NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
FUTURES ONLY POSITIONS AS OF 07/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 5,083,437
COMMITMENTS
782,843 191,184 1451800 2830672 3428526 5065315 5071510 18,122 11,927
CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 194,326)
39,276 -17,117 134,339 20,192 76,232 193,807 193,454 519 872
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.4 3.8 28.6 55.7 67.4 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 219)
45 22 58 144 137 209 198
SOCAL BORDER FIN BASIS - ICE OTC Code-023393
FUTURES ONLY POSITIONS AS OF 07/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 317,906
COMMITMENTS
2,115 11,455 6,748 296,896 296,640 305,759 314,843 12,147 3,063
CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: -2,683)
657 -1,300 1,746 -3,849 -2,880 -1,446 -2,434 -1,237 -249
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.7 3.6 2.1 93.4 93.3 96.2 99.0 3.8 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
5 4 6 37 40 45 47
PG&E CITYGATE FIN BASIS - ICE OTC Code-023394
FUTURES ONLY POSITIONS AS OF 07/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 163,400
COMMITMENTS
344 5,733 3,898 156,706 151,165 160,948 160,796 2,452 2,604
CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 849)
-331 -750 601 778 1,411 1,048 1,262 -199 -413
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.2 3.5 2.4 95.9 92.5 98.5 98.4 1.5 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 2 2 33 33 35 36
NWP ROCKIES FIN BASIS - ICE OTC Code-023395
FUTURES ONLY POSITIONS AS OF 07/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 266,603
COMMITMENTS
1,752 14,886 2,086 257,763 240,013 261,601 256,985 5,002 9,618
CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 4,897)
-310 1,064 929 4,607 4,675 5,226 6,668 -329 -1,771
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.7 5.6 0.8 96.7 90.0 98.1 96.4 1.9 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
1 3 4 34 32 38 36
AECO FIN BASIS - ICE OTC Code-023396
FUTURES ONLY POSITIONS AS OF 07/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 756,307
COMMITMENTS
3,580 5,446 21,009 729,651 725,995 754,240 752,450 2,067 3,857
CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 2,601)
1,512 -4,174 -8,903 10,251 15,853 2,860 2,776 -259 -175
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.5 0.7 2.8 96.5 96.0 99.7 99.5 0.3 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
3 5 6 58 49 64 57
CHICAGO FIN BASIS - ICE OTC Code-023397
FUTURES ONLY POSITIONS AS OF 07/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 213,736
COMMITMENTS
7,988 0 1,711 196,885 208,938 206,584 210,649 7,152 3,087
CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: -573)
-250 0 -365 469 -300 -146 -665 -427 92
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.7 0.0 0.8 92.1 97.8 96.7 98.6 3.3 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
4 0 3 30 30 34 33
HSC FIN BASIS - ICE OTC Code-023398
FUTURES ONLY POSITIONS AS OF 07/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 310,029
COMMITMENTS
16,921 1,230 25,109 262,635 276,220 304,665 302,559 5,364 7,470
CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: -5,535)
505 -1,013 -2,062 -3,445 -1,625 -5,002 -4,700 -533 -835
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.5 0.4 8.1 84.7 89.1 98.3 97.6 1.7 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
4 2 6 40 43 46 49
WAHA FIN BASIS - ICE OTC Code-023399
FUTURES ONLY POSITIONS AS OF 07/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 146,949
COMMITMENTS
9,341 890 5,625 129,931 136,311 144,897 142,826 2,052 4,123
CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: -207)
-843 -12 694 4 388 -145 1,070 -62 -1,277
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.4 0.6 3.8 88.4 92.8 98.6 97.2 1.4 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
5 2 4 39 34 45 39
PJM WH REAL TIME PEAK OTC - ICE OTC Code-064363
FUTURES ONLY POSITIONS AS OF 07/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 177,035
COMMITMENTS
17,764 1,058 25,164 132,090 150,408 175,018 176,630 2,017 405
CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 2,669)
578 -318 1,015 1,178 2,392 2,771 3,089 -102 -420
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.0 0.6 14.2 74.6 85.0 98.9 99.8 1.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
13 4 12 51 53 68 66
MID-C FINANCIAL PEAK OTC - ICE OTC Code-064391
FUTURES ONLY POSITIONS AS OF 07/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 66,399
COMMITMENTS
276 123 232 65,811 65,990 66,319 66,345 80 54
CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 542)
125 -21 -28 469 591 566 542 -24 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.4 0.2 0.3 99.1 99.4 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
5 1 3 31 27 37 30
MID-C FINANCIAL OFF-PEAK OTC - ICE OTC Code-064392
FUTURES ONLY POSITIONS AS OF 07/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 578,899
COMMITMENTS
5,021 0 648 573,230 578,251 578,899 578,899 0 0
CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 11,748)
950 -640 -1,574 12,372 13,962 11,748 11,748 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.9 0.0 0.1 99.0 99.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 0 2 27 29 30 31
PJM WH OFF PEAK REAL TIME OTC - ICE OTC Code-064394
FUTURES ONLY POSITIONS AS OF 07/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,611,180
COMMITMENTS
150,163 33,443 67,964 1393053 1509773 1611180 1611180 0 0
CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: -8,422)
22,877 -1,233 -2,040 -29,259 -5,149 -8,422 -8,422 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.3 2.1 4.2 86.5 93.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
6 3 7 42 40 51 47
SP15 FIN DAYAHEAD LPM PEAK OTC - ICE OTC Code-064395
FUTURES ONLY POSITIONS AS OF 07/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 83,286
COMMITMENTS
339 397 794 82,151 82,084 83,284 83,275 2 11
CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 459)
314 -33 80 237 608 631 655 -172 -196
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.4 0.5 1.0 98.6 98.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
3 4 5 33 35 39 41
SP15 FIN DA LPM OFF PEAK OTC - ICE OTC Code-064396
FUTURES ONLY POSITIONS AS OF 07/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 548,054
COMMITMENTS
3,550 2,639 3,275 541,229 542,140 548,054 548,054 0 0
CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 979)
-353 1,951 977 355 -1,949 979 979 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.6 0.5 0.6 98.8 98.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 2 2 24 23 28 26
Updated July 27, 2012