NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
FUTURES ONLY POSITIONS AS OF 10/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 4,619,661
COMMITMENTS
280,196 264,272 1514076 2783246 2809172 4577518 4587520 42,143 32,141
CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: 13,251)
12,163 -26,255 254 1,861 42,456 14,278 16,455 -1,027 -3,204
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.1 5.7 32.8 60.2 60.8 99.1 99.3 0.9 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 217)
40 33 66 133 130 203 200
SOCAL BORDER FIN BASIS - ICE OTC Code-023393
FUTURES ONLY POSITIONS AS OF 10/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 339,141
COMMITMENTS
25,000 518 16,114 280,809 317,047 321,923 333,679 17,218 5,462
CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: -798)
3,581 -2,098 -2,582 -1,960 4,223 -961 -457 163 -341
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.4 0.2 4.8 82.8 93.5 94.9 98.4 5.1 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
8 3 8 38 37 48 46
PG&E CITYGATE FIN BASIS - ICE OTC Code-023394
FUTURES ONLY POSITIONS AS OF 10/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 204,299
COMMITMENTS
8,089 280 2,993 190,505 198,962 201,587 202,235 2,712 2,064
CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: 449)
1,911 -32 -557 441 1,997 1,795 1,408 -1,346 -959
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.0 0.1 1.5 93.2 97.4 98.7 99.0 1.3 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
3 2 4 34 38 39 42
NWP ROCKIES FIN BASIS - ICE OTC Code-023395
FUTURES ONLY POSITIONS AS OF 10/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 358,215
COMMITMENTS
0 41,378 7,127 348,686 302,201 355,813 350,706 2,402 7,509
CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: 8,891)
-300 3,062 -256 10,925 3,625 10,369 6,431 -1,478 2,460
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 11.6 2.0 97.3 84.4 99.3 97.9 0.7 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
0 7 3 37 38 40 45
AECO FIN BASIS - ICE OTC Code-023396
FUTURES ONLY POSITIONS AS OF 10/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 710,403
COMMITMENTS
1,996 11,052 21,558 684,310 676,702 707,864 709,312 2,539 1,091
CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: 24,990)
392 -3,920 5,433 19,637 23,727 25,462 25,240 -472 -250
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.3 1.6 3.0 96.3 95.3 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
3 4 7 54 50 61 57
CHICAGO FIN BASIS - ICE OTC Code-023397
FUTURES ONLY POSITIONS AS OF 10/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 237,813
COMMITMENTS
18,110 17,102 2,145 210,197 212,386 230,452 231,633 7,361 6,180
CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: 7,202)
1,908 -3,396 107 3,363 9,558 5,378 6,269 1,824 933
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.6 7.2 0.9 88.4 89.3 96.9 97.4 3.1 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
4 1 2 36 33 40 36
HSC FIN BASIS - ICE OTC Code-023398
FUTURES ONLY POSITIONS AS OF 10/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 421,325
COMMITMENTS
16,526 204 34,244 361,831 383,001 412,601 417,449 8,724 3,876
CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: 21,696)
-5,398 68 2,678 25,364 18,412 22,644 21,158 -948 538
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.9 0.0 8.1 85.9 90.9 97.9 99.1 2.1 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
3 2 5 50 42 55 47
WAHA FIN BASIS - ICE OTC Code-023399
FUTURES ONLY POSITIONS AS OF 10/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 154,232
COMMITMENTS
12,740 2,155 5,383 131,999 141,033 150,122 148,571 4,110 5,661
CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: 18,399)
-2,110 -1,200 1,381 18,214 18,223 17,485 18,404 914 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.3 1.4 3.5 85.6 91.4 97.3 96.3 2.7 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
3 2 3 31 31 35 35
PJM WH REAL TIME PEAK OTC - ICE OTC Code-064363
FUTURES ONLY POSITIONS AS OF 10/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 156,568
COMMITMENTS
31,914 184 16,755 106,500 138,804 155,169 155,743 1,399 825
CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: -796)
-4,011 -21 -222 3,287 -958 -946 -1,201 150 405
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.4 0.1 10.7 68.0 88.7 99.1 99.5 0.9 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
18 3 12 55 52 75 65
MID-C FINANCIAL PEAK OTC - ICE OTC Code-064391
FUTURES ONLY POSITIONS AS OF 10/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 75,335
COMMITMENTS
1,809 500 2,195 71,225 72,539 75,229 75,234 106 101
CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: 3,180)
308 37 679 2,168 2,439 3,155 3,155 25 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.4 0.7 2.9 94.5 96.3 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
7 3 5 29 27 38 33
MID-C FINANCIAL OFF-PEAK OTC - ICE OTC Code-064392
FUTURES ONLY POSITIONS AS OF 10/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 590,314
COMMITMENTS
3,228 20,490 6,965 579,169 561,907 589,362 589,362 952 952
CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: 945)
-58 10,868 -8,608 11,278 352 2,612 2,612 -1,667 -1,667
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.5 3.5 1.2 98.1 95.2 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
2 7 4 26 25 32 32
PJM WH OFF PEAK REAL TIME OTC - ICE OTC Code-064394
FUTURES ONLY POSITIONS AS OF 10/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,623,262
COMMITMENTS
91,945 39,999 121,007 1410286 1462256 1623238 1623262 24 0
CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: 24,039)
-1,992 0 0 26,031 24,039 24,039 24,039 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.7 2.5 7.5 86.9 90.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
8 5 9 42 38 54 48
SP15 FIN DAYAHEAD LPM PEAK OTC - ICE OTC Code-064395
FUTURES ONLY POSITIONS AS OF 10/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 131,473
COMMITMENTS
1,144 2,040 3,111 127,088 125,764 131,343 130,915 130 558
CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: 4,325)
-553 -432 1,269 3,681 3,010 4,397 3,847 -72 478
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.9 1.6 2.4 96.7 95.7 99.9 99.6 0.1 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
4 3 6 34 35 40 42
SP15 FIN DA LPM OFF PEAK OTC - ICE OTC Code-064396
FUTURES ONLY POSITIONS AS OF 10/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 505,163
COMMITMENTS
0 22,165 328 504,835 482,670 505,163 505,163 0 0
CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: 823)
0 1,232 -648 1,471 239 823 823 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 4.4 0.1 99.9 95.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 4 1 24 23 25 27
Updated October 28, 2011