NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
FUTURES ONLY POSITIONS AS OF 07/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 4,794,808
COMMITMENTS
773,046 174,780 1402287 2603307 3206012 4778640 4783079 16,168 11,729
CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: -288,629)
-9,797 -16,404 -49,513 -227,365 -222,514 -286,675 -288,431 -1,954 -198
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.1 3.6 29.2 54.3 66.9 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 221)
49 22 59 141 135 209 198
SOCAL BORDER FIN BASIS - ICE OTC Code-023393
FUTURES ONLY POSITIONS AS OF 07/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 322,386
COMMITMENTS
7,330 12,392 5,866 295,879 300,966 309,075 319,224 13,311 3,162
CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: 4,480)
5,215 937 -882 -1,017 4,326 3,316 4,381 1,164 99
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.3 3.8 1.8 91.8 93.4 95.9 99.0 4.1 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
6 4 8 38 40 47 49
PG&E CITYGATE FIN BASIS - ICE OTC Code-023394
FUTURES ONLY POSITIONS AS OF 07/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 166,198
COMMITMENTS
561 6,659 3,646 158,336 153,153 162,543 163,458 3,655 2,740
CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: 2,798)
217 926 -252 1,630 1,988 1,595 2,662 1,203 136
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.3 4.0 2.2 95.3 92.2 97.8 98.4 2.2 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
1 2 2 33 34 35 37
NWP ROCKIES FIN BASIS - ICE OTC Code-023395
FUTURES ONLY POSITIONS AS OF 07/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 270,371
COMMITMENTS
1,872 13,911 1,452 261,038 245,324 264,362 260,687 6,009 9,684
CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: 3,768)
120 -975 -634 3,275 5,311 2,761 3,702 1,007 66
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.7 5.1 0.5 96.5 90.7 97.8 96.4 2.2 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
1 3 4 37 34 41 38
AECO FIN BASIS - ICE OTC Code-023396
FUTURES ONLY POSITIONS AS OF 07/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 748,424
COMMITMENTS
2,982 5,523 19,780 723,029 718,075 745,791 743,378 2,633 5,046
CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: -7,883)
-598 77 -1,229 -6,622 -7,920 -8,449 -9,072 566 1,189
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.4 0.7 2.6 96.6 95.9 99.6 99.3 0.4 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
4 3 5 58 48 63 55
CHICAGO FIN BASIS - ICE OTC Code-023397
FUTURES ONLY POSITIONS AS OF 07/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 214,723
COMMITMENTS
6,865 0 1,097 198,852 209,444 206,814 210,541 7,909 4,182
CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: 987)
-1,123 0 -614 1,967 506 230 -108 757 1,095
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.2 0.0 0.5 92.6 97.5 96.3 98.1 3.7 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
3 0 2 31 32 34 34
HSC FIN BASIS - ICE OTC Code-023398
FUTURES ONLY POSITIONS AS OF 07/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 306,950
COMMITMENTS
22,529 1,080 18,614 259,787 278,822 300,930 298,516 6,020 8,434
CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: -3,079)
5,608 -150 -6,495 -2,848 2,602 -3,735 -4,043 656 964
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.3 0.4 6.1 84.6 90.8 98.0 97.3 2.0 2.7
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 07/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 148,745
COMMITMENTS
9,630 0 5,675 131,386 138,760 146,691 144,435 2,054 4,310
CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: 1,796)
289 -890 50 1,455 2,449 1,794 1,609 2 187
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.5 0.0 3.8 88.3 93.3 98.6 97.1 1.4 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
6 0 3 40 35 46 38
PJM WH REAL TIME PEAK OTC - ICE OTC Code-064363
FUTURES ONLY POSITIONS AS OF 07/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 175,053
COMMITMENTS
16,183 1,082 26,011 130,242 147,265 172,436 174,358 2,617 695
CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: -1,982)
-1,581 24 847 -1,848 -3,143 -2,582 -2,272 600 290
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.2 0.6 14.9 74.4 84.1 98.5 99.6 1.5 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
15 6 11 50 53 69 67
MID-C FINANCIAL PEAK OTC - ICE OTC Code-064391
FUTURES ONLY POSITIONS AS OF 07/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 66,178
COMMITMENTS
247 424 289 65,562 65,411 66,098 66,124 80 54
CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: -221)
-29 301 57 -249 -579 -221 -221 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.4 0.6 0.4 99.1 98.8 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
5 2 3 32 28 39 31
MID-C FINANCIAL OFF-PEAK OTC - ICE OTC Code-064392
FUTURES ONLY POSITIONS AS OF 07/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 582,143
COMMITMENTS
6,351 0 648 575,144 581,495 582,143 582,143 0 0
CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: 3,244)
1,330 0 0 1,914 3,244 3,244 3,244 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.1 0.0 0.1 98.8 99.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
4 0 2 27 29 31 31
PJM WH OFF PEAK REAL TIME OTC - ICE OTC Code-064394
FUTURES ONLY POSITIONS AS OF 07/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,623,844
COMMITMENTS
161,216 30,245 66,347 1396281 1527252 1623844 1623844 0 0
CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: 12,664)
11,053 -3,198 -1,617 3,228 17,479 12,664 12,664 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.9 1.9 4.1 86.0 94.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
6 3 8 41 41 50 49
SP15 FIN DAYAHEAD LPM PEAK OTC - ICE OTC Code-064395
FUTURES ONLY POSITIONS AS OF 07/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 82,771
COMMITMENTS
287 755 1,047 81,283 80,806 82,617 82,608 154 163
CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: -515)
-52 358 253 -868 -1,278 -667 -667 152 152
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.3 0.9 1.3 98.2 97.6 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
3 4 5 33 34 39 40
SP15 FIN DA LPM OFF PEAK OTC - ICE OTC Code-064396
FUTURES ONLY POSITIONS AS OF 07/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 548,316
COMMITMENTS
2,878 5,149 3,275 542,163 539,892 548,316 548,316 0 0
CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: 262)
-672 2,510 0 934 -2,248 262 262 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.5 0.9 0.6 98.9 98.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 3 2 24 22 28 26
Updated August 3, 2012