NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED 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: 205,396
COMMITMENTS
18,131 26,676 37,573 118,283 117,140 173,987 181,390 31,409 24,006
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: -727)
-9,089 2,869 -488 12,065 -1,245 2,488 1,136 -3,215 -1,863
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 13.0 18.3 57.6 57.0 84.7 88.3 15.3 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122)
23 27 30 63 65 103 107
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED 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: 776,911
COMMITMENTS
32,601 62,253 309,075 353,249 360,123 694,925 731,450 81,986 45,460
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 23,236)
-1,432 8,593 7,157 12,773 5,549 18,498 21,298 4,738 1,938
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 8.0 39.8 45.5 46.4 89.4 94.1 10.6 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 202)
47 62 74 88 80 178 176
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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: 62,357
COMMITMENTS
16,472 2,297 14,875 30,086 44,944 61,433 62,116 924 241
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 1,248)
918 -826 647 -639 1,285 926 1,107 322 141
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.4 3.7 23.9 48.2 72.1 98.5 99.6 1.5 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
3 4 7 33 29 40 36
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 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 05/17/05 |
--------------------------------------------------------------| 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 TRADER
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
OPTION AND FUTURES COMBINED 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: 1,200,803
COMMITMENTS
96,192 66,500 306,273 738,759 749,570 1141224 1122344 59,579 78,460
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: -133,551)
-15,655 -3,559 -50,485 -47,919 -61,978 -114,060 -116,022 -19,491 -17,529
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 5.5 25.5 61.5 62.4 95.0 93.5 5.0 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 266)
68 94 110 85 93 212 244
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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: 8,181
COMMITMENTS
4,875 1,558 146 1,388 5,553 6,409 7,257 1,772 924
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: -1,314)
-1,520 293 141 320 -1,614 -1,059 -1,180 -255 -135
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
59.6 19.0 1.8 17.0 67.9 78.3 88.7 21.7 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
20 10 3 8 15 30 26
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED 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: 190,366
COMMITMENTS
22,815 12,844 39,027 112,793 124,287 174,634 176,157 15,732 14,209
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: -1,008)
-7,937 2,458 738 10,465 -2,275 3,265 920 -4,273 -1,928
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.0 6.7 20.5 59.3 65.3 91.7 92.5 8.3 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 166)
45 31 51 69 80 133 145
Updated May 20, 2005