NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
FUTURES ONLY POSITIONS AS OF 05/10/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 4,839,136
COMMITMENTS
461,456 118,566 1760016 2586322 2943569 4807794 4822151 31,342 16,985
CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: -76,337)
-72,714 29,078 -29,429 27,748 -71,722 -74,395 -72,073 -1,942 -4,264
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.5 2.5 36.4 53.4 60.8 99.4 99.6 0.6 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 226)
43 31 68 140 137 210 210
SOCAL BORDER FIN BASIS - ICE OTC Code-023393
FUTURES ONLY POSITIONS AS OF 05/10/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 379,537
COMMITMENTS
9,995 20,432 24,517 332,184 331,646 366,696 376,595 12,841 2,942
CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: -2,453)
-1,421 3,717 -7,668 6,657 1,907 -2,432 -2,044 -21 -409
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.6 5.4 6.5 87.5 87.4 96.6 99.2 3.4 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
7 3 9 42 41 52 50
PG&E CITYGATE FIN BASIS - ICE OTC Code-023394
FUTURES ONLY POSITIONS AS OF 05/10/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 181,675
COMMITMENTS
3,757 5,239 4,956 169,044 168,597 177,757 178,792 3,918 2,883
CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: 4,194)
-900 -1,269 671 5,243 4,243 5,014 3,645 -820 549
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.1 2.9 2.7 93.0 92.8 97.8 98.4 2.2 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
5 3 6 38 37 44 45
NWP ROCKIES FIN BASIS - ICE OTC Code-023395
FUTURES ONLY POSITIONS AS OF 05/10/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 311,734
COMMITMENTS
5,138 3,771 16,985 283,468 284,601 305,591 305,357 6,143 6,377
CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: 2,318)
-113 291 714 1,515 1,082 2,116 2,087 202 231
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.6 1.2 5.4 90.9 91.3 98.0 98.0 2.0 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
3 5 5 36 32 42 39
AECO FIN BASIS - ICE OTC Code-023396
FUTURES ONLY POSITIONS AS OF 05/10/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 689,321
COMMITMENTS
961 40,736 22,628 660,064 622,544 683,653 685,908 5,668 3,413
CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: 2,905)
151 9,896 -6,288 8,259 -1,021 2,122 2,587 783 318
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.1 5.9 3.3 95.8 90.3 99.2 99.5 0.8 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
1 9 9 55 50 64 60
CHICAGO FIN BASIS - ICE OTC Code-023397
FUTURES ONLY POSITIONS AS OF 05/10/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 190,003
COMMITMENTS
8,369 3,228 2,256 171,980 173,879 182,605 179,363 7,398 10,640
CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: 962)
-1,417 3,228 171 1,967 -1,189 721 2,210 241 -1,248
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.4 1.7 1.2 90.5 91.5 96.1 94.4 3.9 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 2 2 28 23 31 27
HSC FIN BASIS - ICE OTC Code-023398
FUTURES ONLY POSITIONS AS OF 05/10/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 343,119
COMMITMENTS
13,225 15,905 24,894 293,893 294,496 332,012 335,295 11,107 7,824
CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: 26,847)
-705 -27,512 18,190 4,633 35,006 22,118 25,684 4,729 1,163
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.9 4.6 7.3 85.7 85.8 96.8 97.7 3.2 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
4 2 5 41 42 47 47
WAHA FIN BASIS - ICE OTC Code-023399
FUTURES ONLY POSITIONS AS OF 05/10/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 205,714
COMMITMENTS
8,182 9,583 8,889 185,409 182,814 202,480 201,286 3,234 4,428
CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: 4,395)
2,313 -1,046 669 1,937 5,994 4,919 5,617 -524 -1,222
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.0 4.7 4.3 90.1 88.9 98.4 97.8 1.6 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
3 5 7 30 38 37 46
PJM WH REAL TIME PEAK OTC - ICE OTC Code-064363
FUTURES ONLY POSITIONS AS OF 05/10/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 161,142
COMMITMENTS
30,273 5,689 15,694 113,915 139,332 159,882 160,715 1,260 427
CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.8 3.5 9.7 70.7 86.5 99.2 99.7 0.8 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
18 4 12 49 51 70 64
MID-C FINANCIAL PEAK OTC - ICE OTC Code-064391
FUTURES ONLY POSITIONS AS OF 05/10/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 71,601
COMMITMENTS
1,606 910 841 69,002 69,773 71,449 71,524 152 77
CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.2 1.3 1.2 96.4 97.4 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
4 5 6 34 34 42 41
MID-C FINANCIAL OFF-PEAK OTC - ICE OTC Code-064392
FUTURES ONLY POSITIONS AS OF 05/10/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 605,244
COMMITMENTS
1,440 7,681 4,752 599,052 592,811 605,244 605,244 0 0
CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.2 1.3 0.8 99.0 97.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 5 4 26 25 30 31
PJM WH OFF PEAK REAL TIME OTC - ICE OTC Code-064394
FUTURES ONLY POSITIONS AS OF 05/10/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,614,386
COMMITMENTS
40,092 88,960 94,796 1474794 1430630 1609682 1614386 4,704 0
CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.5 5.5 5.9 91.4 88.6 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
7 4 7 39 35 48 44
SP15 FIN DAYAHEAD LPM PEAK OTC - ICE OTC Code-064395
FUTURES ONLY POSITIONS AS OF 05/10/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 130,851
COMMITMENTS
1,143 2,520 1,181 128,348 126,963 130,672 130,664 179 187
CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.9 1.9 0.9 98.1 97.0 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
6 4 4 34 36 42 42
SP15 FIN DA LPM OFF PEAK OTC - ICE OTC Code-064396
FUTURES ONLY POSITIONS AS OF 05/10/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 557,461
COMMITMENTS
977 2,807 1,009 555,475 553,645 557,461 557,461 0 0
CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.2 0.5 0.2 99.6 99.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 3 2 22 20 25 23
Updated May 13, 2010