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|
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|
|
|
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|
|
|
|
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|
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|
|
|
|
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|
|
|
|
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|
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|
|
|
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|
|
|
|
| NO. |
2 |
HEATING |
OIL, |
N.Y. |
HARBOR |
- |
NEW |
YORK |
MERCANTILE |
EXCHANGE |
|
EXCHANGE |
|
HARBOR |
- |
NEW |
YORK |
MERCANTILE |
EXCHANGE |
|
- |
NEW |
YORK |
MERCANTILE |
EXCHANGE |
|
HARBOR |
- |
NEW |
YORK |
MERCANTILE |
EXCHANGE |
|
HARBOR |
- |
NEW |
YORK |
MERCANTILE |
EXCHANGE |
|
HARBOR |
- |
NEW |
YORK |
MERCANTILE |
EXCHANGE |
|
NEW |
YORK |
MERCANTILE |
EXCHANGE |
|
HARBOR |
- |
NEW |
YORK |
MERCANTILE |
EXCHANGE |
|
HARBOR |
- |
NEW |
YORK |
MERCANTILE |
EXCHANGE |
|
- |
NEW |
YORK |
MERCANTILE |
EXCHANGE |
|
HARBOR |
- |
NEW |
YORK |
MERCANTILE |
EXCHANGE |
|
- |
NEW |
YORK |
MERCANTILE |
EXCHANGE |
|
HARBOR |
- |
NEW |
YORK |
MERCANTILE |
EXCHANGE |
|
HARBOR |
- |
NEW |
YORK |
MERCANTILE |
EXCHANGE |
|
HARBOR |
- |
NEW |
YORK |
MERCANTILE |
EXCHANGE |
|
NEW |
YORK |
MERCANTILE |
EXCHANGE |
|
HARBOR |
- |
NEW |
YORK |
MERCANTILE |
EXCHANGE |
|
HARBOR |
- |
NEW |
YORK |
MERCANTILE |
EXCHANGE |
|
HARBOR |
- |
NEW |
YORK |
MERCANTILE |
EXCHANGE |
|
- |
NEW |
YORK |
MERCANTILE |
EXCHANGE |
|
HARBOR |
- |
NEW |
YORK |
MERCANTILE |
EXCHANGE |
|
HARBOR |
- |
NEW |
YORK |
MERCANTILE |
EXCHANGE |
|
HARBOR |
- |
NEW |
YORK |
MERCANTILE |
EXCHANGE |
|
| FUTURES |
ONLY |
POSITIONS |
AS |
OF |
2005-1-18 |
| |
|
|
|
2005-1-4 |
| |
|
|
| |
|
2004-12-21 |
| |
|
2004-12-14 |
| |
|
2004-12-7 |
| |
|
|
|
2004-11-23 |
| |
|
2004-11-16 |
| |
|
|
| |
|
2004-11-2 |
| |
|
|
| |
|
2004-10-19 |
| |
|
2004-10-12 |
| |
|
2004-10-5 |
| |
|
|
|
2004-9-21 |
| |
|
2004-9-14 |
| |
|
2004-9-7 |
| |
|
|
| |
|
2004-8-24 |
| |
|
2004-8-17 |
| |
|
2008-10-4 |
| |
|
| --------------------------------------------------------------| |
NONREPORTABLE |
|
| NON-COMMERCIAL |
| |
COMMERCIAL |
| |
TOTAL |
| |
POSITIONS |
|
| |
POSITIONS |
|
POSITIONS |
|
| |
POSITIONS |
|
| |
POSITIONS |
|
| |
POSITIONS |
|
| |
POSITIONS |
|
| |
POSITIONS |
|
POSITIONS |
|
| |
POSITIONS |
|
POSITIONS |
|
| |
POSITIONS |
|
| |
POSITIONS |
|
| |
POSITIONS |
|
| |
POSITIONS |
|
| |
POSITIONS |
|
| |
POSITIONS |
|
POSITIONS |
|
| |
POSITIONS |
|
| |
POSITIONS |
|
| |
POSITIONS |
|
| --------------------------|-----------------|-----------------|----------------- |
|
| LONG |
| |
SHORT |
|SPREADS |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| -------------------------------------------------------------------------------- |
|
| (CONTRACTS |
OF |
42,000 |
U.S. |
GALLONS) |
OPEN |
INTEREST: |
154,755 |
|
|
|
|
|
|
OPEN |
INTEREST: |
149,494 |
10,816 |
24,395 |
|
|
|
INTEREST: |
159,132 |
11,416 |
22,327 |
|
|
|
OPEN |
INTEREST: |
169,935 |
15,916 |
28,092 |
|
|
|
OPEN |
INTEREST: |
163,692 |
9,166 |
30,988 |
|
|
|
OPEN |
INTEREST: |
160,297 |
11,951 |
33,374 |
|
|
|
168,850 |
20,549 |
30,976 |
|
|
|
OPEN |
INTEREST: |
174,879 |
20,645 |
30,784 |
|
|
|
OPEN |
INTEREST: |
177,775 |
18,542 |
29,539 |
|
|
|
INTEREST: |
174,717 |
23,499 |
29,549 |
|
|
|
OPEN |
INTEREST: |
181,189 |
28,278 |
29,552 |
|
|
|
INTEREST: |
192,289 |
32,571 |
28,890 |
|
|
|
OPEN |
INTEREST: |
193,121 |
33,809 |
27,842 |
|
|
|
OPEN |
INTEREST: |
185,197 |
33,919 |
27,042 |
|
|
|
OPEN |
INTEREST: |
184,637 |
36,015 |
23,833 |
|
|
|
199,137 |
35,311 |
24,255 |
|
|
|
OPEN |
INTEREST: |
200,671 |
|
|
|
OPEN |
INTEREST: |
194,502 |
|
|
|
OPEN |
INTEREST: |
198,869 |
|
|
|
INTEREST: |
194,578 |
|
|
|
OPEN |
INTEREST: |
209,874 |
|
|
|
OPEN |
INTEREST: |
208,698 |
|
|
|
OPEN |
INTEREST: |
208,028 |
|
| COMMITMENTS |
|
| 12,754 |
26,076 |
11,368 |
105,746 |
91,181 |
129,868 |
128,625 |
24,887 |
26,130 |
|
|
|
125,161 |
125,348 |
24,333 |
24,146 |
|
|
133,848 |
24,007 |
25,284 |
|
|
142,336 |
143,778 |
27,599 |
26,157 |
|
|
137,167 |
137,306 |
26,525 |
26,386 |
|
|
131,132 |
133,367 |
29,165 |
26,930 |
|
27,536 |
22,680 |
|
|
143,655 |
149,295 |
31,224 |
25,584 |
|
|
144,725 |
151,163 |
33,050 |
26,612 |
|
|
152,751 |
30,729 |
21,966 |
|
|
150,835 |
156,919 |
30,354 |
24,270 |
|
|
166,249 |
34,767 |
26,040 |
|
|
158,451 |
168,768 |
34,670 |
24,353 |
|
|
152,973 |
161,628 |
32,224 |
23,569 |
|
|
153,734 |
163,735 |
30,903 |
20,902 |
|
32,809 |
23,593 |
|
|
168,891 |
179,941 |
31,780 |
20,730 |
|
|
164,402 |
175,157 |
30,100 |
19,345 |
|
|
168,417 |
178,706 |
30,452 |
20,163 |
|
|
172,318 |
31,254 |
22,260 |
|
|
177,030 |
188,127 |
32,844 |
21,747 |
|
|
172,611 |
187,277 |
36,087 |
21,421 |
|
|
173,387 |
187,256 |
34,641 |
20,772 |
|
|
| CHANGES |
FROM |
2005-1-11 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 2,810 |
1,097 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| PERCENT |
OF |
|
| 8.2 |
|
|
| NUMBER |
OF |
TRADERS |
IN |
EACH |
CATEGORY |
(TOTAL |
TRADERS: |
131) |
|
CATEGORY |
(TOTAL |
TRADERS: |
128) |
|
(TOTAL |
TRADERS: |
129) |
|
CATEGORY |
(TOTAL |
TRADERS: |
133) |
|
CATEGORY |
(TOTAL |
TRADERS: |
121) |
|
CATEGORY |
(TOTAL |
TRADERS: |
126) |
|
TRADERS: |
134) |
|
CATEGORY |
(TOTAL |
TRADERS: |
129) |
|
CATEGORY |
(TOTAL |
TRADERS: |
125) |
|
(TOTAL |
TRADERS: |
127) |
|
CATEGORY |
(TOTAL |
TRADERS: |
126) |
|
(TOTAL |
TRADERS: |
138) |
|
CATEGORY |
(TOTAL |
TRADERS: |
128) |
|
CATEGORY |
(TOTAL |
TRADERS: |
123) |
|
CATEGORY |
(TOTAL |
TRADERS: |
125) |
|
TRADERS: |
133) |
|
CATEGORY |
(TOTAL |
TRADERS: |
133) |
|
CATEGORY |
(TOTAL |
TRADERS: |
128) |
|
CATEGORY |
(TOTAL |
TRADERS: |
126) |
|
(TOTAL |
TRADERS: |
117) |
|
CATEGORY |
(TOTAL |
TRADERS: |
135) |
|
CATEGORY |
(TOTAL |
TRADERS: |
134) |
|
CATEGORY |
(TOTAL |
TRADERS: |
134) |
|
| 26 |
30 |
33 |
57 |
68 |
104 |
111 |
|
103 |
107 |
|
105 |
|
111 |
109 |
|
103 |
107 |
|
103 |
105 |
|
112 |
103 |
|
107 |
100 |
|
103 |
|
110 |
100 |
|
112 |
|
109 |
105 |
|
105 |
101 |
|
108 |
103 |
|
119 |
109 |
|
116 |
104 |
|
117 |
105 |
|
96 |
|
123 |
105 |
|
121 |
103 |
|
117 |
103 |
|
|
| NATURAL |
GAS |
- |
NEW |
YORK |
MERCANTILE |
EXCHANGE |
|
MERCANTILE |
EXCHANGE |
|
EXCHANGE |
|
MERCANTILE |
EXCHANGE |
|
MERCANTILE |
EXCHANGE |
|
MERCANTILE |
EXCHANGE |
|
MERCANTILE |
EXCHANGE |
|
MERCANTILE |
EXCHANGE |
|
EXCHANGE |
|
MERCANTILE |
EXCHANGE |
|
EXCHANGE |
|
MERCANTILE |
EXCHANGE |
|
MERCANTILE |
EXCHANGE |
|
MERCANTILE |
EXCHANGE |
|
MERCANTILE |
EXCHANGE |
|
MERCANTILE |
EXCHANGE |
|
MERCANTILE |
EXCHANGE |
|
EXCHANGE |
|
MERCANTILE |
EXCHANGE |
|
MERCANTILE |
EXCHANGE |
|
MERCANTILE |
EXCHANGE |
|
| FUTURES |
ONLY |
POSITIONS |
AS |
OF |
2005-1-18 |
| |
|
|
|
2005-1-4 |
| |
|
|
| |
|
2004-12-21 |
| |
|
2004-12-14 |
| |
|
2004-12-7 |
| |
|
|
|
2004-11-23 |
| |
|
2004-11-16 |
| |
|
|
| |
|
2004-11-2 |
| |
|
|
| |
|
2004-10-19 |
| |
|
2004-10-12 |
| |
|
2004-10-5 |
| |
|
|
|
2004-9-21 |
| |
|
2004-9-14 |
| |
|
2004-9-7 |
| |
|
|
| |
|
2004-8-24 |
| |
|
2004-8-17 |
| |
|
2008-10-4 |
| |
|
| --------------------------------------------------------------| |
NONREPORTABLE |
|
| NON-COMMERCIAL |
| |
COMMERCIAL |
| |
TOTAL |
| |
POSITIONS |
|
| |
POSITIONS |
|
POSITIONS |
|
| |
POSITIONS |
|
| |
POSITIONS |
|
| |
POSITIONS |
|
| |
POSITIONS |
|
| |
POSITIONS |
|
POSITIONS |
|
| |
POSITIONS |
|
POSITIONS |
|
| |
POSITIONS |
|
| |
POSITIONS |
|
| |
POSITIONS |
|
| |
POSITIONS |
|
| |
POSITIONS |
|
| |
POSITIONS |
|
POSITIONS |
|
| |
POSITIONS |
|
| |
POSITIONS |
|
| |
POSITIONS |
|
| --------------------------|-----------------|-----------------|----------------- |
|
| LONG |
| |
SHORT |
|SPREADS |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
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 |
|
|
|
337,559 |
366,535 |
58,348 |
29,372 |
|
|
359,554 |
59,980 |
26,322 |
|
|
336,556 |
370,769 |
60,141 |
25,928 |
|
|
330,649 |
364,456 |
60,745 |
26,938 |
|
|
324,002 |
358,134 |
60,658 |
26,526 |
|
56,418 |
24,358 |
|
|
317,494 |
351,057 |
61,231 |
27,668 |
|
|
321,619 |
357,144 |
60,137 |
24,612 |
|
|
356,275 |
68,944 |
30,737 |
|
|
332,109 |
370,407 |
62,967 |
24,669 |
|
|
370,773 |
62,767 |
27,729 |
|
|
336,616 |
371,844 |
62,487 |
27,259 |
|
|
329,510 |
363,866 |
62,772 |
28,416 |
|
|
319,406 |
353,561 |
58,896 |
24,741 |
|
60,681 |
31,224 |
|
|
334,755 |
360,526 |
61,205 |
35,434 |
|
|
342,566 |
366,164 |
61,048 |
37,450 |
|
|
330,591 |
355,865 |
65,794 |
40,520 |
|
|
344,105 |
57,793 |
31,890 |
|
|
324,947 |
351,193 |
58,915 |
32,669 |
|
|
325,230 |
349,807 |
57,701 |
33,124 |
|
|
318,138 |
340,525 |
55,162 |
32,775 |
|
|
| CHANGES |
FROM |
2005-1-11 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
OPEN |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
INTEREST: |
-7,867) |
|
|
|
OPEN |
|
|
|
|
|
OPEN |
|
| 1,237 |
1,845 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
-7,088 |
|
|
|
|
|
|
|
|
|
|
| PERCENT |
OF |
|
| 5.4 |
|
|
| NUMBER |
OF |
TRADERS |
IN |
EACH |
CATEGORY |
(TOTAL |
TRADERS: |
220) |
|
CATEGORY |
(TOTAL |
TRADERS: |
198) |
|
(TOTAL |
TRADERS: |
195) |
|
CATEGORY |
(TOTAL |
TRADERS: |
200) |
|
CATEGORY |
(TOTAL |
TRADERS: |
196) |
|
CATEGORY |
(TOTAL |
TRADERS: |
201) |
|
TRADERS: |
190) |
|
CATEGORY |
(TOTAL |
TRADERS: |
193) |
|
CATEGORY |
(TOTAL |
TRADERS: |
190) |
|
(TOTAL |
TRADERS: |
186) |
|
CATEGORY |
(TOTAL |
TRADERS: |
194) |
|
(TOTAL |
TRADERS: |
202) |
|
CATEGORY |
(TOTAL |
TRADERS: |
201) |
|
CATEGORY |
(TOTAL |
TRADERS: |
196) |
|
CATEGORY |
(TOTAL |
TRADERS: |
195) |
|
TRADERS: |
196) |
|
CATEGORY |
(TOTAL |
TRADERS: |
220) |
|
CATEGORY |
(TOTAL |
TRADERS: |
219) |
|
CATEGORY |
(TOTAL |
TRADERS: |
217) |
|
(TOTAL |
TRADERS: |
216) |
|
CATEGORY |
