NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
FUTURES ONLY POSITIONS AS OF 07/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 4,812,619
COMMITMENTS
795,744 211,544 1236791 2760089 3348280 4792624 4796615 19,995 16,004
CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -143,904)
25,563 -28,973 -56,620 -105,365 -55,319 -136,422 -140,912 -7,482 -2,992
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.5 4.4 25.7 57.4 69.6 99.6 99.7 0.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 220)
37 28 54 145 135 206 195
SOCAL BORDER FIN BASIS - ICE OTC Code-023393
FUTURES ONLY POSITIONS AS OF 07/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 322,514
COMMITMENTS
3,594 8,524 6,704 298,946 302,191 309,244 317,419 13,270 5,095
CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: 6,125)
1,715 -980 -74 4,514 5,348 6,155 4,294 -30 1,831
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.1 2.6 2.1 92.7 93.7 95.9 98.4 4.1 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
5 4 8 38 39 47 47
PG&E CITYGATE FIN BASIS - ICE OTC Code-023394
FUTURES ONLY POSITIONS AS OF 07/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 162,904
COMMITMENTS
436 6,769 3,460 153,924 147,749 157,820 157,978 5,084 4,926
CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: 2,594)
-39 180 -20 1,313 1,306 1,254 1,466 1,340 1,128
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.3 4.2 2.1 94.5 90.7 96.9 97.0 3.1 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 1 2 30 34 32 37
NWP ROCKIES FIN BASIS - ICE OTC Code-023395
FUTURES ONLY POSITIONS AS OF 07/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 280,697
COMMITMENTS
4,241 21,732 1,618 268,764 246,472 274,623 269,822 6,074 10,875
CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -2,101)
0 3,866 110 -3,419 -6,021 -3,309 -2,045 1,208 -56
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.5 7.7 0.6 95.7 87.8 97.8 96.1 2.2 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
1 5 5 36 35 41 41
AECO FIN BASIS - ICE OTC Code-023396
FUTURES ONLY POSITIONS AS OF 07/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 768,282
COMMITMENTS
2,407 11,061 28,640 734,663 723,343 765,710 763,044 2,572 5,238
CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: 13,155)
1,925 -8,195 7,443 4,760 13,687 14,128 12,935 -973 220
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.3 1.4 3.7 95.6 94.2 99.7 99.3 0.3 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
3 6 7 59 48 67 56
CHICAGO FIN BASIS - ICE OTC Code-023397
FUTURES ONLY POSITIONS AS OF 07/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 227,882
COMMITMENTS
10,395 0 2,277 208,290 222,309 220,962 224,586 6,920 3,296
CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: 3,293)
-2,977 0 978 4,551 2,197 2,552 3,175 741 118
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.6 0.0 1.0 91.4 97.6 97.0 98.6 3.0 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
2 0 2 30 28 32 30
HSC FIN BASIS - ICE OTC Code-023398
FUTURES ONLY POSITIONS AS OF 07/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 338,212
COMMITMENTS
12,261 2,561 34,948 283,443 287,694 330,652 325,203 7,560 13,009
CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: 2,774)
-66 -237 350 2,200 -879 2,484 -766 290 3,540
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.6 0.8 10.3 83.8 85.1 97.8 96.2 2.2 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
5 3 6 39 44 46 51
WAHA FIN BASIS - ICE OTC Code-023399
FUTURES ONLY POSITIONS AS OF 07/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 159,368
COMMITMENTS
12,022 3,275 5,262 139,016 145,097 156,300 153,634 3,068 5,734
CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: 418)
480 1,286 -1,625 1,374 1,241 229 902 189 -484
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.5 2.1 3.3 87.2 91.0 98.1 96.4 1.9 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
4 2 2 37 31 42 34
PJM WH REAL TIME PEAK OTC - ICE OTC Code-064363
FUTURES ONLY POSITIONS AS OF 07/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 180,249
COMMITMENTS
19,653 1,775 23,682 134,982 153,528 178,317 178,985 1,932 1,264
CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: 1,210)
-2,844 -19 413 3,205 969 774 1,363 436 -153
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.9 1.0 13.1 74.9 85.2 98.9 99.3 1.1 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
17 4 13 57 54 78 69
MID-C FINANCIAL PEAK OTC - ICE OTC Code-064391
FUTURES ONLY POSITIONS AS OF 07/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 65,456
COMMITMENTS
216 0 200 65,014 65,256 65,430 65,456 26 0
CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -4,426)
36 -143 -38 -4,424 -4,245 -4,426 -4,426 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.3 0.0 0.3 99.3 99.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
5 0 1 31 28 36 29
MID-C FINANCIAL OFF-PEAK OTC - ICE OTC Code-064392
FUTURES ONLY POSITIONS AS OF 07/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 566,976
COMMITMENTS
2,064 1,475 2,642 562,270 562,859 566,976 566,976 0 0
CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -50,911)
-1,056 528 -857 -48,679 -50,263 -50,592 -50,592 -319 -319
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.4 0.3 0.5 99.2 99.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 2 1 26 28 29 30
PJM WH OFF PEAK REAL TIME OTC - ICE OTC Code-064394
FUTURES ONLY POSITIONS AS OF 07/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,647,479
COMMITMENTS
103,140 29,637 84,082 1460257 1533760 1647479 1647479 0 0
CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: 14,651)
5,096 -4,653 17,984 -8,429 1,320 14,651 14,651 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.3 1.8 5.1 88.6 93.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
7 4 8 42 40 51 50
SP15 FIN DAYAHEAD LPM PEAK OTC - ICE OTC Code-064395
FUTURES ONLY POSITIONS AS OF 07/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 89,493
COMMITMENTS
223 792 592 88,674 88,074 89,489 89,458 4 35
CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: 117)
-28 203 -176 471 91 267 118 -150 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.2 0.9 0.7 99.1 98.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
3 4 4 35 34 41 39
SP15 FIN DA LPM OFF PEAK OTC - ICE OTC Code-064396
FUTURES ONLY POSITIONS AS OF 07/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 594,478
COMMITMENTS
6,087 688 1,321 587,070 592,469 594,478 594,478 0 0
CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: 7,304)
-960 0 0 8,264 7,304 7,304 7,304 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.0 0.1 0.2 98.8 99.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
4 1 1 26 26 30 28
Updated July 3, 2012