NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 184,610
COMMITMENTS
40,472 35,433 15,580 96,100 106,294 152,152 157,307 32,458 27,303
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: 1,034)
3,739 2,578 -2,776 -2,024 135 -1,061 -63 2,095 1,097
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.9 19.2 8.4 52.1 57.6 82.4 85.2 17.6 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127)
37 28 23 56 55 110 89
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
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(10,000 MMBTU'S) OPEN INTEREST: 473,862
COMMITMENTS
58,548 52,547 154,638 189,422 238,332 402,608 445,517 71,254 28,345
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: 13,651)
6,123 3,903 6,973 2,138 6,555 15,234 17,431 -1,583 -3,780
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.4 11.1 32.6 40.0 50.3 85.0 94.0 15.0 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 186)
49 43 69 81 69 174 147
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| 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: 94,113
COMMITMENTS
10,446 4,048 0 74,971 86,115 85,417 90,163 8,696 3,950
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: 1,831)
-988 180 -180 3,084 2,166 1,916 2,166 -85 -335
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.1 4.3 0.0 79.7 91.5 90.8 95.8 9.2 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 1 0 18 25 19 26
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| 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: 47,101
COMMITMENTS
5,743 844 3,175 33,221 36,853 42,139 40,872 4,962 6,229
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: -3,138)
560 -224 94 -4,948 -4,862 -4,294 -4,992 1,156 1,854
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.2 1.8 6.7 70.5 78.2 89.5 86.8 10.5 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 1 3 17 15 20 18
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| 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: 60,131
COMMITMENTS
0 3,527 4,270 45,465 42,854 49,735 50,651 10,396 9,480
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: -6,293)
-148 1,986 -725 -7,193 -7,654 -8,066 -6,393 1,773 100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 5.9 7.1 75.6 71.3 82.7 84.2 17.3 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 2 2 18 15 20 17
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| 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: 935,649
COMMITMENTS
272,952 67,790 137,342 501,818 717,672 912,112 922,804 23,537 12,845
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: -46,292)
3,900 525 -17,466 -30,430 -25,020 -43,996 -41,961 -2,296 -4,331
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.2 7.2 14.7 53.6 76.7 97.5 98.6 2.5 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112)
19 9 25 75 74 103 101
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| 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: 142,847
COMMITMENTS
34,162 42,884 32,714 70,591 63,258 137,467 138,856 5,380 3,991
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: 5,476)
4,707 1,065 -2,641 3,556 6,611 5,622 5,035 -146 441
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.9 30.0 22.9 49.4 44.3 96.2 97.2 3.8 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
11 7 12 22 22 39 35
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
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(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 45,865
COMMITMENTS
8,442 2,860 10,150 26,769 32,395 45,361 45,405 504 460
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: 282)
1,260 -480 390 -1,556 62 94 -28 188 310
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.4 6.2 22.1 58.4 70.6 98.9 99.0 1.1 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 5 7 28 27 35 35
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| 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: 17,995
COMMITMENTS
3,623 326 1,129 13,005 16,302 17,757 17,757 238 238
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: -1,057)
423 -184 -327 -1,153 -546 -1,057 -1,057 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.1 1.8 6.3 72.3 90.6 98.7 98.7 1.3 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 1 4 16 17 20 21
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| 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: 859,819
COMMITMENTS
173,593 84,881 125,312 488,807 566,573 787,712 776,766 72,107 83,053
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: 20,486)
9,579 -5,341 7,261 -4,491 19,678 12,349 21,598 8,137 -1,112
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.2 9.9 14.6 56.8 65.9 91.6 90.3 8.4 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 257)
79 76 93 76 79 212 205
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
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(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 12,923
COMMITMENTS
8,824 1,817 75 1,105 10,396 10,004 12,288 2,919 635
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: 460)
348 64 0 42 353 390 417 70 43
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
68.3 14.1 0.6 8.6 80.4 77.4 95.1 22.6 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109)
66 10 2 10 22 78 33
PLATINUM - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| 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: 7,641
COMMITMENTS
4,478 550 86 996 6,232 5,560 6,868 2,081 773
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: -307)
-80 43 26 -213 -424 -267 -355 -40 48
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
58.6 7.2 1.1 13.0 81.6 72.8 89.9 27.2 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
22 3 2 7 16 30 20
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
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(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 178,811
COMMITMENTS
49,907 5,964 14,493 91,458 144,155 155,858 164,612 22,953 14,199
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: 1,984)
2,158 -1,280 5 -4,433 666 -2,270 -609 4,254 2,593
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.9 3.3 8.1 51.1 80.6 87.2 92.1 12.8 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 177)
60 22 38 65 84 139 132
Updated April 8, 2005