NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
FUTURES ONLY POSITIONS AS OF 05/01/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 5,125,118
COMMITMENTS
690,272 280,368 1579647 2842589 3253316 5112508 5113331 12,610 11,787
CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: -167,556)
29,278 -128,846 -41,122 -153,351 6,699 -165,195 -163,269 -2,361 -4,287
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.5 5.5 30.8 55.5 63.5 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 225)
34 35 60 138 138 204 203
SOCAL BORDER FIN BASIS - ICE OTC Code-023393
FUTURES ONLY POSITIONS AS OF 05/01/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 335,149
COMMITMENTS
11,424 21,119 9,284 298,811 300,056 319,519 330,459 15,630 4,690
CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: 5,033)
-6,074 -3,118 407 8,961 9,102 3,294 6,391 1,739 -1,358
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.4 6.3 2.8 89.2 89.5 95.3 98.6 4.7 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
2 6 6 42 42 48 50
PG&E CITYGATE FIN BASIS - ICE OTC Code-023394
FUTURES ONLY POSITIONS AS OF 05/01/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 182,597
COMMITMENTS
1,581 6,999 3,402 174,397 169,795 179,380 180,196 3,217 2,401
CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: 1,106)
-132 1,005 -1,092 1,563 917 339 830 767 276
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.9 3.8 1.9 95.5 93.0 98.2 98.7 1.8 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
3 2 2 35 38 39 41
NWP ROCKIES FIN BASIS - ICE OTC Code-023395
FUTURES ONLY POSITIONS AS OF 05/01/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 284,943
COMMITMENTS
5,102 17,819 2,007 273,683 253,592 280,792 273,418 4,151 11,525
CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: 653)
254 145 -434 652 823 472 534 181 119
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.8 6.3 0.7 96.0 89.0 98.5 96.0 1.5 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
4 4 6 35 35 43 41
AECO FIN BASIS - ICE OTC Code-023396
FUTURES ONLY POSITIONS AS OF 05/01/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 742,259
COMMITMENTS
736 42,885 11,251 726,703 685,387 738,690 739,523 3,569 2,736
CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: 19,848)
736 4,714 -3,624 25,227 21,455 22,339 22,545 -2,491 -2,697
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.1 5.8 1.5 97.9 92.3 99.5 99.6 0.5 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
2 8 6 56 51 63 60
CHICAGO FIN BASIS - ICE OTC Code-023397
FUTURES ONLY POSITIONS AS OF 05/01/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 239,987
COMMITMENTS
18,254 0 1,229 212,284 234,124 231,767 235,353 8,220 4,634
CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: 450)
-744 0 179 -8 677 -573 856 1,023 -406
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.6 0.0 0.5 88.5 97.6 96.6 98.1 3.4 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
2 0 2 29 26 31 28
HSC FIN BASIS - ICE OTC Code-023398
FUTURES ONLY POSITIONS AS OF 05/01/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 390,265
COMMITMENTS
4,055 8,537 38,152 340,027 333,489 382,234 380,178 8,031 10,087
CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: 2,414)
64 -2,349 -727 3,087 5,624 2,424 2,548 -10 -134
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.0 2.2 9.8 87.1 85.5 97.9 97.4 2.1 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
2 7 5 41 42 47 50
WAHA FIN BASIS - ICE OTC Code-023399
FUTURES ONLY POSITIONS AS OF 05/01/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 220,702
COMMITMENTS
17,826 21,922 6,652 193,271 185,324 217,749 213,898 2,953 6,804
CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: 1,834)
1,323 -185 640 -129 1,344 1,834 1,799 0 35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.1 9.9 3.0 87.6 84.0 98.7 96.9 1.3 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
4 4 3 33 30 39 35
PJM WH REAL TIME PEAK OTC - ICE OTC Code-064363
FUTURES ONLY POSITIONS AS OF 05/01/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 179,578
COMMITMENTS
27,110 2,705 22,177 128,724 154,191 178,011 179,073 1,567 505
CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: 3,328)
-903 627 -180 4,176 2,612 3,093 3,059 235 269
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.1 1.5 12.3 71.7 85.9 99.1 99.7 0.9 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
17 4 13 56 52 74 68
MID-C FINANCIAL PEAK OTC - ICE OTC Code-064391
FUTURES ONLY POSITIONS AS OF 05/01/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 68,367
COMMITMENTS
750 295 988 66,527 67,007 68,265 68,290 102 77
CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: -6,898)
-430 -210 -429 -6,091 -6,336 -6,950 -6,975 52 77
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.1 0.4 1.4 97.3 98.0 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
4 2 3 31 30 36 34
MID-C FINANCIAL OFF-PEAK OTC - ICE OTC Code-064392
FUTURES ONLY POSITIONS AS OF 05/01/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 707,034
COMMITMENTS
4,392 3,875 3,562 699,056 699,597 707,010 707,034 24 0
CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: -45,406)
-3,085 3,547 -4,739 -37,606 -44,214 -45,430 -45,406 24 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.6 0.5 0.5 98.9 98.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 3 2 28 27 33 30
PJM WH OFF PEAK REAL TIME OTC - ICE OTC Code-064394
FUTURES ONLY POSITIONS AS OF 05/01/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,590,279
COMMITMENTS
85,925 11,654 92,040 1412296 1486585 1590261 1590279 18 0
CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: 19,889)
11,408 -7,136 4,816 3,665 22,209 19,889 19,889 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.4 0.7 5.8 88.8 93.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
8 4 6 40 43 50 51
SP15 FIN DAYAHEAD LPM PEAK OTC - ICE OTC Code-064395
FUTURES ONLY POSITIONS AS OF 05/01/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 101,387
COMMITMENTS
1,328 714 845 98,633 99,770 100,806 101,329 581 58
CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: -388)
-157 1 -24 -706 -1 -887 -24 499 -364
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.3 0.7 0.8 97.3 98.4 99.4 99.9 0.6 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
6 4 4 34 35 42 41
SP15 FIN DA LPM OFF PEAK OTC - ICE OTC Code-064396
FUTURES ONLY POSITIONS AS OF 05/01/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 674,939
COMMITMENTS
19,919 6,976 1,305 653,715 666,658 674,939 674,939 0 0
CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: -353)
3,088 -304 0 -3,441 -49 -353 -353 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.0 1.0 0.2 96.9 98.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
4 2 2 26 23 30 27
Updated May 4, 2012