NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
FUTURES ONLY POSITIONS AS OF 06/28/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 4,756,106
COMMITMENTS
594,651 227,253 1523490 2603161 2979157 4721302 4729900 34,804 26,206
CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: -232,108)
15,366 60,659 -137,152 -107,693 -162,599 -229,479 -239,092 -2,629 6,984
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.5 4.8 32.0 54.7 62.6 99.3 99.4 0.7 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 236)
44 36 67 146 141 219 215
SOCAL BORDER FIN BASIS - ICE OTC Code-023393
FUTURES ONLY POSITIONS AS OF 06/28/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 401,220
COMMITMENTS
17,093 16,272 31,292 339,120 352,219 387,505 399,783 13,715 1,437
CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: 11,538)
-372 -1,992 4,036 8,016 10,516 11,680 12,560 -142 -1,022
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.3 4.1 7.8 84.5 87.8 96.6 99.6 3.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
7 6 11 45 44 58 55
PG&E CITYGATE FIN BASIS - ICE OTC Code-023394
FUTURES ONLY POSITIONS AS OF 06/28/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 163,270
COMMITMENTS
8,163 3,407 4,670 147,811 151,978 160,644 160,055 2,626 3,215
CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: -484)
655 -1,115 -193 907 1,444 1,369 136 -1,853 -620
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.0 2.1 2.9 90.5 93.1 98.4 98.0 1.6 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
4 2 4 37 40 42 45
NWP ROCKIES FIN BASIS - ICE OTC Code-023395
FUTURES ONLY POSITIONS AS OF 06/28/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 337,440
COMMITMENTS
2,069 16,897 12,825 320,047 304,248 334,941 333,970 2,499 3,470
CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: 5,802)
-579 2,497 135 7,697 3,904 7,253 6,536 -1,451 -734
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.6 5.0 3.8 94.8 90.2 99.3 99.0 0.7 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
2 7 5 41 35 47 43
AECO FIN BASIS - ICE OTC Code-023396
FUTURES ONLY POSITIONS AS OF 06/28/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 698,685
COMMITMENTS
15 38,533 26,118 668,417 630,048 694,550 694,699 4,135 3,986
CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: 1,982)
0 3,173 484 1,751 -1,239 2,235 2,418 -253 -436
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 5.5 3.7 95.7 90.2 99.4 99.4 0.6 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
1 9 9 57 53 66 63
CHICAGO FIN BASIS - ICE OTC Code-023397
FUTURES ONLY POSITIONS AS OF 06/28/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 195,759
COMMITMENTS
15,094 10,569 1,834 172,670 175,864 189,598 188,267 6,161 7,492
CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: 4,192)
190 6,086 -850 4,942 -856 4,282 4,380 -90 -188
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.7 5.4 0.9 88.2 89.8 96.9 96.2 3.1 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 1 3 30 26 34 29
HSC FIN BASIS - ICE OTC Code-023398
FUTURES ONLY POSITIONS AS OF 06/28/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 322,625
COMMITMENTS
5,592 33,833 14,894 294,284 266,897 314,770 315,624 7,855 7,001
CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: 31,434)
-2,107 10,952 -3,330 37,542 25,373 32,105 32,995 -671 -1,561
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.7 10.5 4.6 91.2 82.7 97.6 97.8 2.4 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
3 4 5 42 44 48 50
WAHA FIN BASIS - ICE OTC Code-023399
FUTURES ONLY POSITIONS AS OF 06/28/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 170,046
COMMITMENTS
5,772 21,405 6,108 154,516 138,832 166,396 166,345 3,650 3,701
CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: 8,324)
590 6,412 -592 8,391 3,211 8,389 9,031 -65 -707
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.4 12.6 3.6 90.9 81.6 97.9 97.8 2.1 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
3 4 5 31 40 37 46
PJM WH REAL TIME PEAK OTC - ICE OTC Code-064363
FUTURES ONLY POSITIONS AS OF 06/28/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 165,095
COMMITMENTS
35,937 3,980 17,646 110,570 143,108 164,153 164,734 942 361
CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: -2,570)
-6,328 -780 140 3,493 -2,014 -2,695 -2,654 125 84
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.8 2.4 10.7 67.0 86.7 99.4 99.8 0.6 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
14 6 12 51 54 70 67
MID-C FINANCIAL PEAK OTC - ICE OTC Code-064391
FUTURES ONLY POSITIONS AS OF 06/28/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 69,020
COMMITMENTS
574 1,956 1,051 67,371 65,989 68,996 68,996 24 24
CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: 191)
-65 496 -189 498 -63 244 244 -53 -53
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.8 2.8 1.5 97.6 95.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
6 5 5 33 33 41 41
MID-C FINANCIAL OFF-PEAK OTC - ICE OTC Code-064392
FUTURES ONLY POSITIONS AS OF 06/28/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 598,932
COMMITMENTS
7,768 10,536 952 590,012 587,244 598,732 598,732 200 200
CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: 7,847)
1,688 2,344 344 5,615 4,959 7,647 7,647 200 200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.3 1.8 0.2 98.5 98.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 2 3 27 24 31 28
PJM WH OFF PEAK REAL TIME OTC - ICE OTC Code-064394
FUTURES ONLY POSITIONS AS OF 06/28/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,655,807
COMMITMENTS
27,201 58,826 116,761 1511821 1480220 1655783 1655807 24 0
CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: 1,782)
-13,456 -1,601 5,039 10,199 -1,656 1,782 1,782 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.6 3.6 7.1 91.3 89.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
6 6 6 39 35 48 44
SP15 FIN DAYAHEAD LPM PEAK OTC - ICE OTC Code-064395
FUTURES ONLY POSITIONS AS OF 06/28/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 126,128
COMMITMENTS
1,195 3,377 2,213 122,548 120,497 125,956 126,087 172 41
CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: 519)
747 -68 269 -665 291 351 492 168 27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.9 2.7 1.8 97.2 95.5 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
5 5 7 34 40 43 48
SP15 FIN DA LPM OFF PEAK OTC - ICE OTC Code-064396
FUTURES ONLY POSITIONS AS OF 06/28/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 528,637
COMMITMENTS
304 4,342 977 527,356 523,318 528,637 528,637 0 0
CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: 3,710)
0 656 0 3,710 3,054 3,710 3,710 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.1 0.8 0.2 99.8 99.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 3 1 24 22 26 25
Updated July 1, 2011