NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 157,694
COMMITMENTS
19,855 24,285 11,982 100,451 97,782 132,288 134,049 25,406 23,645
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: -7,109)
1,768 -121 -1,042 -8,428 -3,175 -7,702 -4,338 593 -2,771
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.6 15.4 7.6 63.7 62.0 83.9 85.0 16.1 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128)
26 28 33 55 68 106 107
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 391,909
COMMITMENTS
25,241 55,776 106,055 192,420 196,659 323,716 358,490 68,193 33,419
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: -13,665)
1,571 -13,547 -2,323 -15,983 -172 -16,735 -16,042 3,070 2,377
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.4 14.2 27.1 49.1 50.2 82.6 91.5 17.4 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 183)
40 50 61 86 69 159 151
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 63,927
COMMITMENTS
4,479 4,088 1,705 50,798 55,266 56,982 61,059 6,945 2,868
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: -6,187)
1,036 0 -1,036 -7,809 -5,669 -7,809 -6,705 1,622 518
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.0 6.4 2.7 79.5 86.5 89.1 95.5 10.9 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 1 2 26 23 28 25
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 44,981
COMMITMENTS
1,906 2,464 1,604 37,994 35,676 41,504 39,744 3,477 5,237
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 28)
0 0 0 -84 168 -84 168 112 -140
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.2 5.5 3.6 84.5 79.3 92.3 88.4 7.7 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 2 2 15 15 17 18
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
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(2,500 MMBTU'S) OPEN INTEREST: 36,623
COMMITMENTS
2,319 4,237 2,066 27,718 27,237 32,103 33,540 4,520 3,083
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: -531)
-244 1,034 44 -13 -2,292 -213 -1,214 -318 683
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.3 11.6 5.6 75.7 74.4 87.7 91.6 12.3 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 2 3 18 16 21 20
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 58,655
COMMITMENTS
6,828 321 1,588 45,167 47,422 53,583 49,331 5,072 9,324
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: -1,772)
1,508 -224 -224 -4,444 -394 -3,160 -842 1,388 -930
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.6 0.5 2.7 77.0 80.8 91.4 84.1 8.6 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 2 19 17 21 19
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 913,002
COMMITMENTS
238,184 64,614 155,182 502,630 685,978 895,996 905,774 17,006 7,228
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: -18,508)
9,061 6,049 1,505 -32,236 -27,389 -21,670 -19,835 3,162 1,327
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.1 7.1 17.0 55.1 75.1 98.1 99.2 1.9 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113)
17 12 24 75 71 105 97
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 99,972
COMMITMENTS
19,201 28,537 27,055 49,641 42,326 95,897 97,918 4,075 2,054
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: -6,406)
-19,247 -6,485 6,678 7,673 -7,287 -4,896 -7,094 -1,510 688
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.2 28.5 27.1 49.7 42.3 95.9 97.9 4.1 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
8 6 9 21 20 33 31
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
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(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 35,237
COMMITMENTS
4,084 4,670 5,385 25,171 25,043 34,640 35,098 597 139
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: -1,479)
-652 1,300 -90 -1,195 -2,649 -1,937 -1,439 458 -40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.6 13.3 15.3 71.4 71.1 98.3 99.6 1.7 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 5 6 21 25 27 33
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
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(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 20,757
COMMITMENTS
2,195 4,558 917 17,645 15,240 20,757 20,715 0 42
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 46)
92 0 0 -46 4 46 4 0 42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.6 22.0 4.4 85.0 73.4 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 2 2 17 15 20 19
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 7,622
COMMITMENTS
302 2,514 1,346 5,974 3,594 7,622 7,454 0 168
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 86)
0 -172 172 -86 -82 86 -82 0 168
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.0 33.0 17.7 78.4 47.2 100.0 97.8 0.0 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 3 3 11 11 14 15
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
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(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 734,197
COMMITMENTS
100,507 69,555 96,217 492,654 507,975 689,378 673,747 44,819 60,450
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 20,307)
2,303 5,201 5,540 16,499 13,131 24,342 23,872 -4,035 -3,565
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.7 9.5 13.1 67.1 69.2 93.9 91.8 6.1 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 231)
51 74 74 81 86 189 186
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
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(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 13,444
COMMITMENTS
7,548 2,077 650 2,574 9,654 10,772 12,381 2,672 1,063
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 497)
-57 65 477 52 -20 472 522 25 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
56.1 15.4 4.8 19.1 71.8 80.1 92.1 19.9 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119)
64 17 8 10 23 82 46
PLATINUM - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
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(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 7,946
COMMITMENTS
4,185 272 0 2,126 6,706 6,311 6,978 1,635 968
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 616)
855 -25 0 -273 429 582 404 34 212
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
52.7 3.4 0.0 26.8 84.4 79.4 87.8 20.6 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
23 4 0 7 16 30 20
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 162,159
COMMITMENTS
27,061 6,088 12,475 108,567 132,978 148,103 151,541 14,056 10,618
CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: -5,967)
2,239 -712 -585 -7,272 -3,154 -5,618 -4,451 -349 -1,516
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.7 3.8 7.7 67.0 82.0 91.3 93.5 8.7 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156)
44 17 36 68 79 129 120
Updated February 4, 2005