(TOTAL |
TRADERS: |
225) |
|
CATEGORY |
(TOTAL |
TRADERS: |
214) |
|
CATEGORY |
(TOTAL |
TRADERS: |
204) |
|
| 45 |
64 |
73 |
102 |
83 |
189 |
185 |
|
170 |
161 |
|
154 |
|
175 |
164 |
|
172 |
164 |
|
174 |
163 |
|
173 |
156 |
|
172 |
157 |
|
149 |
|
186 |
148 |
|
153 |
|
193 |
156 |
|
185 |
158 |
|
182 |
158 |
|
189 |
184 |
|
184 |
184 |
|
180 |
179 |
|
176 |
|
186 |
186 |
|
179 |
174 |
|
180 |
169 |
|
|
| M-3 |
BASIS |
SWAP |
- |
NEW |
YORK |
MERCANTILE |
EXCHANGE |
|
YORK |
MERCANTILE |
EXCHANGE |
|
MERCANTILE |
EXCHANGE |
|
YORK |
MERCANTILE |
EXCHANGE |
|
YORK |
MERCANTILE |
EXCHANGE |
|
YORK |
MERCANTILE |
EXCHANGE |
|
EXCHANGE |
|
YORK |
MERCANTILE |
EXCHANGE |
|
YORK |
MERCANTILE |
EXCHANGE |
|
MERCANTILE |
EXCHANGE |
|
YORK |
MERCANTILE |
EXCHANGE |
|
MERCANTILE |
EXCHANGE |
|
YORK |
MERCANTILE |
EXCHANGE |
|
YORK |
MERCANTILE |
EXCHANGE |
|
YORK |
MERCANTILE |
EXCHANGE |
|
EXCHANGE |
|
YORK |
MERCANTILE |
EXCHANGE |
|
YORK |
MERCANTILE |
EXCHANGE |
|
YORK |
MERCANTILE |
EXCHANGE |
|
MERCANTILE |
EXCHANGE |
|
YORK |
MERCANTILE |
EXCHANGE |
|
YORK |
MERCANTILE |
EXCHANGE |
|
YORK |
MERCANTILE |
EXCHANGE |
|
| FUTURES |
ONLY |
POSITIONS |
AS |
OF |
2005-1-18 |
| |
|
|
|
2005-1-4 |
| |
|
|
| |
|
2004-12-21 |
| |
|
2004-12-14 |
| |
|
2004-12-7 |
| |
|
|
|
2004-11-23 |
| |
|
2004-11-16 |
| |
|
|
| |
|
2004-11-2 |
| |
|
|
| |
|
2004-10-19 |
| |
|
2004-10-12 |
| |
|
2004-10-5 |
| |
|
|
|
2004-9-21 |
| |
|
2004-9-14 |
| |
|
2004-9-7 |
| |
|
|
| |
|
2004-8-24 |
| |
|
2004-8-17 |
| |
|
2008-10-4 |
| |
|
| --------------------------------------------------------------| |
NONREPORTABLE |
|
| NON-COMMERCIAL |
| |
COMMERCIAL |
| |
TOTAL |
| |
POSITIONS |
|
| |
POSITIONS |
|
POSITIONS |
|
| |
POSITIONS |
|
| |
POSITIONS |
|
| |
POSITIONS |
|
| |
POSITIONS |
|
| |
POSITIONS |
|
POSITIONS |
|
| |
POSITIONS |
|
POSITIONS |
|
| |
POSITIONS |
|
| |
POSITIONS |
|
| |
POSITIONS |
|
| |
POSITIONS |
|
| |
POSITIONS |
|
| |
POSITIONS |
|
POSITIONS |
|
| |
POSITIONS |
|
| |
POSITIONS |
|
| |
POSITIONS |
|
| --------------------------|-----------------|-----------------|----------------- |
|
| LONG |
| |
SHORT |
|SPREADS |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
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 |
|
|
|
63,903 |
67,256 |
4,571 |
1,218 |
|
|
69,135 |
4,273 |
1,435 |
|
|
65,645 |
68,483 |
4,273 |
1,435 |
|
|
64,509 |
67,347 |
4,273 |
1,435 |
|
|
66,938 |
69,571 |
3,913 |
1,280 |
|
|
|
|
4,071 |
2,256 |
|
|
|
|
64,883 |
66,698 |
4,071 |
2,256 |
|
|
|
|
63,565 |
65,690 |
4,071 |
1,946 |
|
|
|
|
64,667 |
5,316 |
2,070 |
|
|
|
|
57,917 |
61,591 |
5,620 |
1,946 |
|
|
|
|
58,587 |
5,304 |
2,068 |
|
|
|
|
53,546 |
57,144 |
5,666 |
2,068 |
|
|
|
|
48,603 |
52,265 |
5,792 |
2,130 |
|
|
|
|
36,713 |
43,840 |
9,071 |
1,944 |
|
|
|
|
7,178 |
550 |
|
|
20,771 |
20,049 |
1,439 |
2,161 |
|
|
15,691 |
14,907 |
1,377 |
2,161 |
|
|
15,698 |
15,065 |
1,377 |
2,010 |
|
|
|
|
19,062 |
2,097 |
1,373 |
|
|
|
|
17,294 |
17,990 |
2,007 |
1,311 |
|
|
|
|
15,928 |
17,501 |
2,795 |
1,222 |
|
|
|
|
36,700 |
41,084 |
5,174 |
790 |
|
|
| CHANGES |
FROM |
2005-1-11 |
|
|
|
|
|
|
|
OPEN |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 0 |
-1,712 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| PERCENT |
OF |
|
| 4.4 |
|
|
| NUMBER |
OF |
TRADERS |
IN |
EACH |
CATEGORY |
(TOTAL |
TRADERS: |
36) |
|
CATEGORY |
(TOTAL |
TRADERS: |
33) |
|
(TOTAL |
TRADERS: |
33) |
|
CATEGORY |
(TOTAL |
TRADERS: |
33) |
|
CATEGORY |
(TOTAL |
TRADERS: |
32) |
|
CATEGORY |
(TOTAL |
TRADERS: |
32) |
|
TRADERS: |
34) |
|
CATEGORY |
(TOTAL |
TRADERS: |
34) |
|
CATEGORY |
(TOTAL |
TRADERS: |
34) |
|
(TOTAL |
TRADERS: |
31) |
|
CATEGORY |
(TOTAL |
TRADERS: |
31) |
|
(TOTAL |
TRADERS: |
31) |
|
CATEGORY |
(TOTAL |
TRADERS: |
31) |
|
CATEGORY |
(TOTAL |
TRADERS: |
30) |
|
CATEGORY |
(TOTAL |
TRADERS: |
26) |
|
TRADERS: |
29) |
|
CATEGORY |
(TOTAL |
TRADERS: |
20) |
|
CATEGORY |
(TOTAL |
TRADERS: |
20) |
|
CATEGORY |
(TOTAL |
TRADERS: |
20) |
|
(TOTAL |
TRADERS: |
21) |
|
CATEGORY |
(TOTAL |
TRADERS: |
21) |
|
CATEGORY |
(TOTAL |
TRADERS: |
20) |
|
CATEGORY |
(TOTAL |
TRADERS: |
28) |
|
| 1 |
1 |
1 |
30 |
25 |
31 |
27 |
|
29 |
25 |
|
25 |
|
28 |
25 |
|
28 |
24 |
|
28 |
24 |
|
29 |
23 |
|
29 |
24 |
|
23 |
|
26 |
23 |
|
23 |
|
27 |
23 |
|
27 |
23 |
|
23 |
19 |
|
15 |
15 |
|
15 |
15 |
|
15 |
15 |
|
16 |
|
16 |
15 |
|
15 |
14 |
|
28 |
25 |
|
|
| TCO |
BASIS |
SWAP |
- |
NEW |
YORK |
MERCANTILE |
EXCHANGE |
|
YORK |
MERCANTILE |
EXCHANGE |
|
MERCANTILE |
EXCHANGE |
|
YORK |
MERCANTILE |
EXCHANGE |
|
NEW |
YORK |
MERCANTILE |
EXCHANGE |
|
NEW |
YORK |
MERCANTILE |
EXCHANGE |
|
EXCHANGE |
|
YORK |
MERCANTILE |
EXCHANGE |
|
NEW |
YORK |
MERCANTILE |
EXCHANGE |
|
YORK |
MERCANTILE |
EXCHANGE |
|
NEW |
YORK |
MERCANTILE |
EXCHANGE |
|
MERCANTILE |
EXCHANGE |
|
YORK |
MERCANTILE |
EXCHANGE |
|
YORK |
MERCANTILE |
EXCHANGE |
|
YORK |
MERCANTILE |
EXCHANGE |
|
EXCHANGE |
|
YORK |
MERCANTILE |
EXCHANGE |
|
YORK |
MERCANTILE |
EXCHANGE |
|
YORK |
MERCANTILE |
EXCHANGE |
|
MERCANTILE |
EXCHANGE |
|
YORK |
MERCANTILE |
EXCHANGE |
|
YORK |
MERCANTILE |
EXCHANGE |
|
NEW |
YORK |
MERCANTILE |
EXCHANGE |
|
| FUTURES |
ONLY |
POSITIONS |
AS |
OF |
2005-1-18 |
| |
|
|
|
2005-1-4 |
| |
|
|
| |
|
2004-12-21 |
| |
|
2004-12-14 |
| |
|
2004-12-7 |
| |
|
|
|
2004-11-23 |
| |
|
2004-11-16 |
| |
|
|
| |
|
2004-11-2 |
| |
|
|
| |
|
2004-10-19 |
| |
|
2004-10-12 |
| |
|
2004-10-5 |
| |
|
|
|
2004-9-21 |
| |
|
2004-9-14 |
| |
|
2004-9-7 |
| |
|
|
| |
|
2004-8-24 |
| |
|
2004-8-17 |
| |
|
2008-10-4 |
| |
|
| --------------------------------------------------------------| |
NONREPORTABLE |
|
| NON-COMMERCIAL |
| |
COMMERCIAL |
| |
TOTAL |
| |
POSITIONS |
|
| |
POSITIONS |
|
POSITIONS |
|
| |
POSITIONS |
|
| |
POSITIONS |
|
| |
POSITIONS |
|
| |
POSITIONS |
|
| |
POSITIONS |
|
POSITIONS |
|
| |
POSITIONS |
|
POSITIONS |
|
| |
POSITIONS |
|
| |
POSITIONS |
|
| |
POSITIONS |
|
| |
POSITIONS |
|
| |
POSITIONS |
|
| |
POSITIONS |
|
POSITIONS |
|
| |
POSITIONS |
|
| |
POSITIONS |
|
| |
POSITIONS |
|
| --------------------------|-----------------|-----------------|----------------- |
|
| LONG |
| |
SHORT |
|SPREADS |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
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 |
|
|
|
|
|
42,388 |
39,018 |
2,239 |
5,609 |
|
|
45,750 |
2,428 |
5,135 |
|
|
51,419 |
48,746 |
2,096 |
4,769 |
|
|
32,385 |
33,955 |
2,977 |
1,407 |
|
|
31,761 |
32,756 |
3,523 |
2,528 |
|
|
|
2,638 |
6,286 |
|
|
|
|
37,382 |
38,178 |
3,428 |
2,632 |
|
|
30,894 |
32,258 |
3,284 |
1,920 |
|
|
27,438 |
3,164 |
2,725 |
|
|
26,600 |
27,792 |
3,009 |
1,817 |
|
|
|
|
45,266 |
2,910 |
363 |
|
|
|
|
42,376 |
45,647 |
3,634 |
363 |
|
|
|
|
45,877 |
43,181 |
4,459 |
7,155 |
|
|
|
|
49,259 |
46,559 |
4,455 |
7,155 |
|
|
|
860 |
3,909 |
|
|
|
|
41,832 |
48,762 |
7,480 |
550 |
|
|
|
|
39,955 |
45,469 |
6,913 |
1,399 |
|
|
|
|
39,271 |
43,683 |
6,059 |
1,647 |
|
|
|
|
47,595 |
5,844 |
1,030 |
|
|
|
|
43,723 |
48,657 |
5,904 |
970 |
|
|
|
|
41,401 |
46,523 |
6,092 |
970 |
|
|
|
|
28,715 |
30,486 |
3,100 |
1,329 |
|
|
| CHANGES |
FROM |
|
|
|
|
|
OPEN |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 0 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| PERCENT |
OF |
|
| 11.7 |
|
|
| NUMBER |
OF |
TRADERS |
IN |
EACH |
CATEGORY |
(TOTAL |
TRADERS: |
22) |
|
CATEGORY |
(TOTAL |
TRADERS: |
21) |
|
(TOTAL |
TRADERS: |
22) |
|
CATEGORY |
(TOTAL |
TRADERS: |
23) |
|
CATEGORY |
(TOTAL |
TRADERS: |
27) |
|
CATEGORY |
(TOTAL |
TRADERS: |
25) |
|
TRADERS: |
20) |
|
CATEGORY |
(TOTAL |
TRADERS: |
20) |
|
CATEGORY |
(TOTAL |
TRADERS: |
25) |
|
(TOTAL |
TRADERS: |
21) |
|
CATEGORY |
(TOTAL |
TRADERS: |
21) |
|
(TOTAL |
TRADERS: |
21) |
|
CATEGORY |
(TOTAL |
TRADERS: |
20) |
|
CATEGORY |
(TOTAL |
TRADERS: |
22) |
|
CATEGORY |
(TOTAL |
TRADERS: |
22) |
|
TRADERS: |
23) |
|
CATEGORY |
(TOTAL |
TRADERS: |
29) |
|
CATEGORY |
(TOTAL |
TRADERS: |
26) |
|
CATEGORY |
(TOTAL |
TRADERS: |
27) |
|
(TOTAL |
TRADERS: |
28) |
|
CATEGORY |
(TOTAL |
TRADERS: |
28) |
|
CATEGORY |
(TOTAL |
TRADERS: |
27) |
|
CATEGORY |
(TOTAL |
TRADERS: |
24) |
|
| 1 |
2 |
1 |
15 |
13 |
17 |
15 |
|
17 |
14 |
|
16 |
|
18 |
17 |
|
22 |
19 |
|
21 |
17 |
|
14 |
15 |
|
21 |
19 |
|
16 |
|
17 |
16 |
|
18 |
|
13 |
18 |
|
17 |
17 |
|
16 |
16 |
|
26 |
23 |
|
23 |
22 |
|
23 |
23 |
|
23 |
|
26 |
23 |
|
26 |
24 |
|
20 |
19 |
|
|
| PG&E |
CITYGATE |
BASIS |
SWAP |
- |
NEW |
YORK |
MERCANTILE |
EXCHANGE |
|
NEW |
YORK |
MERCANTILE |
EXCHANGE |
|
MERCANTILE |
EXCHANGE |
|
YORK |
MERCANTILE |
EXCHANGE |
|
YORK |
MERCANTILE |
EXCHANGE |
|
YORK |
MERCANTILE |
EXCHANGE |
|
EXCHANGE |
|
NEW |
YORK |
MERCANTILE |
EXCHANGE |
|
YORK |
MERCANTILE |
EXCHANGE |
|
MERCANTILE |
EXCHANGE |
|
YORK |
MERCANTILE |
EXCHANGE |
|
YORK |
MERCANTILE |
EXCHANGE |
|
NEW |
YORK |
MERCANTILE |
EXCHANGE |
|
YORK |
MERCANTILE |
EXCHANGE |
|
NEW |
YORK |
MERCANTILE |
EXCHANGE |
|
MERCANTILE |
EXCHANGE |
|
YORK |
MERCANTILE |
EXCHANGE |
|
NEW |
YORK |
MERCANTILE |
EXCHANGE |
|
NEW |
YORK |
MERCANTILE |
EXCHANGE |
|
YORK |
MERCANTILE |
EXCHANGE |
|
NEW |
YORK |
MERCANTILE |
EXCHANGE |
|
NEW |
YORK |
MERCANTILE |
EXCHANGE |
|
NEW |
YORK |
MERCANTILE |
EXCHANGE |
|
| FUTURES |
ONLY |
POSITIONS |
AS |
OF |
2005-1-18 |
| |
|
|
|
2005-1-4 |
| |
|
|
| |
|
2004-12-21 |
| |
|
2004-12-14 |
| |
|
2004-12-7 |
| |
|
|
|
2004-11-23 |
| |
|
2004-11-16 |
| |
|
|
| |
|
2004-11-2 |
| |
|
|
| |
|
2004-10-19 |
| |
|
2004-10-12 |
| |
|
2004-10-5 |
| |
|
|
|
2004-9-21 |
| |
|
2004-9-14 |
| |
|
2004-9-7 |
| |
|
|
| |
|
2004-8-24 |
| |
|
2004-8-17 |
| |
|
2008-10-4 |
| |
|
| --------------------------------------------------------------| |
NONREPORTABLE |
|
| NON-COMMERCIAL |
| |
COMMERCIAL |
| |
TOTAL |
| |
POSITIONS |
|
| |
POSITIONS |
|
POSITIONS |
|
| |
POSITIONS |
|
| |
POSITIONS |
|
| |
POSITIONS |
