NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
FUTURES ONLY POSITIONS AS OF 08/16/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 4,532,442
COMMITMENTS
385,050 298,317 1447462 2650238 2746605 4482750 4492384 49,692 40,058
CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: -51,973)
-64,514 -28,317 36,020 -38,549 -72,247 -67,043 -64,544 15,070 12,571
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.5 6.6 31.9 58.5 60.6 98.9 99.1 1.1 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 230)
38 39 66 142 141 215 212
SOCAL BORDER FIN BASIS - ICE OTC Code-023393
FUTURES ONLY POSITIONS AS OF 08/16/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 344,795
COMMITMENTS
17,528 6,506 22,124 290,285 308,240 329,937 336,870 14,858 7,925
CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: 1,714)
479 -5,587 1,879 -3,219 1,607 -861 -2,101 2,575 3,815
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.1 1.9 6.4 84.2 89.4 95.7 97.7 4.3 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
10 2 11 42 45 54 56
PG&E CITYGATE FIN BASIS - ICE OTC Code-023394
FUTURES ONLY POSITIONS AS OF 08/16/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 181,221
COMMITMENTS
9,418 1,210 3,451 164,076 173,184 176,945 177,845 4,276 3,376
CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: -789)
-96 -872 -380 -595 337 -1,071 -915 282 126
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.2 0.7 1.9 90.5 95.6 97.6 98.1 2.4 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
4 2 4 39 36 44 41
NWP ROCKIES FIN BASIS - ICE OTC Code-023395
FUTURES ONLY POSITIONS AS OF 08/16/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 314,820
COMMITMENTS
1,688 24,359 7,701 302,525 277,581 311,914 309,641 2,906 5,179
CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: 1,924)
-1,474 1,479 1,431 4,574 3,046 4,531 5,956 -2,607 -4,032
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.5 7.7 2.4 96.1 88.2 99.1 98.4 0.9 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
2 7 5 37 36 42 45
AECO FIN BASIS - ICE OTC Code-023396
FUTURES ONLY POSITIONS AS OF 08/16/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 637,286
COMMITMENTS
3,696 35,550 18,184 610,602 581,408 632,482 635,142 4,804 2,144
CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: 6,470)
1,866 -6,910 -2,213 5,778 17,063 5,431 7,940 1,039 -1,470
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.6 5.6 2.9 95.8 91.2 99.2 99.7 0.8 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
2 9 10 60 52 70 63
CHICAGO FIN BASIS - ICE OTC Code-023397
FUTURES ONLY POSITIONS AS OF 08/16/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 205,374
COMMITMENTS
8,918 13,556 2,317 186,525 182,160 197,760 198,033 7,614 7,341
CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: 6,957)
-570 -1,335 419 7,048 8,485 6,897 7,569 60 -612
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.3 6.6 1.1 90.8 88.7 96.3 96.4 3.7 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 1 3 32 25 35 28
HSC FIN BASIS - ICE OTC Code-023398
FUTURES ONLY POSITIONS AS OF 08/16/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 293,899
COMMITMENTS
5,839 22,203 37,002 241,744 229,515 284,585 288,720 9,314 5,179
CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: 9,638)
-1,040 -136 10,037 1,584 742 10,581 10,643 -943 -1,005
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.0 7.6 12.6 82.3 78.1 96.8 98.2 3.2 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
4 3 5 45 45 51 51
WAHA FIN BASIS - ICE OTC Code-023399
FUTURES ONLY POSITIONS AS OF 08/16/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 154,438
COMMITMENTS
6,223 8,511 4,973 140,984 133,913 152,180 147,397 2,258 7,041
CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: 8,121)
-8,153 -2,508 1,450 14,944 8,110 8,241 7,052 -120 1,069
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.0 5.5 3.2 91.3 86.7 98.5 95.4 1.5 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
1 2 2 27 39 29 42
PJM WH REAL TIME PEAK OTC - ICE OTC Code-064363
FUTURES ONLY POSITIONS AS OF 08/16/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 159,918
COMMITMENTS
39,907 2,352 14,366 104,633 142,673 158,906 159,391 1,012 527
CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: 1,856)
-92 768 769 1,296 906 1,973 2,443 -117 -587
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.0 1.5 9.0 65.4 89.2 99.4 99.7 0.6 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
16 5 12 55 51 75 64
MID-C FINANCIAL PEAK OTC - ICE OTC Code-064391
FUTURES ONLY POSITIONS AS OF 08/16/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 63,945
COMMITMENTS
579 1,399 720 62,262 61,442 63,561 63,561 384 384
CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: 790)
473 -224 52 365 1,062 890 890 -100 -100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.9 2.2 1.1 97.4 96.1 99.4 99.4 0.6 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
3 4 4 30 30 34 37
MID-C FINANCIAL OFF-PEAK OTC - ICE OTC Code-064392
FUTURES ONLY POSITIONS AS OF 08/16/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 517,102
COMMITMENTS
7,520 4,745 984 507,950 510,725 516,454 516,454 648 648
CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: 137)
344 1,000 0 425 -231 769 769 -632 -632
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.5 0.9 0.2 98.2 98.8 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 3 2 24 24 27 28
PJM WH OFF PEAK REAL TIME OTC - ICE OTC Code-064394
FUTURES ONLY POSITIONS AS OF 08/16/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,596,961
COMMITMENTS
29,104 55,289 100,771 1466287 1440126 1596162 1596186 799 775
CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: 6,707)
-761 -12,904 16,095 2,310 2,741 17,644 5,932 -10,937 775
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.8 3.5 6.3 91.8 90.2 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
8 6 7 38 36 50 45
SP15 FIN DAYAHEAD LPM PEAK OTC - ICE OTC Code-064395
FUTURES ONLY POSITIONS AS OF 08/16/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 123,081
COMMITMENTS
681 2,232 2,549 119,228 117,875 122,458 122,656 623 425
CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: -7,987)
-1,062 586 -6 -7,442 -8,978 -8,510 -8,398 523 411
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.6 1.8 2.1 96.9 95.8 99.5 99.7 0.5 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
4 6 7 34 38 42 47
SP15 FIN DA LPM OFF PEAK OTC - ICE OTC Code-064396
FUTURES ONLY POSITIONS AS OF 08/16/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 468,943
COMMITMENTS
2,208 7,319 3,857 462,574 457,463 468,639 468,639 304 304
CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: -25,661)
0 -2,282 3,233 -29,198 -26,916 -25,965 -25,965 304 304
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.5 1.6 0.8 98.6 97.6 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 3 3 24 26 28 29
Updated August 19, 2011