NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 174,829
COMMITMENTS
18,689 25,491 21,179 105,526 105,891 145,394 152,561 29,435 22,268
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: -1,616)
-8,600 2,538 -924 11,360 -1,161 1,836 453 -3,452 -2,069
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.7 14.6 12.1 60.4 60.6 83.2 87.3 16.8 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120)
19 29 30 63 63 103 103
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 489,788
COMMITMENTS
32,120 67,569 148,960 232,118 232,913 413,198 449,442 76,590 40,346
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 16,093)
-1,330 9,192 2,496 9,688 2,198 10,854 13,886 5,239 2,207
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.6 13.8 30.4 47.4 47.6 84.4 91.8 15.6 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 189)
39 60 60 84 74 161 159
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 108,014
COMMITMENTS
8,556 9,380 904 88,828 86,807 98,288 97,091 9,726 10,923
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 4,552)
0 612 62 3,332 3,272 3,394 3,946 1,158 606
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.9 8.7 0.8 82.2 80.4 91.0 89.9 9.0 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 2 2 19 24 22 26
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 53,934
COMMITMENTS
9,716 9,554 604 40,661 36,556 50,981 46,714 2,953 7,220
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 300)
856 120 0 -308 548 548 668 -248 -368
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.0 17.7 1.1 75.4 67.8 94.5 86.6 5.5 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 3 1 12 12 14 15
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 53,690
COMMITMENTS
2,518 4,809 3,643 42,242 42,570 48,403 51,022 5,287 2,668
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 6,552)
1,035 -254 858 4,719 6,008 6,612 6,612 -60 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.7 9.0 6.8 78.7 79.3 90.2 95.0 9.8 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 2 2 18 15 20 18
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 59,606
COMMITMENTS
6,408 13,984 2,747 46,697 38,676 55,852 55,407 3,754 4,199
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 3,666)
-366 2,741 350 3,464 535 3,448 3,626 218 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.8 23.5 4.6 78.3 64.9 93.7 93.0 6.3 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 3 3 22 20 25 24
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 36,041
COMMITMENTS
2,476 0 246 32,341 33,391 35,063 33,637 978 2,404
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.9 0.0 0.7 89.7 92.6 97.3 93.3 2.7 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 1 17 17 18 18
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 60,503
COMMITMENTS
0 1,742 3,999 43,750 44,494 47,749 50,235 12,754 10,268
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: -1,374)
0 -1,290 -358 -2,504 -64 -2,862 -1,712 1,488 338
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 2.9 6.6 72.3 73.5 78.9 83.0 21.1 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 1 1 19 20 20 21
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 74,732
COMMITMENTS
36,148 24,670 480 32,634 46,530 69,262 71,680 5,470 3,052
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 722)
-60 120 60 420 482 420 662 302 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
48.4 33.0 0.6 43.7 62.3 92.7 95.9 7.3 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 1 1 18 18 20 20
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 981,974
COMMITMENTS
231,571 72,477 162,815 568,352 735,946 962,738 971,238 19,236 10,736
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 6,782)
-15,983 2,995 5,108 19,302 215 8,427 8,318 -1,645 -1,536
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.6 7.4 16.6 57.9 74.9 98.0 98.9 2.0 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 126)
24 9 31 84 79 120 111
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 139,803
COMMITMENTS
21,038 51,791 30,102 87,181 56,284 138,321 138,177 1,482 1,626
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 2,820)
-290 466 1,700 3,170 850 4,580 3,016 -1,760 -196
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.0 37.0 21.5 62.4 40.3 98.9 98.8 1.1 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
11 9 14 28 27 46 43
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 59,850
COMMITMENTS
16,918 2,260 13,269 28,821 44,121 59,008 59,650 842 200
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 1,091)
1,300 -480 272 -721 1,199 851 991 240 100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.3 3.8 22.2 48.2 73.7 98.6 99.7 1.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
3 4 7 32 28 39 35
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 21,977
COMMITMENTS
3,184 809 1,438 17,311 19,177 21,933 21,424 44 553
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: -348)
0 78 -44 36 -42 -8 -8 -340 -340
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.5 3.7 6.5 78.8 87.3 99.8 97.5 0.2 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 2 3 17 18 21 21
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 8,935
COMMITMENTS
172 5,474 856 7,907 2,605 8,935 8,935 0 0
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.9 61.3 9.6 88.5 29.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 3 2 12 9 15 12
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 9,650
COMMITMENTS
3,480 2,900 1,700 4,220 4,670 9,400 9,270 250 380
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 220)
-200 100 0 440 140 240 240 -20 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.1 30.1 17.6 43.7 48.4 97.4 96.1 2.6 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 2 5 15 15 20 20
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 791,036
COMMITMENTS
87,892 90,200 140,233 510,659 489,926 738,784 720,359 52,252 70,677
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: -40,630)
-15,137 -12,744 225 -9,503 -14,364 -24,415 -26,883 -16,215 -13,747
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.1 11.4 17.7 64.6 61.9 93.4 91.1 6.6 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 250)
54 93 95 85 92 201 224
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 13,181
COMMITMENTS
8,017 3,190 333 2,118 8,806 10,468 12,329 2,713 852
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: -139)
-82 119 77 -9 -383 -14 -187 -125 48
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
60.8 24.2 2.5 16.1 66.8 79.4 93.5 20.6 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116)
60 20 6 13 22 77 47
PLATINUM - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 8,140
COMMITMENTS
4,875 1,530 146 1,368 5,549 6,389 7,225 1,751 915
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: -1,319)
-1,520 293 141 316 -1,618 -1,063 -1,184 -256 -135
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
59.9 18.8 1.8 16.8 68.2 78.5 88.8 21.5 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
20 10 3 7 15 29 26
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 149,061
COMMITMENTS
25,140 12,017 11,341 99,760 113,739 136,241 137,097 12,820 11,964
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: -421)
-6,783 2,568 460 9,309 -2,344 2,986 684 -3,407 -1,105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.9 8.1 7.6 66.9 76.3 91.4 92.0 8.6 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 155)
38 28 38 66 75 122 126
Updated May 20, 2005