|
| |
POSITIONS |
|
| |
POSITIONS |
|
POSITIONS |
|
| |
POSITIONS |
|
POSITIONS |
|
| |
POSITIONS |
|
| |
POSITIONS |
|
| |
POSITIONS |
|
| |
POSITIONS |
|
| |
POSITIONS |
|
| |
POSITIONS |
|
POSITIONS |
|
| |
POSITIONS |
|
| |
POSITIONS |
|
| |
POSITIONS |
|
| --------------------------|-----------------|-----------------|----------------- |
|
| LONG |
| |
SHORT |
|SPREADS |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
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 |
|
|
|
27,200 |
28,523 |
2,847 |
1,524 |
|
|
35,977 |
4,114 |
2,442 |
|
|
34,813 |
36,057 |
3,748 |
2,504 |
|
|
|
|
48,757 |
46,717 |
3,026 |
5,066 |
|
|
|
|
48,286 |
44,784 |
2,660 |
6,162 |
|
|
|
2,916 |
1,559 |
|
|
31,955 |
33,369 |
3,346 |
1,932 |
|
|
48,587 |
46,853 |
3,396 |
5,130 |
|
|
41,838 |
3,767 |
7,099 |
|
|
42,634 |
39,608 |
3,554 |
6,580 |
|
|
26,935 |
4,069 |
3,149 |
|
|
26,090 |
26,649 |
3,677 |
3,118 |
|
|
|
|
35,964 |
35,731 |
3,586 |
3,819 |
|
|
700,921 |
707,529 |
15,288 |
8,680 |
|
|
|
3,682 |
2,860 |
|
|
|
|
54,516 |
53,165 |
2,068 |
3,419 |
|
|
|
|
26,153 |
28,260 |
3,929 |
1,822 |
|
|
|
|
26,523 |
28,568 |
3,929 |
1,884 |
|
|
|
|
34,087 |
3,827 |
1,449 |
|
|
|
|
30,484 |
32,361 |
3,952 |
2,075 |
|
|
|
|
29,936 |
31,413 |
3,376 |
1,899 |
|
|
638,316 |
640,495 |
14,954 |
12,775 |
|
|
| CHANGES |
FROM |
2005-1-11 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
OPEN |
INTEREST: |
-17,697) |
|
|
|
|
|
|
|
|
|
OPEN |
|
| 517 |
1,336 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
-8,777 |
-12,143 |
|
|
|
|
|
|
|
|
|
|
|
|
| PERCENT |
OF |
|
| 10.9 |
|
|
| NUMBER |
OF |
TRADERS |
IN |
EACH |
CATEGORY |
(TOTAL |
TRADERS: |
26) |
|
CATEGORY |
(TOTAL |
TRADERS: |
25) |
|
(TOTAL |
TRADERS: |
20) |
|
CATEGORY |
(TOTAL |
TRADERS: |
20) |
|
CATEGORY |
(TOTAL |
TRADERS: |
27) |
|
CATEGORY |
(TOTAL |
TRADERS: |
26) |
|
TRADERS: |
21) |
|
CATEGORY |
(TOTAL |
TRADERS: |
26) |
|
CATEGORY |
(TOTAL |
TRADERS: |
25) |
|
(TOTAL |
TRADERS: |
24) |
|
CATEGORY |
(TOTAL |
TRADERS: |
24) |
|
(TOTAL |
TRADERS: |
20) |
|
CATEGORY |
(TOTAL |
TRADERS: |
21) |
|
CATEGORY |
(TOTAL |
TRADERS: |
20) |
|
CATEGORY |
(TOTAL |
TRADERS: |
98) |
|
TRADERS: |
22) |
|
CATEGORY |
(TOTAL |
TRADERS: |
20) |
|
CATEGORY |
(TOTAL |
TRADERS: |
22) |
|
CATEGORY |
(TOTAL |
TRADERS: |
22) |
|
(TOTAL |
TRADERS: |
25) |
|
CATEGORY |
(TOTAL |
TRADERS: |
23) |
|
CATEGORY |
(TOTAL |
TRADERS: |
23) |
|
CATEGORY |
(TOTAL |
TRADERS: |
89) |
|
| 2 |
2 |
3 |
21 |
18 |
24 |
22 |
|
21 |
19 |
|
16 |
|
14 |
16 |
|
24 |
21 |
|
23 |
20 |
|
20 |
20 |
|
22 |
19 |
|
16 |
|
20 |
16 |
|
16 |
|
19 |
16 |
|
13 |
17 |
|
92 |
83 |
|
17 |
13 |
|
18 |
17 |
|
16 |
17 |
|
20 |
|
19 |
18 |
|
19 |
18 |
|
83 |
72 |
|
|
| SUMAS |
BASIS |
SWAP |
- |
NEW |
YORK |
MERCANTILE |
EXCHANGE |
|
YORK |
MERCANTILE |
EXCHANGE |
|
YORK |
MERCANTILE |
EXCHANGE |
|
NEW |
YORK |
MERCANTILE |
EXCHANGE |
|
NEW |
YORK |
MERCANTILE |
EXCHANGE |
|
NEW |
YORK |
MERCANTILE |
EXCHANGE |
|
MERCANTILE |
EXCHANGE |
|
YORK |
MERCANTILE |
EXCHANGE |
|
NEW |
YORK |
MERCANTILE |
EXCHANGE |
|
MERCANTILE |
EXCHANGE |
|
YORK |
MERCANTILE |
EXCHANGE |
|
MERCANTILE |
EXCHANGE |
|
YORK |
MERCANTILE |
EXCHANGE |
|
NEW |
YORK |
MERCANTILE |
EXCHANGE |
|
YORK |
MERCANTILE |
EXCHANGE |
|
EXCHANGE |
|
NEW |
YORK |
MERCANTILE |
EXCHANGE |
|
YORK |
MERCANTILE |
EXCHANGE |
|
YORK |
MERCANTILE |
EXCHANGE |
|
MERCANTILE |
EXCHANGE |
|
YORK |
MERCANTILE |
EXCHANGE |
|
YORK |
MERCANTILE |
EXCHANGE |
|
YORK |
MERCANTILE |
EXCHANGE |
|
| FUTURES |
ONLY |
POSITIONS |
AS |
OF |
2005-1-18 |
| |
|
|
|
2005-1-4 |
| |
|
|
| |
|
2004-12-21 |
| |
|
2004-12-14 |
| |
|
2004-12-7 |
| |
|
|
|
2004-11-23 |
| |
|
2004-11-16 |
| |
|
|
| |
|
2004-11-2 |
| |
|
|
| |
|
2004-10-19 |
| |
|
2004-10-12 |
| |
|
2004-10-5 |
| |
|
|
|
2004-9-21 |
| |
|
2004-9-14 |
| |
|
2004-9-7 |
| |
|
|
| |
|
2004-8-24 |
| |
|
2004-8-17 |
| |
|
2008-10-4 |
| |
|
| --------------------------------------------------------------| |
NONREPORTABLE |
|
| NON-COMMERCIAL |
| |
COMMERCIAL |
| |
TOTAL |
| |
POSITIONS |
|
| |
POSITIONS |
|
POSITIONS |
|
| |
POSITIONS |
|
| |
POSITIONS |
|
| |
POSITIONS |
|
| |
POSITIONS |
|
| |
POSITIONS |
|
POSITIONS |
|
| |
POSITIONS |
|
POSITIONS |
|
| |
POSITIONS |
|
| |
POSITIONS |
|
| |
POSITIONS |
|
| |
POSITIONS |
|
| |
POSITIONS |
|
| |
POSITIONS |
|
POSITIONS |
|
| |
POSITIONS |
|
| |
POSITIONS |
|
| |
POSITIONS |
|
| --------------------------|-----------------|-----------------|----------------- |
|
| LONG |
| |
SHORT |
|SPREADS |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| -------------------------------------------------------------------------------- |
|
| (2,500 |
MMBTU'S) |
OPEN |
INTEREST: |
59,079 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
DAY) |
OPEN |
INTEREST: |
29,894 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
DAY) |
OPEN |
INTEREST: |
31,292 |
|
| COMMITMENTS |
|
| 4,788 |
489 |
1,678 |
50,186 |
49,541 |
56,652 |
51,708 |
2,427 |
7,371 |
|
|
|
|
|
47,165 |
44,163 |
2,937 |
5,939 |
|
|
34,582 |
3,157 |
1,531 |
|
|
32,957 |
33,888 |
3,008 |
2,077 |
|
|
814,624 |
815,259 |
10,732 |
10,097 |
|
|
789,951 |
791,058 |
11,507 |
10,400 |
|
3,644 |
2,112 |
|
|
51,851 |
50,880 |
3,491 |
4,462 |
|
|
811,217 |
813,208 |
10,813 |
8,822 |
|
|
|
|
24,256 |
3,283 |
4,624 |
|
|
|
|
26,236 |
24,802 |
3,345 |
4,779 |
|
|
|
|
46,568 |
3,820 |
6,512 |
|
|
|
|
47,065 |
45,397 |
4,399 |
6,067 |
|
|
738,209 |
747,657 |
17,026 |
7,578 |
|
|
|
|
29,520 |
29,430 |
374 |
464 |
|
|
|
|
3,514 |
5,401 |
|
|
|
|
27,470 |
28,481 |
3,261 |
2,250 |
|
|
|
|
42,119 |
41,347 |
3,240 |
4,012 |
|
|
|
|
36,405 |
35,769 |
2,808 |
3,444 |
|
|
43,742 |
3,244 |
2,136 |
|
|
42,545 |
42,929 |
2,609 |
2,225 |
|
|
22,047 |
23,050 |
6,560 |
5,557 |
|
|
|
|
30,764 |
30,918 |
528 |
374 |
|
|
| CHANGES |
FROM |
|
|
|
|
|
OPEN |
|
|
|
OPEN |
|
|
|
OPEN |
|
|
|
|
|
|
|
OPEN |
|
|
|
|
|
|
|
| -58 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| PERCENT |
OF |
|
| 8.1 |
|
|
| NUMBER |
OF |
TRADERS |
IN |
EACH |
CATEGORY |
(TOTAL |
TRADERS: |
27) |
|
CATEGORY |
(TOTAL |
TRADERS: |
26) |
|
(TOTAL |
TRADERS: |
27) |
|
CATEGORY |
(TOTAL |
TRADERS: |
27) |
|
CATEGORY |
(TOTAL |
TRADERS: |
110) |
|
CATEGORY |
(TOTAL |
TRADERS: |
108) |
|
TRADERS: |
25) |
|
CATEGORY |
(TOTAL |
TRADERS: |
27) |
|
CATEGORY |
(TOTAL |
TRADERS: |
115) |
|
(TOTAL |
TRADERS: |
21) |
|
CATEGORY |
(TOTAL |
TRADERS: |
20) |
|
(TOTAL |
TRADERS: |
25) |
|
CATEGORY |
(TOTAL |
TRADERS: |
24) |
|
CATEGORY |
(TOTAL |
TRADERS: |
102) |
|
CATEGORY |
(TOTAL |
TRADERS: |
34) |
|
TRADERS: |
25) |
|
CATEGORY |
(TOTAL |
TRADERS: |
23) |
|
CATEGORY |
(TOTAL |
TRADERS: |
22) |
|
CATEGORY |
(TOTAL |
TRADERS: |
20) |
|
(TOTAL |
TRADERS: |
21) |
|
CATEGORY |
(TOTAL |
TRADERS: |
21) |
|
CATEGORY |
(TOTAL |
TRADERS: |
20) |
|
CATEGORY |
(TOTAL |
TRADERS: |
36) |
|
| 1 |
1 |
2 |
23 |
17 |
25 |
19 |
|
24 |
20 |
|
20 |
|
22 |
20 |
|
102 |
96 |
|
102 |
94 |
|
23 |
20 |
|
107 |
98 |
|
18 |
|
14 |
17 |
|
18 |
|
16 |
19 |
|
97 |
90 |
|
28 |
31 |
|
19 |
18 |
|
16 |
18 |
|
14 |
15 |
|
19 |
|
16 |
19 |
|
13 |
15 |
|
28 |
34 |
|
|
| WAHA |
BASIS |
SWAP |
- |
NEW |
YORK |
MERCANTILE |
EXCHANGE |
|
NEW |
YORK |
MERCANTILE |
EXCHANGE |
|
MERCANTILE |
EXCHANGE |
|
YORK |
MERCANTILE |
EXCHANGE |
|
- |
NEW |
YORK |
MERCANTILE |
EXCHANGE |
|
- |
NEW |
YORK |
MERCANTILE |
EXCHANGE |
|
EXCHANGE |
|
NEW |
YORK |
MERCANTILE |
EXCHANGE |
|
- |
NEW |
YORK |
MERCANTILE |
EXCHANGE |
|
YORK |
MERCANTILE |
EXCHANGE |
|
NEW |
YORK |
MERCANTILE |
EXCHANGE |
|
MERCANTILE |
EXCHANGE |
|
YORK |
MERCANTILE |
EXCHANGE |
|
YORK |
MERCANTILE |
EXCHANGE |
|
- |
NEW |
YORK |
MERCANTILE |
EXCHANGE |
|
EXCHANGE |
|
YORK |
MERCANTILE |
EXCHANGE |
|
YORK |
MERCANTILE |
EXCHANGE |
|
YORK |
MERCANTILE |
EXCHANGE |
|
MERCANTILE |
EXCHANGE |
|
YORK |
MERCANTILE |
EXCHANGE |
|
NEW |
YORK |
MERCANTILE |
EXCHANGE |
|
- |
NEW |
YORK |
MERCANTILE |
EXCHANGE |
|
| FUTURES |
ONLY |
POSITIONS |
AS |
OF |
2005-1-18 |
| |
|
|
|
2005-1-4 |
| |
|
|
| |
|
2004-12-21 |
| |
|
2004-12-14 |
| |
|
2004-12-7 |
| |
|
|
|
2004-11-23 |
| |
|
2004-11-16 |
| |
|
|
| |
|
2004-11-2 |
| |
|
|
| |
|
2004-10-19 |
| |
|
2004-10-12 |
| |
|
2004-10-5 |
| |
|
|
|
2004-9-21 |
| |
|
2004-9-14 |
| |
|
2004-9-7 |
| |
|
|
| |
|
2004-8-24 |
| |
|
2004-8-17 |
| |
|
2008-10-4 |
| |
|
| --------------------------------------------------------------| |
NONREPORTABLE |
|
| NON-COMMERCIAL |
| |
COMMERCIAL |
| |
TOTAL |
| |
POSITIONS |
|
| |
POSITIONS |
|
POSITIONS |
|
| |
POSITIONS |
|
| |
POSITIONS |
|
| |
POSITIONS |
|
| |
POSITIONS |
|
| |
POSITIONS |
|
POSITIONS |
|
| |
POSITIONS |
|
POSITIONS |
|
| |
POSITIONS |
|
| |
POSITIONS |
|
| |
POSITIONS |
|
| |
POSITIONS |
|
| |
POSITIONS |
|
| |
POSITIONS |
|
POSITIONS |
|
| |
POSITIONS |
|
| |
POSITIONS |
|
| |
POSITIONS |
|
| --------------------------|-----------------|-----------------|----------------- |
|
| LONG |
| |
SHORT |
|SPREADS |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| -------------------------------------------------------------------------------- |
|
| (2,500 |
MMBTU'S) |
OPEN |
INTEREST: |
26,739 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
DAY) |
OPEN |
INTEREST: |
31,082 |
|
OPEN |
INTEREST: |
18,479 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
OPEN |
INTEREST: |
19,135 |
|
| COMMITMENTS |
|
| 1,872 |
394 |
1,156 |
17,023 |
20,361 |
20,051 |
21,911 |
6,688 |
4,828 |
|
|
|
838,842 |
847,107 |
13,275 |
5,010 |
|
|
|
|
47,315 |
2,782 |
5,066 |
|
|
|
|
48,470 |
46,676 |
3,210 |
5,004 |
|
|
73,347 |
75,742 |
3,760 |
1,365 |
|
|
61,458 |
63,079 |
2,767 |
1,146 |
|
3,032 |
4,493 |
|
|
|
|
12,898 |
13,022 |
372 |
248 |
|
|
47,694 |
49,657 |
5,315 |
3,352 |
|
|
774,704 |
10,029 |
9,718 |
|
|
760,371 |
763,542 |
13,636 |
10,465 |
|
|
|
|
28,632 |
3,249 |
4,301 |
|
|
|
|
36,622 |
35,785 |
2,982 |
3,819 |
|
|
