NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 206,123
COMMITMENTS
27,220 23,807 38,062 106,218 118,385 171,499 180,254 34,624 25,869
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 6,813)
1,685 -1,268 494 1,621 5,294 3,800 4,520 3,013 2,293
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.2 11.5 18.5 51.5 57.4 83.2 87.4 16.8 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127)
36 22 28 62 62 110 101
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 753,675
COMMITMENTS
34,033 53,660 301,918 340,476 354,574 676,427 710,152 77,248 43,523
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 14,767)
-4,499 1,239 6,099 11,421 5,197 13,021 12,534 1,746 2,233
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 7.1 40.1 45.2 47.0 89.8 94.2 10.2 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 196)
44 60 71 88 79 174 170
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 103,462
COMMITMENTS
8,556 8,768 842 85,496 83,535 94,894 93,145 8,568 10,317
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 2,069)
-2,512 8,124 -3,922 7,833 -5,365 1,399 -1,163 670 3,232
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 8.5 0.8 82.6 80.7 91.7 90.0 8.3 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 2 1 18 24 20 26
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 53,634
COMMITMENTS
8,860 9,434 604 40,969 36,008 50,433 46,046 3,201 7,588
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 734)
0 0 0 734 734 734 734 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.5 17.6 1.1 76.4 67.1 94.0 85.9 6.0 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 3 1 12 11 14 14
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 47,138
COMMITMENTS
1,483 5,063 2,785 37,523 36,562 41,791 44,410 5,347 2,728
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 1,751)
-1,027 2,212 -75 3,638 -82 2,536 2,055 -785 -304
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 10.7 5.9 79.6 77.6 88.7 94.2 11.3 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 2 1 18 15 19 18
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 55,940
COMMITMENTS
6,774 11,243 2,397 43,233 38,141 52,404 51,781 3,536 4,159
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 3,660)
64 -840 142 3,763 4,301 3,969 3,603 -309 57
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 20.1 4.3 77.3 68.2 93.7 92.6 6.3 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 3 4 20 17 24 22
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 61,877
COMMITMENTS
0 3,032 4,357 46,254 44,558 50,611 51,947 11,266 9,930
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: -517)
0 -122 -92 -484 -543 -576 -757 59 240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.9 7.0 74.8 72.0 81.8 84.0 18.2 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 2 2 19 20 21 22
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 74,010
COMMITMENTS
36,208 24,550 420 32,214 46,048 68,842 71,018 5,168 2,992
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 4,581)
-300 5,732 300 4,111 -1,090 4,111 4,942 470 -361
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.9 33.2 0.6 43.5 62.2 93.0 96.0 7.0 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 1 1 17 17 19 19
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 975,192
COMMITMENTS
247,554 69,482 157,707 549,050 735,731 954,311 962,920 20,881 12,272
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 10,604)
-26,784 -4,543 18,978 20,965 -1,556 13,159 12,879 -2,555 -2,275
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.4 7.1 16.2 56.3 75.4 97.9 98.7 2.1 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124)
23 10 31 82 77 118 109
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 136,983
COMMITMENTS
21,328 51,325 28,402 84,011 55,434 133,741 135,161 3,242 1,822
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 6,084)
2,445 -1,994 4,118 434 5,180 6,997 7,304 -913 -1,220
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.6 37.5 20.7 61.3 40.5 97.6 98.7 2.4 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
10 10 15 26 26 43 44
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 61,110
COMMITMENTS
15,554 3,123 14,228 30,725 43,659 60,508 61,010 602 100
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 2,650)
-1,080 320 1,476 2,203 823 2,599 2,619 51 31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.5 5.1 23.3 50.3 71.4 99.0 99.8 1.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
3 5 7 31 29 38 37
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 22,325
COMMITMENTS
3,184 731 1,482 17,275 19,219 21,941 21,432 384 893
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 335)
1,142 88 -109 -800 254 233 233 102 102
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.3 3.3 6.6 77.4 86.1 98.3 96.0 1.7 4.0
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
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| 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 05/03/05 (CHANGE IN OPEN INTEREST: 216)
0 0 0 216 216 216 216 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
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
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 9,430
COMMITMENTS
3,680 2,800 1,700 3,780 4,530 9,160 9,030 270 400
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 210)
180 240 60 60 -10 300 290 -90 -80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.0 29.7 18.0 40.1 48.0 97.1 95.8 2.9 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 2 5 13 14 18 19
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,334,354
COMMITMENTS
111,848 70,059 356,758 786,678 811,549 1255284 1238366 79,070 95,989
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 12,212)
-3,118 2,176 -1,027 6,006 90 1,861 1,239 10,351 10,973
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 5.3 26.7 59.0 60.8 94.1 92.8 5.9 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 284)
76 106 129 81 91 228 263
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 13,320
COMMITMENTS
8,099 3,071 256 2,127 9,189 10,482 12,516 2,838 804
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 85)
-487 298 -63 564 -246 14 -11 71 96
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
60.8 23.1 1.9 16.0 69.0 78.7 94.0 21.3 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117)
60 19 5 12 24 77 47
PLATINUM - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 9,495
COMMITMENTS
6,395 1,265 5 1,069 7,167 7,469 8,437 2,027 1,059
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 766)
497 61 -88 204 472 613 445 153 321
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
67.3 13.3 0.1 11.3 75.5 78.7 88.9 21.3 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
27 9 1 6 19 34 28
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 191,374
COMMITMENTS
30,752 10,386 38,289 102,328 126,562 171,369 175,237 20,005 16,137
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 4,110)
-1,223 1,178 2,104 836 -423 1,718 2,860 2,392 1,250
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.1 5.4 20.0 53.5 66.1 89.5 91.6 10.5 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 163)
54 23 48 65 76 136 132
Updated May 13, 2005