NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
FUTURES ONLY POSITIONS AS OF 09/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 4,334,771
COMMITMENTS
305,219 321,769 1309846 2684982 2677537 4300047 4309152 34,724 25,619
CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: 10,311)
-2,797 19,272 20,719 -7,718 -29,810 10,204 10,181 107 130
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.0 7.4 30.2 61.9 61.8 99.2 99.4 0.8 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 222)
36 35 63 140 134 206 206
SOCAL BORDER FIN BASIS - ICE OTC Code-023393
FUTURES ONLY POSITIONS AS OF 09/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 338,833
COMMITMENTS
11,139 8,188 16,454 296,559 310,446 324,152 335,088 14,681 3,745
CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: 246)
2,701 -2,074 -757 -4,993 2,922 -3,049 91 3,295 155
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.3 2.4 4.9 87.5 91.6 95.7 98.9 4.3 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
7 4 11 44 45 55 56
PG&E CITYGATE FIN BASIS - ICE OTC Code-023394
FUTURES ONLY POSITIONS AS OF 09/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 210,908
COMMITMENTS
6,174 173 3,786 197,886 204,506 207,846 208,465 3,062 2,443
CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: 1,864)
119 173 -15 2,519 2,008 2,623 2,166 -759 -302
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.9 0.1 1.8 93.8 97.0 98.5 98.8 1.5 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
4 1 4 37 38 42 42
NWP ROCKIES FIN BASIS - ICE OTC Code-023395
FUTURES ONLY POSITIONS AS OF 09/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 338,999
COMMITMENTS
3,155 30,703 7,164 324,096 291,467 334,415 329,334 4,584 9,665
CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: 13,280)
1,178 3,356 -1,147 13,255 9,119 13,286 11,328 -6 1,952
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.9 9.1 2.1 95.6 86.0 98.6 97.1 1.4 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
1 5 5 40 41 45 47
AECO FIN BASIS - ICE OTC Code-023396
FUTURES ONLY POSITIONS AS OF 09/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 641,454
COMMITMENTS
13,245 2,666 22,805 600,747 613,035 636,797 638,506 4,657 2,948
CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: 34,078)
1,936 16 -1,438 31,838 33,384 32,336 31,962 1,742 2,116
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.1 0.4 3.6 93.7 95.6 99.3 99.5 0.7 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
5 3 6 57 50 63 58
CHICAGO FIN BASIS - ICE OTC Code-023397
FUTURES ONLY POSITIONS AS OF 09/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 226,841
COMMITMENTS
12,072 18,444 3,477 200,944 199,133 216,493 221,054 10,348 5,787
CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: 7,448)
3,773 -2,908 -805 4,775 11,127 7,743 7,414 -295 34
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.3 8.1 1.5 88.6 87.8 95.4 97.4 4.6 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
3 1 2 32 31 35 34
HSC FIN BASIS - ICE OTC Code-023398
FUTURES ONLY POSITIONS AS OF 09/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 326,455
COMMITMENTS
13,473 5,359 38,405 265,255 273,790 317,133 317,554 9,322 8,901
CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: 8,110)
-2,034 4,625 -4,249 13,030 3,422 6,747 3,798 1,363 4,312
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.1 1.6 11.8 81.3 83.9 97.1 97.3 2.9 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
4 2 4 46 44 52 48
WAHA FIN BASIS - ICE OTC Code-023399
FUTURES ONLY POSITIONS AS OF 09/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 167,507
COMMITMENTS
310 14,256 9,820 155,530 137,344 165,660 161,420 1,847 6,087
CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: 3,794)
-10,382 5,637 5,647 8,437 -6,385 3,702 4,899 92 -1,105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.2 8.5 5.9 92.8 82.0 98.9 96.4 1.1 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
1 3 3 32 35 36 38
PJM WH REAL TIME PEAK OTC - ICE OTC Code-064363
FUTURES ONLY POSITIONS AS OF 09/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 158,316
COMMITMENTS
37,911 63 15,904 102,569 141,865 156,384 157,832 1,932 484
CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: -2,161)
-252 -21 -7 -1,881 -2,196 -2,140 -2,224 -21 63
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.9 0.0 10.0 64.8 89.6 98.8 99.7 1.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
18 1 12 57 53 75 66
MID-C FINANCIAL PEAK OTC - ICE OTC Code-064391
FUTURES ONLY POSITIONS AS OF 09/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 60,624
COMMITMENTS
1,789 771 668 58,167 59,185 60,624 60,624 0 0
CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: 494)
526 -80 154 -186 420 494 494 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.0 1.3 1.1 95.9 97.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
5 4 5 30 25 37 32
MID-C FINANCIAL OFF-PEAK OTC - ICE OTC Code-064392
FUTURES ONLY POSITIONS AS OF 09/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 533,548
COMMITMENTS
5,976 6,915 10,416 517,156 514,905 533,548 532,236 0 1,312
CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: 7,957)
-3,920 46 4,544 7,333 2,055 7,957 6,645 0 1,312
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.1 1.3 2.0 96.9 96.5 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 4 5 26 27 32 33
PJM WH OFF PEAK REAL TIME OTC - ICE OTC Code-064394
FUTURES ONLY POSITIONS AS OF 09/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,618,591
COMMITMENTS
78,966 44,594 124,716 1414500 1448080 1618182 1617390 409 1,201
CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: 3,779)
-7,767 -6,605 8,132 3,029 1,459 3,394 2,986 385 793
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.9 2.8 7.7 87.4 89.5 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
10 3 7 39 38 51 46
SP15 FIN DAYAHEAD LPM PEAK OTC - ICE OTC Code-064395
FUTURES ONLY POSITIONS AS OF 09/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 124,763
COMMITMENTS
1,486 4,870 1,379 121,737 118,502 124,602 124,751 161 12
CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: 3,703)
-127 188 75 3,729 3,440 3,677 3,703 26 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.2 3.9 1.1 97.6 95.0 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
3 6 7 34 37 41 46
SP15 FIN DA LPM OFF PEAK OTC - ICE OTC Code-064396
FUTURES ONLY POSITIONS AS OF 09/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 472,369
COMMITMENTS
3,520 32,058 328 468,193 439,655 472,041 472,041 328 328
CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: 5,176)
0 321 -328 5,176 4,855 4,848 4,848 328 328
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.7 6.8 0.1 99.1 93.1 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 4 1 25 24 28 28
Updated September 30, 2011