NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
FUTURES ONLY POSITIONS AS OF 09/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 4,324,460
COMMITMENTS
308,016 302,497 1289127 2692700 2707347 4289843 4298971 34,617 25,489
CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: -823)
-38,793 20,597 -17,408 54,764 -6,730 -1,437 -3,541 614 2,718
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.1 7.0 29.8 62.3 62.6 99.2 99.4 0.8 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 225)
38 35 64 140 133 209 205
SOCAL BORDER FIN BASIS - ICE OTC Code-023393
FUTURES ONLY POSITIONS AS OF 09/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 338,587
COMMITMENTS
8,438 10,262 17,211 301,552 307,524 327,201 334,997 11,386 3,590
CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: 6,248)
1,981 -1,900 -265 5,218 9,596 6,934 7,431 -686 -1,183
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.5 3.0 5.1 89.1 90.8 96.6 98.9 3.4 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
8 4 11 43 42 54 54
PG&E CITYGATE FIN BASIS - ICE OTC Code-023394
FUTURES ONLY POSITIONS AS OF 09/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 209,044
COMMITMENTS
6,055 0 3,801 195,367 202,498 205,223 206,299 3,821 2,745
CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: 9,876)
-2,760 -34 1,349 15,384 11,845 13,973 13,160 -4,097 -3,284
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.9 0.0 1.8 93.5 96.9 98.2 98.7 1.8 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
4 0 4 36 37 40 41
NWP ROCKIES FIN BASIS - ICE OTC Code-023395
FUTURES ONLY POSITIONS AS OF 09/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 325,719
COMMITMENTS
1,977 27,347 8,311 310,841 282,348 321,129 318,006 4,590 7,713
CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: 8,904)
-2,608 2,122 2,597 6,784 2,542 6,773 7,261 2,131 1,643
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.6 8.4 2.6 95.4 86.7 98.6 97.6 1.4 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
1 4 4 37 40 41 45
AECO FIN BASIS - ICE OTC Code-023396
FUTURES ONLY POSITIONS AS OF 09/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 607,376
COMMITMENTS
11,309 2,650 24,243 568,909 579,651 604,461 606,544 2,915 832
CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: 14,381)
3,897 -2,684 1,904 8,702 14,339 14,503 13,559 -122 822
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.9 0.4 4.0 93.7 95.4 99.5 99.9 0.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
5 4 7 61 53 68 62
CHICAGO FIN BASIS - ICE OTC Code-023397
FUTURES ONLY POSITIONS AS OF 09/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 219,393
COMMITMENTS
8,299 21,352 4,282 196,169 188,006 208,750 213,640 10,643 5,753
CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: 3,026)
2,126 245 -1,408 470 4,073 1,188 2,910 1,838 116
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.8 9.7 2.0 89.4 85.7 95.1 97.4 4.9 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
3 1 2 30 30 33 33
HSC FIN BASIS - ICE OTC Code-023398
FUTURES ONLY POSITIONS AS OF 09/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 318,345
COMMITMENTS
15,507 734 42,654 252,225 270,368 310,386 313,756 7,959 4,589
CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: 18,032)
715 -327 -1,346 21,152 22,294 20,521 20,621 -2,489 -2,589
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.9 0.2 13.4 79.2 84.9 97.5 98.6 2.5 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
6 1 4 44 46 51 50
WAHA FIN BASIS - ICE OTC Code-023399
FUTURES ONLY POSITIONS AS OF 09/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 163,713
COMMITMENTS
10,692 8,619 4,173 147,093 143,729 161,958 156,521 1,755 7,192
CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: 4,174)
-1,532 -805 1,036 4,701 3,695 4,205 3,926 -31 248
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.5 5.3 2.5 89.8 87.8 98.9 95.6 1.1 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 1 2 27 32 29 35
PJM WH REAL TIME PEAK OTC - ICE OTC Code-064363
FUTURES ONLY POSITIONS AS OF 09/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 160,477
COMMITMENTS
38,163 84 15,911 104,450 144,061 158,524 160,056 1,953 421
CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: -1,727)
-1,155 -186 -413 -855 -957 -2,423 -1,556 696 -171
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.8 0.1 9.9 65.1 89.8 98.8 99.7 1.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
19 1 13 55 51 74 65
MID-C FINANCIAL PEAK OTC - ICE OTC Code-064391
FUTURES ONLY POSITIONS AS OF 09/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 60,130
COMMITMENTS
1,263 851 514 58,353 58,765 60,130 60,130 0 0
CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: 1,012)
-293 208 1 2,346 1,845 2,054 2,054 -1,042 -1,042
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.1 1.4 0.9 97.0 97.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 5 4 30 25 35 31
MID-C FINANCIAL OFF-PEAK OTC - ICE OTC Code-064392
FUTURES ONLY POSITIONS AS OF 09/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 525,591
COMMITMENTS
9,896 6,869 5,872 509,823 512,850 525,591 525,591 0 0
CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: -14,487)
-1,312 -2,303 2,952 -16,127 -15,136 -14,487 -14,487 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.9 1.3 1.1 97.0 97.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 3 5 25 25 31 30
PJM WH OFF PEAK REAL TIME OTC - ICE OTC Code-064394
FUTURES ONLY POSITIONS AS OF 09/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,614,812
COMMITMENTS
86,733 51,199 116,584 1411471 1446621 1614788 1614404 24 408
CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: 39,748)
-11,906 16 11,928 40,494 28,164 40,516 40,108 -768 -360
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.4 3.2 7.2 87.4 89.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
9 5 7 40 37 52 46
SP15 FIN DAYAHEAD LPM PEAK OTC - ICE OTC Code-064395
FUTURES ONLY POSITIONS AS OF 09/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 121,060
COMMITMENTS
1,613 4,682 1,304 118,008 115,062 120,925 121,048 135 12
CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: 365)
443 -164 -129 512 1,120 826 827 -461 -462
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.3 3.9 1.1 97.5 95.0 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
3 5 7 35 36 42 44
SP15 FIN DA LPM OFF PEAK OTC - ICE OTC Code-064396
FUTURES ONLY POSITIONS AS OF 09/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 467,193
COMMITMENTS
3,520 31,737 656 463,017 434,800 467,193 467,193 0 0
CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: 17,820)
0 1,569 -952 18,772 17,203 17,820 17,820 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.8 6.8 0.1 99.1 93.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 4 1 24 25 27 29
Updated September 23, 2011