NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 210,426
COMMITMENTS
35,893 29,324 38,111 102,898 114,464 176,903 181,900 33,523 28,526
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: 13,970)
995 -203 3,414 10,296 10,879 14,705 14,090 -735 -120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.1 13.9 18.1 48.9 54.4 84.1 86.4 15.9 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 131)
36 24 29 61 67 111 106
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 725,617
COMMITMENTS
47,499 58,024 289,616 306,719 342,029 643,834 689,669 81,783 35,948
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: 35,014)
5,473 -136 11,379 19,150 23,028 36,002 34,271 -988 743
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 8.0 39.9 42.3 47.1 88.7 95.0 11.3 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 207)
63 53 79 84 77 189 171
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 74,089
COMMITMENTS
8,112 4,708 0 59,001 63,791 67,113 68,499 6,976 5,590
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: 4,063)
416 0 0 3,982 3,097 4,398 3,097 -335 966
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 6.4 0.0 79.6 86.1 90.6 92.5 9.4 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 1 0 20 22 21 23
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 50,582
COMMITMENTS
0 7,122 2,114 46,402 33,542 48,516 42,778 2,066 7,804
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 14.1 4.2 91.7 66.3 95.9 84.6 4.1 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 3 1 11 12 12 15
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 43,078
COMMITMENTS
3,973 0 3,662 31,115 35,448 38,750 39,110 4,328 3,968
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: 3,453)
722 0 -660 2,903 4,326 2,965 3,666 488 -213
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 0.0 8.5 72.2 82.3 90.0 90.8 10.0 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 0 3 19 16 22 19
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 65,368
COMMITMENTS
4,078 2,035 2,008 51,952 51,774 58,038 55,817 7,330 9,551
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: 2,246)
-188 428 826 698 510 1,336 1,764 910 482
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 3.1 3.1 79.5 79.2 88.8 85.4 11.2 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 1 19 17 20 19
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 945,838
COMMITMENTS
256,378 60,320 155,772 517,087 719,707 929,237 935,799 16,601 10,039
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: 1,215)
2,291 -4,024 -1,073 912 6,226 2,130 1,129 -915 86
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.1 6.4 16.5 54.7 76.1 98.2 98.9 1.8 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116)
21 7 28 75 72 106 102
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 119,062
COMMITMENTS
23,707 39,201 29,289 61,382 47,781 114,378 116,271 4,684 2,791
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: 5,237)
294 -2,644 1,151 2,041 5,401 3,486 3,908 1,751 1,329
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.9 32.9 24.6 51.6 40.1 96.1 97.7 3.9 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
12 6 13 21 22 37 37
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 44,801
COMMITMENTS
3,923 3,075 11,788 28,553 29,432 44,265 44,295 537 507
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: 1,554)
1,266 321 -131 288 1,212 1,423 1,402 131 151
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 6.9 26.3 63.7 65.7 98.8 98.9 1.2 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
5 6 8 28 26 37 36
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 18,078
COMMITMENTS
3,328 1,148 1,244 13,268 15,448 17,840 17,840 238 238
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: 214)
132 -48 130 -48 132 214 214 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.4 6.4 6.9 73.4 85.5 98.7 98.7 1.3 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
4 1 4 17 16 22 20
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,317,329
COMMITMENTS
172,592 64,887 340,780 729,863 820,270 1243235 1225937 74,093 91,391
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: 48,949)
12,064 11,688 25,299 20,697 9,921 58,060 46,908 -9,110 2,042
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.1 4.9 25.9 55.4 62.3 94.4 93.1 5.6 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 285)
82 96 122 85 90 243 243
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 12,942
COMMITMENTS
8,540 1,379 183 1,088 10,830 9,811 12,392 3,131 550
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: -206)
396 -282 41 -603 296 -166 55 -40 -261
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
66.0 10.7 1.4 8.4 83.7 75.8 95.8 24.2 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119)
73 10 7 12 24 90 39
PLATINUM - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 8,041
COMMITMENTS
4,324 553 6 1,569 6,286 5,899 6,845 2,142 1,196
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: 185)
407 79 -55 -50 158 302 182 -117 3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
53.8 6.9 0.1 19.5 78.2 73.4 85.1 26.6 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
20 4 1 7 15 28 19
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 211,750
COMMITMENTS
41,599 5,045 42,114 103,509 147,224 187,222 194,383 24,528 17,367
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: 4,879)
-1,462 353 3,191 4,960 4,192 6,689 7,736 -1,809 -2,857
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.6 2.4 19.9 48.9 69.5 88.4 91.8 11.6 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 175)
56 23 45 74 82 149 134
Updated March 18, 2005