NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
FUTURES ONLY POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 4,563,030
COMMITMENTS
330,268 325,141 1446747 2712706 2724647 4489721 4496535 73,309 66,495
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: 108,692)
3,591 25,001 13,845 61,674 39,241 79,110 78,087 29,582 30,605
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.2 7.1 31.7 59.4 59.7 98.4 98.5 1.6 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 212)
37 28 57 134 129 196 191
SOCAL BORDER FIN BASIS - ICE OTC Code-023393
FUTURES ONLY POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 325,399
COMMITMENTS
11,320 3,762 13,588 289,304 303,606 314,212 320,956 11,187 4,443
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: -17,597)
-7,595 3,721 -2,834 -703 -16,130 -11,132 -15,243 -6,465 -2,354
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.5 1.2 4.2 88.9 93.3 96.6 98.6 3.4 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
7 3 8 38 38 48 46
PG&E CITYGATE FIN BASIS - ICE OTC Code-023394
FUTURES ONLY POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 178,124
COMMITMENTS
6,598 0 2,710 165,478 173,600 174,786 176,310 3,338 1,814
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: -25,158)
-2,435 -265 -484 -21,964 -23,794 -24,883 -24,543 -275 -615
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.7 0.0 1.5 92.9 97.5 98.1 99.0 1.9 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
5 0 4 34 42 39 46
NWP ROCKIES FIN BASIS - ICE OTC Code-023395
FUTURES ONLY POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 351,872
COMMITMENTS
1,970 31,274 6,995 340,395 309,618 349,360 347,887 2,512 3,985
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: -22,113)
1,903 -9,042 -582 -23,007 -12,258 -21,686 -21,882 -427 -231
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.6 8.9 2.0 96.7 88.0 99.3 98.9 0.7 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
1 8 5 35 34 40 43
HSC FIN BASIS - ICE OTC Code-023398
FUTURES ONLY POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 416,205
COMMITMENTS
6,764 8,748 24,462 377,068 379,292 408,294 412,502 7,911 3,703
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: -21,278)
-7,097 8,392 -8,148 -6,830 -22,061 -22,075 -21,817 797 539
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.6 2.1 5.9 90.6 91.1 98.1 99.1 1.9 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
2 3 5 47 38 52 43
WAHA FIN BASIS - ICE OTC Code-023399
FUTURES ONLY POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 162,530
COMMITMENTS
11,124 503 4,236 142,747 151,080 158,107 155,819 4,423 6,711
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: -4,178)
-3,399 -1,652 -390 -9 -3,857 -3,798 -5,899 -380 1,721
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.8 0.3 2.6 87.8 93.0 97.3 95.9 2.7 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 1 3 26 30 29 33
PJM WH REAL TIME PEAK OTC - ICE OTC Code-064363
FUTURES ONLY POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 157,014
COMMITMENTS
29,143 849 19,049 107,544 136,127 155,736 156,025 1,278 989
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: -3,140)
-4,850 724 1,021 582 -5,152 -3,247 -3,407 107 267
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.6 0.5 12.1 68.5 86.7 99.2 99.4 0.8 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
16 3 9 52 51 70 61
MID-C FINANCIAL PEAK OTC - ICE OTC Code-064391
FUTURES ONLY POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 71,100
COMMITMENTS
1,038 608 2,696 67,285 67,720 71,019 71,024 81 76
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: -3,373)
-1,084 435 185 -2,399 -3,842 -3,298 -3,222 -75 -151
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.5 0.9 3.8 94.6 95.2 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
5 1 5 29 32 35 37
PJM WH OFF PEAK REAL TIME OTC - ICE OTC Code-064394
FUTURES ONLY POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,608,904
COMMITMENTS
87,527 20,471 116,284 1392956 1460036 1596767 1596791 12,137 12,113
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: -21,818)
21,407 -19,166 -7,515 -47,823 -7,250 -33,931 -33,931 12,113 12,113
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.4 1.3 7.2 86.6 90.7 99.2 99.2 0.8 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
7 2 8 44 37 53 46
SP15 FIN DAYAHEAD LPM PEAK OTC - ICE OTC Code-064395
FUTURES ONLY POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 134,224
COMMITMENTS
1,216 2,230 3,658 129,324 128,303 134,198 134,191 26 33
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: 2,590)
280 -1,032 384 1,952 3,264 2,616 2,616 -26 -26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.9 1.7 2.7 96.3 95.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
3 4 5 35 38 41 44
SP15 FIN DA LPM OFF PEAK OTC - ICE OTC Code-064396
FUTURES ONLY POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 524,926
COMMITMENTS
0 19,941 328 524,598 504,657 524,926 524,926 0 0
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: 16,551)
0 0 0 16,551 16,551 16,551 16,551 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 3.8 0.1 99.9 96.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 4 1 24 24 25 28
Updated November 14, 2011