NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 177,270
COMMITMENTS
14,691 23,457 27,662 105,962 97,699 148,315 148,818 28,955 28,452
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: -11,424)
-4,951 -714 -1,929 -5,364 -11,655 -12,243 -14,298 819 2,874
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 13.2 15.6 59.8 55.1 83.7 83.9 16.3 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120)
20 29 32 58 65 101 104
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 664,923
COMMITMENTS
27,916 56,287 262,255 302,772 308,494 592,943 627,035 71,981 37,888
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 23,812)
1,597 3,390 17,358 4,591 2,726 23,546 23,474 266 338
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 8.5 39.4 45.5 46.4 89.2 94.3 10.8 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 204)
46 59 78 92 83 178 185
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 64,533
COMMITMENTS
4,119 2,444 1,209 52,198 57,522 57,526 61,175 7,007 3,358
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 606)
-360 -1,644 -496 1,400 2,256 544 116 62 490
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 3.8 1.9 80.9 89.1 89.1 94.8 10.9 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 1 2 28 22 30 24
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 37,420
COMMITMENTS
2,125 4,361 2,531 28,794 27,041 33,450 33,933 3,970 3,487
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 797)
-194 124 465 1,076 -196 1,347 393 -550 404
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 11.7 6.8 76.9 72.3 89.4 90.7 10.6 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 2 3 19 19 22 23
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 61,348
COMMITMENTS
6,828 0 1,154 47,680 48,619 55,662 49,773 5,686 11,575
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 2,693)
0 -321 -434 2,513 1,197 2,079 442 614 2,251
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.1 0.0 1.9 77.7 79.3 90.7 81.1 9.3 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 1 19 17 20 18
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 936,999
COMMITMENTS
236,820 61,933 164,567 518,967 702,213 920,354 928,713 16,645 8,286
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 23,997)
-1,364 -2,681 9,385 16,337 16,235 24,358 22,939 -361 1,058
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.3 6.6 17.6 55.4 74.9 98.2 99.1 1.8 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114)
18 9 24 77 72 106 98
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 104,723
COMMITMENTS
17,677 31,248 29,073 53,545 42,571 100,295 102,892 4,428 1,831
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 4,751)
-1,524 2,711 2,018 3,904 245 4,398 4,974 353 -223
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.9 29.8 27.8 51.1 40.7 95.8 98.3 4.2 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
9 7 10 22 23 36 35
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 38,615
COMMITMENTS
4,707 6,985 6,160 27,178 25,400 38,045 38,545 570 70
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 2,049)
581 2,159 220 1,345 -133 2,147 2,246 -97 -197
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.2 18.1 16.0 70.4 65.8 98.5 99.8 1.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 6 7 21 26 28 35
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 19,029
COMMITMENTS
1,896 2,106 1,665 15,468 15,258 19,029 19,029 0 0
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: -1,728)
-299 -2,452 748 -2,177 18 -1,728 -1,686 0 -42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 11.1 8.7 81.3 80.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 3 3 16 15 20 19
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 8,580
COMMITMENTS
218 4,736 1,048 7,314 2,796 8,580 8,580 0 0
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 958)
-84 2,222 -298 1,340 -798 958 1,126 0 -168
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 55.2 12.2 85.2 32.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 3 3 13 11 16 15
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,157,287
COMMITMENTS
101,934 43,332 282,135 708,727 749,011 1092796 1074478 64,490 82,808
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 5,350)
-2,228 -1,511 5,463 -7,871 -10,716 -4,636 -6,764 9,986 12,114
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 3.7 24.4 61.2 64.7 94.4 92.8 5.6 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 240)
73 62 90 84 87 200 204
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 13,322
COMMITMENTS
7,576 2,387 473 2,551 9,336 10,600 12,196 2,722 1,126
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: -122)
28 310 -177 -23 -318 -172 -185 50 63
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
56.9 17.9 3.6 19.1 70.1 79.6 91.5 20.4 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117)
62 20 5 10 23 76 47
PLATINUM - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 7,542
COMMITMENTS
3,882 315 80 1,901 6,369 5,863 6,764 1,679 778
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: -407)
-303 43 80 -225 -337 -448 -214 41 -193
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
51.5 4.2 1.1 25.2 84.5 77.7 89.7 22.3 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
22 5 1 6 17 28 23
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 192,738
COMMITMENTS
22,284 7,119 31,768 116,995 135,039 171,048 173,926 21,691 18,812
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 3,088)
-4,391 565 1,900 745 -5,276 -1,745 -2,811 4,834 5,899
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.6 3.7 16.5 60.7 70.1 88.7 90.2 11.3 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 163)
46 24 47 71 78 136 138
Updated February 11, 2005