NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
FUTURES ONLY POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 4,391,339
COMMITMENTS
331,171 292,870 1413211 2611301 2658846 4355683 4364927 35,656 26,412
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: 4,027)
-49,577 19,034 24,706 37,021 -29,670 12,150 14,070 -8,123 -10,043
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.5 6.7 32.2 59.5 60.5 99.2 99.4 0.8 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 227)
44 31 65 142 137 212 208
SOCAL BORDER FIN BASIS - ICE OTC Code-023393
FUTURES ONLY POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 334,358
COMMITMENTS
7,847 11,012 19,740 295,148 298,854 322,735 329,606 11,623 4,752
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: -15,525)
-1,414 3,342 -1,825 -8,829 -15,068 -12,068 -13,551 -3,457 -1,974
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.3 3.3 5.9 88.3 89.4 96.5 98.6 3.5 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
6 3 7 42 41 50 49
PG&E CITYGATE FIN BASIS - ICE OTC Code-023394
FUTURES ONLY POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 182,752
COMMITMENTS
11,520 0 2,443 164,213 176,949 178,176 179,392 4,576 3,360
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: -3,850)
-500 -450 -165 -2,818 -3,721 -3,483 -4,336 -367 486
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.3 0.0 1.3 89.9 96.8 97.5 98.2 2.5 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
4 0 3 34 36 38 39
NWP ROCKIES FIN BASIS - ICE OTC Code-023395
FUTURES ONLY POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 312,737
COMMITMENTS
6,361 27,222 2,473 301,329 277,676 310,163 307,371 2,574 5,366
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: -11,178)
1,870 -1,973 -2,840 -8,635 -6,648 -9,605 -11,461 -1,573 283
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.0 8.7 0.8 96.4 88.8 99.2 98.3 0.8 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
1 5 4 38 40 42 46
AECO FIN BASIS - ICE OTC Code-023396
FUTURES ONLY POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 584,839
COMMITMENTS
7,564 6,603 25,220 548,640 551,819 581,424 583,642 3,415 1,197
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: -32,933)
330 -3,191 -5,289 -27,013 -23,852 -31,972 -32,332 -961 -601
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.3 1.1 4.3 93.8 94.4 99.4 99.8 0.6 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
3 5 7 59 51 66 59
CHICAGO FIN BASIS - ICE OTC Code-023397
FUTURES ONLY POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 209,075
COMMITMENTS
3,744 12,385 7,606 189,335 182,611 200,685 202,602 8,390 6,473
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: -9,128)
-151 5,090 -3,507 -6,002 -11,480 -9,660 -9,897 532 769
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.8 5.9 3.6 90.6 87.3 96.0 96.9 4.0 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 2 3 29 27 32 30
HSC FIN BASIS - ICE OTC Code-023398
FUTURES ONLY POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 275,594
COMMITMENTS
5,117 15,811 33,364 227,056 218,665 265,537 267,840 10,057 7,754
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: -15,293)
-2,854 -3,519 297 -14,826 -13,846 -17,383 -17,068 2,090 1,775
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.9 5.7 12.1 82.4 79.3 96.4 97.2 3.6 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
5 3 5 41 43 49 48
WAHA FIN BASIS - ICE OTC Code-023399
FUTURES ONLY POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 157,295
COMMITMENTS
7,484 7,902 5,852 142,205 136,629 155,541 150,383 1,754 6,912
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: -10,691)
-340 -597 226 -9,551 -8,024 -9,665 -8,395 -1,026 -2,296
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.8 5.0 3.7 90.4 86.9 98.9 95.6 1.1 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 2 3 27 32 30 36
PJM WH REAL TIME PEAK OTC - ICE OTC Code-064363
FUTURES ONLY POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 167,263
COMMITMENTS
37,886 189 18,491 109,352 147,837 165,729 166,517 1,534 746
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: 2,329)
-452 -567 1,575 1,020 1,381 2,143 2,389 186 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.7 0.1 11.1 65.4 88.4 99.1 99.6 0.9 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
22 1 14 54 53 76 68
MID-C FINANCIAL PEAK OTC - ICE OTC Code-064391
FUTURES ONLY POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 59,112
COMMITMENTS
1,862 797 332 56,918 57,983 59,112 59,112 0 0
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: -5,182)
309 -141 -136 -5,355 -4,905 -5,182 -5,182 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.1 1.3 0.6 96.3 98.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 4 3 29 25 33 31
MID-C FINANCIAL OFF-PEAK OTC - ICE OTC Code-064392
FUTURES ONLY POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 531,723
COMMITMENTS
12,782 7,539 2,920 515,413 520,000 531,115 530,459 608 1,264
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: -19,311)
-3,303 -432 -1,009 -15,607 -19,134 -19,919 -20,575 608 1,264
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.4 1.4 0.5 96.9 97.8 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 3 3 25 25 30 29
PJM WH OFF PEAK REAL TIME OTC - ICE OTC Code-064394
FUTURES ONLY POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,602,017
COMMITMENTS
48,218 44,486 109,035 1442404 1448496 1599657 1602017 2,360 0
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: 4,287)
21,444 2,810 7,470 -26,963 -5,993 1,951 4,287 2,336 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.0 2.8 6.8 90.0 90.4 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
9 5 9 39 38 51 49
SP15 FIN DAYAHEAD LPM PEAK OTC - ICE OTC Code-064395
FUTURES ONLY POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 127,832
COMMITMENTS
1,297 3,250 2,036 124,364 122,531 127,697 127,817 135 15
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: -1,665)
277 294 -603 -261 -274 -587 -583 -1,078 -1,082
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.0 2.5 1.6 97.3 95.9 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
6 4 5 34 38 43 44
SP15 FIN DA LPM OFF PEAK OTC - ICE OTC Code-064396
FUTURES ONLY POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 465,881
COMMITMENTS
4,768 29,088 1,280 459,505 435,513 465,553 465,881 328 0
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: -20,533)
0 9,840 0 -20,861 -30,373 -20,861 -20,533 328 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.0 6.2 0.3 98.6 93.5 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 4 2 25 26 29 30
Updated September 9, 2011