NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
FUTURES ONLY POSITIONS AS OF 08/30/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 4,387,312
COMMITMENTS
380,748 273,836 1388505 2574280 2688516 4343533 4350857 43,779 36,455
CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: -217,998)
31,244 -30,923 -126,436 -116,880 -58,164 -212,072 -215,523 -5,926 -2,475
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.7 6.2 31.6 58.7 61.3 99.0 99.2 1.0 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 221)
39 32 64 138 136 206 205
SOCAL BORDER FIN BASIS - ICE OTC Code-023393
FUTURES ONLY POSITIONS AS OF 08/30/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 349,883
COMMITMENTS
9,261 7,670 21,565 303,977 313,922 334,803 343,157 15,080 6,726
CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: 2,349)
-2,374 -2,666 1,730 1,100 1,581 456 645 1,893 1,704
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.6 2.2 6.2 86.9 89.7 95.7 98.1 4.3 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
7 3 8 43 44 53 52
PG&E CITYGATE FIN BASIS - ICE OTC Code-023394
FUTURES ONLY POSITIONS AS OF 08/30/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 186,602
COMMITMENTS
12,020 450 2,608 167,031 180,670 181,659 183,728 4,943 2,874
CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: 3,708)
3,088 0 -1,319 1,351 5,435 3,120 4,116 588 -408
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.4 0.2 1.4 89.5 96.8 97.4 98.5 2.6 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
4 1 3 40 37 44 41
NWP ROCKIES FIN BASIS - ICE OTC Code-023395
FUTURES ONLY POSITIONS AS OF 08/30/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 323,915
COMMITMENTS
4,491 29,195 5,313 309,964 284,324 319,768 318,832 4,147 5,083
CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: 8,103)
2,400 5,043 -2,666 7,977 6,454 7,711 8,831 392 -728
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.4 9.0 1.6 95.7 87.8 98.7 98.4 1.3 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
1 6 3 42 41 45 48
AECO FIN BASIS - ICE OTC Code-023396
FUTURES ONLY POSITIONS AS OF 08/30/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 617,772
COMMITMENTS
7,234 9,794 30,509 575,653 575,671 613,396 615,974 4,376 1,798
CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: -17,004)
939 -11,516 7,153 -25,648 -13,539 -17,556 -17,902 552 898
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.2 1.6 4.9 93.2 93.2 99.3 99.7 0.7 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
3 6 8 59 53 67 62
CHICAGO FIN BASIS - ICE OTC Code-023397
FUTURES ONLY POSITIONS AS OF 08/30/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 218,203
COMMITMENTS
3,895 7,295 11,113 195,337 194,091 210,345 212,499 7,858 5,704
CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: 11,133)
-4,274 -4,650 7,265 8,528 9,081 11,519 11,696 -386 -563
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.8 3.3 5.1 89.5 88.9 96.4 97.4 3.6 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
1 2 3 34 30 37 33
HSC FIN BASIS - ICE OTC Code-023398
FUTURES ONLY POSITIONS AS OF 08/30/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 290,887
COMMITMENTS
7,971 19,330 33,067 241,882 232,511 282,920 284,908 7,967 5,979
CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: -7,804)
2,813 8,043 -11,037 2,106 -5,060 -6,118 -8,054 -1,686 250
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.7 6.6 11.4 83.2 79.9 97.3 97.9 2.7 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
4 2 4 46 49 52 53
WAHA FIN BASIS - ICE OTC Code-023399
FUTURES ONLY POSITIONS AS OF 08/30/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 167,986
COMMITMENTS
7,824 8,499 5,626 151,756 144,653 165,206 158,778 2,780 9,208
CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: 3,396)
1,460 -1,564 314 1,190 3,455 2,964 2,205 432 1,191
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.7 5.1 3.3 90.3 86.1 98.3 94.5 1.7 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
2 1 2 27 38 29 41
PJM WH REAL TIME PEAK OTC - ICE OTC Code-064363
FUTURES ONLY POSITIONS AS OF 08/30/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 164,934
COMMITMENTS
38,338 756 16,916 108,332 146,456 163,586 164,128 1,348 806
CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: 4,339)
2,650 -572 1,131 398 3,725 4,179 4,284 160 55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.2 0.5 10.3 65.7 88.8 99.2 99.5 0.8 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
20 2 14 54 53 75 68
MID-C FINANCIAL PEAK OTC - ICE OTC Code-064391
FUTURES ONLY POSITIONS AS OF 08/30/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 64,294
COMMITMENTS
1,553 938 468 62,273 62,888 64,294 64,294 0 0
CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: -48)
366 -288 54 -84 570 336 336 -384 -384
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.4 1.5 0.7 96.9 97.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
4 4 4 30 28 35 35
MID-C FINANCIAL OFF-PEAK OTC - ICE OTC Code-064392
FUTURES ONLY POSITIONS AS OF 08/30/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 551,034
COMMITMENTS
16,085 7,971 3,929 531,020 539,134 551,034 551,034 0 0
CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: 20,135)
3,765 1,280 2,945 13,425 15,910 20,135 20,135 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.9 1.4 0.7 96.4 97.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 2 3 27 24 31 28
PJM WH OFF PEAK REAL TIME OTC - ICE OTC Code-064394
FUTURES ONLY POSITIONS AS OF 08/30/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,597,730
COMMITMENTS
26,774 41,676 101,565 1469367 1454489 1597706 1597730 24 0
CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: -12,292)
3,137 -6,318 -7,841 -7,588 1,867 -12,292 -12,292 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.7 2.6 6.4 92.0 91.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
8 6 7 39 38 50 48
SP15 FIN DAYAHEAD LPM PEAK OTC - ICE OTC Code-064395
FUTURES ONLY POSITIONS AS OF 08/30/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 129,497
COMMITMENTS
1,020 2,956 2,639 124,625 122,805 128,284 128,400 1,213 1,097
CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: 5,557)
-133 -157 407 4,231 4,225 4,505 4,475 1,052 1,082
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.8 2.3 2.0 96.2 94.8 99.1 99.2 0.9 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
5 5 6 33 39 41 47
SP15 FIN DA LPM OFF PEAK OTC - ICE OTC Code-064396
FUTURES ONLY POSITIONS AS OF 08/30/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 486,414
COMMITMENTS
4,768 19,248 1,280 480,366 465,886 486,414 486,414 0 0
CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: 13,816)
2,560 4,874 -1,954 13,210 10,896 13,816 13,816 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.0 4.0 0.3 98.8 95.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 3 2 24 26 28 29
Updated September 2, 2011