NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
FUTURES ONLY POSITIONS AS OF 07/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 4,654,139
COMMITMENTS
532,563 252,279 1461702 2623652 2917186 4617917 4631167 36,222 22,972
CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: -50,714)
-20,586 11,242 -52,526 25,997 -4,584 -47,115 -45,868 -3,599 -4,846
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.4 5.4 31.4 56.4 62.7 99.2 99.5 0.8 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 229)
40 37 68 141 138 213 212
SOCAL BORDER FIN BASIS - ICE OTC Code-023393
FUTURES ONLY POSITIONS AS OF 07/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 373,516
COMMITMENTS
16,762 27,783 17,671 326,562 326,104 360,995 371,558 12,521 1,958
CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: -36,056)
-1,313 9,002 -9,798 -22,616 -34,267 -33,727 -35,063 -2,329 -993
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.5 7.4 4.7 87.4 87.3 96.6 99.5 3.4 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
8 6 11 42 43 55 55
PG&E CITYGATE FIN BASIS - ICE OTC Code-023394
FUTURES ONLY POSITIONS AS OF 07/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 176,632
COMMITMENTS
10,497 3,344 3,561 158,577 165,838 172,635 172,743 3,997 3,889
CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: 8,519)
1,707 -63 -703 6,483 9,407 7,487 8,641 1,032 -122
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.9 1.9 2.0 89.8 93.9 97.7 97.8 2.3 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
5 2 5 37 40 43 46
NWP ROCKIES FIN BASIS - ICE OTC Code-023395
FUTURES ONLY POSITIONS AS OF 07/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 312,955
COMMITMENTS
0 17,485 9,378 299,558 282,634 308,936 309,497 4,019 3,458
CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: -25,227)
-1,228 1,722 -4,316 -21,422 -22,425 -26,966 -25,019 1,739 -208
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 5.6 3.0 95.7 90.3 98.7 98.9 1.3 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
0 8 4 41 36 45 44
AECO FIN BASIS - ICE OTC Code-023396
FUTURES ONLY POSITIONS AS OF 07/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 657,843
COMMITMENTS
24 44,325 19,718 633,576 590,452 653,318 654,495 4,525 3,348
CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: -30,404)
9 -1,171 -1,629 -29,862 -27,626 -31,482 -30,426 1,078 22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 6.7 3.0 96.3 89.8 99.3 99.5 0.7 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
2 8 9 59 51 68 61
CHICAGO FIN BASIS - ICE OTC Code-023397
FUTURES ONLY POSITIONS AS OF 07/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 195,563
COMMITMENTS
11,674 12,302 4,350 172,158 169,896 188,182 186,548 7,381 9,015
CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: -5,059)
-820 1,429 588 -6,487 -8,597 -6,719 -6,580 1,660 1,521
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.0 6.3 2.2 88.0 86.9 96.2 95.4 3.8 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 2 3 29 25 33 28
HSC FIN BASIS - ICE OTC Code-023398
FUTURES ONLY POSITIONS AS OF 07/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 313,248
COMMITMENTS
5,022 36,789 18,017 281,653 251,945 304,692 306,751 8,556 6,497
CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: -21,569)
-78 3,366 715 -22,907 -25,702 -22,270 -21,621 701 52
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.6 11.7 5.8 89.9 80.4 97.3 97.9 2.7 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
4 3 5 42 44 48 50
WAHA FIN BASIS - ICE OTC Code-023399
FUTURES ONLY POSITIONS AS OF 07/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 151,760
COMMITMENTS
8,091 15,583 6,818 133,392 124,779 148,301 147,180 3,459 4,580
CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: -26,554)
1,985 -8,219 20 -29,195 -18,838 -27,190 -27,037 636 483
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.3 10.3 4.5 87.9 82.2 97.7 97.0 2.3 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
4 3 5 28 38 34 44
PJM WH REAL TIME PEAK OTC - ICE OTC Code-064363
FUTURES ONLY POSITIONS AS OF 07/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 165,497
COMMITMENTS
35,568 3,774 14,478 114,260 145,859 164,306 164,111 1,191 1,386
CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: -917)
581 -209 -3,251 1,419 1,542 -1,251 -1,918 334 1,001
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.5 2.3 8.7 69.0 88.1 99.3 99.2 0.7 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
14 7 12 51 49 70 63
MID-C FINANCIAL PEAK OTC - ICE OTC Code-064391
FUTURES ONLY POSITIONS AS OF 07/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 62,884
COMMITMENTS
469 1,922 1,033 61,382 59,929 62,884 62,884 0 0
CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: 1,392)
-157 -62 4 1,545 1,450 1,392 1,392 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.7 3.1 1.6 97.6 95.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
3 4 4 31 31 36 37
MID-C FINANCIAL OFF-PEAK OTC - ICE OTC Code-064392
FUTURES ONLY POSITIONS AS OF 07/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 561,714
COMMITMENTS
7,488 13,376 344 553,882 547,994 561,714 561,714 0 0
CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: 894)
312 312 0 894 894 1,206 1,206 -312 -312
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.3 2.4 0.1 98.6 97.6 100.0 100.0 0.0 0.0
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 07/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,627,032
COMMITMENTS
22,822 84,501 82,312 1521778 1460219 1626912 1627032 120 0
CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: -41,366)
2,364 16,394 -27,432 -16,394 -30,328 -41,462 -41,366 96 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.4 5.2 5.1 93.5 89.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
5 7 7 38 35 47 45
SP15 FIN DAYAHEAD LPM PEAK OTC - ICE OTC Code-064395
FUTURES ONLY POSITIONS AS OF 07/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 120,598
COMMITMENTS
1,855 2,447 1,695 116,487 115,891 120,037 120,033 561 565
CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: -4,942)
891 -416 -394 -5,972 -4,654 -5,475 -5,464 533 522
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.5 2.0 1.4 96.6 96.1 99.5 99.5 0.5 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
4 4 7 34 37 41 46
SP15 FIN DA LPM OFF PEAK OTC - ICE OTC Code-064396
FUTURES ONLY POSITIONS AS OF 07/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 499,351
COMMITMENTS
337 2,864 640 498,374 495,847 499,351 499,351 0 0
CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: -27,966)
337 -2,110 -641 -27,662 -25,215 -27,966 -27,966 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.1 0.6 0.1 99.8 99.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 2 1 23 22 24 25
Updated July 15, 2011