NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 154,755
COMMITMENTS
12,754 26,076 11,368 105,746 91,181 129,868 128,625 24,887 26,130
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 4,264)
2,810 1,097 -725 1,502 1,232 3,587 1,604 677 2,660
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.2 16.8 7.3 68.3 58.9 83.9 83.1 16.1 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 131)
26 30 33 57 68 104 111
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 410,253
COMMITMENTS
22,250 77,740 106,635 223,440 199,170 352,325 383,545 57,928 26,708
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 5,012)
1,237 1,845 849 5,224 5,184 7,310 7,878 -2,298 -2,866
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.4 18.9 26.0 54.5 48.5 85.9 93.5 14.1 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 220)
45 64 73 102 83 189 185
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 69,270
COMMITMENTS
3,015 4,708 2,121 59,695 61,223 64,831 68,052 4,439 1,218
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 1,063)
0 -1,712 0 711 3,631 711 1,919 352 -856
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.4 6.8 3.1 86.2 88.4 93.6 98.2 6.4 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 1 1 30 25 31 27
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 45,053
COMMITMENTS
5,266 2,464 428 37,120 36,980 42,814 39,872 2,239 5,181
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 302)
0 0 0 302 302 302 302 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.7 5.5 0.9 82.4 82.1 95.0 88.5 5.0 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 2 1 15 13 17 15
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 34,607
COMMITMENTS
3,781 3,635 1,661 25,753 27,884 31,195 33,180 3,412 1,427
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 3,002)
517 1,336 617 2,050 1,162 3,184 3,115 -182 -113
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.9 10.5 4.8 74.4 80.6 90.1 95.9 9.9 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 2 3 21 18 24 22
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 59,079
COMMITMENTS
4,788 489 1,678 50,186 49,541 56,652 51,708 2,427 7,371
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 1,733)
-58 205 360 1,878 1,503 2,180 2,068 -447 -335
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.1 0.8 2.8 84.9 83.9 95.9 87.5 4.1 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 2 23 17 25 19
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 26,739
COMMITMENTS
1,872 394 1,156 17,023 20,361 20,051 21,911 6,688 4,828
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 1,623)
285 -174 -43 1,734 1,502 1,976 1,285 -353 338
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.0 1.5 4.3 63.7 76.1 75.0 81.9 25.0 18.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 2 13 14 15 16
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 906,796
COMMITMENTS
216,464 67,311 144,467 529,802 688,496 890,733 900,274 16,063 6,522
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 22,987)
16,569 6,223 1,832 4,747 14,729 23,148 22,784 -161 203
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.9 7.4 15.9 58.4 75.9 98.2 99.3 1.8 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114)
15 14 26 78 72 108 99
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 88,728
COMMITMENTS
24,714 22,990 20,337 39,782 43,421 84,833 86,748 3,895 1,980
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 10,119)
12,213 5,083 -2,123 -257 6,425 9,833 9,385 286 734
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.9 25.9 22.9 44.8 48.9 95.6 97.8 4.4 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
8 5 10 22 23 34 34
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 34,310
COMMITMENTS
5,496 1,830 4,915 23,749 27,375 34,160 34,120 150 190
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 237)
370 440 -260 136 556 246 736 -9 -499
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.0 5.3 14.3 69.2 79.8 99.6 99.4 0.4 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 4 6 25 26 31 33
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 20,039
COMMITMENTS
2,123 4,358 861 17,055 14,820 20,039 20,039 0 0
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 432)
396 348 0 80 128 476 476 -44 -44
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.6 21.7 4.3 85.1 74.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 3 2 16 14 19 18
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 7,536
COMMITMENTS
302 2,686 1,174 6,060 3,676 7,536 7,536 0 0
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 0)
-242 -242 242 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.0 35.6 15.6 80.4 48.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 3 3 11 10 14 14
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 718,813
COMMITMENTS
86,451 70,526 85,441 495,530 491,377 667,422 647,344 51,391 71,469
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 11,452)
6,888 -423 -4,703 7,307 13,211 9,492 8,085 1,960 3,367
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.0 9.8 11.9 68.9 68.4 92.9 90.1 7.1 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 212)
50 66 70 75 84 174 178
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 12,785
COMMITMENTS
7,543 2,082 0 2,460 9,574 10,003 11,656 2,782 1,129
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 49)
126 -417 -91 -2 426 33 -82 16 131
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
59.0 16.3 0.0 19.2 74.9 78.2 91.2 21.8 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113)
66 15 0 9 23 75 38
PLATINUM - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 6,609
COMMITMENTS
2,637 229 0 2,478 5,648 5,115 5,877 1,494 732
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 166)
238 -320 0 -124 453 114 133 52 33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.9 3.5 0.0 37.5 85.5 77.4 88.9 22.6 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
15 3 0 9 15 24 18
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 168,381
COMMITMENTS
20,112 8,379 12,137 121,615 133,646 153,864 154,162 14,517 14,219
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 10,634)
2,654 -1,013 -717 6,667 11,281 8,604 9,551 2,030 1,083
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.9 5.0 7.2 72.2 79.4 91.4 91.6 8.6 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153)
32 26 35 77 80 128 125
HEAT OIL CRACK SPRD CAL SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,879
COMMITMENTS
0 3,251 4,578 14,046 10,975 18,624 18,804 255 75
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 89)
0 -234 -12 56 260 44 14 45 75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 17.2 24.2 74.4 58.1 98.6 99.6 1.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 5 2 15 13 17 18
UNL GAS CRACK SPRD CAL SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,587
COMMITMENTS
450 2,106 402 7,660 5,929 8,512 8,437 75 150
CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: -165)
0 75 0 -240 -390 -240 -315 75 150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.2 24.5 4.7 89.2 69.0 99.1 98.3 0.9 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 2 16 14 18 16
Updated January 21, 2005