NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 149,494
COMMITMENTS
10,816 24,395 12,018 102,327 88,935 125,161 125,348 24,333 24,146
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -9,638)
-600 2,068 552 -9,916 -11,120 -9,964 -8,500 326 -1,138
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.2 16.3 8.0 68.4 59.5 83.7 83.8 16.3 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128)
20 28 30 62 67 103 107
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 395,907
COMMITMENTS
21,781 69,414 103,663 212,115 193,458 337,559 366,535 58,348 29,372
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 10,031)
1,835 5,805 -54 9,882 1,230 11,663 6,981 -1,632 3,050
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.5 17.5 26.2 53.6 48.9 85.3 92.6 14.7 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 198)
45 54 60 94 74 170 161
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 68,474
COMMITMENTS
3,015 6,420 2,121 58,767 58,715 63,903 67,256 4,571 1,218
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -2,096)
2,363 0 -651 -4,106 -1,228 -2,394 -1,879 298 -217
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.4 9.4 3.1 85.8 85.7 93.3 98.2 6.7 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 1 1 28 23 29 25
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 44,627
COMMITMENTS
5,266 2,464 428 36,694 36,126 42,388 39,018 2,239 5,609
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -6,258)
578 -7,468 -1,712 -4,935 2,448 -6,069 -6,732 -189 474
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.8 5.5 1.0 82.2 81.0 95.0 87.4 5.0 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 2 1 15 12 17 14
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 30,047
COMMITMENTS
1,639 2,021 1,104 24,457 25,398 27,200 28,523 2,847 1,524
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -6,066)
-1,315 -1,377 -153 -4,288 -4,529 -5,756 -6,059 -310 -7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.5 6.7 3.7 81.4 84.5 90.5 94.9 9.5 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 2 2 18 15 21 19
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 50,102
COMMITMENTS
1,736 284 866 44,563 43,013 47,165 44,163 2,937 5,939
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -2,279)
186 124 -310 -2,310 -2,966 -2,434 -3,152 155 873
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.5 0.6 1.7 88.9 85.9 94.1 88.1 5.9 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 2 22 18 24 20
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 852,117
COMMITMENTS
186,172 59,260 127,924 524,746 659,923 838,842 847,107 13,275 5,010
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -27,206)
14,014 5,912 -1,085 -41,141 -26,191 -28,212 -21,364 1,006 -5,842
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.8 7.0 15.0 61.6 77.4 98.4 99.4 1.6 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
14 12 24 72 68 99 93
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 67,421
COMMITMENTS
7,518 14,597 21,595 34,270 29,761 63,383 65,953 4,038 1,468
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 6,367)
-1,587 567 2,731 6,002 4,262 7,146 7,560 -779 -1,193
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.2 21.7 32.0 50.8 44.1 94.0 97.8 6.0 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
6 5 9 19 20 30 29
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 32,910
COMMITMENTS
5,000 244 5,284 22,346 26,562 32,630 32,090 280 820
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -1,408)
337 64 -197 -1,311 -1,174 -1,171 -1,307 -237 -101
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.2 0.7 16.1 67.9 80.7 99.1 97.5 0.9 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 2 5 22 24 27 29
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 19,414
COMMITMENTS
1,681 3,806 840 16,893 14,768 19,414 19,414 0 0
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -1,940)
-276 -1,242 -230 -1,434 -468 -1,940 -1,940 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.7 19.6 4.3 87.0 76.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 3 1 15 12 17 15
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 6,860
COMMITMENTS
842 2,550 634 5,384 3,424 6,860 6,608 0 252
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -794)
-46 460 -460 -265 -1,046 -771 -1,046 -23 252
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.3 37.2 9.2 78.5 49.9 100.0 96.3 0.0 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 2 2 10 10 13 13
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 683,120
COMMITMENTS
74,567 67,020 74,091 479,579 465,979 628,237 607,090 54,883 76,030
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 26,662)
4,580 2,052 385 10,441 10,620 15,406 13,057 11,256 13,605
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.9 9.8 10.8 70.2 68.2 92.0 88.9 8.0 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 204)
42 64 63 77 82 163 171
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 12,598
COMMITMENTS
7,255 2,657 34 2,598 8,766 9,887 11,457 2,711 1,141
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -38)
48 163 -57 19 -131 10 -25 -48 -13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
57.6 21.1 0.3 20.6 69.6 78.5 90.9 21.5 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113)
61 20 1 9 23 71 43
PLATINUM - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 6,201
COMMITMENTS
2,293 167 80 2,404 5,183 4,777 5,430 1,424 771
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -126)
-6 11 80 -18 87 56 178 -182 -304
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.0 2.7 1.3 38.8 83.6 77.0 87.6 23.0 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
16 2 1 10 14 26 17
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 159,903
COMMITMENTS
16,442 13,687 12,883 119,856 119,422 149,181 145,992 10,722 13,911
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -4,679)
972 513 846 -5,334 -3,767 -3,516 -2,408 -1,163 -2,271
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.3 8.6 8.1 75.0 74.7 93.3 91.3 6.7 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146)
29 28 32 75 70 123 116
HEAT OIL CRACK SPRD CAL SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,115
COMMITMENTS
0 3,805 4,320 13,615 9,990 17,935 18,115 180 0
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -1,093)
-15 666 -766 -312 -993 -1,093 -1,093 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 21.0 23.8 75.2 55.1 99.0 100.0 1.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 5 2 14 13 16 18
UNL GAS CRACK SPRD CAL SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,677
COMMITMENTS
450 2,106 402 7,825 6,169 8,677 8,677 0 0
CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -330)
-100 -410 -45 -185 125 -330 -330 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.2 24.3 4.6 90.2 71.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 2 15 14 17 16
Updated January 7, 2005