NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
FUTURES ONLY POSITIONS AS OF 08/02/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 4,505,478
COMMITMENTS
521,008 287,367 1373193 2575168 2824621 4469369 4485181 36,109 20,297
CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: -205,858)
-28,018 40,020 -101,114 -72,465 -137,588 -201,597 -198,682 -4,261 -7,176
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.6 6.4 30.5 57.2 62.7 99.2 99.5 0.8 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 226)
39 37 68 139 139 210 212
SOCAL BORDER FIN BASIS - ICE OTC Code-023393
FUTURES ONLY POSITIONS AS OF 08/02/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 366,299
COMMITMENTS
12,107 15,079 21,652 318,265 325,365 352,024 362,096 14,275 4,203
CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: -4,010)
-2,591 -1,750 -1,143 802 -276 -2,932 -3,169 -1,078 -841
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.3 4.1 5.9 86.9 88.8 96.1 98.9 3.9 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
8 6 12 43 44 56 57
PG&E CITYGATE FIN BASIS - ICE OTC Code-023394
FUTURES ONLY POSITIONS AS OF 08/02/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 195,479
COMMITMENTS
10,692 3,936 3,857 175,950 184,224 190,499 192,017 4,980 3,462
CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: 3,045)
-1,002 -366 -645 3,803 4,081 2,156 3,070 889 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.5 2.0 2.0 90.0 94.2 97.5 98.2 2.5 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
5 2 4 41 40 47 45
NWP ROCKIES FIN BASIS - ICE OTC Code-023395
FUTURES ONLY POSITIONS AS OF 08/02/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 317,421
COMMITMENTS
0 20,787 10,121 304,361 279,569 314,482 310,477 2,939 6,944
CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: -4,089)
0 -2,451 590 -5,290 -3,238 -4,700 -5,099 611 1,010
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 6.5 3.2 95.9 88.1 99.1 97.8 0.9 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
0 8 4 40 36 44 44
AECO FIN BASIS - ICE OTC Code-023396
FUTURES ONLY POSITIONS AS OF 08/02/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 699,756
COMMITMENTS
1,707 34,901 29,487 666,159 633,345 697,353 697,733 2,403 2,023
CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: 23,888)
1,468 -11,154 7,495 15,953 28,424 24,916 24,765 -1,028 -877
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.2 5.0 4.2 95.2 90.5 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
3 9 11 60 52 71 64
CHICAGO FIN BASIS - ICE OTC Code-023397
FUTURES ONLY POSITIONS AS OF 08/02/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 207,588
COMMITMENTS
7,939 12,008 4,975 186,313 181,909 199,227 198,892 8,361 8,696
CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: 6,234)
1,758 3,066 -775 3,576 3,789 4,559 6,080 1,675 154
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.8 5.8 2.4 89.8 87.6 96.0 95.8 4.0 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 1 4 32 26 36 30
HSC FIN BASIS - ICE OTC Code-023398
FUTURES ONLY POSITIONS AS OF 08/02/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 315,181
COMMITMENTS
6,325 27,370 17,767 283,027 261,799 307,119 306,936 8,062 8,245
CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: -1,443)
1,391 -1,258 -1,435 -2,920 647 -2,964 -2,046 1,521 603
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.0 8.7 5.6 89.8 83.1 97.4 97.4 2.6 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
4 3 5 45 44 51 50
WAHA FIN BASIS - ICE OTC Code-023399
FUTURES ONLY POSITIONS AS OF 08/02/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 165,892
COMMITMENTS
7,439 12,030 6,338 149,028 143,637 162,805 162,005 3,087 3,887
CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: 2,414)
30 -3,354 433 1,678 4,844 2,141 1,923 273 491
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.5 7.3 3.8 89.8 86.6 98.1 97.7 1.9 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
3 3 4 32 43 37 48
PJM WH REAL TIME PEAK OTC - ICE OTC Code-064363
FUTURES ONLY POSITIONS AS OF 08/02/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 167,213
COMMITMENTS
41,260 1,950 15,550 109,339 149,262 166,149 166,762 1,064 451
CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: -3,399)
-1,199 -731 222 -2,054 -2,612 -3,031 -3,121 -368 -278
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.7 1.2 9.3 65.4 89.3 99.4 99.7 0.6 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
16 5 16 55 53 76 70
MID-C FINANCIAL PEAK OTC - ICE OTC Code-064391
FUTURES ONLY POSITIONS AS OF 08/02/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 62,338
COMMITMENTS
222 1,790 655 61,307 59,739 62,184 62,184 154 154
CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: -4,331)
-453 -265 -674 -3,281 -3,469 -4,408 -4,408 77 77
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.4 2.9 1.1 98.3 95.8 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
2 5 4 30 29 35 36
MID-C FINANCIAL OFF-PEAK OTC - ICE OTC Code-064392
FUTURES ONLY POSITIONS AS OF 08/02/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 517,410
COMMITMENTS
8,472 3,434 1,640 507,298 512,336 517,410 517,410 0 0
CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: -49,853)
48 -10,190 -16 -49,557 -39,319 -49,525 -49,525 -328 -328
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.6 0.7 0.3 98.0 99.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 3 1 23 23 26 26
PJM WH OFF PEAK REAL TIME OTC - ICE OTC Code-064394
FUTURES ONLY POSITIONS AS OF 08/02/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,666,327
COMMITMENTS
31,825 66,069 87,327 1547151 1512931 1666303 1666327 24 0
CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: -10,025)
3,490 5,717 -6,309 -7,206 -9,433 -10,025 -10,025 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.9 4.0 5.2 92.8 90.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
6 7 7 38 35 48 45
SP15 FIN DAYAHEAD LPM PEAK OTC - ICE OTC Code-064395
FUTURES ONLY POSITIONS AS OF 08/02/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 130,360
COMMITMENTS
2,268 2,244 2,153 125,760 125,948 130,181 130,345 179 15
CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: 1,117)
25 -153 -112 1,050 1,488 963 1,223 154 -106
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.7 1.7 1.7 96.5 96.6 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
6 4 7 34 39 43 47
SP15 FIN DA LPM OFF PEAK OTC - ICE OTC Code-064396
FUTURES ONLY POSITIONS AS OF 08/02/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 468,998
COMMITMENTS
1,256 5,800 944 466,798 462,254 468,998 468,998 0 0
CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: -7,563)
632 360 -8 -8,187 -7,915 -7,563 -7,563 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.3 1.2 0.2 99.5 98.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 2 2 24 24 27 27
Updated August 5, 2011