NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
FUTURES ONLY POSITIONS AS OF 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 4,889,111
COMMITMENTS
743,567 208,301 1317461 2810480 3352294 4871508 4878056 17,603 11,055
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: -20,449)
-22,707 -5,819 20,979 -15,722 -30,226 -17,450 -15,066 -2,999 -5,383
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.2 4.3 26.9 57.5 68.6 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 221)
40 26 59 146 137 211 198
SOCAL BORDER FIN BASIS - ICE OTC Code-023393
FUTURES ONLY POSITIONS AS OF 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 320,589
COMMITMENTS
1,458 12,755 5,002 300,745 299,520 307,205 317,277 13,384 3,312
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 12,296)
-1,700 1,218 342 12,927 10,328 11,569 11,888 727 408
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.5 4.0 1.6 93.8 93.4 95.8 99.0 4.2 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
3 5 7 37 39 45 46
PG&E CITYGATE FIN BASIS - ICE OTC Code-023394
FUTURES ONLY POSITIONS AS OF 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 162,551
COMMITMENTS
675 6,483 3,297 155,928 149,754 159,900 159,534 2,651 3,017
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 8,694)
188 -911 228 8,445 9,128 8,861 8,445 -167 249
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.4 4.0 2.0 95.9 92.1 98.4 98.1 1.6 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
1 3 2 33 33 35 37
NWP ROCKIES FIN BASIS - ICE OTC Code-023395
FUTURES ONLY POSITIONS AS OF 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 261,706
COMMITMENTS
2,062 13,822 1,157 253,156 235,338 256,375 250,317 5,331 11,389
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 4,505)
-1,598 277 -319 5,847 2,476 3,930 2,434 575 2,071
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.8 5.3 0.4 96.7 89.9 98.0 95.6 2.0 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
1 3 3 34 33 38 36
AECO FIN BASIS - ICE OTC Code-023396
FUTURES ONLY POSITIONS AS OF 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 753,706
COMMITMENTS
2,068 9,620 29,912 719,400 710,142 751,380 749,674 2,326 4,032
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 10,901)
268 469 10 11,149 10,269 11,427 10,748 -526 153
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.3 1.3 4.0 95.4 94.2 99.7 99.5 0.3 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
4 4 7 59 50 66 58
CHICAGO FIN BASIS - ICE OTC Code-023397
FUTURES ONLY POSITIONS AS OF 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 214,309
COMMITMENTS
8,238 0 2,076 196,416 209,238 206,730 211,314 7,579 2,995
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 519)
-1,373 0 -182 2,205 673 650 491 -131 28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.8 0.0 1.0 91.7 97.6 96.5 98.6 3.5 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
3 0 2 29 29 32 31
HSC FIN BASIS - ICE OTC Code-023398
FUTURES ONLY POSITIONS AS OF 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 315,564
COMMITMENTS
16,416 2,243 27,171 266,080 277,845 309,667 307,259 5,897 8,305
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 589)
5,212 80 -6,442 2,272 7,072 1,042 710 -453 -121
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.2 0.7 8.6 84.3 88.0 98.1 97.4 1.9 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
4 3 6 41 44 47 51
WAHA FIN BASIS - ICE OTC Code-023399
FUTURES ONLY POSITIONS AS OF 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 147,156
COMMITMENTS
10,184 902 4,931 129,927 135,923 145,042 141,756 2,114 5,400
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 4,229)
63 73 743 4,254 3,261 5,060 4,077 -831 152
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.9 0.6 3.4 88.3 92.4 98.6 96.3 1.4 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
6 2 4 39 33 46 38
PJM WH REAL TIME PEAK OTC - ICE OTC Code-064363
FUTURES ONLY POSITIONS AS OF 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 174,366
COMMITMENTS
17,186 1,376 24,149 130,912 148,016 172,247 173,541 2,119 825
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 777)
-2,036 4 2,168 756 -1,410 888 762 -111 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.9 0.8 13.8 75.1 84.9 98.8 99.5 1.2 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
12 4 11 52 51 67 64
MID-C FINANCIAL PEAK OTC - ICE OTC Code-064391
FUTURES ONLY POSITIONS AS OF 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 65,857
COMMITMENTS
151 144 260 65,342 65,399 65,753 65,803 104 54
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 1,066)
0 52 76 990 962 1,066 1,090 0 -24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.2 0.2 0.4 99.2 99.3 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
4 2 3 31 27 37 30
MID-C FINANCIAL OFF-PEAK OTC - ICE OTC Code-064392
FUTURES ONLY POSITIONS AS OF 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 567,151
COMMITMENTS
4,071 640 2,222 560,858 564,289 567,151 567,151 0 0
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: -3,142)
2,007 -835 -420 -4,729 -1,887 -3,142 -3,142 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.7 0.1 0.4 98.9 99.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 1 1 28 28 31 30
PJM WH OFF PEAK REAL TIME OTC - ICE OTC Code-064394
FUTURES ONLY POSITIONS AS OF 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,619,602
COMMITMENTS
127,286 34,676 70,004 1422312 1514922 1619602 1619602 0 0
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 12,371)
11,747 -4,947 2,775 -2,151 14,543 12,371 12,371 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.9 2.1 4.3 87.8 93.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
6 3 8 41 39 50 47
SP15 FIN DAYAHEAD LPM PEAK OTC - ICE OTC Code-064395
FUTURES ONLY POSITIONS AS OF 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 82,827
COMMITMENTS
25 430 714 81,914 81,476 82,653 82,620 174 207
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: -391)
-70 -299 143 -482 -277 -409 -433 18 42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.5 0.9 98.9 98.4 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
1 6 4 33 35 38 41
SP15 FIN DA LPM OFF PEAK OTC - ICE OTC Code-064396
FUTURES ONLY POSITIONS AS OF 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 547,075
COMMITMENTS
3,903 688 2,298 540,874 544,089 547,075 547,075 0 0
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 4,682)
-24 0 977 3,729 3,705 4,682 4,682 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.7 0.1 0.4 98.9 99.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
4 1 1 25 24 29 26
Updated July 20, 2012