NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 208,942
COMMITMENTS
30,639 23,572 39,704 101,606 114,122 171,949 177,398 36,993 31,544
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 12,324)
7,340 -1,996 8,854 -5,259 2,960 10,936 9,819 1,389 2,506
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.7 11.3 19.0 48.6 54.6 82.3 84.9 17.7 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 129)
36 22 30 59 65 111 103
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 748,050
COMMITMENTS
29,025 63,457 298,553 338,768 346,342 666,346 708,352 81,703 39,698
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 9,032)
-4,238 -12,451 3,253 4,074 18,623 3,089 9,425 5,943 -393
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 8.5 39.9 45.3 46.3 89.1 94.7 10.9 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 201)
49 58 74 89 80 181 173
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 34,632
COMMITMENTS
11,717 2,717 496 19,084 21,906 31,297 25,119 3,335 9,513
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: -1,353)
3,704 -401 -904 -3,119 398 -319 -907 -1,034 -446
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.8 7.8 1.4 55.1 63.3 90.4 72.5 9.6 27.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 1 1 15 13 17 15
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 124,381
COMMITMENTS
5,840 15,692 18,466 89,255 84,148 113,561 118,306 10,820 6,075
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 1,331)
-2,414 3,946 4,094 -355 -3,137 1,325 4,903 6 -3,572
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 12.6 14.8 71.8 67.7 91.3 95.1 8.7 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 2 3 20 24 23 27
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 50,423
COMMITMENTS
9,466 6,838 848 36,279 33,230 46,593 40,916 3,830 9,507
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: -6,009)
-976 -2,104 0 -4,504 -2,664 -5,480 -4,768 -529 -1,241
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.8 13.6 1.7 71.9 65.9 92.4 81.1 7.6 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 3 2 12 11 15 14
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 54,693
COMMITMENTS
2,132 6,585 3,451 44,363 42,779 49,946 52,815 4,747 1,878
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: -2,590)
-578 272 240 -3,024 -3,712 -3,362 -3,200 772 610
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 12.0 6.3 81.1 78.2 91.3 96.6 8.7 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 2 2 16 15 18 18
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 57,980
COMMITMENTS
10,430 13,286 2,766 40,874 35,964 54,070 52,016 3,910 5,964
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: -4,774)
2,502 -4,013 -223 -6,667 -1,912 -4,388 -6,148 -386 1,374
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.0 22.9 4.8 70.5 62.0 93.3 89.7 6.7 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 3 3 19 19 23 23
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 40,217
COMMITMENTS
24 0 1,488 37,645 36,471 39,157 37,959 1,060 2,258
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 2,033)
-1,624 -240 930 2,707 1,849 2,013 2,539 20 -506
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.0 3.7 93.6 90.7 97.4 94.4 2.6 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 1 18 17 19 18
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 63,538
COMMITMENTS
0 6,107 3,440 51,836 48,233 55,276 57,780 8,262 5,758
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: -1,067)
0 211 436 1,173 1,497 1,609 2,144 -2,676 -3,211
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 9.6 5.4 81.6 75.9 87.0 90.9 13.0 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 2 2 21 18 23 20
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 70,796
COMMITMENTS
33,708 23,212 1,360 28,546 41,731 63,614 66,303 7,182 4,493
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: -5,646)
-1,468 -902 628 -6,346 -6,019 -7,186 -6,293 1,540 647
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.6 32.8 1.9 40.3 58.9 89.9 93.7 10.1 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 1 1 16 17 18 19
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,011,954
COMMITMENTS
236,435 54,025 180,228 577,612 765,954 994,275 1000207 17,679 11,747
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 55,602)
15,277 -7,770 23,376 18,501 41,260 57,154 56,866 -1,552 -1,264
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.4 5.3 17.8 57.1 75.7 98.3 98.8 1.7 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124)
23 11 29 85 78 119 109
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 143,175
COMMITMENTS
29,150 50,798 31,526 81,445 59,053 142,121 141,377 1,054 1,798
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 6,588)
6,284 4,688 -1,863 2,176 3,561 6,597 6,386 -9 202
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.4 35.5 22.0 56.9 41.2 99.3 98.7 0.7 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
13 6 17 29 27 47 45
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 62,444
COMMITMENTS
14,596 5,116 13,061 34,479 43,963 62,136 62,140 308 304
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 1,935)
-2,082 1,355 357 3,764 281 2,039 1,993 -104 -58
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.4 8.2 20.9 55.2 70.4 99.5 99.5 0.5 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
5 5 7 37 34 46 42
PJM ELECTRICITY WEEKLY - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 2,410
COMMITMENTS
1,060 1,440 0 1,330 870 2,390 2,310 20 100
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.0 59.8 0.0 55.2 36.1 99.2 95.9 0.8 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 5 0 9 8 12 13
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 22,103
COMMITMENTS
4,261 847 1,486 16,356 19,085 22,103 21,418 0 685
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: -719)
105 -932 386 -1,210 -305 -719 -851 0 132
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.3 3.8 6.7 74.0 86.3 100.0 96.9 0.0 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 2 3 19 19 23 22
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 8,783
COMMITMENTS
174 4,800 772 7,793 3,211 8,739 8,783 44 0
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: -372)
-42 -252 -84 -246 -36 -372 -372 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 54.7 8.8 88.7 36.6 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 3 2 14 11 17 14
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 10,040
COMMITMENTS
3,240 2,260 2,000 4,330 4,910 9,570 9,170 470 870
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: -130)
100 -620 -20 -490 -40 -410 -680 280 550
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.3 22.5 19.9 43.1 48.9 95.3 91.3 4.7 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 2 5 13 17 18 22
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 12,610
COMMITMENTS
3,150 600 1,130 7,970 10,260 12,250 11,990 360 620
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 2,360)
1,480 300 -620 1,700 3,200 2,560 2,880 -200 -520
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.0 4.8 9.0 63.2 81.4 97.1 95.1 2.9 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 2 3 19 16 22 21
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,247,557
COMMITMENTS
101,924 64,148 328,522 747,568 770,512 1178014 1163182 69,543 84,375
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 28,007)
10,909 -11,593 13,420 -4,344 25,854 19,985 27,680 8,022 327
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 5.1 26.3 59.9 61.8 94.4 93.2 5.6 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 283)
69 102 118 84 94 226 253
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 13,063
COMMITMENTS
8,078 4,663 365 1,906 7,147 10,349 12,175 2,714 888
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: -149)
30 223 26 -377 -151 -321 98 172 -247
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
61.8 35.7 2.8 14.6 54.7 79.2 93.2 20.8 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113)
58 21 5 15 23 76 48
PLATINUM - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 8,841
COMMITMENTS
5,913 802 133 1,046 6,709 7,092 7,645 1,749 1,196
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 856)
1,387 -270 -213 -420 1,183 753 699 102 156
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
66.9 9.1 1.5 11.8 75.9 80.2 86.5 19.8 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
23 7 3 6 17 29 27
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 166,352
COMMITMENTS
28,156 8,621 26,370 94,955 116,866 149,481 151,857 16,870 14,495
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 12,494)
4,473 -458 3,986 888 6,801 9,347 10,328 3,147 2,166
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.9 5.2 15.9 57.1 70.3 89.9 91.3 10.1 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 166)
47 30 39 65 77 134 128
Updated June 10, 2005