NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 180,183
COMMITMENTS
29,388 27,030 18,453 102,195 110,892 150,036 156,375 30,147 23,808
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 6,801)
220 -3,969 850 5,549 10,963 6,619 7,844 182 -1,043
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.3 15.0 10.2 56.7 61.5 83.3 86.8 16.7 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124)
32 25 31 59 58 110 97
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 486,467
COMMITMENTS
37,861 51,627 160,219 213,570 243,022 411,650 454,868 74,817 31,599
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 11,488)
-8,012 622 2,276 4,636 4,342 -1,100 7,240 12,588 4,248
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.8 10.6 32.9 43.9 50.0 84.6 93.5 15.4 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 190)
45 51 69 82 73 170 159
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 96,832
COMMITMENTS
10,446 4,690 0 78,505 88,093 88,951 92,783 7,881 4,049
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 1,096)
0 952 0 1,423 231 1,423 1,183 -327 -87
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.8 4.8 0.0 81.1 91.0 91.9 95.8 8.1 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 2 0 19 26 20 28
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 55,713
COMMITMENTS
5,738 11,478 604 45,852 35,306 52,194 47,388 3,519 8,325
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 4,474)
3,548 7,430 -3,444 3,017 983 3,121 4,969 1,353 -495
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.3 20.6 1.1 82.3 63.4 93.7 85.1 6.3 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 3 1 11 13 13 16
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| 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: 42,660
COMMITMENTS
0 4,892 2,060 33,752 31,700 35,812 38,652 6,848 4,008
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 11.5 4.8 79.1 74.3 83.9 90.6 16.1 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 3 3 14 13 17 16
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| 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: 53,510
COMMITMENTS
5,311 4,394 3,931 38,148 38,501 47,390 46,826 6,120 6,684
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 4,211)
-1,228 2,020 1,029 2,940 1,375 2,741 4,424 1,470 -213
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.9 8.2 7.3 71.3 72.0 88.6 87.5 11.4 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 2 4 18 15 22 20
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| 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: 62,519
COMMITMENTS
0 2,914 4,943 47,976 45,330 52,919 53,187 9,600 9,332
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 1,221)
0 -182 182 705 1,066 887 1,066 334 155
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 4.7 7.9 76.7 72.5 84.6 85.1 15.4 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 2 2 20 19 22 21
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 56,010
COMMITMENTS
18,288 6,394 0 32,726 46,584 51,014 52,978 4,996 3,032
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.7 11.4 0.0 58.4 83.2 91.1 94.6 8.9 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 1 0 14 13 16 14
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 979,254
COMMITMENTS
278,636 67,971 149,697 527,475 750,076 955,808 967,744 23,446 11,510
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 23,551)
488 3,090 6,175 17,482 14,925 24,145 24,190 -594 -639
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.5 6.9 15.3 53.9 76.6 97.6 98.8 2.4 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122)
22 8 29 82 79 113 111
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| 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: 147,854
COMMITMENTS
26,841 56,914 30,565 86,070 56,951 143,476 144,430 4,378 3,424
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 6,913)
-3,734 7,284 -51 10,514 -520 6,729 6,713 184 200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.2 38.5 20.7 58.2 38.5 97.0 97.7 3.0 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
10 10 15 24 24 43 40
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| 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: 51,933
COMMITMENTS
15,042 3,260 9,973 26,754 38,640 51,769 51,873 164 60
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 6,000)
4,980 320 350 790 5,450 6,120 6,120 -120 -120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.0 6.3 19.2 51.5 74.4 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
4 4 8 31 28 39 36
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| 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: 21,828
COMMITMENTS
2,705 325 2,001 16,840 19,220 21,546 21,546 282 282
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 1,032)
-60 -44 484 564 548 988 988 44 44
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.4 1.5 9.2 77.1 88.1 98.7 98.7 1.3 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 1 4 17 18 21 22
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| 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: 822,215
COMMITMENTS
125,300 92,649 119,055 517,581 539,992 761,936 751,696 60,279 70,519
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: -14,403)
-29,238 -2,239 -17,818 39,226 6,700 -7,830 -13,357 -6,573 -1,046
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.2 11.3 14.5 62.9 65.7 92.7 91.4 7.3 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 254)
68 82 84 84 89 207 207
CRUDE OIL, BRENT - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| 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: 26,899
COMMITMENTS
367 0 7,205 16,126 16,454 23,698 23,659 3,201 3,240
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.4 0.0 26.8 60.0 61.2 88.1 88.0 11.9 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 6 14 14 20 20
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| 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: 13,165
COMMITMENTS
8,763 2,256 197 1,193 10,130 10,153 12,583 3,012 582
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 225)
-228 278 118 120 -306 10 90 215 135
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
66.6 17.1 1.5 9.1 76.9 77.1 95.6 22.9 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112)
64 11 6 11 24 80 40
PLATINUM - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| 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: 8,254
COMMITMENTS
5,386 1,007 6 901 6,525 6,293 7,538 1,961 716
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 648)
752 307 -80 -25 428 647 655 1 -7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
65.3 12.2 0.1 10.9 79.1 76.2 91.3 23.8 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
24 6 1 8 16 33 22
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 162,062
COMMITMENTS
36,764 5,616 10,686 94,448 131,499 141,898 147,801 20,164 14,261
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: -9,529)
-3,209 -629 -2,412 -3,101 -7,764 -8,722 -10,805 -807 1,276
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.7 3.5 6.6 58.3 81.1 87.6 91.2 12.4 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 159)
55 14 32 70 81 134 119
Updated April 22, 2005