NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 162,734
COMMITMENTS
27,665 30,522 14,821 90,730 90,523 133,216 135,866 29,518 26,868
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 4,406)
6,848 6,481 -534 -2,909 -1,549 3,405 4,398 1,001 8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.0 18.8 9.1 55.8 55.6 81.9 83.5 18.1 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 126)
25 30 29 58 64 108 100
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 418,238
COMMITMENTS
38,021 54,126 131,295 175,938 204,874 345,254 390,295 72,984 27,943
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: -5,426)
9,495 -14,624 1,936 -21,134 12,460 -9,703 -228 4,277 -5,198
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.1 12.9 31.4 42.1 49.0 82.5 93.3 17.5 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 182)
55 41 64 75 67 159 150
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 66,492
COMMITMENTS
4,348 4,708 0 54,833 57,160 59,181 61,868 7,311 4,624
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: -3,196)
353 124 -1,333 -1,523 -2,461 -2,503 -3,670 -693 474
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.5 7.1 0.0 82.5 86.0 89.0 93.0 11.0 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 0 19 19 20 20
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 38,769
COMMITMENTS
4,212 143 4,297 26,052 30,510 34,561 34,950 4,208 3,819
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: -4,318)
2,027 -1,292 -135 -5,526 -3,960 -3,634 -5,387 -684 1,069
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.9 0.4 11.1 67.2 78.7 89.1 90.1 10.9 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 1 3 17 14 21 17
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| 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: 61,235
COMMITMENTS
5,740 1,607 906 47,861 49,778 54,507 52,291 6,728 8,944
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: -6,610)
-2,310 1,607 -310 -5,342 -5,378 -7,962 -4,081 1,352 -2,529
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.4 2.6 1.5 78.2 81.3 89.0 85.4 11.0 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 1 19 16 20 18
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 930,637
COMMITMENTS
246,185 62,269 157,808 509,801 700,076 913,794 920,153 16,843 10,484
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: -53,276)
16,814 759 -15,512 -40,265 -27,237 -38,963 -41,990 -14,313 -11,286
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.5 6.7 17.0 54.8 75.2 98.2 98.9 1.8 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112)
17 7 23 77 73 105 97
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 108,407
COMMITMENTS
24,742 45,890 21,960 56,317 38,757 103,019 106,607 5,388 1,800
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: -22,295)
-4,103 7,959 -14,729 -6,296 -16,236 -25,128 -23,006 2,833 711
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.8 42.3 20.3 51.9 35.8 95.0 98.3 5.0 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
10 7 13 19 19 36 32
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 40,980
COMMITMENTS
3,142 3,710 9,010 27,451 27,449 39,603 40,169 1,377 811
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 857)
-312 -1,820 480 -380 1,626 -212 286 1,069 571
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.7 9.1 22.0 67.0 67.0 96.6 98.0 3.4 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
5 3 6 22 26 29 33
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| 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: 18,773
COMMITMENTS
2,402 1,340 1,879 14,492 15,514 18,773 18,733 0 40
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 172)
258 -44 0 -86 176 172 132 0 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.8 7.1 10.0 77.2 82.6 100.0 99.8 0.0 0.2
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 03/01/05 |
--------------------------------------------------------------| 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: 9,318
COMMITMENTS
218 5,614 1,228 7,872 2,476 9,318 9,318 0 0
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: -42)
0 0 0 -42 -42 -42 -42 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.3 60.2 13.2 84.5 26.6 100.0 100.0 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 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 775,874
COMMITMENTS
130,797 70,624 97,516 482,665 533,258 710,978 701,398 64,896 74,476
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 15,584)
9,833 3,836 -3,008 -1,721 9,022 5,104 9,850 10,480 5,734
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.9 9.1 12.6 62.2 68.7 91.6 90.4 8.4 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 246)
67 74 79 80 85 198 195
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 13,290
COMMITMENTS
7,981 2,549 93 2,397 9,538 10,471 12,180 2,819 1,110
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: -1,112)
-111 -23 -692 32 -251 -771 -966 -341 -146
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
60.1 19.2 0.7 18.0 71.8 78.8 91.6 21.2 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118)
63 22 4 17 23 83 46
PLATINUM - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| 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: 7,347
COMMITMENTS
3,352 380 160 1,772 5,852 5,284 6,392 2,063 955
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: -163)
-421 25 160 -89 -335 -350 -150 187 -13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
45.6 5.2 2.2 24.1 79.7 71.9 87.0 28.1 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
20 4 3 7 12 28 18
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 156,234
COMMITMENTS
31,099 5,517 12,885 94,558 124,220 138,542 142,622 17,692 13,612
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: -4,993)
2,960 2,471 -1,905 -8,505 -4,321 -7,450 -3,755 2,457 -1,238
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.9 3.5 8.2 60.5 79.5 88.7 91.3 11.3 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 159)
40 24 42 71 79 135 128
Updated March 4, 2005