NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 181,115
COMMITMENTS
29,860 26,130 19,884 98,465 109,809 148,209 155,823 32,906 25,292
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 932)
472 -900 1,431 -3,730 -1,083 -1,827 -552 2,759 1,484
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.5 14.4 11.0 54.4 60.6 81.8 86.0 18.2 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116)
27 24 29 58 56 105 93
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 481,312
COMMITMENTS
36,711 45,073 161,731 210,513 242,063 408,955 448,867 72,357 32,445
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: -5,155)
-1,150 -6,554 1,512 -3,057 -959 -2,695 -6,001 -2,460 846
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.6 9.4 33.6 43.7 50.3 85.0 93.3 15.0 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 183)
41 52 63 84 74 165 153
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 34,482
COMMITMENTS
5,460 2,728 1,908 23,248 18,984 30,616 23,620 3,866 10,862
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.8 7.9 5.5 67.4 55.1 88.8 68.5 11.2 31.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 1 3 12 12 15 15
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 99,882
COMMITMENTS
11,444 2,932 1,758 78,007 88,767 91,209 93,457 8,673 6,425
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 3,050)
998 -1,758 1,758 -498 674 2,258 674 792 2,376
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.5 2.9 1.8 78.1 88.9 91.3 93.6 8.7 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 1 1 20 26 22 28
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 57,186
COMMITMENTS
7,362 11,664 604 45,519 39,379 53,485 51,647 3,701 5,539
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 1,473)
1,624 186 0 -333 4,073 1,291 4,259 182 -2,786
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.9 20.4 1.1 79.6 68.9 93.5 90.3 6.5 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 3 1 11 14 13 17
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 44,800
COMMITMENTS
0 4,171 3,139 34,751 33,420 37,890 40,730 6,910 4,070
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 2,140)
0 -721 1,079 999 1,720 2,078 2,078 62 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 9.3 7.0 77.6 74.6 84.6 90.9 15.4 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 3 3 15 14 18 17
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 57,172
COMMITMENTS
4,568 6,522 4,864 42,785 39,104 52,217 50,490 4,955 6,682
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 3,662)
-743 2,128 933 4,637 603 4,827 3,664 -1,165 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.0 11.4 8.5 74.8 68.4 91.3 88.3 8.7 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 3 4 18 16 22 21
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 61,688
COMMITMENTS
0 2,912 4,635 47,056 44,995 51,691 52,542 9,997 9,146
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: -831)
0 -2 -308 -920 -335 -1,228 -645 397 -186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 4.7 7.5 76.3 72.9 83.8 85.2 16.2 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 2 2 20 19 22 21
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 71,386
COMMITMENTS
36,162 16,188 0 30,766 51,628 66,928 67,816 4,458 3,570
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 15,376)
17,874 9,794 0 -1,960 5,044 15,914 14,838 -538 538
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
50.7 22.7 0.0 43.1 72.3 93.8 95.0 6.2 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 1 0 14 14 16 15
HENRY HUB INDEX SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 32,143
COMMITMENTS
2,356 496 0 27,668 31,306 30,024 31,802 2,119 341
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.3 1.5 0.0 86.1 97.4 93.4 98.9 6.6 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 1 0 6 12 9 13
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 22,483
COMMITMENTS
2,480 496 0 15,479 20,881 17,959 21,377 4,524 1,106
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.0 2.2 0.0 68.8 92.9 79.9 95.1 20.1 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 1 0 8 11 11 12
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,001,483
COMMITMENTS
274,100 71,178 144,637 558,931 774,249 977,668 990,064 23,815 11,419
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 22,229)
-4,536 3,207 -5,060 31,456 24,173 21,860 22,320 369 -91
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.4 7.1 14.4 55.8 77.3 97.6 98.9 2.4 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125)
20 9 29 85 82 116 113
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 157,969
COMMITMENTS
29,323 45,842 33,949 88,402 58,515 151,674 138,306 6,295 19,663
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 10,115)
2,482 -11,072 3,384 2,332 1,564 8,198 -6,124 1,917 16,239
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.6 29.0 21.5 56.0 37.0 96.0 87.6 4.0 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
12 8 15 25 25 43 42
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 55,413
COMMITMENTS
14,518 1,260 12,263 28,388 41,830 55,169 55,353 244 60
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 3,480)
-524 -2,000 2,290 1,634 3,190 3,400 3,480 80 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.2 2.3 22.1 51.2 75.5 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
3 4 8 31 29 39 37
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 22,839
COMMITMENTS
2,461 325 1,781 18,359 19,986 22,601 22,092 238 747
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 1,011)
-244 0 -220 1,519 766 1,055 546 -44 465
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.8 1.4 7.8 80.4 87.5 99.0 96.7 1.0 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 1 4 17 19 21 23
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 9,412
COMMITMENTS
256 6,319 856 8,300 2,237 9,412 9,412 0 0
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.7 67.1 9.1 88.2 23.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 3 2 11 8 14 11
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 810,502
COMMITMENTS
121,606 95,598 125,652 508,385 520,232 755,643 741,482 54,859 69,020
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: -11,713)
-3,694 2,949 6,597 -9,196 -19,760 -6,293 -10,214 -5,420 -1,499
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.0 11.8 15.5 62.7 64.2 93.2 91.5 6.8 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 264)
68 88 94 85 89 217 216
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 13,381
COMMITMENTS
8,740 2,676 150 1,455 10,016 10,345 12,842 3,036 539
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 216)
-23 420 -47 262 -114 192 259 24 -43
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
65.3 20.0 1.1 10.9 74.9 77.3 96.0 22.7 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117)
65 14 4 12 26 81 42
PLATINUM - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 9,180
COMMITMENTS
6,254 1,078 5 894 7,307 7,153 8,390 2,027 790
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 926)
868 71 -1 -7 782 860 852 66 74
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
68.1 11.7 0.1 9.7 79.6 77.9 91.4 22.1 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
25 7 1 8 19 34 26
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 159,754
COMMITMENTS
38,419 7,202 10,020 93,041 127,637 141,480 144,859 18,274 14,895
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: -2,308)
1,655 1,586 -666 -1,407 -3,862 -418 -2,942 -1,890 634
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.0 4.5 6.3 58.2 79.9 88.6 90.7 11.4 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 159)
48 21 35 70 77 132 121
Updated April 29, 2005