NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
FUTURES ONLY POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 4,956,523
COMMITMENTS
770,181 240,517 1293411 2865454 3403599 4929046 4937527 27,477 18,996
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: -46,716)
25,862 -105,503 -6,701 -64,025 76,915 -44,864 -35,289 -1,852 -11,427
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.5 4.9 26.1 57.8 68.7 99.4 99.6 0.6 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 224)
35 33 60 146 139 211 204
SOCAL BORDER FIN BASIS - ICE OTC Code-023393
FUTURES ONLY POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 316,389
COMMITMENTS
1,879 9,504 6,778 294,432 296,843 303,089 313,125 13,300 3,264
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: 1,926)
-1,312 3,896 1,142 3,403 -4,501 3,233 537 -1,307 1,389
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.6 3.0 2.1 93.1 93.8 95.8 99.0 4.2 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
4 7 8 38 42 47 52
PG&E CITYGATE FIN BASIS - ICE OTC Code-023394
FUTURES ONLY POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 160,310
COMMITMENTS
475 6,589 3,480 152,611 146,443 156,566 156,512 3,744 3,798
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: -2,780)
475 -1,485 116 -3,413 -1,908 -2,822 -3,277 42 497
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.3 4.1 2.2 95.2 91.3 97.7 97.6 2.3 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
1 1 2 30 34 32 37
NWP ROCKIES FIN BASIS - ICE OTC Code-023395
FUTURES ONLY POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 282,798
COMMITMENTS
4,241 17,866 1,508 272,183 252,493 277,932 271,867 4,866 10,931
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: 10,558)
-1,116 2,594 448 10,981 11,669 10,313 14,711 245 -4,153
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.5 6.3 0.5 96.2 89.3 98.3 96.1 1.7 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
1 4 5 36 34 41 39
AECO FIN BASIS - ICE OTC Code-023396
FUTURES ONLY POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 755,127
COMMITMENTS
482 19,256 21,197 729,903 709,656 751,582 750,109 3,545 5,018
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: 4,050)
-834 7,922 -5,117 9,630 345 3,679 3,150 371 900
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.1 2.6 2.8 96.7 94.0 99.5 99.3 0.5 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
2 6 7 58 50 65 58
CHICAGO FIN BASIS - ICE OTC Code-023397
FUTURES ONLY POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 224,589
COMMITMENTS
13,372 0 1,299 203,739 220,112 218,410 221,411 6,179 3,178
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: 2,556)
-771 0 49 3,732 2,541 3,010 2,590 -454 -34
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.0 0.0 0.6 90.7 98.0 97.2 98.6 2.8 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
2 0 2 30 28 32 30
HSC FIN BASIS - ICE OTC Code-023398
FUTURES ONLY POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 335,438
COMMITMENTS
12,327 2,798 34,598 281,243 288,573 328,168 325,969 7,270 9,469
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: 309)
-402 -163 -398 1,047 -153 247 -714 62 1,023
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.7 0.8 10.3 83.8 86.0 97.8 97.2 2.2 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
4 4 7 39 43 46 51
WAHA FIN BASIS - ICE OTC Code-023399
FUTURES ONLY POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 158,950
COMMITMENTS
11,542 1,989 6,887 137,642 143,856 156,071 152,732 2,879 6,218
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: 5,879)
-1,909 1,005 1,115 6,863 3,353 6,069 5,473 -190 406
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.3 1.3 4.3 86.6 90.5 98.2 96.1 1.8 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
4 2 2 35 32 40 35
PJM WH REAL TIME PEAK OTC - ICE OTC Code-064363
FUTURES ONLY POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 179,039
COMMITMENTS
22,497 1,794 23,269 131,777 152,559 177,543 177,622 1,496 1,417
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: -2,396)
264 -1,018 144 -2,879 -1,560 -2,471 -2,434 75 38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.6 1.0 13.0 73.6 85.2 99.2 99.2 0.8 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
19 4 13 56 56 78 71
MID-C FINANCIAL PEAK OTC - ICE OTC Code-064391
FUTURES ONLY POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 69,882
COMMITMENTS
180 143 238 69,438 69,501 69,856 69,882 26 0
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: 1,017)
75 76 -76 1,119 1,067 1,118 1,067 -101 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.3 0.2 0.3 99.4 99.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
4 1 1 31 30 36 31
MID-C FINANCIAL OFF-PEAK OTC - ICE OTC Code-064392
FUTURES ONLY POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 617,887
COMMITMENTS
3,120 947 3,499 610,949 613,122 617,568 617,568 319 319
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: -801)
-688 -1,360 25 -113 559 -776 -776 -25 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.5 0.2 0.6 98.9 99.2 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 2 3 29 29 33 33
PJM WH OFF PEAK REAL TIME OTC - ICE OTC Code-064394
FUTURES ONLY POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,632,828
COMMITMENTS
98,044 34,290 66,098 1468686 1532440 1632828 1632828 0 0
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: 17,139)
8,624 3,879 378 8,151 12,882 17,153 17,139 -14 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.0 2.1 4.0 89.9 93.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
8 5 8 42 41 52 52
SP15 FIN DAYAHEAD LPM PEAK OTC - ICE OTC Code-064395
FUTURES ONLY POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 89,376
COMMITMENTS
251 589 768 88,203 87,983 89,222 89,340 154 36
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: 1,762)
-50 105 -53 1,740 1,710 1,637 1,762 125 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.3 0.7 0.9 98.7 98.4 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
4 3 4 35 34 41 39
SP15 FIN DA LPM OFF PEAK OTC - ICE OTC Code-064396
FUTURES ONLY POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 587,174
COMMITMENTS
7,047 688 1,321 578,806 585,165 587,174 587,174 0 0
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: -80)
-1,992 688 344 1,568 -1,112 -80 -80 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.2 0.1 0.2 98.6 99.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
4 1 1 27 25 31 27
Updated June 29, 2012