NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
FUTURES ONLY POSITIONS AS OF 10/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 4,406,706
COMMITMENTS
274,600 255,057 1435877 2655145 2680623 4365622 4371557 41,084 35,149
CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: 210,633)
-33,954 7,386 121,958 118,265 74,844 206,269 204,188 4,364 6,445
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.2 5.8 32.6 60.3 60.8 99.1 99.2 0.9 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 210)
33 35 61 132 125 195 193
SOCAL BORDER FIN BASIS - ICE OTC Code-023393
FUTURES ONLY POSITIONS AS OF 10/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 330,420
COMMITMENTS
13,486 6,401 20,086 282,289 298,777 315,861 325,264 14,559 5,156
CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: -13,269)
81 -2,031 1,513 -17,690 -14,005 -16,096 -14,523 2,827 1,254
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.1 1.9 6.1 85.4 90.4 95.6 98.4 4.4 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
6 5 9 38 36 49 45
PG&E CITYGATE FIN BASIS - ICE OTC Code-023394
FUTURES ONLY POSITIONS AS OF 10/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 205,813
COMMITMENTS
7,718 513 2,724 192,141 200,610 202,583 203,847 3,230 1,966
CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: -8,737)
-709 256 -25 -7,886 -7,943 -8,620 -7,712 -117 -1,025
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.8 0.2 1.3 93.4 97.5 98.4 99.0 1.6 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
4 1 3 33 36 37 40
NWP ROCKIES FIN BASIS - ICE OTC Code-023395
FUTURES ONLY POSITIONS AS OF 10/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 338,632
COMMITMENTS
300 34,096 8,607 326,286 290,274 335,193 332,977 3,439 5,655
CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: -12,742)
-2,370 -2,885 324 -9,848 -7,457 -11,894 -10,018 -848 -2,724
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.1 10.1 2.5 96.4 85.7 99.0 98.3 1.0 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
1 6 5 37 35 43 41
AECO FIN BASIS - ICE OTC Code-023396
FUTURES ONLY POSITIONS AS OF 10/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 662,413
COMMITMENTS
2,504 1,993 22,815 634,571 636,056 659,890 660,864 2,523 1,549
CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: 34,546)
-4,651 -1,187 3,040 37,497 33,761 35,886 35,614 -1,340 -1,068
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.4 0.3 3.4 95.8 96.0 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
3 4 7 54 49 61 56
CHICAGO FIN BASIS - ICE OTC Code-023397
FUTURES ONLY POSITIONS AS OF 10/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 227,021
COMMITMENTS
11,906 22,690 2,978 203,801 195,895 218,685 221,563 8,336 5,458
CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: -3,966)
-995 1,640 450 -2,773 -4,291 -3,318 -2,201 -648 -1,765
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.2 10.0 1.3 89.8 86.3 96.3 97.6 3.7 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
3 1 2 33 32 36 35
HSC FIN BASIS - ICE OTC Code-023398
FUTURES ONLY POSITIONS AS OF 10/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 370,303
COMMITMENTS
16,770 135 32,172 308,729 332,673 357,671 364,980 12,632 5,323
CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: 28,771)
3,988 -601 -8,732 32,136 37,745 27,392 28,412 1,379 359
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.5 0.0 8.7 83.4 89.8 96.6 98.6 3.4 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
3 2 5 45 44 50 49
WAHA FIN BASIS - ICE OTC Code-023399
FUTURES ONLY POSITIONS AS OF 10/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 137,834
COMMITMENTS
10,528 3,868 4,886 118,529 122,277 133,943 131,031 3,891 6,803
CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: -39,720)
10,218 -5,699 -5,521 -46,432 -27,779 -41,735 -38,999 2,015 -721
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.6 2.8 3.5 86.0 88.7 97.2 95.1 2.8 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
2 2 2 27 32 29 36
PJM WH REAL TIME PEAK OTC - ICE OTC Code-064363
FUTURES ONLY POSITIONS AS OF 10/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 156,578
COMMITMENTS
37,327 211 17,113 100,926 138,918 155,366 156,242 1,212 336
CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: -5,161)
-830 148 792 -4,641 -6,128 -4,679 -5,188 -482 27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.8 0.1 10.9 64.5 88.7 99.2 99.8 0.8 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
16 2 12 54 52 72 65
MID-C FINANCIAL PEAK OTC - ICE OTC Code-064391
FUTURES ONLY POSITIONS AS OF 10/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 68,631
COMMITMENTS
1,638 441 1,386 65,506 66,703 68,530 68,530 101 101
CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: 6,972)
528 -225 21 6,322 7,075 6,871 6,871 101 101
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.4 0.6 2.0 95.4 97.2 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
7 2 6 28 26 36 33
MID-C FINANCIAL OFF-PEAK OTC - ICE OTC Code-064392
FUTURES ONLY POSITIONS AS OF 10/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 549,254
COMMITMENTS
1,640 14,652 8,804 534,909 521,897 545,353 545,353 3,901 3,901
CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: 24,250)
0 1,245 996 21,300 20,055 22,296 22,296 1,954 1,954
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.3 2.7 1.6 97.4 95.0 99.3 99.3 0.7 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
1 7 4 26 25 31 32
PJM WH OFF PEAK REAL TIME OTC - ICE OTC Code-064394
FUTURES ONLY POSITIONS AS OF 10/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,552,846
COMMITMENTS
85,201 40,696 124,838 1342015 1386544 1552054 1552078 792 768
CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: -45,944)
6,657 -364 -6,975 -46,394 -38,557 -46,712 -45,896 768 -48
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.5 2.6 8.0 86.4 89.3 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
9 4 7 41 36 53 44
SP15 FIN DAYAHEAD LPM PEAK OTC - ICE OTC Code-064395
FUTURES ONLY POSITIONS AS OF 10/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 124,326
COMMITMENTS
1,719 2,670 1,670 120,343 119,517 123,732 123,857 594 469
CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: -4,028)
222 -1,536 -91 -4,571 -2,787 -4,440 -4,414 412 386
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.4 2.1 1.3 96.8 96.1 99.5 99.6 0.5 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
6 3 5 33 35 41 41
SP15 FIN DA LPM OFF PEAK OTC - ICE OTC Code-064396
FUTURES ONLY POSITIONS AS OF 10/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 466,764
COMMITMENTS
609 20,888 1,648 462,603 442,324 464,860 464,860 1,904 1,904
CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: -16,542)
-2,911 -11,794 1,320 -16,855 -7,972 -18,446 -18,446 1,904 1,904
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.1 4.5 0.4 99.1 94.8 99.6 99.6 0.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 3 1 23 22 24 26
Updated October 14, 2011