NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
FUTURES ONLY POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 5,331,752
COMMITMENTS
879,553 337,335 1472628 2953373 3498867 5305554 5308830 26,198 22,922
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: 115,168)
54,846 31,050 1,928 53,080 80,062 109,854 113,040 5,314 2,128
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.5 6.3 27.6 55.4 65.6 99.5 99.6 0.5 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 225)
33 36 63 143 137 211 204
SOCAL BORDER FIN BASIS - ICE OTC Code-023393
FUTURES ONLY POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 319,862
COMMITMENTS
3,688 5,035 7,149 291,497 302,706 302,334 314,890 17,528 4,972
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: -3,529)
737 -2,944 220 -4,523 -1,011 -3,566 -3,735 37 206
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.2 1.6 2.2 91.1 94.6 94.5 98.4 5.5 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
5 4 6 41 40 49 47
PG&E CITYGATE FIN BASIS - ICE OTC Code-023394
FUTURES ONLY POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 178,879
COMMITMENTS
2,735 10,264 4,546 168,389 161,701 175,670 176,511 3,209 2,368
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: 668)
1,692 188 29 -1,200 154 521 371 147 297
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.5 5.7 2.5 94.1 90.4 98.2 98.7 1.8 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
2 2 3 33 34 36 38
NWP ROCKIES FIN BASIS - ICE OTC Code-023395
FUTURES ONLY POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 272,989
COMMITMENTS
1,468 16,144 2,335 262,172 237,579 265,975 256,058 7,014 16,931
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: 353)
-1,289 -208 242 238 -982 -809 -948 1,162 1,301
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.5 5.9 0.9 96.0 87.0 97.4 93.8 2.6 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
1 5 4 33 31 37 37
AECO FIN BASIS - ICE OTC Code-023396
FUTURES ONLY POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 824,113
COMMITMENTS
2,537 23,742 29,446 788,726 767,572 820,709 820,760 3,404 3,353
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: 35,393)
1,702 -4,848 7,098 26,742 32,862 35,542 35,112 -149 281
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.3 2.9 3.6 95.7 93.1 99.6 99.6 0.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
3 7 8 56 48 65 57
CHICAGO FIN BASIS - ICE OTC Code-023397
FUTURES ONLY POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 235,199
COMMITMENTS
17,561 0 1,079 211,038 231,076 229,678 232,155 5,521 3,044
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: 3,141)
235 0 -244 3,394 4,571 3,385 4,327 -244 -1,186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.5 0.0 0.5 89.7 98.2 97.7 98.7 2.3 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
2 0 2 31 30 33 32
HSC FIN BASIS - ICE OTC Code-023398
FUTURES ONLY POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 364,595
COMMITMENTS
3,701 5,001 45,461 308,130 305,074 357,292 355,536 7,303 9,059
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: 2,780)
1,983 -5,002 2,042 -1,245 5,496 2,780 2,536 0 244
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.0 1.4 12.5 84.5 83.7 98.0 97.5 2.0 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
4 4 5 38 41 44 48
WAHA FIN BASIS - ICE OTC Code-023399
FUTURES ONLY POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 179,398
COMMITMENTS
20,840 3,240 6,568 148,932 164,158 176,340 173,966 3,058 5,432
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: -6,022)
-3,014 364 2,066 -5,638 -8,452 -6,586 -6,022 564 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.6 1.8 3.7 83.0 91.5 98.3 97.0 1.7 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
5 4 2 31 31 36 37
PJM WH REAL TIME PEAK OTC - ICE OTC Code-064363
FUTURES ONLY POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 185,824
COMMITMENTS
24,788 3,668 23,417 135,944 157,911 184,149 184,996 1,675 828
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: -701)
124 654 -349 -498 -852 -723 -547 22 -154
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.3 2.0 12.6 73.2 85.0 99.1 99.6 0.9 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
16 4 16 55 51 73 69
MID-C FINANCIAL PEAK OTC - ICE OTC Code-064391
FUTURES ONLY POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 70,948
COMMITMENTS
926 1 453 69,545 70,494 70,924 70,948 24 0
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: 387)
77 -26 -25 335 438 387 387 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.3 0.0 0.6 98.0 99.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 1 2 33 31 37 33
MID-C FINANCIAL OFF-PEAK OTC - ICE OTC Code-064392
FUTURES ONLY POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 708,039
COMMITMENTS
6,693 304 2,829 698,493 704,906 708,015 708,039 24 0
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: 14,342)
648 0 0 13,694 14,342 14,342 14,342 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.9 0.0 0.4 98.7 99.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
6 1 1 31 30 37 32
PJM WH OFF PEAK REAL TIME OTC - ICE OTC Code-064394
FUTURES ONLY POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,624,262
COMMITMENTS
123,062 10,177 89,823 1411361 1524262 1624246 1624262 16 0
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: 9,704)
276 8,420 2,476 6,952 -1,192 9,704 9,704 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.6 0.6 5.5 86.9 93.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
10 4 7 42 42 53 52
SP15 FIN DAYAHEAD LPM PEAK OTC - ICE OTC Code-064395
FUTURES ONLY POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 90,600
COMMITMENTS
183 623 562 89,851 89,385 90,596 90,570 4 30
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: -1,630)
-2 99 -46 -1,580 -1,631 -1,628 -1,578 -2 -52
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.2 0.7 0.6 99.2 98.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
5 3 3 36 36 43 40
SP15 FIN DA LPM OFF PEAK OTC - ICE OTC Code-064396
FUTURES ONLY POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 646,438
COMMITMENTS
13,527 3,608 1,321 631,590 641,509 646,438 646,438 0 0
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: 6,829)
-904 0 0 7,733 6,829 6,829 6,829 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.1 0.6 0.2 97.7 99.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 2 1 27 26 30 29
Updated June 5, 2012