NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 196,704
COMMITMENTS
20,818 23,262 36,638 107,839 107,647 165,295 167,546 31,409 29,158
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 17,580)
7,245 -819 8,108 -973 8,705 14,379 15,994 3,201 1,587
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.6 11.8 18.6 54.8 54.7 84.0 85.2 16.0 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128)
29 26 33 62 67 110 108
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 698,498
COMMITMENTS
26,347 64,805 284,579 314,580 311,366 625,506 660,750 72,992 37,748
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 16,274)
415 7,214 7,453 7,232 1,888 15,100 16,555 1,173 -282
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 9.3 40.7 45.0 44.6 89.6 94.6 10.4 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 216)
46 70 81 95 87 185 197
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 69,688
COMMITMENTS
3,995 4,584 1,333 56,356 59,621 61,684 65,538 8,004 4,150
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 1,696)
0 0 0 780 1,394 780 1,394 916 302
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 6.6 1.9 80.9 85.6 88.5 94.0 11.5 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 1 2 27 22 29 24
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 43,087
COMMITMENTS
2,185 1,435 4,432 31,578 34,470 38,195 40,337 4,892 2,750
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 1,772)
-372 -368 771 728 606 1,127 1,009 645 763
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 3.3 10.3 73.3 80.0 88.6 93.6 11.4 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 2 3 20 19 23 23
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 67,845
COMMITMENTS
8,050 0 1,216 53,203 55,156 62,469 56,372 5,376 11,473
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 3,138)
1,222 0 62 1,883 2,410 3,167 2,472 -29 666
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.9 0.0 1.8 78.4 81.3 92.1 83.1 7.9 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 1 22 18 23 19
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 983,913
COMMITMENTS
229,371 61,510 173,320 550,066 727,313 952,757 962,143 31,156 21,770
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 28,348)
-10,441 -5,232 5,991 19,493 13,708 15,043 14,467 13,305 13,881
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.3 6.3 17.6 55.9 73.9 96.8 97.8 3.2 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125)
18 9 27 84 77 115 105
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 130,702
COMMITMENTS
28,845 37,931 36,689 62,613 54,993 128,147 129,613 2,555 1,089
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 13,624)
7,300 3,678 2,132 4,162 8,524 13,594 14,334 30 -710
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.1 29.0 28.1 47.9 42.1 98.0 99.2 2.0 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
10 8 14 24 28 42 42
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 42,263
COMMITMENTS
2,926 5,350 10,185 28,844 26,488 41,955 42,023 308 240
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 902)
763 959 -296 655 40 1,122 702 -220 200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 12.7 24.1 68.2 62.7 99.3 99.4 0.7 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 6 7 23 28 30 37
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 18,601
COMMITMENTS
2,144 1,384 1,879 14,578 15,338 18,601 18,601 0 0
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: -554)
248 -596 88 -890 -46 -554 -554 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 7.4 10.1 78.4 82.5 100.0 100.0 0.0 0.0
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
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 9,360
COMMITMENTS
218 5,614 1,228 7,914 2,518 9,360 9,360 0 0
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 46)
0 1,016 -508 554 -462 46 46 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 60.0 13.1 84.6 26.9 100.0 100.0 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
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,140,426
COMMITMENTS
124,594 36,002 263,599 690,481 762,870 1078674 1062471 61,751 77,954
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: -20,911)
20,914 -4,873 -22,521 -17,948 9,303 -19,555 -18,091 -1,357 -2,821
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 3.2 23.1 60.5 66.9 94.6 93.2 5.4 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 255)
85 61 95 88 99 214 218
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 14,402
COMMITMENTS
8,092 2,572 785 2,365 9,789 11,242 13,146 3,160 1,256
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 448)
19 47 41 -38 121 22 209 426 239
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
56.2 17.9 5.5 16.4 68.0 78.1 91.3 21.9 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119)
63 21 5 12 24 80 48
PLATINUM - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 7,516
COMMITMENTS
3,773 355 0 1,861 6,187 5,634 6,542 1,882 974
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 78)
155 44 0 71 1 226 45 -148 33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
50.2 4.7 0.0 24.8 82.3 75.0 87.0 25.0 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
20 3 0 8 15 28 18
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 195,619
COMMITMENTS
26,521 3,272 37,019 112,893 137,415 176,433 177,706 19,186 17,914
CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 8,672)
5,378 -2,134 3,489 -429 5,183 8,438 6,538 234 2,134
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.6 1.7 18.9 57.7 70.2 90.2 90.8 9.8 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 167)
52 17 43 76 83 143 133
Updated February 25, 2005