NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 225,724
COMMITMENTS
31,681 24,824 50,894 95,277 113,460 177,853 189,178 47,871 36,545
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: -859)
-4,184 -1,927 1,723 -935 -2,962 -3,396 -3,166 2,538 2,308
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.0 11.0 22.5 42.2 50.3 78.8 83.8 21.2 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 133)
37 28 38 61 58 120 104
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 824,779
COMMITMENTS
42,451 76,452 345,071 356,635 366,767 744,156 788,290 80,623 36,489
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 54,690)
9,092 5,561 31,064 13,260 17,844 53,416 54,468 1,274 222
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 9.3 41.8 43.2 44.5 90.2 95.6 9.8 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 215)
59 53 76 99 87 199 176
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 38,222
COMMITMENTS
10,565 3,630 1,282 22,055 24,982 33,902 29,894 4,320 8,328
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 132)
-1,957 2,488 485 1,778 24 306 2,997 -174 -2,865
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.6 9.5 3.4 57.7 65.4 88.7 78.2 11.3 21.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 2 2 15 13 18 17
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 127,402
COMMITMENTS
359 21,231 24,200 92,048 75,599 116,607 121,030 10,795 6,372
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: -973)
-365 4,172 -4,029 2,922 -509 -1,472 -366 499 -607
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 16.7 19.0 72.3 59.3 91.5 95.0 8.5 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 4 5 22 23 27 28
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 67,985
COMMITMENTS
24,821 11,347 2,684 37,026 45,641 64,531 59,672 3,454 8,313
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 4,857)
4,884 453 0 97 5,260 4,981 5,713 -124 -856
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.5 16.7 3.9 54.5 67.1 94.9 87.8 5.1 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 3 1 15 14 17 18
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 53,963
COMMITMENTS
0 5,227 6,112 43,602 39,852 49,714 51,191 4,249 2,772
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: -2,751)
0 -2,580 613 -3,976 -1,578 -3,363 -3,545 612 794
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 9.7 11.3 80.8 73.9 92.1 94.9 7.9 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 3 2 18 16 20 19
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 58,053
COMMITMENTS
954 14,493 6,395 45,318 31,866 52,667 52,754 5,386 5,299
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 1,552)
-1,773 -729 1,186 2,025 3,105 1,438 3,562 114 -2,010
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 25.0 11.0 78.1 54.9 90.7 90.9 9.3 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 4 5 23 19 28 24
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 41,165
COMMITMENTS
639 0 1,497 38,093 37,570 40,229 39,067 936 2,098
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 476)
-1,744 0 820 1,276 -344 352 476 124 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 0.0 3.6 92.5 91.3 97.7 94.9 2.3 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 1 17 18 18 19
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 63,139
COMMITMENTS
0 8,482 2,776 51,356 47,011 54,132 58,269 9,007 4,870
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: -1,296)
0 576 -1,725 369 -147 -1,356 -1,296 60 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 13.4 4.4 81.3 74.5 85.7 92.3 14.3 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 2 2 22 19 24 21
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 90,441
COMMITMENTS
43,441 38,679 3,233 37,026 43,682 83,700 85,594 6,741 4,847
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 5,366)
1,123 3,574 589 2,318 719 4,030 4,882 1,336 484
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.0 42.8 3.6 40.9 48.3 92.5 94.6 7.5 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 1 2 16 20 19 23
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 34,193
COMMITMENTS
1,152 1,591 1,880 25,205 22,108 28,237 25,579 5,956 8,614
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 2,555)
-620 463 -1,017 4,900 2,498 3,263 1,944 -708 611
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 4.7 5.5 73.7 64.7 82.6 74.8 17.4 25.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 2 2 15 16 18 18
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,127,988
COMMITMENTS
282,095 60,115 214,251 609,995 837,831 1106341 1112197 21,647 15,791
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 54,211)
31,067 8,136 13,205 8,885 30,197 53,157 51,538 1,054 2,673
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.0 5.3 19.0 54.1 74.3 98.1 98.6 1.9 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127)
21 17 34 83 80 119 116
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 175,219
COMMITMENTS
34,550 39,751 52,510 86,558 80,102 173,618 172,363 1,601 2,856
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 5,573)
1,044 -3,350 5,814 -1,014 3,336 5,844 5,800 -271 -227
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.7 22.7 30.0 49.4 45.7 99.1 98.4 0.9 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
13 7 17 26 27 45 45
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 74,799
COMMITMENTS
22,160 5,285 17,913 34,316 51,429 74,389 74,628 410 171
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 2,112)
1,881 191 418 233 2,023 2,532 2,633 -420 -521
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.6 7.1 23.9 45.9 68.8 99.5 99.8 0.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
6 5 9 37 34 47 44
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 26,202
COMMITMENTS
3,153 1,333 4,120 18,847 19,650 26,120 25,103 82 1,099
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 2,038)
-230 830 62 2,680 556 2,512 1,448 -474 590
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.0 5.1 15.7 71.9 75.0 99.7 95.8 0.3 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 2 3 19 22 24 25
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 9,234
COMMITMENTS
694 2,770 2,351 6,189 4,113 9,234 9,234 0 0
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 156)
0 344 -264 674 76 410 156 -254 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 30.0 25.5 67.0 44.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 3 3 17 16 21 20
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 13,152
COMMITMENTS
3,220 1,620 2,640 6,192 7,602 12,052 11,862 1,100 1,290
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 952)
140 -720 40 292 912 472 232 480 720
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.5 12.3 20.1 47.1 57.8 91.6 90.2 8.4 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 2 4 17 16 22 20
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 18,970
COMMITMENTS
8,910 280 1,050 8,550 17,060 18,510 18,390 460 580
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 2,820)
1,160 -80 0 1,620 2,920 2,780 2,840 40 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.0 1.5 5.5 45.1 89.9 97.6 96.9 2.4 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
4 1 3 18 21 22 25
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,374,546
COMMITMENTS
134,284 69,017 376,346 783,568 840,391 1294198 1285754 80,347 88,792
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 45,217)
-326 1,706 24,011 20,782 26,794 44,467 52,511 750 -7,294
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.8 5.0 27.4 57.0 61.1 94.2 93.5 5.8 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 294)
87 101 125 83 91 244 254
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 13,763
COMMITMENTS
8,295 5,302 62 2,637 7,174 10,994 12,538 2,769 1,225
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: -9)
-107 -242 20 77 336 -10 114 1 -123
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
60.3 38.5 0.5 19.2 52.1 79.9 91.1 20.1 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114)
55 22 2 11 24 68 48
PLATINUM - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 7,912
COMMITMENTS
4,089 860 145 1,563 5,848 5,797 6,853 2,115 1,059
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: -1,160)
-1,514 40 107 816 -1,197 -591 -1,050 -569 -110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
51.7 10.9 1.8 19.8 73.9 73.3 86.6 26.7 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
16 8 3 9 13 26 23
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 193,853
COMMITMENTS
46,733 6,109 29,595 92,452 139,795 168,781 175,499 25,073 18,354
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 19,413)
4,164 -985 6,104 5,192 10,511 15,459 15,629 3,954 3,784
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.1 3.2 15.3 47.7 72.1 87.1 90.5 12.9 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 169)
58 22 34 69 77 143 120
Updated July 15, 2005