|
|
30,868 |
30,718 |
214 |
364 |
|
|
18,479 |
18,479 |
0 |
0 |
|
|
|
3,254 |
6,184 |
|
|
|
|
47,635 |
46,173 |
3,665 |
5,127 |
|
|
|
|
36,413 |
35,777 |
2,808 |
3,444 |
|
|
|
|
19,836 |
20,566 |
6,447 |
5,717 |
|
|
|
|
38,987 |
3,076 |
3,410 |
|
|
|
|
39,375 |
39,041 |
3,076 |
3,410 |
|
|
646,977 |
654,490 |
16,946 |
9,433 |
|
|
|
|
19,053 |
19,053 |
82 |
82 |
|
|
| CHANGES |
FROM |
|
|
|
|
|
OPEN |
INTEREST: |
-27,206) |
|
|
|
|
|
|
|
OPEN |
|
|
|
|
|
OPEN |
INTEREST: |
-28,603) |
|
|
|
|
|
|
|
|
|
|
|
| 285 |
|
|
|
|
-28,212 |
-21,364 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
-25,214 |
-31,843 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| PERCENT |
OF |
|
| 7 |
|
|
| NUMBER |
OF |
TRADERS |
IN |
EACH |
CATEGORY |
(TOTAL |
TRADERS: |
21) |
|
CATEGORY |
(TOTAL |
TRADERS: |
106) |
|
(TOTAL |
TRADERS: |
27) |
|
CATEGORY |
(TOTAL |
TRADERS: |
27) |
|
CATEGORY |
(TOTAL |
TRADERS: |
34) |
|
CATEGORY |
(TOTAL |
TRADERS: |
34) |
|
TRADERS: |
27) |
|
CATEGORY |
(TOTAL |
TRADERS: |
23) |
|
CATEGORY |
(TOTAL |
TRADERS: |
24) |
|
(TOTAL |
TRADERS: |
113) |
|
CATEGORY |
(TOTAL |
TRADERS: |
107) |
|
(TOTAL |
TRADERS: |
21) |
|
CATEGORY |
(TOTAL |
TRADERS: |
21) |
|
CATEGORY |
(TOTAL |
TRADERS: |
33) |
|
CATEGORY |
(TOTAL |
TRADERS: |
24) |
|
TRADERS: |
22) |
|
CATEGORY |
(TOTAL |
TRADERS: |
22) |
|
CATEGORY |
(TOTAL |
TRADERS: |
20) |
|
CATEGORY |
(TOTAL |
TRADERS: |
20) |
|
(TOTAL |
TRADERS: |
22) |
|
CATEGORY |
(TOTAL |
TRADERS: |
22) |
|
CATEGORY |
(TOTAL |
TRADERS: |
90) |
|
CATEGORY |
(TOTAL |
TRADERS: |
24) |
|
| 1 |
1 |
2 |
13 |
14 |
15 |
16 |
|
99 |
93 |
|
21 |
|
24 |
21 |
|
32 |
30 |
|
32 |
30 |
|
11 |
12 |
|
20 |
22 |
|
99 |
|
101 |
92 |
|
19 |
|
14 |
18 |
|
28 |
30 |
|
15 |
20 |
|
17 |
19 |
|
14 |
15 |
|
14 |
15 |
|
17 |
|
15 |
16 |
|
85 |
73 |
|
21 |
19 |
|
|
| HENRY |
HUB |
GAS |
SWAP |
- |
NEW |
YORK |
MERCANTILE |
EXCHANGE |
|
- |
NEW |
YORK |
MERCANTILE |
EXCHANGE |
|
YORK |
MERCANTILE |
EXCHANGE |
|
NEW |
YORK |
MERCANTILE |
EXCHANGE |
|
YORK |
MERCANTILE |
EXCHANGE |
|
YORK |
MERCANTILE |
EXCHANGE |
|
EXCHANGE |
|
NEW |
YORK |
MERCANTILE |
EXCHANGE |
|
YORK |
MERCANTILE |
EXCHANGE |
|
NEW |
YORK |
MERCANTILE |
EXCHANGE |
|
YORK |
MERCANTILE |
EXCHANGE |
|
YORK |
MERCANTILE |
EXCHANGE |
|
NEW |
YORK |
MERCANTILE |
EXCHANGE |
|
- |
NEW |
YORK |
MERCANTILE |
EXCHANGE |
|
- |
NEW |
YORK |
MERCANTILE |
EXCHANGE |
|
EXCHANGE |
|
YORK |
MERCANTILE |
EXCHANGE |
|
YORK |
MERCANTILE |
EXCHANGE |
|
NEW |
YORK |
MERCANTILE |
EXCHANGE |
|
MERCANTILE |
EXCHANGE |
|
YORK |
MERCANTILE |
EXCHANGE |
|
YORK |
MERCANTILE |
EXCHANGE |
|
- |
NEW |
YORK |
MERCANTILE |
EXCHANGE |
|
| FUTURES |
ONLY |
POSITIONS |
AS |
OF |
2005-1-18 |
| |
|
|
|
2005-1-4 |
| |
|
|
| |
|
2004-12-21 |
| |
|
2004-12-14 |
| |
|
2004-12-7 |
| |
|
|
|
2004-11-23 |
| |
|
2004-11-16 |
| |
|
|
| |
|
2004-11-2 |
| |
|
|
| |
|
2004-10-19 |
| |
|
2004-10-12 |
| |
|
2004-10-5 |
| |
|
|
|
2004-9-21 |
| |
|
2004-9-14 |
| |
|
2004-9-7 |
| |
|
|
| |
|
2004-8-24 |
| |
|
2004-8-17 |
| |
|
2008-10-4 |
| |
|
| --------------------------------------------------------------| |
NONREPORTABLE |
|
| NON-COMMERCIAL |
| |
COMMERCIAL |
| |
TOTAL |
| |
POSITIONS |
|
| |
POSITIONS |
|
POSITIONS |
|
| |
POSITIONS |
|
| |
POSITIONS |
|
| |
POSITIONS |
|
| |
POSITIONS |
|
| |
POSITIONS |
|
POSITIONS |
|
| |
POSITIONS |
|
POSITIONS |
|
| |
POSITIONS |
|
| |
POSITIONS |
|
| |
POSITIONS |
|
| |
POSITIONS |
|
| |
POSITIONS |
|
| |
POSITIONS |
|
POSITIONS |
|
| |
POSITIONS |
|
| |
POSITIONS |
|
| |
POSITIONS |
|
| --------------------------|-----------------|-----------------|----------------- |
|
| LONG |
| |
SHORT |
|SPREADS |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| -------------------------------------------------------------------------------- |
|
| (2,500 |
MMBTU'S) |
OPEN |
INTEREST: |
906,796 |
|
|
|
|
|
|
|
|
|
DAY) |
OPEN |
INTEREST: |
33,058 |
|
DAY) |
OPEN |
INTEREST: |
31,988 |
|
|
|
|
|
DAY) |
OPEN |
INTEREST: |
32,310 |
|
|
|
DAY) |
OPEN |
INTEREST: |
31,447 |
|
|
|
|
|
OPEN |
INTEREST: |
18,479 |
|
OPEN |
INTEREST: |
7,283 |
|
|
|
|
|
|
|
|
|
|
|
|
|
DAY) |
OPEN |
INTEREST: |
32,301 |
|
OPEN |
INTEREST: |
8,730 |
|
| COMMITMENTS |
|
| 216,464 |
67,311 |
144,467 |
529,802 |
688,496 |
890,733 |
900,274 |
16,063 |
6,522 |
|
|
|
63,383 |
65,953 |
4,038 |
1,468 |
|
|
|
|
23,220 |
842 |
4,126 |
|
|
855,331 |
853,855 |
9,271 |
10,747 |
|
|
|
|
32,581 |
32,657 |
477 |
401 |
|
|
|
|
31,611 |
31,807 |
377 |
181 |
|
|
|
6,751 |
6,776 |
|
|
|
|
19,843 |
20,778 |
1,245 |
310 |
|
|
|
|
31,818 |
32,145 |
492 |
165 |
|
|
33,307 |
3,538 |
3,136 |
|
|
|
|
31,283 |
31,167 |
164 |
280 |
|
|
|
|
21,265 |
3,263 |
2,022 |
|
|
772,422 |
782,681 |
18,716 |
8,457 |
|
|
18,479 |
18,479 |
0 |
0 |
|
|
7,218 |
7,283 |
65 |
0 |
|
|
|
6,509 |
6,174 |
|
|
|
|
38,051 |
37,655 |
2,926 |
3,322 |
|
|
|
|
21,128 |
22,044 |
6,571 |
5,655 |
|
|
650,990 |
656,303 |
14,549 |
9,236 |
|
|
|
|
25,052 |
6,777 |
5,593 |
|
|
|
|
23,709 |
24,802 |
6,318 |
5,225 |
|
|
31,860 |
32,070 |
441 |
231 |
|
|
8,622 |
8,730 |
108 |
0 |
|
|
| CHANGES |
FROM |
2005-1-11 |
(CHANGE |
|
|
|
|
|
OPEN |
|
|
|
|
|
|
|
|
|
OPEN |
|
|
|
|
|
|
|
|
|
|
|
| 16,569 |
6,223 |
1,832 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| PERCENT |
OF |
|
| 23.9 |
|
|
| NUMBER |
OF |
TRADERS |
IN |
EACH |
CATEGORY |
(TOTAL |
TRADERS: |
114) |
|
CATEGORY |
(TOTAL |
TRADERS: |
33) |
|
(TOTAL |
TRADERS: |
25) |
|
CATEGORY |
(TOTAL |
TRADERS: |
114) |
|
CATEGORY |
(TOTAL |
TRADERS: |
33) |
|
CATEGORY |
(TOTAL |
TRADERS: |
32) |
|
TRADERS: |
20) |
|
CATEGORY |
(TOTAL |
TRADERS: |
24) |
|
CATEGORY |
(TOTAL |
TRADERS: |
35) |
|
(TOTAL |
TRADERS: |
20) |
|
CATEGORY |
(TOTAL |
TRADERS: |
35) |
|
(TOTAL |
TRADERS: |
23) |
|
CATEGORY |
(TOTAL |
TRADERS: |
105) |
|
CATEGORY |
(TOTAL |
TRADERS: |
24) |
|
CATEGORY |
(TOTAL |
TRADERS: |
21) |
|
TRADERS: |
20) |
|
CATEGORY |
(TOTAL |
TRADERS: |
21) |
|
CATEGORY |
(TOTAL |
TRADERS: |
21) |
|
CATEGORY |
(TOTAL |
TRADERS: |
92) |
|
(TOTAL |
TRADERS: |
21) |
|
CATEGORY |
(TOTAL |
TRADERS: |
21) |
|
CATEGORY |
(TOTAL |
TRADERS: |
35) |
|
CATEGORY |
(TOTAL |
TRADERS: |
23) |
|
| 15 |
14 |
26 |
78 |
72 |
108 |
99 |
|
30 |
29 |
|
13 |
|
107 |
98 |
|
30 |
30 |
|
29 |
29 |
|
11 |
16 |
|
30 |
31 |
|
18 |
|
32 |
30 |
|
13 |
|
100 |
91 |
|
15 |
20 |
|
15 |
14 |
|
15 |
16 |
|
14 |
16 |
|
85 |
75 |
|
16 |
|
13 |
16 |
|
28 |
33 |
|
18 |
15 |
|
|
| HENRY |
HUB |
PENULTIMATE |
GAS |
SWAP |
- |
NEW |
YORK |
MERCANTILE |
EXCHANGE |
|
YORK |
MERCANTILE |
EXCHANGE |
|
YORK |
MERCANTILE |
EXCHANGE |
|
- |
NEW |
YORK |
MERCANTILE |
EXCHANGE |
|
- |
NEW |
YORK |
MERCANTILE |
EXCHANGE |
|
- |
NEW |
YORK |
MERCANTILE |
EXCHANGE |
|
MERCANTILE |
EXCHANGE |
|
NEW |
YORK |
MERCANTILE |
EXCHANGE |
|
- |
NEW |
YORK |
MERCANTILE |
EXCHANGE |
|
MERCANTILE |
EXCHANGE |
|
- |
NEW |
YORK |
MERCANTILE |
EXCHANGE |
|
YORK |
MERCANTILE |
EXCHANGE |
|
YORK |
MERCANTILE |
EXCHANGE |
|
- |
NEW |
YORK |
MERCANTILE |
EXCHANGE |
|
NEW |
YORK |
MERCANTILE |
EXCHANGE |
|
MERCANTILE |
EXCHANGE |
|
YORK |
MERCANTILE |
EXCHANGE |
|
NEW |
YORK |
MERCANTILE |
EXCHANGE |
|
YORK |
MERCANTILE |
EXCHANGE |
|
YORK |
MERCANTILE |
EXCHANGE |
|
NEW |
YORK |
MERCANTILE |
EXCHANGE |
|
- |
NEW |
YORK |
MERCANTILE |
EXCHANGE |
|
NEW |
YORK |
MERCANTILE |
EXCHANGE |
|
| FUTURES |
ONLY |
POSITIONS |
AS |
OF |
2005-1-18 |
| |
|
|
|
2005-1-4 |
| |
|
|
| |
|
2004-12-21 |
| |
|
2004-12-14 |
| |
|
2004-12-7 |
| |
|
|
|
2004-11-23 |
| |
|
2004-11-16 |
| |
|
|
| |
|
2004-11-2 |
| |
|
|
| |
|
2004-10-19 |
| |
|
2004-10-12 |
| |
|
2004-10-5 |
| |
|
|
|
2004-9-21 |
| |
|
2004-9-14 |
| |
|
2004-9-7 |
| |
|
|
| |
|
2004-8-24 |
| |
|
2004-8-17 |
| |
|
2008-10-4 |
| |
|
| --------------------------------------------------------------| |
NONREPORTABLE |
|
| NON-COMMERCIAL |
| |
COMMERCIAL |
| |
TOTAL |
| |
POSITIONS |
|
| |
POSITIONS |
|
POSITIONS |
|
| |
POSITIONS |
|
| |
POSITIONS |
|
| |
POSITIONS |
|
| |
POSITIONS |
|
| |
POSITIONS |
|
POSITIONS |
|
| |
POSITIONS |
|
POSITIONS |
|
| |
POSITIONS |
|
| |
POSITIONS |
|
| |
POSITIONS |
|
| |
POSITIONS |
|
| |
POSITIONS |
|
| |
POSITIONS |
|
POSITIONS |
|
| |
POSITIONS |
|
| |
POSITIONS |
|
| |
POSITIONS |
|
| --------------------------|-----------------|-----------------|----------------- |
|
| LONG |
| |
SHORT |
|SPREADS |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| -------------------------------------------------------------------------------- |
|
| (2,500 |
MMBTU'S) |
OPEN |
INTEREST: |
88,728 |
|
|
|
DAY) |
OPEN |
INTEREST: |
32,910 |
|
|
|
|
|
OPEN |
INTEREST: |
20,440 |
|
OPEN |
INTEREST: |
20,468 |
|
|
|
|
|
OPEN |
INTEREST: |
18,858 |
|
OPEN |
INTEREST: |
32,090 |
|
OPEN |
INTEREST: |
17,348 |
|
|
|
DAY) |
OPEN |
INTEREST: |
31,831 |
|
OPEN |
INTEREST: |
7,283 |
|
|
|
INTEREST: |
709,320 |
|
|
|
|
|
|
|
DAY) |
OPEN |
INTEREST: |
29,929 |
|
|
|
|
|
OPEN |
INTEREST: |
19,387 |
|
|
|
INTEREST: |
697,620 |
|
| COMMITMENTS |
|
| 24,714 |
22,990 |
20,337 |
39,782 |
43,421 |
84,833 |
86,748 |
3,895 |
1,980 |
|
|
|
|
|
32,630 |
32,090 |
280 |
820 |
|
|
868,471 |
12,269 |
10,852 |
|
|
74,235 |
76,170 |
3,352 |
1,417 |
|
|
|
|
20,268 |
20,268 |
172 |
172 |
|
|
20,382 |
20,382 |
86 |
86 |
|
|
|
1,259 |
496 |
|
|
819,584 |
819,198 |
9,609 |
9,995 |
|
|
18,858 |
18,858 |
0 |
0 |
|
|
|
|
31,884 |
538 |
206 |
|
|
|
|
17,348 |
17,348 |
0 |
0 |
|
|
795,385 |
17,025 |
7,225 |
|
|
|
|
31,577 |
31,362 |
254 |
469 |
|
|
7,172 |
7,237 |
111 |
46 |
|
|
649,829 |
633,984 |
59,491 |
75,336 |
|
24,208 |
14,234 |
|
|
|
|
22,053 |
22,721 |
6,571 |
5,903 |
|
|
676,684 |
682,221 |
11,934 |
6,397 |
|
|
|
|
29,269 |
29,829 |
660 |
100 |
|
|
650,988 |
12,609 |
7,281 |
|
|
667,612 |
676,635 |
20,589 |
11,566 |
|
|
|
|
19,305 |
19,305 |
82 |
82 |
|
|
634,687 |
620,195 |
62,933 |
77,425 |
|
|
| CHANGES |
FROM |
2005-1-11 |
(CHANGE |
