NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
FUTURES ONLY POSITIONS AS OF 08/23/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 4,605,310
COMMITMENTS
349,504 304,759 1514941 2691160 2746680 4555605 4566380 49,705 38,930
CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: 72,868)
-35,546 6,442 67,479 40,922 75 72,855 73,996 13 -1,128
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.6 6.6 32.9 58.4 59.6 98.9 99.2 1.1 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 228)
45 31 66 144 141 216 211
SOCAL BORDER FIN BASIS - ICE OTC Code-023393
FUTURES ONLY POSITIONS AS OF 08/23/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 347,534
COMMITMENTS
11,635 10,336 19,835 302,877 312,341 334,347 342,512 13,187 5,022
CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: 2,739)
-5,893 3,830 -2,289 12,592 4,101 4,410 5,642 -1,671 -2,903
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.3 3.0 5.7 87.2 89.9 96.2 98.6 3.8 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
8 3 10 43 46 54 56
PG&E CITYGATE FIN BASIS - ICE OTC Code-023394
FUTURES ONLY POSITIONS AS OF 08/23/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 182,894
COMMITMENTS
8,932 450 3,927 165,680 175,235 178,539 179,612 4,355 3,282
CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: 1,673)
-486 -760 476 1,604 2,051 1,594 1,767 79 -94
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.9 0.2 2.1 90.6 95.8 97.6 98.2 2.4 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
4 1 3 39 36 43 40
NWP ROCKIES FIN BASIS - ICE OTC Code-023395
FUTURES ONLY POSITIONS AS OF 08/23/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 315,812
COMMITMENTS
2,091 24,152 7,979 301,987 277,870 312,057 310,001 3,755 5,811
CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: 992)
403 -207 278 -538 289 143 360 849 632
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.7 7.6 2.5 95.6 88.0 98.8 98.2 1.2 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
1 6 4 39 37 43 44
AECO FIN BASIS - ICE OTC Code-023396
FUTURES ONLY POSITIONS AS OF 08/23/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 634,776
COMMITMENTS
6,295 21,310 23,356 601,301 589,210 630,952 633,876 3,824 900
CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: -2,510)
2,599 -14,240 5,172 -9,301 7,802 -1,530 -1,266 -980 -1,244
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.0 3.4 3.7 94.7 92.8 99.4 99.9 0.6 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
4 7 9 60 53 70 63
CHICAGO FIN BASIS - ICE OTC Code-023397
FUTURES ONLY POSITIONS AS OF 08/23/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 207,070
COMMITMENTS
8,169 11,945 3,848 186,809 185,010 198,826 200,803 8,244 6,267
CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: 1,696)
-749 -1,611 1,531 284 2,850 1,066 2,770 630 -1,074
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.9 5.8 1.9 90.2 89.3 96.0 97.0 4.0 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
1 2 3 32 26 35 29
HSC FIN BASIS - ICE OTC Code-023398
FUTURES ONLY POSITIONS AS OF 08/23/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 298,691
COMMITMENTS
5,158 11,287 44,104 239,776 237,571 289,038 292,962 9,653 5,729
CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: 4,792)
-681 -10,916 7,102 -1,968 8,056 4,453 4,242 339 550
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.7 3.8 14.8 80.3 79.5 96.8 98.1 3.2 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
2 3 4 45 49 50 53
WAHA FIN BASIS - ICE OTC Code-023399
FUTURES ONLY POSITIONS AS OF 08/23/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 164,590
COMMITMENTS
6,364 10,063 5,312 150,566 141,198 162,242 156,573 2,348 8,017
CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: 10,152)
141 1,552 339 9,582 7,285 10,062 9,176 90 976
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.9 6.1 3.2 91.5 85.8 98.6 95.1 1.4 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
2 1 2 27 39 29 42
PJM WH REAL TIME PEAK OTC - ICE OTC Code-064363
FUTURES ONLY POSITIONS AS OF 08/23/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 160,595
COMMITMENTS
35,688 1,328 15,785 107,934 142,731 159,407 159,844 1,188 751
CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: 677)
-4,219 -1,024 1,419 3,301 58 501 453 176 224
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.2 0.8 9.8 67.2 88.9 99.3 99.5 0.7 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
17 4 13 53 52 74 66
MID-C FINANCIAL PEAK OTC - ICE OTC Code-064391
FUTURES ONLY POSITIONS AS OF 08/23/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 64,342
COMMITMENTS
1,187 1,226 414 62,357 62,318 63,958 63,958 384 384
CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: 397)
608 -173 -306 95 876 397 397 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.8 1.9 0.6 96.9 96.9 99.4 99.4 0.6 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
4 4 4 30 29 35 36
MID-C FINANCIAL OFF-PEAK OTC - ICE OTC Code-064392
FUTURES ONLY POSITIONS AS OF 08/23/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 530,899
COMMITMENTS
12,320 6,691 984 517,595 523,224 530,899 530,899 0 0
CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: 13,797)
4,800 1,946 0 9,645 12,499 14,445 14,445 -648 -648
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.3 1.3 0.2 97.5 98.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 3 2 26 24 29 28
PJM WH OFF PEAK REAL TIME OTC - ICE OTC Code-064394
FUTURES ONLY POSITIONS AS OF 08/23/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,610,022
COMMITMENTS
23,637 47,994 109,406 1476955 1452622 1609998 1610022 24 0
CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: 13,061)
-5,467 -7,295 8,635 10,668 12,496 13,836 13,836 -775 -775
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.5 3.0 6.8 91.7 90.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
7 6 7 38 37 49 46
SP15 FIN DAYAHEAD LPM PEAK OTC - ICE OTC Code-064395
FUTURES ONLY POSITIONS AS OF 08/23/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 123,940
COMMITMENTS
1,153 3,113 2,232 120,394 118,580 123,779 123,925 161 15
CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: 859)
472 881 -317 1,166 705 1,321 1,269 -462 -410
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.9 2.5 1.8 97.1 95.7 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
4 7 5 35 38 42 47
SP15 FIN DA LPM OFF PEAK OTC - ICE OTC Code-064396
FUTURES ONLY POSITIONS AS OF 08/23/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 472,598
COMMITMENTS
2,208 14,374 3,234 467,156 454,990 472,598 472,598 0 0
CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: 3,655)
0 7,055 -623 4,582 -2,473 3,959 3,959 -304 -304
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.5 3.0 0.7 98.8 96.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 3 3 25 26 29 29
Updated August 26, 2011