NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 149,231
COMMITMENTS
14,151 23,995 11,575 97,379 87,686 123,105 123,256 26,126 25,975
CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: 1,337)
-1,062 483 1,428 1,771 213 2,137 2,124 -800 -787
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.5 16.1 7.8 65.3 58.8 82.5 82.6 17.5 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118)
16 29 24 61 65 97 98
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 411,144
COMMITMENTS
25,216 61,730 125,254 193,131 190,702 343,601 377,686 67,543 33,458
CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: 13,979)
-2,059 2,467 13,441 2,851 -2,261 14,233 13,647 -254 332
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.1 15.0 30.5 47.0 46.4 83.6 91.9 16.4 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 199)
44 58 62 90 72 169 162
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 67,992
COMMITMENTS
3,995 4,584 1,333 55,576 58,227 60,904 64,144 7,088 3,848
CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: 3,459)
-124 2,140 124 3,378 705 3,378 2,969 81 490
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.9 6.7 2.0 81.7 85.6 89.6 94.3 10.4 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 1 2 27 22 29 24
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 41,315
COMMITMENTS
2,557 1,803 3,661 30,850 33,864 37,068 39,328 4,247 1,987
CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: 3,895)
432 -2,558 1,130 2,056 6,823 3,618 5,395 277 -1,500
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.2 4.4 8.9 74.7 82.0 89.7 95.2 10.3 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 2 3 20 20 23 24
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 64,707
COMMITMENTS
6,828 0 1,154 51,320 52,746 59,302 53,900 5,405 10,807
CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: 3,359)
0 0 0 3,640 4,127 3,640 4,127 -281 -768
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.6 0.0 1.8 79.3 81.5 91.6 83.3 8.4 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 1 21 18 22 19
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 955,565
COMMITMENTS
239,812 66,742 167,329 530,573 713,605 937,714 947,676 17,851 7,889
CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: 18,566)
2,992 4,809 2,762 11,606 11,392 17,360 18,963 1,206 -397
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.1 7.0 17.5 55.5 74.7 98.1 99.2 1.9 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117)
17 10 25 79 73 108 100
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 117,078
COMMITMENTS
21,545 34,253 34,557 58,451 46,469 114,553 115,279 2,525 1,799
CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: 12,355)
3,868 3,005 5,484 4,906 3,898 14,258 12,387 -1,903 -32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.4 29.3 29.5 49.9 39.7 97.8 98.5 2.2 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
10 7 14 23 25 40 39
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 39,152
COMMITMENTS
2,714 4,550 8,785 27,125 25,777 38,624 39,112 528 40
CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: 2,139)
-2,070 -2,240 3,420 769 989 2,119 2,169 20 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.9 11.6 22.4 69.3 65.8 98.7 99.9 1.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
4 5 7 21 27 28 36
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 19,155
COMMITMENTS
1,896 1,980 1,791 15,468 15,384 19,155 19,155 0 0
CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: 126)
0 -126 126 0 126 126 126 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.9 10.3 9.4 80.8 80.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 3 3 16 16 20 20
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
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(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 9,314
COMMITMENTS
218 4,598 1,736 7,360 2,980 9,314 9,314 0 0
CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: 734)
0 -138 688 46 184 734 734 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.3 49.4 18.6 79.0 32.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 3 4 14 12 18 16
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/15/05 |
--------------------------------------------------------------| 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: 740,087
COMMITMENTS
101,963 70,335 104,533 480,980 493,378 687,476 668,246 52,611 71,841
CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: 8,926)
2,960 -1,111 8,164 -501 3,129 10,623 10,182 -1,697 -1,256
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.8 9.5 14.1 65.0 66.7 92.9 90.3 7.1 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 229)
56 66 77 84 91 189 194
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 13,954
COMMITMENTS
8,073 2,525 744 2,403 9,668 11,220 12,937 2,734 1,017
CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: 632)
497 138 271 -148 332 620 741 12 -109
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
57.9 18.1 5.3 17.2 69.3 80.4 92.7 19.6 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 123)
67 20 6 11 24 81 50
PLATINUM - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
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(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 7,432
COMMITMENTS
3,618 311 0 1,790 6,186 5,408 6,497 2,024 935
CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: -104)
-264 -4 -80 -111 -183 -455 -267 351 163
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
48.7 4.2 0.0 24.1 83.2 72.8 87.4 27.2 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
21 4 0 7 15 28 19
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 157,118
COMMITMENTS
21,821 4,164 14,960 104,123 124,123 140,904 143,247 16,214 13,871
CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: -7,508)
-651 -1,413 640 -4,254 -3,400 -4,265 -4,173 -3,243 -3,335
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.9 2.7 9.5 66.3 79.0 89.7 91.2 10.3 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 157)
41 17 43 75 76 137 126
Updated February 18, 2005