|
|
|
|
|
|
|
|
|
|
|
OPEN |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
OPEN |
|
|
|
|
|
OPEN |
INTEREST: |
-28,264) |
|
| 12,213 |
5,083 |
-2,123 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
-30,071 |
-34,290 |
|
|
| PERCENT |
OF |
|
| 27.9 |
|
|
| NUMBER |
OF |
TRADERS |
IN |
EACH |
CATEGORY |
(TOTAL |
TRADERS: |
39) |
|
CATEGORY |
(TOTAL |
TRADERS: |
31) |
|
(TOTAL |
TRADERS: |
124) |
|
CATEGORY |
(TOTAL |
TRADERS: |
37) |
|
CATEGORY |
(TOTAL |
TRADERS: |
27) |
|
CATEGORY |
(TOTAL |
TRADERS: |
26) |
|
TRADERS: |
25) |
|
CATEGORY |
(TOTAL |
TRADERS: |
122) |
|
CATEGORY |
(TOTAL |
TRADERS: |
26) |
|
(TOTAL |
TRADERS: |
34) |
|
CATEGORY |
(TOTAL |
TRADERS: |
24) |
|
(TOTAL |
TRADERS: |
112) |
|
CATEGORY |
(TOTAL |
TRADERS: |
35) |
|
CATEGORY |
(TOTAL |
TRADERS: |
22) |
|
CATEGORY |
(TOTAL |
TRADERS: |
254) |
|
TRADERS: |
102) |
|
CATEGORY |
(TOTAL |
TRADERS: |
20) |
|
CATEGORY |
(TOTAL |
TRADERS: |
96) |
|
CATEGORY |
(TOTAL |
TRADERS: |
33) |
|
(TOTAL |
TRADERS: |
90) |
|
CATEGORY |
(TOTAL |
TRADERS: |
95) |
|
CATEGORY |
(TOTAL |
TRADERS: |
24) |
|
CATEGORY |
(TOTAL |
TRADERS: |
248) |
|
| 8 |
5 |
10 |
22 |
23 |
34 |
34 |
|
27 |
29 |
|
104 |
|
34 |
33 |
|
20 |
20 |
|
20 |
19 |
|
115 |
101 |
|
18 |
20 |
|
30 |
|
15 |
20 |
|
92 |
|
29 |
31 |
|
16 |
13 |
|
210 |
197 |
|
13 |
15 |
|
90 |
81 |
|
27 |
30 |
|
72 |
|
89 |
76 |
|
20 |
19 |
|
185 |
204 |
|
|
| PJM |
ELECTRICITY |
MONTHLY |
- |
NEW |
YORK |
MERCANTILE |
EXCHANGE |
|
- |
NEW |
YORK |
MERCANTILE |
EXCHANGE |
|
NEW |
YORK |
MERCANTILE |
EXCHANGE |
|
YORK |
MERCANTILE |
EXCHANGE |
|
- |
NEW |
YORK |
MERCANTILE |
EXCHANGE |
|
- |
NEW |
YORK |
MERCANTILE |
EXCHANGE |
|
MERCANTILE |
EXCHANGE |
|
- |
NEW |
YORK |
MERCANTILE |
EXCHANGE |
|
- |
NEW |
YORK |
MERCANTILE |
EXCHANGE |
|
NEW |
YORK |
MERCANTILE |
EXCHANGE |
|
- |
NEW |
YORK |
MERCANTILE |
EXCHANGE |
|
MERCANTILE |
EXCHANGE |
|
- |
NEW |
YORK |
MERCANTILE |
EXCHANGE |
|
NEW |
YORK |
MERCANTILE |
EXCHANGE |
|
EXCHANGE |
|
EXCHANGE |
|
NEW |
YORK |
MERCANTILE |
EXCHANGE |
|
YORK |
MERCANTILE |
EXCHANGE |
|
- |
NEW |
YORK |
MERCANTILE |
EXCHANGE |
|
MERCANTILE |
EXCHANGE |
|
YORK |
MERCANTILE |
EXCHANGE |
|
- |
NEW |
YORK |
MERCANTILE |
EXCHANGE |
|
EXCHANGE |
|
| FUTURES |
ONLY |
POSITIONS |
AS |
OF |
2005-1-18 |
| |
|
|
|
2005-1-4 |
| |
|
|
| |
|
2004-12-21 |
| |
|
2004-12-14 |
| |
|
2004-12-7 |
| |
|
|
|
2004-11-23 |
| |
|
2004-11-16 |
| |
|
|
| |
|
2004-11-2 |
| |
|
|
| |
|
2004-10-19 |
| |
|
2004-10-12 |
| |
|
2004-10-5 |
| |
|
|
|
2004-9-21 |
| |
|
2004-9-14 |
| |
|
2004-9-7 |
| |
|
|
| |
|
2004-8-24 |
| |
|
2004-8-17 |
| |
|
2008-10-4 |
| |
|
| --------------------------------------------------------------| |
NONREPORTABLE |
|
| NON-COMMERCIAL |
| |
COMMERCIAL |
| |
TOTAL |
| |
POSITIONS |
|
| |
POSITIONS |
|
POSITIONS |
|
| |
POSITIONS |
|
| |
POSITIONS |
|
| |
POSITIONS |
|
| |
POSITIONS |
|
| |
POSITIONS |
|
POSITIONS |
|
| |
POSITIONS |
|
POSITIONS |
|
| |
POSITIONS |
|
| |
POSITIONS |
|
| |
POSITIONS |
|
| |
POSITIONS |
|
| |
POSITIONS |
|
| |
POSITIONS |
|
POSITIONS |
|
| |
POSITIONS |
|
| |
POSITIONS |
|
| |
POSITIONS |
|
| --------------------------|-----------------|-----------------|----------------- |
|
| LONG |
| |
SHORT |
|SPREADS |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| -------------------------------------------------------------------------------- |
|
| (40 |
MEGAWATT |
HOURS |
PER |
PEAK |
DAY) |
OPEN |
INTEREST: |
34,310 |
|
|
|
OPEN |
INTEREST: |
19,414 |
|
|
|
DAY) |
OPEN |
INTEREST: |
34,357 |
|
OPEN |
INTEREST: |
6,779 |
|
OPEN |
INTEREST: |
6,697 |
|
|
|
|
|
OPEN |
INTEREST: |
7,367 |
|
INTEREST: |
17,574 |
|
OPEN |
INTEREST: |
6,695 |
|
OPEN |
INTEREST: |
32,444 |
|
OPEN |
INTEREST: |
18,479 |
|
|
|
INTEREST: |
734,992 |
|
OPEN |
INTEREST: |
9,641 |
|
INTEREST: |
32,118 |
|
|
|
DAY) |
OPEN |
INTEREST: |
31,679 |
|
OPEN |
INTEREST: |
18,855 |
|
OPEN |
INTEREST: |
30,200 |
|
DAY) |
OPEN |
INTEREST: |
32,512 |
|
OPEN |
INTEREST: |
8,898 |
|
OPEN |
INTEREST: |
8,667 |
|
| COMMITMENTS |
|
| 5,496 |
1,830 |
4,915 |
23,749 |
27,375 |
34,160 |
34,120 |
150 |
190 |
|
|
|
|
|
19,414 |
19,414 |
0 |
0 |
|
|
58,393 |
4,817 |
2,661 |
|
|
|
|
34,060 |
34,096 |
297 |
261 |
|
|
|
|
6,756 |
6,779 |
23 |
0 |
|
|
|
|
6,674 |
6,697 |
23 |
0 |
|
|
|
1,369 |
558 |
|
|
69,540 |
72,561 |
4,833 |
1,812 |
|
|
7,323 |
7,367 |
44 |
0 |
|
|
|
|
17,574 |
0 |
0 |
|
|
6,651 |
6,695 |
44 |
0 |
|
|
|
|
32,120 |
173 |
324 |
|
|
18,479 |
18,479 |
0 |
0 |
|
|
665,423 |
645,621 |
69,569 |
89,371 |
|
|
|
|
6,634 |
9,036 |
3,007 |
605 |
|
|
|
395 |
281 |
|
|
691,034 |
697,769 |
15,077 |
8,342 |
|
|
|
|
31,455 |
31,577 |
224 |
102 |
|
|
18,835 |
18,793 |
20 |
62 |
|
|
|
|
30,085 |
675 |
115 |
|
|
32,309 |
32,415 |
203 |
97 |
|
|
8,706 |
8,814 |
192 |
84 |
|
|
|
|
5,850 |
7,847 |
2,817 |
820 |
|
|
| CHANGES |
FROM |
|
|
|
|
|
|
|
|
|
|
|
OPEN |
|
|
|
|
|
|
|
|
|
OPEN |
|
|
|
|
|
|
|
|
|
| 370 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| PERCENT |
OF |
|
| 16 |
|
|
| NUMBER |
OF |
TRADERS |
IN |
EACH |
CATEGORY |
(TOTAL |
TRADERS: |
35) |
|
CATEGORY |
(TOTAL |
TRADERS: |
23) |
|
(TOTAL |
TRADERS: |
29) |
|
CATEGORY |
(TOTAL |
TRADERS: |
34) |
|
CATEGORY |
(TOTAL |
TRADERS: |
23) |
|
CATEGORY |
(TOTAL |
TRADERS: |
23) |
|
TRADERS: |
27) |
|
CATEGORY |
(TOTAL |
TRADERS: |
37) |
|
CATEGORY |
(TOTAL |
TRADERS: |
21) |
|
(TOTAL |
TRADERS: |
25) |
|
CATEGORY |
(TOTAL |
TRADERS: |
20) |
|
(TOTAL |
TRADERS: |
35) |
|
CATEGORY |
(TOTAL |
TRADERS: |
24) |
|
CATEGORY |
(TOTAL |
TRADERS: |
260) |
|
CATEGORY |
(TOTAL |
TRADERS: |
90) |
|
TRADERS: |
34) |
|
CATEGORY |
(TOTAL |
TRADERS: |
96) |
|
CATEGORY |
(TOTAL |
TRADERS: |
33) |
|
CATEGORY |
(TOTAL |
TRADERS: |
25) |
|
(TOTAL |
TRADERS: |
31) |
|
CATEGORY |
(TOTAL |
TRADERS: |
35) |
|
CATEGORY |
(TOTAL |
TRADERS: |
23) |
|
CATEGORY |
(TOTAL |
TRADERS: |
77) |
|
| 3 |
4 |
6 |
25 |
26 |
31 |
33 |
|
17 |
15 |
|
25 |
|
30 |
31 |
|
16 |
14 |
|
16 |
13 |
|
28 |
31 |
|
14 |
13 |
|
20 |
|
14 |
12 |
|
31 |
|
15 |
20 |
|
200 |
206 |
|
61 |
29 |
|
91 |
81 |
|
28 |
29 |
|
20 |
21 |
|
29 |
|
29 |
32 |
|
18 |
15 |
|
47 |
32 |
|
|
| NYISO |
ZONE |
A |
LBMP |
SWAP |
- |
NEW |
YORK |
MERCANTILE |
EXCHANGE |
|
- |
NEW |
YORK |
MERCANTILE |
EXCHANGE |
|
MERCANTILE |
EXCHANGE |
|
- |
NEW |
YORK |
MERCANTILE |
EXCHANGE |
|
NEW |
YORK |
MERCANTILE |
EXCHANGE |
|
NEW |
YORK |
MERCANTILE |
EXCHANGE |
|
MERCANTILE |
EXCHANGE |
|
YORK |
MERCANTILE |
EXCHANGE |
|
NEW |
YORK |
MERCANTILE |
EXCHANGE |
|
NEW |
YORK |
MERCANTILE |
EXCHANGE |
|
NEW |
YORK |
MERCANTILE |
EXCHANGE |
|
NEW |
YORK |
MERCANTILE |
EXCHANGE |
|
- |
NEW |
YORK |
MERCANTILE |
EXCHANGE |
|
EXCHANGE |
|
EXCHANGE |
|
YORK |
MERCANTILE |
EXCHANGE |
|
YORK |
MERCANTILE |
EXCHANGE |
|
- |
NEW |
YORK |
MERCANTILE |
EXCHANGE |
|
- |
NEW |
YORK |
MERCANTILE |
EXCHANGE |
|
NEW |
YORK |
MERCANTILE |
EXCHANGE |
|
- |
NEW |
YORK |
MERCANTILE |
EXCHANGE |
|
NEW |
YORK |
MERCANTILE |
EXCHANGE |
|
EXCHANGE |
|
| FUTURES |
ONLY |
POSITIONS |
AS |
OF |
2005-1-18 |
| |
|
|
|
2005-1-4 |
| |
|
|
| |
|
2004-12-21 |
| |
|
2004-12-14 |
| |
|
2004-12-7 |
| |
|
|
|
2004-11-23 |
| |
|
2004-11-16 |
| |
|
|
| |
|
2004-11-2 |
| |
|
|
| |
|
2004-10-19 |
| |
|
2004-10-12 |
| |
|
2004-10-5 |
| |
|
|
|
2004-9-21 |
| |
|
2004-9-14 |
| |
|
2004-9-7 |
| |
|
|
| |
|
2004-8-24 |
| |
|
2004-8-17 |
| |
|
2008-10-4 |
| |
|
| --------------------------------------------------------------| |
NONREPORTABLE |
|
| NON-COMMERCIAL |
| |
COMMERCIAL |
| |
TOTAL |
| |
POSITIONS |
|
| |
POSITIONS |
|
POSITIONS |
|
| |
POSITIONS |
|
| |
POSITIONS |
|
| |
POSITIONS |
|
| |
POSITIONS |
|
| |
POSITIONS |
|
POSITIONS |
|
| |
POSITIONS |
|
POSITIONS |
|
| |
POSITIONS |
|
| |
POSITIONS |
|
| |
POSITIONS |
|
| |
POSITIONS |
|
| |
POSITIONS |
|
| |
POSITIONS |
|
POSITIONS |
|
| |
POSITIONS |
|
| |
POSITIONS |
|
| |
POSITIONS |
|
| --------------------------|-----------------|-----------------|----------------- |
|
| LONG |
| |
SHORT |
|SPREADS |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| -------------------------------------------------------------------------------- |
|
| (CONTRACTS |
0F |
400 |
MEGAWATT |
HOURS) |
OPEN |
INTEREST: |
20,039 |
|
|
|
OPEN |
INTEREST: |
6,860 |
|
OPEN |
INTEREST: |
34,318 |
|
OPEN |
INTEREST: |
21,444 |
|
|
|
INTEREST: |
704,134 |
68,310 |
77,382 |
|
|
|
INTEREST: |
690,119 |
71,523 |
88,963 |
|
|
|
DAY) |
OPEN |
INTEREST: |
32,758 |
|
|
|
INTEREST: |
710,178 |
|
INTEREST: |
6,823 |
|
|
|
INTEREST: |
715,841 |
|
INTEREST: |
18,906 |
|
OPEN |
INTEREST: |
7,283 |
|
OPEN |
INTEREST: |
10,332 |
|
OPEN |
INTEREST: |
6,241 |
|
19,861 |
|
DAY) |
OPEN |
INTEREST: |
31,975 |
|
OPEN |
INTEREST: |
19,855 |
|
OPEN |
INTEREST: |
7,796 |
|
INTEREST: |
19,888 |
|
OPEN |
INTEREST: |
19,649 |
|
|
|
INTEREST: |
730,069 |
|
OPEN |
INTEREST: |
6,099 |
|
| COMMITMENTS |
|
| 2,123 |
4,358 |
861 |
17,055 |
14,820 |
20,039 |
20,039 |
0 |
0 |
|
|
|
|
|
6,860 |
6,608 |
0 |
252 |
|
|
|
|
33,397 |
517 |
921 |
|
|
21,272 |
21,272 |
172 |
172 |
|
|
652,265 |
635,947 |
51,869 |
68,187 |
|
|
639,468 |
627,352 |
50,651 |
62,767 |
|
10,719 |
9,586 |
|
|
|
|
32,280 |
32,435 |
478 |
323 |
|
|
650,693 |
640,779 |
59,485 |
69,399 |
|
|
6,823 |
44 |
0 |
|
|
663,732 |
648,245 |
52,109 |
67,596 |
|
|
18,906 |
0 |
0 |
|
|
7,172 |
7,237 |
111 |
46 |
|
|
|
|
6,967 |
9,727 |
3,365 |
605 |
|
|
|
|
4,133 |
5,155 |
2,108 |
1,086 |
|
0 |
0 |
|
|
|
|
31,501 |
31,583 |
474 |
392 |
|
|
19,855 |
19,855 |
0 |
0 |
|
|
7,710 |
7,796 |
86 |
0 |
|
|
|
|
19,754 |
134 |
134 |
|
|
|
|
19,515 |
19,515 |
134 |
134 |
|
|
656,136 |
637,568 |
73,933 |
92,501 |
|
|
|
|
4,690 |
5,050 |
1,409 |
1,049 |
|
|
| CHANGES |
FROM |
|
|
|
|
|
|
|
|
|
-48,311) |
|
|
|
OPEN |
|
|
|
|
|
OPEN |
|
|
|
|
|
|
|
|
|
|
|
| 396 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| PERCENT |
OF |
|
| 10.6 |
