43.2 59.9 91.5 95.3 8.5 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 1 1 17 17 19 19
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,007,210
COMMITMENTS
209,899 70,116 179,142 600,261 747,017 989,302 996,275 17,908 10,935
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: 25,236)
-21,672 -2,361 16,327 31,909 11,071 26,564 25,037 -1,328 199
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.8 7.0 17.8 59.6 74.2 98.2 98.9 1.8 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 131)
21 10 30 90 84 124 115
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 154,402
COMMITMENTS
26,336 57,675 36,285 90,515 59,538 153,136 153,498 1,266 904
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: 14,599)
5,298 5,884 6,183 3,334 3,254 14,815 15,321 -216 -722
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.1 37.4 23.5 58.6 38.6 99.2 99.4 0.8 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
11 9 14 30 30 48 46
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 63,032
COMMITMENTS
15,845 1,607 15,458 31,362 45,546 62,666 62,612 366 420
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: 674)
-627 -689 583 1,276 602 1,233 495 -558 179
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.1 2.6 24.5 49.8 72.3 99.4 99.3 0.6 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
3 7 8 34 32 42 42
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 22,524
COMMITMENTS
3,766 881 1,488 17,226 19,602 22,480 21,971 44 553
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: 547)
582 72 50 -85 425 547 547 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.7 3.9 6.6 76.5 87.0 99.8 97.5 0.2 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 1 3 18 18 22 21
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 8,979
COMMITMENTS
172 5,302 856 7,951 2,821 8,979 8,979 0 0
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: 44)
0 -172 0 44 216 44 44 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 59.0 9.5 88.6 31.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 3 2 13 10 16 13
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 9,650
COMMITMENTS
3,420 2,900 1,820 4,220 4,610 9,460 9,330 190 320
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: 0)
-60 0 120 0 -60 60 60 -60 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.4 30.1 18.9 43.7 47.8 98.0 96.7 2.0 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 3 5 15 15 20 21
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 10,190
COMMITMENTS
1,650 440 1,810 6,290 7,080 9,750 9,330 440 860
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.2 4.3 17.8 61.7 69.5 95.7 91.6 4.3 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 2 3 15 12 18 16
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,194,576
COMMITMENTS
88,063 67,725 299,874 746,000 749,790 1133936 1117388 60,639 77,187
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: -6,228)
-8,129 1,225 -6,399 7,240 219 -7,288 -4,956 1,060 -1,272
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 5.7 25.1 62.4 62.8 94.9 93.5 5.1 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 260)
66 86 107 84 94 205 240
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 13,679
COMMITMENTS
8,094 3,622 589 2,192 8,637 10,875 12,848 2,804 831
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: 498)
77 432 256 74 -169 407 519 91 -21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
59.2 26.5 4.3 16.0 63.1 79.5 93.9 20.5 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116)
57 23 7 14 19 77 47
PLATINUM - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 7,751
COMMITMENTS
4,593 1,160 115 1,355 5,579 6,063 6,854 1,688 897
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: -430)
-282 -398 -31 -33 26 -346 -403 -83 -27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
59.3 15.0 1.5 17.5 72.0 78.2 88.4 21.8 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
21 9 2 7 16 29 26
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 185,745
COMMITMENTS
22,197 10,486 39,998 108,166 121,368 170,361 171,852 15,384 13,893
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: -4,621)
-618 -2,358 971 -4,626 -2,919 -4,273 -4,305 -347 -315
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.0 5.6 21.5 58.2 65.3 91.7 92.5 8.3 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 161)
41 32 45 66 80 129 137
Updated May 27, 2005