NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 158,328
COMMITMENTS
20,817 24,041 15,355 93,639 92,072 129,811 131,468 28,517 26,860
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 9,097)
6,666 46 3,780 -3,740 4,386 6,706 8,212 2,391 885
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.1 15.2 9.7 59.1 58.2 82.0 83.0 18.0 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 126)
23 30 30 61 65 107 103
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 423,664
COMMITMENTS
28,526 68,750 129,359 197,072 192,414 354,957 390,523 68,707 33,141
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 12,520)
3,310 7,020 4,105 3,941 1,712 11,356 12,837 1,164 -317
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.7 16.2 30.5 46.5 45.4 83.8 92.2 16.2 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 204)
48 58 64 92 74 171 169
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 69,688
COMMITMENTS
3,995 4,584 1,333 56,356 59,621 61,684 65,538 8,004 4,150
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 1,696)
0 0 0 780 1,394 780 1,394 916 302
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.7 6.6 1.9 80.9 85.6 88.5 94.0 11.5 6.0
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 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 43,087
COMMITMENTS
2,185 1,435 4,432 31,578 34,470 38,195 40,337 4,892 2,750
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 1,772)
-372 -368 771 728 606 1,127 1,009 645 763
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.1 3.3 10.3 73.3 80.0 88.6 93.6 11.4 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 2 3 20 19 23 23
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 67,845
COMMITMENTS
8,050 0 1,216 53,203 55,156 62,469 56,372 5,376 11,473
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 3,138)
1,222 0 62 1,883 2,410 3,167 2,472 -29 666
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.9 0.0 1.8 78.4 81.3 92.1 83.1 7.9 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 1 22 18 23 19
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 983,913
COMMITMENTS
229,371 61,510 173,320 550,066 727,313 952,757 962,143 31,156 21,770
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 28,348)
-10,441 -5,232 5,991 19,493 13,708 15,043 14,467 13,305 13,881
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.3 6.3 17.6 55.9 73.9 96.8 97.8 3.2 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125)
18 9 27 84 77 115 105
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 130,702
COMMITMENTS
28,845 37,931 36,689 62,613 54,993 128,147 129,613 2,555 1,089
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 13,624)
7,300 3,678 2,132 4,162 8,524 13,594 14,334 30 -710
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.1 29.0 28.1 47.9 42.1 98.0 99.2 2.0 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
10 8 14 24 28 42 42
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 40,123
COMMITMENTS
3,454 5,530 8,530 27,831 25,823 39,815 39,883 308 240
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 971)
740 980 -255 706 46 1,191 771 -220 200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.6 13.8 21.3 69.4 64.4 99.2 99.4 0.8 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 6 7 22 27 29 36
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 18,601
COMMITMENTS
2,144 1,384 1,879 14,578 15,338 18,601 18,601 0 0
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: -554)
248 -596 88 -890 -46 -554 -554 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.5 7.4 10.1 78.4 82.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 2 3 16 16 20 20
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 9,360
COMMITMENTS
218 5,614 1,228 7,914 2,518 9,360 9,360 0 0
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 46)
0 1,016 -508 554 -462 46 46 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.3 60.0 13.1 84.6 26.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 3 3 14 11 17 15
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 760,290
COMMITMENTS
120,964 66,788 100,524 484,386 524,236 705,874 691,548 54,416 68,742
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 20,203)
19,001 -3,547 -4,009 3,406 30,858 18,398 23,302 1,805 -3,099
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.9 8.8 13.2 63.7 69.0 92.8 91.0 7.2 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 239)
66 67 73 84 93 194 193
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 14,402
COMMITMENTS
8,092 2,572 785 2,365 9,789 11,242 13,146 3,160 1,256
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 448)
19 47 41 -38 121 22 209 426 239
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
56.2 17.9 5.5 16.4 68.0 78.1 91.3 21.9 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119)
63 21 5 12 24 80 48
PLATINUM - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 7,510
COMMITMENTS
3,773 355 0 1,861 6,187 5,634 6,542 1,876 968
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 78)
155 44 0 71 1 226 45 -148 33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
50.2 4.7 0.0 24.8 82.4 75.0 87.1 25.0 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
20 3 0 8 15 28 18
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 161,227
COMMITMENTS
28,139 3,046 14,790 103,063 128,541 145,992 146,377 15,235 14,850
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 4,109)
6,318 -1,118 -170 -1,060 4,418 5,088 3,130 -979 979
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.5 1.9 9.2 63.9 79.7 90.6 90.8 9.4 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 159)
46 16 37 75 81 137 123
Updated February 25, 2005