|
|
| NUMBER |
OF |
TRADERS |
IN |
EACH |
CATEGORY |
(TOTAL |
TRADERS: |
25) |
|
CATEGORY |
(TOTAL |
TRADERS: |
20) |
|
(TOTAL |
TRADERS: |
33) |
|
CATEGORY |
(TOTAL |
TRADERS: |
27) |
|
CATEGORY |
(TOTAL |
TRADERS: |
203) |
|
CATEGORY |
(TOTAL |
TRADERS: |
209) |
|
TRADERS: |
108) |
|
CATEGORY |
(TOTAL |
TRADERS: |
35) |
|
CATEGORY |
(TOTAL |
TRADERS: |
212) |
|
(TOTAL |
TRADERS: |
20) |
|
CATEGORY |
(TOTAL |
TRADERS: |
247) |
|
(TOTAL |
TRADERS: |
24) |
|
CATEGORY |
(TOTAL |
TRADERS: |
22) |
|
CATEGORY |
(TOTAL |
TRADERS: |
94) |
|
CATEGORY |
(TOTAL |
TRADERS: |
42) |
|
TRADERS: |
25) |
|
CATEGORY |
(TOTAL |
TRADERS: |
33) |
|
CATEGORY |
(TOTAL |
TRADERS: |
24) |
|
CATEGORY |
(TOTAL |
TRADERS: |
21) |
|
(TOTAL |
TRADERS: |
24) |
|
CATEGORY |
(TOTAL |
TRADERS: |
23) |
|
CATEGORY |
(TOTAL |
TRADERS: |
240) |
|
CATEGORY |
(TOTAL |
TRADERS: |
40) |
|
| 2 |
3 |
2 |
16 |
14 |
19 |
18 |
|
13 |
13 |
|
30 |
|
20 |
20 |
|
175 |
168 |
|
173 |
178 |
|
30 |
31 |
|
180 |
179 |
|
12 |
|
192 |
200 |
|
20 |
|
16 |
13 |
|
63 |
31 |
|
28 |
20 |
|
28 |
29 |
|
19 |
20 |
|
16 |
13 |
|
20 |
|
19 |
19 |
|
185 |
198 |
|
19 |
21 |
|
|
| NYISO |
ZONE |
G |
LBMP |
SWAP |
- |
NEW |
YORK |
MERCANTILE |
EXCHANGE |
|
NEW |
YORK |
MERCANTILE |
EXCHANGE |
|
NEW |
YORK |
MERCANTILE |
EXCHANGE |
|
- |
NEW |
YORK |
MERCANTILE |
EXCHANGE |
|
EXCHANGE |
|
EXCHANGE |
|
YORK |
MERCANTILE |
EXCHANGE |
|
- |
NEW |
YORK |
MERCANTILE |
EXCHANGE |
|
EXCHANGE |
|
YORK |
MERCANTILE |
EXCHANGE |
|
EXCHANGE |
|
NEW |
YORK |
MERCANTILE |
EXCHANGE |
|
NEW |
YORK |
MERCANTILE |
EXCHANGE |
|
EXCHANGE |
|
NEW |
YORK |
MERCANTILE |
EXCHANGE |
|
YORK |
MERCANTILE |
EXCHANGE |
|
- |
NEW |
YORK |
MERCANTILE |
EXCHANGE |
|
- |
NEW |
YORK |
MERCANTILE |
EXCHANGE |
|
NEW |
YORK |
MERCANTILE |
EXCHANGE |
|
NEW |
YORK |
MERCANTILE |
EXCHANGE |
|
- |
NEW |
YORK |
MERCANTILE |
EXCHANGE |
|
EXCHANGE |
|
NEW |
YORK |
MERCANTILE |
EXCHANGE |
|
| FUTURES |
ONLY |
POSITIONS |
AS |
OF |
2005-1-18 |
| |
|
|
|
2005-1-4 |
| |
|
|
| |
|
2004-12-21 |
| |
|
2004-12-14 |
| |
|
2004-12-7 |
| |
|
|
|
2004-11-23 |
| |
|
2004-11-16 |
| |
|
|
| |
|
2004-11-2 |
| |
|
|
| |
|
2004-10-19 |
| |
|
2004-10-12 |
| |
|
2004-10-5 |
| |
|
|
|
2004-9-21 |
| |
|
2004-9-14 |
| |
|
2004-9-7 |
| |
|
|
| |
|
2004-8-24 |
| |
|
2004-8-17 |
| |
|
2008-10-4 |
| |
|
| --------------------------------------------------------------| |
NONREPORTABLE |
|
| NON-COMMERCIAL |
| |
COMMERCIAL |
| |
TOTAL |
| |
POSITIONS |
|
| |
POSITIONS |
|
POSITIONS |
|
| |
POSITIONS |
|
| |
POSITIONS |
|
| |
POSITIONS |
|
| |
POSITIONS |
|
| |
POSITIONS |
|
POSITIONS |
|
| |
POSITIONS |
|
POSITIONS |
|
| |
POSITIONS |
|
| |
POSITIONS |
|
| |
POSITIONS |
|
| |
POSITIONS |
|
| |
POSITIONS |
|
| |
POSITIONS |
|
POSITIONS |
|
| |
POSITIONS |
|
| |
POSITIONS |
|
| |
POSITIONS |
|
| --------------------------|-----------------|-----------------|----------------- |
|
| LONG |
| |
SHORT |
|SPREADS |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| -------------------------------------------------------------------------------- |
|
| (CONTRACTS |
0F |
400 |
MEGAWATT |
HOURS) |
OPEN |
INTEREST: |
7,536 |
|
|
|
|
|
INTEREST: |
683,120 |
74,567 |
67,020 |
|
INTEREST: |
21,354 |
|
OPEN |
INTEREST: |
7,654 |
|
OPEN |
INTEREST: |
11,858 |
|
OPEN |
INTEREST: |
12,180 |
|
|
|
OPEN |
INTEREST: |
20,164 |
|
OPEN |
INTEREST: |
11,410 |
|
|
|
711,816 |
|
OPEN |
INTEREST: |
9,594 |
|
INTEREST: |
7,237 |
|
|
|
INTEREST: |
708,959 |
|
OPEN |
INTEREST: |
6,063 |
|
|
|
OPEN |
INTEREST: |
155,923 |
|
8,102 |
|
OPEN |
INTEREST: |
19,815 |
|
OPEN |
INTEREST: |
7,838 |
|
|
|
INTEREST: |
693,750 |
|
INTEREST: |
8,814 |
|
OPEN |
INTEREST: |
8,814 |
|
OPEN |
INTEREST: |
8,613 |
|
|
|
OPEN |
INTEREST: |
140,936 |
|
| COMMITMENTS |
|
| 302 |
2,686 |
1,174 |
6,060 |
3,676 |
7,536 |
7,536 |
0 |
0 |
|
|
|
628,237 |
607,090 |
54,883 |
76,030 |
|
|
21,354 |
0 |
0 |
|
|
7,631 |
7,654 |
23 |
0 |
|
|
|
|
9,315 |
10,650 |
2,543 |
1,208 |
|
|
|
|
9,132 |
11,350 |
3,048 |
830 |
|
3,004 |
1,866 |
|
|
20,164 |
20,164 |
0 |
0 |
|
|
|
|
8,038 |
10,741 |
3,372 |
669 |
|
|
626,909 |
73,258 |
84,907 |
|
|
|
|
6,487 |
8,930 |
3,107 |
664 |
|
|
7,237 |
65 |
0 |
|
|
647,481 |
624,193 |
61,478 |
84,766 |
|
|
|
|
4,081 |
4,903 |
1,982 |
1,160 |
|
|
140,543 |
145,146 |
15,380 |
10,777 |
|
|
86 |
0 |
|
|
19,815 |
19,815 |
0 |
0 |
|
|
7,752 |
7,838 |
86 |
0 |
|
|
635,282 |
629,037 |
58,468 |
64,713 |
|
|
8,814 |
108 |
0 |
|
|
8,706 |
8,814 |
108 |
0 |
|
|
|
|
5,818 |
7,820 |
2,795 |
793 |
|
|
127,294 |
128,719 |
13,642 |
12,217 |
|
|
| CHANGES |
FROM |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
INTEREST: |
-4,025) |
|
|
|
|
|
|
|
|
|
|
|
| -242 |
|
|
|
|
|
|
|
|
|
|
-21,336 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| PERCENT |
OF |
|
| 4 |
|
|
| NUMBER |
OF |
TRADERS |
IN |
EACH |
CATEGORY |
(TOTAL |
TRADERS: |
21) |
|
CATEGORY |
(TOTAL |
TRADERS: |
204) |
|
(TOTAL |
TRADERS: |
27) |
|
CATEGORY |
(TOTAL |
TRADERS: |
24) |
|
CATEGORY |
(TOTAL |
TRADERS: |
119) |
|
CATEGORY |
(TOTAL |
TRADERS: |
113) |
|
TRADERS: |
30) |
|
CATEGORY |
(TOTAL |
TRADERS: |
26) |
|
CATEGORY |
(TOTAL |
TRADERS: |
106) |
|
(TOTAL |
TRADERS: |
231) |
|
CATEGORY |
(TOTAL |
TRADERS: |
93) |
|
(TOTAL |
TRADERS: |
22) |
|
CATEGORY |
(TOTAL |
TRADERS: |
250) |
|
CATEGORY |
(TOTAL |
TRADERS: |
38) |
|
CATEGORY |
(TOTAL |
TRADERS: |
144) |
|
TRADERS: |
21) |
|
CATEGORY |
(TOTAL |
TRADERS: |
25) |
|
CATEGORY |
(TOTAL |
TRADERS: |
21) |
|
CATEGORY |
(TOTAL |
TRADERS: |
239) |
|
(TOTAL |
TRADERS: |
23) |
|
CATEGORY |
(TOTAL |
TRADERS: |
23) |
|
CATEGORY |
(TOTAL |
TRADERS: |
81) |
|
CATEGORY |
(TOTAL |
TRADERS: |
147) |
|
| 1 |
3 |
3 |
11 |
10 |
14 |
14 |
|
163 |
171 |
|
20 |
|
17 |
15 |
|
86 |
42 |
|
83 |
41 |
|
18 |
21 |
|
75 |
37 |
|
190 |
|
63 |
33 |
|
13 |
|
200 |
191 |
|
27 |
15 |
|
106 |
108 |
|
19 |
20 |
|
17 |
14 |
|
192 |
196 |
|
15 |
|
18 |
15 |
|
50 |
33 |
|
113 |
113 |
|
|
| CRUDE |
OIL, |
LIGHT |
SWEET |
- |
NEW |
YORK |
MERCANTILE |
EXCHANGE |
|
EXCHANGE |
|
NEW |
YORK |
MERCANTILE |
EXCHANGE |
|
NEW |
YORK |
MERCANTILE |
EXCHANGE |
|
EXCHANGE |
|
EXCHANGE |
|
EXCHANGE |
|
- |
NEW |
YORK |
MERCANTILE |
EXCHANGE |
|
EXCHANGE |
|
EXCHANGE |
|
YORK |
MERCANTILE |
EXCHANGE |
|
EXCHANGE |
|
NEW |
YORK |
MERCANTILE |
EXCHANGE |
|
SWAP |
- |
NEW |
YORK |
MERCANTILE |
EXCHANGE |
|
MERCANTILE |
EXCHANGE |
|
- |
NEW |
YORK |
MERCANTILE |
EXCHANGE |
|
NEW |
YORK |
MERCANTILE |
EXCHANGE |
|
EXCHANGE |
|
YORK |
MERCANTILE |
EXCHANGE |
|
NEW |
YORK |
MERCANTILE |
EXCHANGE |
|
EXCHANGE |
|
SWAP |
- |
NEW |
YORK |
MERCANTILE |
EXCHANGE |
|
| FUTURES |
ONLY |
POSITIONS |
AS |
OF |
2005-1-18 |
| |
|
|
|
2005-1-4 |
| |
|
|
| |
|
2004-12-21 |
| |
|
2004-12-14 |
| |
|
2004-12-7 |
| |
|
|
|
2004-11-23 |
| |
|
2004-11-16 |
| |
|
|
| |
|
2004-11-2 |
| |
|
|
| |
|
2004-10-19 |
| |
|
2004-10-12 |
| |
|
2004-10-5 |
| |
|
|
|
2004-9-21 |
| |
|
2004-9-14 |
| |
|
2004-9-7 |
| |
|
|
| |
|
2004-8-24 |
| |
|
2004-8-17 |
| |
|
2008-10-4 |
| |
|
| --------------------------------------------------------------| |
NONREPORTABLE |
|
| NON-COMMERCIAL |
| |
COMMERCIAL |
| |
TOTAL |
| |
POSITIONS |
|
| |
POSITIONS |
|
POSITIONS |
|
| |
POSITIONS |
|
| |
POSITIONS |
|
| |
POSITIONS |
|
| |
POSITIONS |
|
| |
POSITIONS |
|
POSITIONS |
|
| |
POSITIONS |
|
POSITIONS |
|
| |
POSITIONS |
|
| |
POSITIONS |
|
| |
POSITIONS |
|
| |
POSITIONS |
|
| |
POSITIONS |
|
| |
POSITIONS |
|
POSITIONS |
|
| |
POSITIONS |
|
| |
POSITIONS |
|
| |
POSITIONS |
|
| --------------------------|-----------------|-----------------|----------------- |
|
| LONG |
| |
SHORT |
|SPREADS |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| -------------------------------------------------------------------------------- |
|
| (CONTRACTS |
OF |
1,000 |
BARRELS) |
OPEN |
INTEREST: |
718,813 |
|
|
|
|
|
OPEN |
INTEREST: |
12,598 |
|
INTEREST: |
7,654 |
|
|
|
INTEREST: |
661,793 |
69,805 |
68,167 |
|
OPEN |
INTEREST: |
6,538 |
|
OPEN |
INTEREST: |
9,042 |
|
INTEREST: |
31,020 |
|
OPEN |
INTEREST: |
7,413 |
|
OPEN |
INTEREST: |
7,747 |
|
INTEREST: |
10,151 |
|
OPEN |
INTEREST: |
5,865 |
|
|
|
706,503 |
|
OPEN |
INTEREST: |
9,878 |
|
|
|
OPEN |
INTEREST: |
154,916 |
|
|
|
INTEREST: |
17,214 |
|
|
|
|
|
OPEN |
INTEREST: |
7,838 |
|
|
|
INTEREST: |
681,659 |
|
OPEN |
INTEREST: |
8,786 |
|
|
|
688,882 |
|
|
|
INTEREST: |
679,708 |
|
OPEN |
INTEREST: |
7,206 |
|
|
|
INTEREST: |
18,154 |
|
| COMMITMENTS |
|
| 86,451 |
70,526 |
85,441 |
495,530 |
491,377 |
667,422 |
647,344 |
51,391 |
71,469 |
|
|
|
|
|
9,887 |
11,457 |
2,711 |
1,141 |
|
|
7,654 |
23 |
0 |
|
|
609,126 |
594,093 |
52,667 |
67,700 |
|
|
|
|
4,929 |
5,592 |
1,609 |
946 |
|
|
|
|
6,705 |
8,157 |
2,337 |
885 |
|
|
|
397 |
329 |
|
|
7,369 |
7,413 |
44 |
0 |
|
|
|
|
5,848 |
6,842 |
1,899 |
905 |
|
|
|
|
9,512 |
3,290 |
639 |
|
|
|
|
4,169 |
4,864 |
1,696 |
1,001 |
|
|
626,338 |
63,324 |
80,165 |
|
|
|
|
6,740 |
9,277 |
3,138 |
601 |
|
|
136,449 |
142,298 |
18,467 |
12,618 |
|
|
17,214 |
17,064 |
0 |
150 |
|
64,920 |
87,188 |
|
|
7,752 |
7,838 |
86 |
0 |
|
|
624,134 |
618,928 |
57,525 |
62,731 |
|
|
|
|
6,055 |
8,038 |
2,731 |
748 |
|
|
624,539 |
61,740 |
64,343 |
|
|
617,448 |
611,429 |
62,260 |
68,279 |
|
|
|
|
5,312 |
5,944 |
1,894 |
1,262 |
|
|
18,154 |
18,154 |
0 |
0 |
|
|
| CHANGES |
FROM |
|
|
|
|
|
OPEN |
INTEREST: |
-42,341) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
OPEN |
INTEREST: |
-12,091) |
|
|
|
|
|
OPEN |
INTEREST: |
-50,361) |
|
|
|
|
|
| 6,888 |
|
|
|
|
|
|
-43,139 |
-41,854 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
-11,148 |
-10,109 |
|
|
|
|
-38,688 |
-26,139 |
|
|
|
|
| PERCENT |
OF |
|
| 12 |
|
|
| NUMBER |
OF |
TRADERS |
IN |
EACH |
CATEGORY |
(TOTAL |
TRADERS: |
212) |
|
CATEGORY |
(TOTAL |
TRADERS: |
113) |
|
(TOTAL |
TRADERS: |
24) |
|
CATEGORY |
(TOTAL |
TRADERS: |
196) |
|
