NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
FUTURES ONLY POSITIONS AS OF 07/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 4,786,182
COMMITMENTS
555,621 221,246 1507027 2683664 3031645 4746312 4759918 39,870 26,264
CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: 132,043)
23,058 -31,033 45,325 60,012 114,459 128,395 128,751 3,648 3,292
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.6 4.6 31.5 56.1 63.3 99.2 99.5 0.8 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 232)
47 32 69 142 140 216 215
SOCAL BORDER FIN BASIS - ICE OTC Code-023393
FUTURES ONLY POSITIONS AS OF 07/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 368,356
COMMITMENTS
12,198 18,325 20,755 321,868 325,619 354,821 364,699 13,535 3,657
CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: -5,160)
-4,564 -9,458 3,084 -4,694 -485 -6,174 -6,859 1,014 1,699
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.3 5.0 5.6 87.4 88.4 96.3 99.0 3.7 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
7 5 11 42 44 54 55
PG&E CITYGATE FIN BASIS - ICE OTC Code-023394
FUTURES ONLY POSITIONS AS OF 07/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 188,902
COMMITMENTS
9,583 4,529 4,593 170,697 176,324 184,873 185,446 4,029 3,456
CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: 12,270)
-914 1,185 1,032 12,120 10,486 12,238 12,703 32 -433
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.1 2.4 2.4 90.4 93.3 97.9 98.2 2.1 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
5 2 4 40 40 46 45
NWP ROCKIES FIN BASIS - ICE OTC Code-023395
FUTURES ONLY POSITIONS AS OF 07/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 317,418
COMMITMENTS
0 18,813 10,575 303,517 282,519 314,092 311,907 3,326 5,511
CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: 4,463)
0 1,328 1,197 3,959 -115 5,156 2,410 -693 2,053
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 5.9 3.3 95.6 89.0 99.0 98.3 1.0 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
0 8 4 41 36 45 44
AECO FIN BASIS - ICE OTC Code-023396
FUTURES ONLY POSITIONS AS OF 07/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 661,151
COMMITMENTS
149 40,727 23,312 633,007 592,847 656,468 656,886 4,683 4,265
CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: 3,308)
125 -3,598 3,594 -569 2,395 3,150 2,391 158 917
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 6.2 3.5 95.7 89.7 99.3 99.4 0.7 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
2 9 10 58 50 68 61
CHICAGO FIN BASIS - ICE OTC Code-023397
FUTURES ONLY POSITIONS AS OF 07/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 197,327
COMMITMENTS
6,401 11,197 4,423 180,545 174,554 191,369 190,174 5,958 7,153
CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: 1,764)
-5,273 -1,105 73 8,387 4,658 3,187 3,626 -1,423 -1,862
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.2 5.7 2.2 91.5 88.5 97.0 96.4 3.0 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
2 2 4 31 26 35 30
HSC FIN BASIS - ICE OTC Code-023398
FUTURES ONLY POSITIONS AS OF 07/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 318,353
COMMITMENTS
3,623 33,928 18,348 287,398 258,627 309,369 310,903 8,984 7,450
CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: 5,105)
-1,399 -2,861 331 5,745 6,682 4,677 4,152 428 953
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.1 10.7 5.8 90.3 81.2 97.2 97.7 2.8 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
3 4 5 42 43 48 49
WAHA FIN BASIS - ICE OTC Code-023399
FUTURES ONLY POSITIONS AS OF 07/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 151,545
COMMITMENTS
9,948 15,850 6,202 130,742 125,097 146,892 147,149 4,653 4,396
CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: -215)
1,857 267 -616 -2,650 318 -1,409 -31 1,194 -184
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.6 10.5 4.1 86.3 82.5 96.9 97.1 3.1 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
3 4 5 28 39 34 45
PJM WH REAL TIME PEAK OTC - ICE OTC Code-064363
FUTURES ONLY POSITIONS AS OF 07/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 168,814
COMMITMENTS
39,299 3,456 14,861 113,402 149,603 167,562 167,920 1,252 894
CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: 3,317)
3,731 -318 383 -858 3,744 3,256 3,809 61 -492
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.3 2.0 8.8 67.2 88.6 99.3 99.5 0.7 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
16 6 13 52 51 72 66
MID-C FINANCIAL PEAK OTC - ICE OTC Code-064391
FUTURES ONLY POSITIONS AS OF 07/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 65,539
COMMITMENTS
490 1,991 1,010 64,039 62,538 65,539 65,539 0 0
CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: 2,655)
21 69 -23 2,657 2,609 2,655 2,655 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.7 3.0 1.5 97.7 95.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
3 4 4 30 31 35 37
MID-C FINANCIAL OFF-PEAK OTC - ICE OTC Code-064392
FUTURES ONLY POSITIONS AS OF 07/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 564,896
COMMITMENTS
8,424 14,624 344 556,128 549,928 564,896 564,896 0 0
CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: 3,182)
936 1,248 0 2,246 1,934 3,182 3,182 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.5 2.6 0.1 98.4 97.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 3 1 24 23 27 26
PJM WH OFF PEAK REAL TIME OTC - ICE OTC Code-064394
FUTURES ONLY POSITIONS AS OF 07/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,667,456
COMMITMENTS
41,246 73,208 85,860 1540326 1508388 1667432 1667456 24 0
CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: 40,424)
18,424 -11,293 3,548 18,548 48,169 40,520 40,424 -96 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.5 4.4 5.1 92.4 90.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
8 6 7 38 34 49 44
SP15 FIN DAYAHEAD LPM PEAK OTC - ICE OTC Code-064395
FUTURES ONLY POSITIONS AS OF 07/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 126,633
COMMITMENTS
2,855 2,528 1,748 121,774 122,003 126,377 126,279 256 354
CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: 6,035)
1,000 81 53 5,287 6,112 6,340 6,246 -305 -211
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.3 2.0 1.4 96.2 96.3 99.8 99.7 0.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
4 4 6 34 40 41 47
SP15 FIN DA LPM OFF PEAK OTC - ICE OTC Code-064396
FUTURES ONLY POSITIONS AS OF 07/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 491,460
COMMITMENTS
649 4,424 952 489,859 486,084 491,460 491,460 0 0
CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: -7,891)
312 1,560 312 -8,515 -9,763 -7,891 -7,891 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.1 0.9 0.2 99.7 98.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 2 1 23 22 25 25
Updated July 22, 2011