NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
FUTURES ONLY POSITIONS AS OF 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 4,694,139
COMMITMENTS
589,595 277,538 1371499 2714720 3034288 4675814 4683325 18,325 10,814
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: -7,925)
-1,497 35,330 -34,444 26,018 -8,794 -9,923 -7,908 1,998 -17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.6 5.9 29.2 57.8 64.6 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 225)
43 29 61 141 137 210 202
SOCAL BORDER FIN BASIS - ICE OTC Code-023393
FUTURES ONLY POSITIONS AS OF 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 293,354
COMMITMENTS
5,109 16,699 4,165 270,366 270,125 279,640 290,989 13,714 2,365
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: -1,797)
1,941 2,191 -1,061 -2,234 -2,930 -1,354 -1,800 -443 3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.7 5.7 1.4 92.2 92.1 95.3 99.2 4.7 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
6 5 5 38 38 46 46
PG&E CITYGATE FIN BASIS - ICE OTC Code-023394
FUTURES ONLY POSITIONS AS OF 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 155,641
COMMITMENTS
906 4,773 2,743 148,205 143,673 151,854 151,189 3,787 4,452
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: -1,411)
-151 -1,934 -172 -1,884 -207 -2,207 -2,313 796 902
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.6 3.1 1.8 95.2 92.3 97.6 97.1 2.4 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 4 1 31 32 33 36
NWP ROCKIES FIN BASIS - ICE OTC Code-023395
FUTURES ONLY POSITIONS AS OF 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 269,987
COMMITMENTS
1,650 8,701 2,214 260,192 251,379 264,056 262,294 5,931 7,693
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 7,053)
-360 1,321 -1,109 8,308 6,595 6,839 6,807 214 246
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.6 3.2 0.8 96.4 93.1 97.8 97.2 2.2 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
1 1 2 38 37 40 39
AECO FIN BASIS - ICE OTC Code-023396
FUTURES ONLY POSITIONS AS OF 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 744,141
COMMITMENTS
6,232 4,278 20,425 715,324 716,285 741,981 740,988 2,160 3,153
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 4,849)
916 -331 148 3,479 5,007 4,543 4,824 306 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.8 0.6 2.7 96.1 96.3 99.7 99.6 0.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
5 3 8 58 47 66 55
CHICAGO FIN BASIS - ICE OTC Code-023397
FUTURES ONLY POSITIONS AS OF 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 218,700
COMMITMENTS
3,513 0 1,015 207,903 213,763 212,431 214,778 6,269 3,922
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 2,643)
793 0 -593 1,358 2,983 1,558 2,390 1,085 253
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.6 0.0 0.5 95.1 97.7 97.1 98.2 2.9 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
3 0 1 31 32 34 33
HSC FIN BASIS - ICE OTC Code-023398
FUTURES ONLY POSITIONS AS OF 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 293,777
COMMITMENTS
20,901 1,547 13,213 252,812 275,006 286,926 289,766 6,851 4,011
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 9,138)
-1,482 -41 -182 10,993 14,330 9,329 14,107 -191 -4,969
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.1 0.5 4.5 86.1 93.6 97.7 98.6 2.3 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
4 2 5 42 43 47 49
WAHA FIN BASIS - ICE OTC Code-023399
FUTURES ONLY POSITIONS AS OF 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 147,283
COMMITMENTS
10,699 480 8,448 124,554 131,823 143,701 140,751 3,582 6,532
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 5,380)
-2,698 180 2,251 5,333 2,641 4,886 5,072 494 308
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.3 0.3 5.7 84.6 89.5 97.6 95.6 2.4 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
6 1 3 39 35 45 39
PJM WH REAL TIME PEAK OTC - ICE OTC Code-064363
FUTURES ONLY POSITIONS AS OF 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 182,525
COMMITMENTS
21,627 1,704 26,701 132,631 153,584 180,959 181,989 1,566 536
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 6,170)
-627 683 928 5,762 4,664 6,063 6,275 107 -105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.8 0.9 14.6 72.7 84.1 99.1 99.7 0.9 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
12 8 14 55 55 72 72
MID-C FINANCIAL PEAK OTC - ICE OTC Code-064391
FUTURES ONLY POSITIONS AS OF 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 63,244
COMMITMENTS
563 42 908 61,745 62,270 63,216 63,220 28 24
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 632)
-104 -1 129 607 480 632 608 0 24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.9 0.1 1.4 97.6 98.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
5 1 2 30 27 36 29
MID-C FINANCIAL OFF-PEAK OTC - ICE OTC Code-064392
FUTURES ONLY POSITIONS AS OF 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 556,463
COMMITMENTS
3,537 1,955 3,257 549,669 551,251 556,463 556,463 0 0
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 9,205)
366 977 -1,279 10,118 9,507 9,205 9,205 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.6 0.4 0.6 98.8 99.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 2 3 27 30 30 34
PJM WH OFF PEAK REAL TIME OTC - ICE OTC Code-064394
FUTURES ONLY POSITIONS AS OF 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,660,860
COMMITMENTS
162,432 9,335 72,506 1425922 1579019 1660860 1660860 0 0
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 61,250)
9,761 -2,768 9,880 41,609 54,138 61,250 61,250 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.8 0.6 4.4 85.9 95.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
6 3 8 40 44 49 52
SP15 FIN DAYAHEAD LPM PEAK OTC - ICE OTC Code-064395
FUTURES ONLY POSITIONS AS OF 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 76,523
COMMITMENTS
75 1,202 2,968 73,478 72,321 76,521 76,491 2 32
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 685)
0 156 -226 935 755 709 685 -24 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.1 1.6 3.9 96.0 94.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
1 4 3 33 33 37 37
SP15 FIN DA LPM OFF PEAK OTC - ICE OTC Code-064396
FUTURES ONLY POSITIONS AS OF 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 521,087
COMMITMENTS
5,114 624 7,967 508,006 512,496 521,087 521,087 0 0
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 14,349)
3,548 -5,715 4,148 6,653 15,916 14,349 14,349 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.0 0.1 1.5 97.5 98.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 1 2 24 25 26 28
Updated August 31, 2012