NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
FUTURES ONLY POSITIONS AS OF 07/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 4,704,853
COMMITMENTS
553,149 241,037 1514228 2597655 2921770 4665032 4677035 39,821 27,818
CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: -51,253)
-41,502 13,784 -9,262 -5,506 -57,387 -56,270 -52,865 5,017 1,612
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.8 5.1 32.2 55.2 62.1 99.2 99.4 0.8 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 229)
40 38 66 142 140 212 214
SOCAL BORDER FIN BASIS - ICE OTC Code-023393
FUTURES ONLY POSITIONS AS OF 07/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 409,572
COMMITMENTS
18,075 18,781 27,469 349,178 360,371 394,722 406,621 14,850 2,951
CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: 8,352)
982 2,509 -3,823 10,058 8,152 7,217 6,838 1,135 1,514
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.4 4.6 6.7 85.3 88.0 96.4 99.3 3.6 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
6 7 11 44 43 57 54
PG&E CITYGATE FIN BASIS - ICE OTC Code-023394
FUTURES ONLY POSITIONS AS OF 07/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 168,113
COMMITMENTS
8,790 3,407 4,264 152,094 156,431 165,148 164,102 2,965 4,011
CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: 4,843)
627 0 -406 4,283 4,453 4,504 4,047 339 796
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.2 2.0 2.5 90.5 93.1 98.2 97.6 1.8 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
4 2 4 36 40 41 45
NWP ROCKIES FIN BASIS - ICE OTC Code-023395
FUTURES ONLY POSITIONS AS OF 07/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 338,182
COMMITMENTS
1,228 15,763 13,694 320,980 305,059 335,902 334,516 2,280 3,666
CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: 742)
-841 -1,134 869 933 811 961 546 -219 196
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.4 4.7 4.0 94.9 90.2 99.3 98.9 0.7 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
1 8 5 41 35 47 43
AECO FIN BASIS - ICE OTC Code-023396
FUTURES ONLY POSITIONS AS OF 07/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 688,247
COMMITMENTS
15 45,496 21,347 663,438 618,078 684,800 684,921 3,447 3,326
CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: -10,438)
0 6,963 -4,771 -4,979 -11,970 -9,750 -9,778 -688 -660
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 6.6 3.1 96.4 89.8 99.5 99.5 0.5 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
1 9 9 57 52 66 62
CHICAGO FIN BASIS - ICE OTC Code-023397
FUTURES ONLY POSITIONS AS OF 07/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 200,622
COMMITMENTS
12,494 10,873 3,762 178,645 178,493 194,901 193,128 5,721 7,494
CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: 4,863)
-2,600 304 1,928 5,975 2,629 5,303 4,861 -440 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.2 5.4 1.9 89.0 89.0 97.1 96.3 2.9 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 1 3 31 26 35 29
HSC FIN BASIS - ICE OTC Code-023398
FUTURES ONLY POSITIONS AS OF 07/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 334,817
COMMITMENTS
5,100 33,423 17,302 304,560 277,647 326,962 328,372 7,855 6,445
CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: 12,192)
-492 -410 2,408 10,276 10,750 12,192 12,748 0 -556
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.5 10.0 5.2 91.0 82.9 97.7 98.1 2.3 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
3 4 5 42 45 48 51
WAHA FIN BASIS - ICE OTC Code-023399
FUTURES ONLY POSITIONS AS OF 07/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 178,314
COMMITMENTS
6,106 23,802 6,798 162,587 143,617 175,491 174,217 2,823 4,097
CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: 8,268)
334 2,397 690 8,071 4,785 9,095 7,872 -827 396
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.4 13.3 3.8 91.2 80.5 98.4 97.7 1.6 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
3 4 5 32 40 38 46
PJM WH REAL TIME PEAK OTC - ICE OTC Code-064363
FUTURES ONLY POSITIONS AS OF 07/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 166,414
COMMITMENTS
34,987 3,983 17,729 112,841 144,317 165,557 166,029 857 385
CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: 1,319)
-950 3 83 2,271 1,209 1,404 1,295 -85 24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.0 2.4 10.7 67.8 86.7 99.5 99.8 0.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
15 6 13 51 52 71 66
MID-C FINANCIAL PEAK OTC - ICE OTC Code-064391
FUTURES ONLY POSITIONS AS OF 07/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 61,492
COMMITMENTS
626 1,984 1,029 59,837 58,479 61,492 61,492 0 0
CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: -7,528)
52 28 -22 -7,534 -7,510 -7,504 -7,504 -24 -24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.0 3.2 1.7 97.3 95.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
4 4 4 32 30 38 36
MID-C FINANCIAL OFF-PEAK OTC - ICE OTC Code-064392
FUTURES ONLY POSITIONS AS OF 07/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 560,820
COMMITMENTS
7,176 13,064 344 552,988 547,100 560,508 560,508 312 312
CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: -38,112)
-592 2,528 -608 -37,024 -40,144 -38,224 -38,224 112 112
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.3 2.3 0.1 98.6 97.6 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 2 1 23 23 26 25
PJM WH OFF PEAK REAL TIME OTC - ICE OTC Code-064394
FUTURES ONLY POSITIONS AS OF 07/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,668,398
COMMITMENTS
20,458 68,107 109,744 1538172 1490547 1668374 1668398 24 0
CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: 12,591)
-6,743 9,281 -7,017 26,351 10,327 12,591 12,591 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.2 4.1 6.6 92.2 89.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
5 7 7 39 35 48 45
SP15 FIN DAYAHEAD LPM PEAK OTC - ICE OTC Code-064395
FUTURES ONLY POSITIONS AS OF 07/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 125,540
COMMITMENTS
964 2,863 2,089 122,459 120,545 125,512 125,497 28 43
CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: -588)
-231 -514 -124 -89 48 -444 -590 -144 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.8 2.3 1.7 97.5 96.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
6 4 7 34 40 43 48
SP15 FIN DA LPM OFF PEAK OTC - ICE OTC Code-064396
FUTURES ONLY POSITIONS AS OF 07/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 527,317
COMMITMENTS
0 4,974 1,281 526,036 521,062 527,317 527,317 0 0
CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: -1,320)
-304 632 304 -1,320 -2,256 -1,320 -1,320 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.9 0.2 99.8 98.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 5 2 24 22 26 27
Updated July 8, 2011