NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 164,803
COMMITMENTS
18,087 24,406 13,024 108,879 100,957 139,990 138,387 24,813 26,416
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: 10,048)
5,333 -1,670 1,656 3,133 9,776 10,122 9,762 -74 286
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.0 14.8 7.9 66.1 61.3 84.9 84.0 15.1 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130)
25 27 33 59 73 108 111
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 405,574
COMMITMENTS
23,670 69,323 108,378 208,403 196,831 340,451 374,532 65,123 31,042
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: -4,679)
1,420 -8,417 1,743 -15,037 -2,339 -11,874 -9,013 7,195 4,334
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.8 17.1 26.7 51.4 48.5 83.9 92.3 16.1 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 201)
49 51 66 94 76 173 168
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 70,114
COMMITMENTS
3,443 4,088 2,741 58,607 60,935 64,791 67,764 5,323 2,350
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: 844)
428 -620 620 -1,088 -288 -40 -288 884 1,132
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.9 5.8 3.9 83.6 86.9 92.4 96.6 7.6 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 1 2 28 23 30 25
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 44,953
COMMITMENTS
1,906 2,464 1,604 38,078 35,508 41,588 39,576 3,365 5,377
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: -100)
-3,360 0 1,176 958 -1,472 -1,226 -296 1,126 196
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.2 5.5 3.6 84.7 79.0 92.5 88.0 7.5 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 2 2 15 14 17 17
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 37,154
COMMITMENTS
2,563 3,203 2,022 27,731 29,529 32,316 34,754 4,838 2,400
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: 2,547)
-1,218 -432 361 1,978 1,645 1,121 1,574 1,426 973
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.9 8.6 5.4 74.6 79.5 87.0 93.5 13.0 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 2 3 21 17 24 21
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 60,427
COMMITMENTS
5,320 545 1,812 49,611 47,816 56,743 50,173 3,684 10,254
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: 1,348)
532 56 134 -575 -1,725 91 -1,535 1,257 2,883
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.8 0.9 3.0 82.1 79.1 93.9 83.0 6.1 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 2 21 17 23 19
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 29,571
COMMITMENTS
3,108 2,124 0 25,569 22,755 28,677 24,879 894 4,692
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.5 7.2 0.0 86.5 77.0 97.0 84.1 3.0 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 1 0 13 11 15 12
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 931,510
COMMITMENTS
229,123 58,565 153,677 534,866 713,367 917,666 925,609 13,844 5,901
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: 24,714)
12,659 -8,746 9,210 5,064 24,871 26,933 25,335 -2,219 -621
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.6 6.3 16.5 57.4 76.6 98.5 99.4 1.5 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127)
20 11 28 87 76 120 106
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
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(2,500 MMBTU'S) OPEN INTEREST: 106,378
COMMITMENTS
38,448 35,022 20,377 41,968 49,613 100,793 105,012 5,585 1,366
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: 17,650)
13,734 12,032 40 2,186 6,192 15,960 18,264 1,690 -614
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.1 32.9 19.2 39.5 46.6 94.7 98.7 5.3 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
10 5 12 24 25 38 38
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 36,716
COMMITMENTS
4,736 3,370 5,475 26,366 27,692 36,577 36,537 139 179
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: 2,406)
-760 1,540 560 2,617 317 2,417 2,417 -11 -11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.9 9.2 14.9 71.8 75.4 99.6 99.5 0.4 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 4 6 24 26 30 33
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 20,711
COMMITMENTS
2,103 4,558 917 17,691 15,236 20,711 20,711 0 0
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: 672)
-20 200 56 636 416 672 672 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.2 22.0 4.4 85.4 73.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 2 2 16 15 19 19
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 7,536
COMMITMENTS
302 2,686 1,174 6,060 3,676 7,536 7,536 0 0
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.0 35.6 15.6 80.4 48.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 3 3 11 10 14 14
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
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(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 713,890
COMMITMENTS
98,204 64,354 90,677 476,155 494,844 665,036 649,875 48,854 64,015
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: -4,923)
11,753 -6,172 5,236 -19,375 3,467 -2,386 2,531 -2,537 -7,454
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.8 9.0 12.7 66.7 69.3 93.2 91.0 6.8 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 216)
55 63 66 78 84 178 174
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 12,947
COMMITMENTS
7,605 2,012 173 2,522 9,674 10,300 11,859 2,647 1,088
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: 162)
62 -70 173 62 100 297 203 -135 -41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
58.7 15.5 1.3 19.5 74.7 79.6 91.6 20.4 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116)
65 15 3 10 23 78 41
PLATINUM - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 7,330
COMMITMENTS
3,330 297 0 2,399 6,277 5,729 6,574 1,601 756
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: 721)
693 68 0 -79 629 614 697 107 24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
45.4 4.1 0.0 32.7 85.6 78.2 89.7 21.8 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
21 4 0 9 15 30 19
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 168,126
COMMITMENTS
24,822 6,800 13,060 115,839 136,132 153,721 155,992 14,405 12,134
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: -255)
4,710 -1,579 923 -5,776 2,486 -143 1,830 -112 -2,085
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.8 4.0 7.8 68.9 81.0 91.4 92.8 8.6 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158)
36 24 38 76 83 134 128
Updated January 28, 2005