CATEGORY |
(TOTAL |
TRADERS: |
44) |
|
CATEGORY |
(TOTAL |
TRADERS: |
49) |
|
TRADERS: |
32) |
|
CATEGORY |
(TOTAL |
TRADERS: |
22) |
|
CATEGORY |
(TOTAL |
TRADERS: |
44) |
|
(TOTAL |
TRADERS: |
100) |
|
CATEGORY |
(TOTAL |
TRADERS: |
41) |
|
(TOTAL |
TRADERS: |
248) |
|
CATEGORY |
(TOTAL |
TRADERS: |
90) |
|
CATEGORY |
(TOTAL |
TRADERS: |
137) |
|
TRADERS: |
242) |
|
CATEGORY |
(TOTAL |
TRADERS: |
21) |
|
CATEGORY |
(TOTAL |
TRADERS: |
237) |
|
CATEGORY |
(TOTAL |
TRADERS: |
85) |
|
(TOTAL |
TRADERS: |
239) |
|
CATEGORY |
(TOTAL |
TRADERS: |
244) |
|
CATEGORY |
(TOTAL |
TRADERS: |
42) |
|
| 50 |
66 |
70 |
75 |
84 |
174 |
178 |
|
71 |
43 |
|
15 |
|
164 |
161 |
|
26 |
22 |
|
28 |
24 |
|
15 |
13 |
|
28 |
18 |
|
35 |
|
26 |
19 |
|
186 |
|
60 |
31 |
|
102 |
106 |
|
17 |
14 |
|
192 |
196 |
|
59 |
32 |
|
189 |
|
182 |
199 |
|
23 |
20 |
|
|
| PALLADIUM |
- |
NEW |
YORK |
MERCANTILE |
EXCHANGE |
|
EXCHANGE |
|
YORK |
MERCANTILE |
EXCHANGE |
|
EXCHANGE |
|
NEW |
YORK |
MERCANTILE |
EXCHANGE |
|
NEW |
YORK |
MERCANTILE |
EXCHANGE |
|
YORK |
MERCANTILE |
EXCHANGE |
|
NEW |
YORK |
MERCANTILE |
EXCHANGE |
|
NEW |
YORK |
MERCANTILE |
EXCHANGE |
|
NEW |
YORK |
MERCANTILE |
EXCHANGE |
|
EXCHANGE |
|
SWAP |
- |
NEW |
YORK |
MERCANTILE |
EXCHANGE |
|
NEW |
YORK |
MERCANTILE |
EXCHANGE |
|
EXCHANGE |
|
EXCHANGE |
|
EXCHANGE |
|
NEW |
YORK |
MERCANTILE |
EXCHANGE |
|
| FUTURES |
ONLY |
POSITIONS |
AS |
OF |
2005-1-18 |
| |
|
|
|
2005-1-4 |
| |
|
|
| |
|
2004-12-21 |
| |
|
2004-12-14 |
| |
|
2004-12-7 |
| |
|
|
|
2004-11-23 |
| |
|
2004-11-16 |
| |
|
|
| |
|
2004-11-2 |
| |
|
|
| |
|
2004-10-19 |
| |
|
2004-10-12 |
| |
|
|
|
2004-9-21 |
| |
|
2004-9-14 |
| |
|
2004-9-7 |
| |
|
|
| |
|
2004-8-24 |
| |
|
2004-8-17 |
| |
|
| --------------------------------------------------------------| |
NONREPORTABLE |
|
| NON-COMMERCIAL |
| |
COMMERCIAL |
| |
TOTAL |
| |
POSITIONS |
|
| |
POSITIONS |
|
POSITIONS |
|
| |
POSITIONS |
|
| |
POSITIONS |
|
| |
POSITIONS |
|
| |
POSITIONS |
|
| |
POSITIONS |
|
POSITIONS |
|
| |
POSITIONS |
|
POSITIONS |
|
| |
POSITIONS |
|
| |
POSITIONS |
|
| |
POSITIONS |
|
| |
POSITIONS |
|
| |
POSITIONS |
|
POSITIONS |
|
| |
POSITIONS |
|
| |
POSITIONS |
|
| --------------------------|-----------------|-----------------|----------------- |
|
| LONG |
| |
SHORT |
|SPREADS |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
|
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
|
| -------------------------------------------------------------------------------- |
|
| (CONTRACTS |
OF |
100 |
TROY |
OUNCES) |
OPEN |
INTEREST: |
12,785 |
|
|
|
OPEN |
INTEREST: |
6,201 |
|
|
|
656,458 |
69,987 |
64,968 |
|
OPEN |
INTEREST: |
12,115 |
|
|
|
OPEN |
INTEREST: |
158,631 |
|
|
|
OPEN |
INTEREST: |
143,635 |
|
21,408 |
|
|
|
INTEREST: |
692,591 |
84,915 |
79,162 |
|
|
|
OPEN |
INTEREST: |
137,836 |
|
INTEREST: |
6,503 |
|
|
|
OPEN |
INTEREST: |
136,184 |
|
INTEREST: |
10,067 |
|
OPEN |
INTEREST: |
5,658 |
|
|
|
INTEREST: |
17,214 |
|
9,471 |
|
|
|
INTEREST: |
671,660 |
|
OPEN |
INTEREST: |
8,761 |
|
OPEN |
INTEREST: |
6,157 |
|
INTEREST: |
9,431 |
|
OPEN |
INTEREST: |
8,786 |
|
|
|
OPEN |
INTEREST: |
153,909 |
|
| COMMITMENTS |
|
| 7,543 |
2,082 |
0 |
2,460 |
9,574 |
10,003 |
11,656 |
2,782 |
1,129 |
|
|
|
|
|
4,777 |
5,430 |
1,424 |
771 |
|
|
594,033 |
43,627 |
62,425 |
|
|
|
|
9,328 |
10,963 |
2,787 |
1,152 |
|
|
149,195 |
143,069 |
9,436 |
15,562 |
|
|
133,992 |
128,672 |
9,643 |
14,963 |
|
0 |
0 |
|
|
634,991 |
622,872 |
57,600 |
69,719 |
|
|
125,779 |
124,342 |
12,057 |
13,494 |
|
|
|
|
5,596 |
1,727 |
907 |
|
|
123,860 |
124,886 |
12,324 |
11,298 |
|
|
|
|
9,475 |
3,245 |
592 |
|
|
|
|
3,913 |
4,859 |
1,745 |
799 |
|
|
17,214 |
17,214 |
0 |
0 |
|
|
|
|
2,837 |
715 |
|
|
614,730 |
602,577 |
56,930 |
69,083 |
|
|
|
|
6,071 |
7,969 |
2,690 |
792 |
|
|
|
|
4,574 |
4,819 |
1,583 |
1,338 |
|
|
|
|
8,635 |
2,953 |
796 |
|
|
|
|
5,871 |
8,141 |
2,915 |
645 |
|
|
138,585 |
141,846 |
15,324 |
12,063 |
|
|
| CHANGES |
FROM |
|
|
|
|
|
|
|
OPEN |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
OPEN |
|
|
|
|
|
| 126 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| PERCENT |
OF |
|
| 59 |
|
|
| NUMBER |
OF |
TRADERS |
IN |
EACH |
CATEGORY |
(TOTAL |
TRADERS: |
113) |
|
CATEGORY |
(TOTAL |
TRADERS: |
40) |
|
(TOTAL |
TRADERS: |
201) |
|
CATEGORY |
(TOTAL |
TRADERS: |
110) |
|
CATEGORY |
(TOTAL |
TRADERS: |
144) |
|
CATEGORY |
(TOTAL |
TRADERS: |
137) |
|
TRADERS: |
26) |
|
CATEGORY |
(TOTAL |
TRADERS: |
223) |
|
CATEGORY |
(TOTAL |
TRADERS: |
133) |
|
(TOTAL |
TRADERS: |
42) |
|
CATEGORY |
(TOTAL |
TRADERS: |
137) |
|
(TOTAL |
TRADERS: |
93) |
|
CATEGORY |
(TOTAL |
TRADERS: |
42) |
|
CATEGORY |
(TOTAL |
TRADERS: |
26) |
|
TRADERS: |
91) |
|
CATEGORY |
(TOTAL |
TRADERS: |
235) |
|
CATEGORY |
(TOTAL |
TRADERS: |
88) |
|
CATEGORY |
(TOTAL |
TRADERS: |
39) |
|
(TOTAL |
TRADERS: |
79) |
|
CATEGORY |
(TOTAL |
TRADERS: |
77) |
|
CATEGORY |
(TOTAL |
TRADERS: |
147) |
|
| 66 |
15 |
0 |
9 |
23 |
75 |
38 |
|
26 |
17 |
|
168 |
|
72 |
41 |
|
113 |
121 |
|
99 |
112 |
|
187 |
178 |
|
112 |
106 |
|
17 |
|
106 |
100 |
|
32 |
|
28 |
17 |
|
17 |
22 |
|
183 |
191 |
|
63 |
31 |
|
24 |
18 |
|
29 |
|
50 |
28 |
|
115 |
112 |
|
|
| PLATINUM |
- |
NEW |
YORK |
MERCANTILE |
EXCHANGE |
|
NEW |
YORK |
MERCANTILE |
EXCHANGE |
|
EXCHANGE |
|
SWAP |
- |
NEW |
YORK |
MERCANTILE |
EXCHANGE |
|
SWAP |
- |
NEW |
YORK |
MERCANTILE |
EXCHANGE |
|
YORK |
MERCANTILE |
EXCHANGE |
|
EXCHANGE |
|
SWAP |
- |
NEW |
YORK |
MERCANTILE |
EXCHANGE |
|
YORK |
MERCANTILE |
EXCHANGE |
|
SWAP |
- |
NEW |
YORK |
MERCANTILE |
EXCHANGE |
|
NEW |
YORK |
MERCANTILE |
EXCHANGE |
|
SWAP |
- |
NEW |
YORK |
MERCANTILE |
EXCHANGE |
|
EXCHANGE |
|
EXCHANGE |
|
NEW |
YORK |
MERCANTILE |
EXCHANGE |
|
EXCHANGE |
|
SWAP |
- |
NEW |
YORK |
MERCANTILE |
EXCHANGE |
|
| FUTURES |
ONLY |
POSITIONS |
AS |
OF |
2005-1-18 |
| |
|
|
|
2005-1-4 |
| |
|
|
| |
|
2004-12-21 |
| |
|
2004-12-14 |
| |
|
2004-12-7 |
| |
|
|
|
2004-11-23 |
| |
|
2004-11-16 |
| |
|
|
| |
|
2004-11-2 |
| |
|
|
| |
|
2004-10-19 |
| |
|
2004-10-12 |
| |
|
|
|
2004-9-21 |
| |
|
2004-9-14 |
| |
|
2004-9-7 |
| |
|
|
| |
|
2004-8-24 |
| |
|
2004-8-17 |
| |
|
| --------------------------------------------------------------| |
NONREPORTABLE |
|
| NON-COMMERCIAL |
| |
COMMERCIAL |
| |
TOTAL |
| |
POSITIONS |
|
| |
POSITIONS |
|
POSITIONS |
|
| |
POSITIONS |
|
| |
POSITIONS |
|
| |
POSITIONS |
|
| |
POSITIONS |
|
| |
POSITIONS |
|
POSITIONS |
|
| |
POSITIONS |
|
POSITIONS |
|
| |
POSITIONS |
|
| |
POSITIONS |
|
| |
POSITIONS |
|
| |
POSITIONS |
|
| |
POSITIONS |
|
POSITIONS |
|
| |
POSITIONS |
|
| |
POSITIONS |
|
| --------------------------|-----------------|-----------------|----------------- |
|
| LONG |
| |
SHORT |
|SPREADS |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
|
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
|
| -------------------------------------------------------------------------------- |
|
| (CONTRACTS |
OF |
50 |
TROY |
OUNCES) |
OPEN |
INTEREST: |
6,609 |
|
|
|
|
|
OPEN |
INTEREST: |
159,903 |
|
INTEREST: |
12,636 |
|
OPEN |
INTEREST: |
6,374 |
|
|
|
INTEREST: |
18,834 |
|
|
|
INTEREST: |
18,474 |
|
7,413 |
|
OPEN |
INTEREST: |
12,694 |
|
|
|
INTEREST: |
18,706 |
|
|
|
INTEREST: |
132,713 |
|
|
|
INTEREST: |
18,156 |
|
INTEREST: |
6,295 |
|
|
|
OPEN |
INTEREST: |
147,930 |
|
|
|
INTEREST: |
10,195 |
|
7,005 |
|
OPEN |
INTEREST: |
8,773 |
|
OPEN |
INTEREST: |
5,535 |
|
|
|
OPEN |
INTEREST: |
139,541 |
|
INTEREST: |
6,455 |
|
OPEN |
INTEREST: |
6,435 |
|
|
|
INTEREST: |
17,959 |
|
| COMMITMENTS |
|
| 2,637 |
229 |
0 |
2,478 |
5,648 |
5,115 |
5,877 |
1,494 |
732 |
|
|
|
149,181 |
145,992 |
10,722 |
13,911 |
|
|
|
|
11,482 |
2,759 |
1,154 |
|
|
|
|
4,848 |
5,406 |
1,526 |
968 |
|
|
18,564 |
18,834 |
270 |
0 |
|
|
18,294 |
18,474 |
180 |
0 |
|
|
|
|
90 |
0 |
|
|
|
|
8,746 |
11,546 |
3,948 |
1,148 |
|
|
18,706 |
18,706 |
0 |
0 |
|
|
119,246 |
11,646 |
13,467 |
|
|
18,156 |
17,676 |
0 |
480 |
|
|
|
|
5,457 |
1,855 |
838 |
|
|
131,262 |
136,776 |
16,668 |
11,154 |
|
|
10,135 |
10,150 |
60 |
45 |
|
|
|
|
1,969 |
1,271 |
|
|
|
|
6,115 |
7,951 |
2,658 |
822 |
|
|
|
|
3,920 |
4,286 |
1,615 |
1,249 |
|
|
130,300 |
128,091 |
9,241 |
11,450 |
|
|
|
|
5,226 |
1,765 |
1,229 |
|
|
|
|
4,823 |
5,303 |
1,612 |
1,132 |
|
|
17,959 |
17,959 |
0 |
0 |
|
|
| CHANGES |
FROM |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 238 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| PERCENT |
OF |
|
| 39.9 |
|
|
| NUMBER |
OF |
TRADERS |
IN |
EACH |
CATEGORY |
(TOTAL |
TRADERS: |
41) |
|
CATEGORY |
(TOTAL |
TRADERS: |
146) |
|
(TOTAL |
TRADERS: |
110) |
|
CATEGORY |
(TOTAL |
TRADERS: |
42) |
|
CATEGORY |
(TOTAL |
TRADERS: |
27) |
|
CATEGORY |
(TOTAL |
TRADERS: |
27) |
|
TRADERS: |
22) |
|
CATEGORY |
(TOTAL |
TRADERS: |
110) |
|
CATEGORY |
(TOTAL |
TRADERS: |
27) |
|
(TOTAL |
TRADERS: |
128) |
|
CATEGORY |
(TOTAL |
TRADERS: |
27) |
|
(TOTAL |
TRADERS: |
43) |
|
CATEGORY |
(TOTAL |
TRADERS: |
138) |
|
TRADERS: |
41) |
|
CATEGORY |
(TOTAL |
TRADERS: |
89) |
|
CATEGORY |
(TOTAL |
TRADERS: |
35) |
|
CATEGORY |
(TOTAL |
TRADERS: |
135) |
|
(TOTAL |
TRADERS: |
39) |
|
CATEGORY |
(TOTAL |
TRADERS: |
43) |
|
| 15 |
3 |
0 |
9 |
15 |
24 |
18 |
|
123 |
116 |
|
40 |
|
27 |
21 |
|
19 |
23 |
|
19 |
23 |
|
80 |
36 |
|
19 |
23 |
|
99 |
|
19 |
23 |
|
18 |
|
114 |
104 |
|
62 |
30 |
|
18 |
17 |
|
99 |
109 |
|
17 |
|
27 |
19 |
|
|
| UNLEADED |
GASOLINE, |
N.Y. |
HARBOR |
- |
NEW |
YORK |
MERCANTILE |
EXCHANGE |
|
SWAP |
- |
NEW |
YORK |
MERCANTILE |
EXCHANGE |
|
NEW |
YORK |
MERCANTILE |
EXCHANGE |
|
SWAP |
- |
NEW |
YORK |
MERCANTILE |
EXCHANGE |
|
SWAP |
- |
NEW |
YORK |
MERCANTILE |
EXCHANGE |
|
MERCANTILE |
EXCHANGE |
|
EXCHANGE |
|
SWAP |
- |
NEW |
YORK |
MERCANTILE |
EXCHANGE |
|
- |
NEW |
YORK |
MERCANTILE |
EXCHANGE |
|
SWAP |
- |
NEW |
YORK |
