NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
FUTURES ONLY POSITIONS AS OF 06/19/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 5,003,239
COMMITMENTS
744,319 346,020 1300112 2929479 3326684 4973910 4972816 29,329 30,423
CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: -83,009)
-3,298 -33,996 -44,497 -39,888 -15,924 -87,683 -94,417 4,674 11,408
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.9 6.9 26.0 58.6 66.5 99.4 99.4 0.6 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 224)
33 36 62 143 137 210 203
SOCAL BORDER FIN BASIS - ICE OTC Code-023393
FUTURES ONLY POSITIONS AS OF 06/19/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 314,463
COMMITMENTS
3,191 5,608 5,636 291,029 301,344 299,856 312,588 14,607 1,875
CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: 2,080)
-1,611 2,258 -561 4,466 935 2,294 2,632 -214 -552
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.0 1.8 1.8 92.5 95.8 95.4 99.4 4.6 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
3 6 7 40 42 49 49
PG&E CITYGATE FIN BASIS - ICE OTC Code-023394
FUTURES ONLY POSITIONS AS OF 06/19/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 163,090
COMMITMENTS
0 8,074 3,364 156,024 148,351 159,388 159,789 3,702 3,301
CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: -4,286)
-268 -1,238 36 -5,334 -3,778 -5,566 -4,980 1,280 694
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 5.0 2.1 95.7 91.0 97.7 98.0 2.3 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
0 2 1 30 34 31 36
NWP ROCKIES FIN BASIS - ICE OTC Code-023395
FUTURES ONLY POSITIONS AS OF 06/19/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 272,240
COMMITMENTS
5,357 15,272 1,060 261,202 240,824 267,619 257,156 4,621 15,084
CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: 17,595)
298 -308 -153 18,367 19,041 18,512 18,580 -917 -985
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.0 5.6 0.4 95.9 88.5 98.3 94.5 1.7 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
1 3 3 35 33 39 36
AECO FIN BASIS - ICE OTC Code-023396
FUTURES ONLY POSITIONS AS OF 06/19/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 751,077
COMMITMENTS
1,316 11,334 26,314 720,273 709,311 747,903 746,959 3,174 4,118
CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: -29,722)
910 -5,155 410 -31,684 -24,188 -30,364 -28,933 642 -789
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.2 1.5 3.5 95.9 94.4 99.6 99.5 0.4 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
3 6 8 57 50 65 59
CHICAGO FIN BASIS - ICE OTC Code-023397
FUTURES ONLY POSITIONS AS OF 06/19/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 222,033
COMMITMENTS
14,143 0 1,250 200,007 217,571 215,400 218,821 6,633 3,212
CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: 1,894)
182 0 166 1,485 1,765 1,833 1,931 61 -37
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.4 0.0 0.6 90.1 98.0 97.0 98.6 3.0 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
2 0 2 29 28 31 30
HSC FIN BASIS - ICE OTC Code-023398
FUTURES ONLY POSITIONS AS OF 06/19/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 335,129
COMMITMENTS
12,729 2,961 34,996 280,196 288,726 327,921 326,683 7,208 8,446
CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: 1,103)
9,299 -387 -6,292 -1,842 7,936 1,165 1,257 -62 -154
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.8 0.9 10.4 83.6 86.2 97.8 97.5 2.2 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
3 5 6 38 41 45 48
WAHA FIN BASIS - ICE OTC Code-023399
FUTURES ONLY POSITIONS AS OF 06/19/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 153,071
COMMITMENTS
13,451 984 5,772 130,779 140,503 150,002 147,259 3,069 5,812
CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: -4,662)
-4,979 -248 815 -496 -5,470 -4,660 -4,903 -2 241
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.8 0.6 3.8 85.4 91.8 98.0 96.2 2.0 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
5 1 2 34 31 39 34
PJM WH REAL TIME PEAK OTC - ICE OTC Code-064363
FUTURES ONLY POSITIONS AS OF 06/19/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 181,435
COMMITMENTS
22,233 2,812 23,125 134,656 154,119 180,014 180,056 1,421 1,379
CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: 1,479)
-1,904 306 163 3,843 1,493 2,102 1,962 -623 -483
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.3 1.5 12.7 74.2 84.9 99.2 99.2 0.8 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
19 5 13 55 54 75 71
MID-C FINANCIAL PEAK OTC - ICE OTC Code-064391
FUTURES ONLY POSITIONS AS OF 06/19/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 68,865
COMMITMENTS
105 67 314 68,319 68,434 68,738 68,815 127 50
CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: 1,282)
-25 -72 -27 1,261 1,383 1,209 1,284 73 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.2 0.1 0.5 99.2 99.4 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 2 2 30 30 35 32
MID-C FINANCIAL OFF-PEAK OTC - ICE OTC Code-064392
FUTURES ONLY POSITIONS AS OF 06/19/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 618,688
COMMITMENTS
3,808 2,307 3,474 611,062 612,563 618,344 618,344 344 344
CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: -847)
-653 2,307 341 -879 -3,839 -1,191 -1,191 344 344
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.6 0.4 0.6 98.8 99.0 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
4 2 2 29 29 34 32
PJM WH OFF PEAK REAL TIME OTC - ICE OTC Code-064394
FUTURES ONLY POSITIONS AS OF 06/19/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,615,689
COMMITMENTS
89,420 30,411 65,720 1460535 1519558 1615675 1615689 14 0
CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: 50,663)
10,933 5,781 -5,766 46,237 51,389 51,404 51,404 -741 -741
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.5 1.9 4.1 90.4 94.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
8 5 8 41 39 51 50
SP15 FIN DAYAHEAD LPM PEAK OTC - ICE OTC Code-064395
FUTURES ONLY POSITIONS AS OF 06/19/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 87,614
COMMITMENTS
301 484 821 86,463 86,273 87,585 87,578 29 36
CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: 581)
123 -153 207 300 578 630 632 -49 -51
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.3 0.6 0.9 98.7 98.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
5 3 4 35 34 42 39
SP15 FIN DA LPM OFF PEAK OTC - ICE OTC Code-064396
FUTURES ONLY POSITIONS AS OF 06/19/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 587,254
COMMITMENTS
9,039 0 977 577,238 586,277 587,254 587,254 0 0
CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: -8,056)
2,008 0 -344 -9,720 -7,712 -8,056 -8,056 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.5 0.0 0.2 98.3 99.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
4 0 1 28 26 32 27
Updated June 22, 2012