NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
FUTURES ONLY POSITIONS AS OF 06/14/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 5,088,111
COMMITMENTS
651,684 105,681 1735239 2660478 3225969 5047401 5066889 40,710 21,222
CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: 121,575)
-15,444 12,633 83,910 53,924 27,646 122,390 124,189 -815 -2,614
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.8 2.1 34.1 52.3 63.4 99.2 99.6 0.8 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 232)
53 24 71 141 142 217 215
SOCAL BORDER FIN BASIS - ICE OTC Code-023393
FUTURES ONLY POSITIONS AS OF 06/14/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 382,826
COMMITMENTS
17,180 18,694 24,144 329,205 337,101 370,529 379,939 12,297 2,887
CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: 7,336)
1,881 291 147 5,033 6,592 7,061 7,030 275 306
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.5 4.9 6.3 86.0 88.1 96.8 99.2 3.2 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
7 6 9 41 41 53 51
PG&E CITYGATE FIN BASIS - ICE OTC Code-023394
FUTURES ONLY POSITIONS AS OF 06/14/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 168,511
COMMITMENTS
6,499 4,829 5,499 153,346 153,925 165,344 164,253 3,167 4,258
CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: 3,972)
2,148 -618 -205 2,016 5,432 3,959 4,609 13 -637
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.9 2.9 3.3 91.0 91.3 98.1 97.5 1.9 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
3 4 5 34 39 40 45
NWP ROCKIES FIN BASIS - ICE OTC Code-023395
FUTURES ONLY POSITIONS AS OF 06/14/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 328,328
COMMITMENTS
1,476 15,697 13,914 308,669 294,025 324,059 323,636 4,269 4,692
CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: 7,659)
-280 1,264 999 7,078 5,682 7,797 7,945 -138 -286
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.4 4.8 4.2 94.0 89.6 98.7 98.6 1.3 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
2 8 5 38 30 45 39
AECO FIN BASIS - ICE OTC Code-023396
FUTURES ONLY POSITIONS AS OF 06/14/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 685,965
COMMITMENTS
1,518 39,532 24,266 656,665 617,546 682,449 681,344 3,516 4,621
CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: 10,851)
-277 2,057 1,991 9,294 6,811 11,008 10,859 -157 -8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.2 5.8 3.5 95.7 90.0 99.5 99.3 0.5 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
1 8 8 57 52 65 61
CHICAGO FIN BASIS - ICE OTC Code-023397
FUTURES ONLY POSITIONS AS OF 06/14/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 181,932
COMMITMENTS
14,234 987 1,501 158,719 170,054 174,454 172,542 7,478 9,390
CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: -2,124)
744 -2,388 372 -3,048 49 -1,932 -1,967 -192 -157
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.8 0.5 0.8 87.2 93.5 95.9 94.8 4.1 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 1 3 28 26 32 29
HSC FIN BASIS - ICE OTC Code-023398
FUTURES ONLY POSITIONS AS OF 06/14/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 291,578
COMMITMENTS
7,214 32,741 14,763 259,060 235,666 281,037 283,170 10,541 8,408
CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: -8,834)
-3,993 -909 -7,212 2,543 -657 -8,662 -8,778 -172 -56
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.5 11.2 5.1 88.8 80.8 96.4 97.1 3.6 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
5 3 6 39 40 46 47
WAHA FIN BASIS - ICE OTC Code-023399
FUTURES ONLY POSITIONS AS OF 06/14/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 161,848
COMMITMENTS
7,531 15,693 6,705 143,508 136,145 157,744 158,543 4,104 3,305
CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: 8,059)
1,944 1,063 564 6,014 7,049 8,522 8,676 -463 -617
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.7 9.7 4.1 88.7 84.1 97.5 98.0 2.5 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
4 3 5 29 40 35 46
PJM WH REAL TIME PEAK OTC - ICE OTC Code-064363
FUTURES ONLY POSITIONS AS OF 06/14/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 169,662
COMMITMENTS
46,261 5,259 16,488 105,971 147,513 168,720 169,260 942 402
CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: 2,731)
3,728 -2,172 12 -1,044 4,811 2,696 2,651 35 80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.3 3.1 9.7 62.5 86.9 99.4 99.8 0.6 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
16 4 13 51 52 70 66
MID-C FINANCIAL PEAK OTC - ICE OTC Code-064391
FUTURES ONLY POSITIONS AS OF 06/14/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 69,930
COMMITMENTS
600 971 1,262 68,068 67,697 69,930 69,930 0 0
CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: 282)
101 334 29 153 -80 283 283 -1 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.9 1.4 1.8 97.3 96.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
4 5 6 35 32 43 39
MID-C FINANCIAL OFF-PEAK OTC - ICE OTC Code-064392
FUTURES ONLY POSITIONS AS OF 06/14/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 585,221
COMMITMENTS
1,720 6,808 2,008 581,493 576,405 585,221 585,221 0 0
CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: 13,286)
-720 2,463 1,360 12,646 9,463 13,286 13,286 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.3 1.2 0.3 99.4 98.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 2 2 27 23 29 27
PJM WH OFF PEAK REAL TIME OTC - ICE OTC Code-064394
FUTURES ONLY POSITIONS AS OF 06/14/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,671,464
COMMITMENTS
39,441 61,275 116,163 1515836 1494026 1671440 1671464 24 0
CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: 32,964)
3,881 -3,538 2,010 27,073 34,492 32,964 32,964 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.4 3.7 6.9 90.7 89.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
5 5 6 39 35 46 44
SP15 FIN DAYAHEAD LPM PEAK OTC - ICE OTC Code-064395
FUTURES ONLY POSITIONS AS OF 06/14/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 125,392
COMMITMENTS
159 3,564 1,639 123,592 120,103 125,390 125,306 2 86
CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: -9,127)
-121 1,402 -16 -8,989 -10,513 -9,126 -9,127 -1 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.1 2.8 1.3 98.6 95.8 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
5 5 6 35 38 44 45
SP15 FIN DA LPM OFF PEAK OTC - ICE OTC Code-064396
FUTURES ONLY POSITIONS AS OF 06/14/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 523,436
COMMITMENTS
1,256 3,080 977 521,203 519,379 523,436 523,436 0 0
CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: -27,593)
-25 -1,952 -344 -27,224 -25,297 -27,593 -27,593 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.2 0.6 0.2 99.6 99.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 3 1 22 21 25 24
Updated Jun 17, 2011