MERCANTILE |
EXCHANGE |
|
YORK |
MERCANTILE |
EXCHANGE |
|
SWAP |
- |
NEW |
YORK |
MERCANTILE |
EXCHANGE |
|
MERCANTILE |
EXCHANGE |
|
EXCHANGE |
|
NEW |
YORK |
MERCANTILE |
EXCHANGE |
|
SWAP |
- |
NEW |
YORK |
MERCANTILE |
EXCHANGE |
|
YORK |
MERCANTILE |
EXCHANGE |
|
NEW |
YORK |
MERCANTILE |
EXCHANGE |
|
| FUTURES |
ONLY |
POSITIONS |
AS |
OF |
2005-1-18 |
| |
|
|
|
2005-1-4 |
| |
|
|
| |
|
2004-12-21 |
| |
|
2004-12-14 |
| |
|
2004-12-7 |
| |
|
|
|
2004-11-23 |
| |
|
2004-11-16 |
| |
|
|
| |
|
2004-11-2 |
| |
|
|
| |
|
2004-10-19 |
| |
|
|
|
2004-9-21 |
| |
|
2004-9-14 |
| |
|
2004-9-7 |
| |
|
|
| |
|
2004-8-24 |
| |
|
| --------------------------------------------------------------| |
NONREPORTABLE |
|
| NON-COMMERCIAL |
| |
COMMERCIAL |
| |
TOTAL |
| |
POSITIONS |
|
| |
POSITIONS |
|
POSITIONS |
|
| |
POSITIONS |
|
| |
POSITIONS |
|
| |
POSITIONS |
|
| |
POSITIONS |
|
| |
POSITIONS |
|
POSITIONS |
|
| |
POSITIONS |
|
POSITIONS |
|
| |
POSITIONS |
|
| |
POSITIONS |
|
| |
POSITIONS |
|
| |
POSITIONS |
|
POSITIONS |
|
| |
POSITIONS |
|
| --------------------------|-----------------|-----------------|----------------- |
|
| LONG |
| |
SHORT |
|SPREADS |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
|
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
|
| -------------------------------------------------------------------------------- |
|
| (CONTRACTS |
OF |
42,000 |
U.S. |
GALLONS) |
OPEN |
INTEREST: |
168,381 |
|
|
|
|
|
|
INTEREST: |
18,115 |
|
INTEREST: |
6,327 |
|
|
|
OPEN |
INTEREST: |
156,507 |
|
|
|
INTEREST: |
10,062 |
|
|
|
INTEREST: |
9,612 |
|
|
|
|
82,978 |
77,163 |
|
OPEN |
INTEREST: |
8,166 |
|
|
|
INTEREST: |
9,852 |
|
|
|
18,711 |
|
|
|
INTEREST: |
9,427 |
|
|
|
INTEREST: |
145,000 |
|
|
|
INTEREST: |
17,019 |
|
|
|
160,447 |
|
OPEN |
INTEREST: |
5,959 |
|
|
|
OPEN |
INTEREST: |
143,224 |
|
|
|
INTEREST: |
15,004 |
|
|
|
INTEREST: |
139,608 |
|
|
|
OPEN |
INTEREST: |
154,691 |
|
| COMMITMENTS |
|
| 20,112 |
8,379 |
12,137 |
121,615 |
133,646 |
153,864 |
154,162 |
14,517 |
14,219 |
|
|
|
17,935 |
18,115 |
180 |
0 |
|
|
|
|
5,252 |
1,606 |
1,075 |
|
|
145,363 |
141,915 |
11,144 |
14,592 |
|
|
|
|
10,062 |
10,062 |
0 |
0 |
|
|
|
|
9,612 |
9,537 |
0 |
75 |
|
52,030 |
70,525 |
|
|
|
|
6,133 |
7,264 |
2,033 |
902 |
|
|
|
|
9,777 |
9,777 |
75 |
75 |
|
|
18,711 |
0 |
0 |
|
|
9,402 |
9,378 |
25 |
49 |
|
|
134,236 |
15,359 |
10,764 |
|
|
17,019 |
17,019 |
0 |
0 |
|
|
15,579 |
12,898 |
|
|
|
|
3,988 |
4,535 |
1,971 |
1,424 |
|
|
132,348 |
131,126 |
10,876 |
12,098 |
|
|
15,004 |
15,004 |
0 |
0 |
|
|
127,325 |
9,452 |
12,283 |
|
|
139,168 |
141,732 |
15,523 |
12,959 |
|
|
| CHANGES |
FROM |
2005-1-11 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 2,654 |
-1,013 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| PERCENT |
OF |
|
| 11.9 |
|
|
| NUMBER |
OF |
TRADERS |
IN |
EACH |
CATEGORY |
(TOTAL |
TRADERS: |
153) |
|
CATEGORY |
(TOTAL |
TRADERS: |
25) |
|
(TOTAL |
TRADERS: |
36) |
|
CATEGORY |
(TOTAL |
TRADERS: |
141) |
|
TRADERS: |
219) |
|
CATEGORY |
(TOTAL |
TRADERS: |
48) |
|
(TOTAL |
TRADERS: |
27) |
|
(TOTAL |
TRADERS: |
142) |
|
CATEGORY |
(TOTAL |
TRADERS: |
26) |
|
TRADERS: |
142) |
|
CATEGORY |
(TOTAL |
TRADERS: |
37) |
|
CATEGORY |
(TOTAL |
TRADERS: |
129) |
|
(TOTAL |
TRADERS: |
135) |
|
CATEGORY |
(TOTAL |
TRADERS: |
150) |
|
| 32 |
26 |
35 |
77 |
80 |
128 |
125 |
|
16 |
18 |
|
14 |
|
115 |
119 |
|
30 |
20 |
|
23 |
|
102 |
|
17 |
22 |
|
20 |
19 |
|
100 |
103 |
|
107 |
|
126 |
115 |
|
|
| HEAT |
OIL |
CRACK |
SPRD |
CAL |
SWAP |
- |
NEW |
YORK |
MERCANTILE |
EXCHANGE |
|
EXCHANGE |
|
SWAP |
- |
NEW |
YORK |
MERCANTILE |
EXCHANGE |
|
YORK |
MERCANTILE |
EXCHANGE |
|
SWAP |
- |
NEW |
YORK |
MERCANTILE |
EXCHANGE |
|
NEW |
YORK |
MERCANTILE |
EXCHANGE |
|
- |
NEW |
YORK |
MERCANTILE |
EXCHANGE |
|
- |
NEW |
YORK |
MERCANTILE |
EXCHANGE |
|
SWAP |
- |
NEW |
YORK |
MERCANTILE |
EXCHANGE |
|
NEW |
YORK |
MERCANTILE |
EXCHANGE |
|
NEW |
YORK |
MERCANTILE |
EXCHANGE |
|
SWAP |
- |
NEW |
YORK |
MERCANTILE |
EXCHANGE |
|
- |
NEW |
YORK |
MERCANTILE |
EXCHANGE |
|
SWAP |
- |
NEW |
YORK |
MERCANTILE |
EXCHANGE |
|
| FUTURES |
ONLY |
POSITIONS |
AS |
OF |
2005-1-18 |
| |
|
|
|
2005-1-4 |
| |
|
|
| |
|
2004-12-21 |
| |
|
|
|
2004-11-23 |
| |
|
|
| |
|
|
| |
|
2004-10-19 |
| |
|
|
|
2004-9-21 |
| |
|
2004-9-14 |
| |
|
|
| |
|
2004-8-24 |
| |
|
| --------------------------------------------------------------| |
NONREPORTABLE |
|
| NON-COMMERCIAL |
| |
COMMERCIAL |
| |
TOTAL |
| |
POSITIONS |
|
| |
POSITIONS |
|
POSITIONS |
|
| |
POSITIONS |
|
| |
POSITIONS |
|
POSITIONS |
|
POSITIONS |
|
| |
POSITIONS |
|
| |
POSITIONS |
|
| |
POSITIONS |
|
POSITIONS |
|
| |
POSITIONS |
|
| --------------------------|-----------------|-----------------|----------------- |
|
| LONG |
| |
SHORT |
|SPREADS |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
|
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
|
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
|
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
|
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
|
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
|
| -------------------------------------------------------------------------------- |
|
| (CONTRACTS |
OF |
1,000 |
BARRELS) |
OPEN |
INTEREST: |
18,879 |
|
|
|
|
|
|
|
INTEREST: |
8,677 |
|
|
|
INTEREST: |
164,582 |
|
|
|
INTEREST: |
18,984 |
|
13,693 |
|
|
|
OPEN |
INTEREST: |
144,873 |
|
|
|
9,352 |
|
|
|
17,734 |
|
|
|
INTEREST: |
9,910 |
|
|
|
|
|
|
|
OPEN |
INTEREST: |
146,868 |
|
|
|
INTEREST: |
15,574 |
|
|
|
19,399 |
|
|
|
INTEREST: |
19,024 |
|
| COMMITMENTS |
|
| 0 |
3,251 |
4,578 |
14,046 |
10,975 |
18,624 |
18,804 |
255 |
75 |
|
|
|
|
|
8,677 |
8,677 |
0 |
0 |
|
|
148,400 |
11,885 |
16,182 |
|
|
18,684 |
18,984 |
300 |
0 |
|
|
|
|
3,197 |
692 |
|
|
130,719 |
131,213 |
14,154 |
13,660 |
|
|
9,277 |
0 |
75 |
|
|
17,734 |
0 |
0 |
|
|
9,910 |
9,835 |
0 |
75 |
|
|
0 |
0 |
|
|
134,136 |
135,545 |
12,732 |
11,323 |
|
|
15,574 |
15,574 |
0 |
0 |
|
|
19,399 |
0 |
0 |
|
|
19,024 |
19,024 |
0 |
0 |
|
|
| CHANGES |
FROM |
|
|
|
|
|
|
|
OPEN |
|
|
|
|
|
|
|
|
|
| 0 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| PERCENT |
OF |
|
| 0 |
|
|
| NUMBER |
OF |
TRADERS |
IN |
EACH |
CATEGORY |
(TOTAL |
TRADERS: |
25) |
|
(TOTAL |
TRADERS: |
140) |
|
CATEGORY |
(TOTAL |
TRADERS: |
27) |
|
TRADERS: |
109) |
|
CATEGORY |
(TOTAL |
TRADERS: |
141) |
|
(TOTAL |
TRADERS: |
26) |
|
TRADERS: |
26) |
|
CATEGORY |
(TOTAL |
TRADERS: |
137) |
|
(TOTAL |
TRADERS: |
26) |
|
CATEGORY |
(TOTAL |
TRADERS: |
26) |
|
| 0 |
5 |
2 |
15 |
13 |
17 |
18 |
|
113 |
|
19 |
23 |
|
113 |
110 |
|
22 |
|
102 |
111 |
|
22 |
|
18 |
23 |
|
|
| UNL |
GAS |
CRACK |
SPRD |
CAL |
SWAP |
- |
NEW |
YORK |
MERCANTILE |
EXCHANGE |
|
EXCHANGE |
|
- |
NEW |
YORK |
MERCANTILE |
EXCHANGE |
|
SWAP |
- |
NEW |
YORK |
MERCANTILE |
EXCHANGE |
|
SWAP |
- |
NEW |
YORK |
MERCANTILE |
EXCHANGE |
|
- |
NEW |
YORK |
MERCANTILE |
EXCHANGE |
|
NEW |
YORK |
MERCANTILE |
EXCHANGE |
|
SWAP |
- |
NEW |
YORK |
MERCANTILE |
EXCHANGE |
|
- |
NEW |
YORK |
MERCANTILE |
EXCHANGE |
|
SWAP |
- |
NEW |
YORK |
MERCANTILE |
EXCHANGE |
|
| FUTURES |
ONLY |
POSITIONS |
AS |
OF |
2005-1-18 |
| |
|
|
|
|
| |
|
2004-12-21 |
| |
|
|
|
2004-11-23 |
| |
|
|
| |
|
|
|
2004-9-21 |
| |
|
|
| |
|
2004-8-24 |
| |
|
| --------------------------------------------------------------| |
NONREPORTABLE |
|
| NON-COMMERCIAL |
| |
COMMERCIAL |
| |
TOTAL |
| |
POSITIONS |
|
POSITIONS |
|
| |
POSITIONS |
|
| |
POSITIONS |
|
POSITIONS |
|
| |
POSITIONS |
|
POSITIONS |
|
| |
POSITIONS |
|
| --------------------------|-----------------|-----------------|----------------- |
|
| LONG |
| |
SHORT |
|SPREADS |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
SHORT |
| |
LONG |
| |
SHORT |
|
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
|
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
|
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
|
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
|
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
|
| -------------------------------------------------------------------------------- |
|
| (CONTRACTS |
OF |
1,000 |
BARRELS) |
OPEN |
INTEREST: |
8,587 |
|
|
|
|
|
|
|
19,208 |
|
|
|
INTEREST: |
8,857 |
|
8,374 |
|
|
|
INTEREST: |
18,771 |
|
|
|
10,038 |
|
|
|
|
|
|
|
INTEREST: |
15,754 |
|
|
|
9,155 |
|
|
|
INTEREST: |
8,655 |
|
| COMMITMENTS |
|
| 450 |
2,106 |
402 |
7,660 |
5,929 |
8,512 |
8,437 |
75 |
150 |
|
|
|
19,208 |
180 |
0 |
|
|
|
|
8,857 |
8,857 |
0 |
0 |
|
|
|
|
2,162 |
805 |
|
|
18,696 |
18,696 |
75 |
75 |
|
|
9,963 |
75 |
75 |
|
|
75 |
75 |
|
|
15,754 |
15,634 |
0 |
120 |
|
|
|
|
9,035 |
75 |
120 |
|
|
|
|
8,580 |
8,535 |
75 |
120 |
|
|
| CHANGES |
FROM |
|
|
|
| 0 |
|
|
| PERCENT |
OF |
|
| 5.2 |
|
|
| NUMBER |
|
(TOTAL |
TRADERS: |
28) |
|
TRADERS: |
49) |
|
CATEGORY |
(TOTAL |
TRADERS: |
27) |
|
|
23 |
|
19 |
23 |
|
|
|
- |
NEW |
YORK |
MERCANTILE |
EXCHANGE |
|
MERCANTILE |
EXCHANGE |
|
SWAP |
- |
NEW |
YORK |
MERCANTILE |
EXCHANGE |
|
|
|
| |
|
|
|
2004-11-23 |
| |
|
|
|
POSITIONS |
|
| |
POSITIONS |
|
|
|
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
|
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
|
|
|
|
|
9,007 |
|
|
|
135,049 |
|
|
|
INTEREST: |
9,902 |
|
|
|
|
|
|
9,007 |
0 |
0 |
|
|
10,289 |
11,706 |
|
|
|
|
9,902 |
9,902 |
0 |
0 |
|
|
|
|
|
|
|
|
|
TRADERS: |
132) |
|
|
|
NEW |
YORK |
MERCANTILE |
EXCHANGE |
|
|
|
|
|
|
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
|
|
|
|
|
|
|
|
|
|
0 |
0 |
|
|
|
TRADERS: |
27) |
|
|
|
NEW |
YORK |
MERCANTILE |
EXCHANGE |
|
|
|
|
|
|
SHORT |
| |
LONG |
| |
SHORT |
| |
LONG |
| |
SHORT |
|
|
|
|
|
|
|
|
|
|
|
|
0 |
0 |
|
|
|
|
|
|
|
|
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|
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