NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
FUTURES ONLY POSITIONS AS OF 05/17/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 4,819,815
COMMITMENTS
435,209 133,896 1729856 2624151 2937061 4789216 4800813 30,599 19,002
CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: -19,321)
-26,247 15,330 -30,160 37,829 -6,508 -18,578 -21,338 -743 2,017
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.0 2.8 35.9 54.4 60.9 99.4 99.6 0.6 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 228)
44 31 68 140 138 212 210
SOCAL BORDER FIN BASIS - ICE OTC Code-023393
FUTURES ONLY POSITIONS AS OF 05/17/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 390,595
COMMITMENTS
15,740 12,819 24,816 337,798 350,570 378,354 388,205 12,241 2,390
CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: 11,058)
5,745 -7,613 299 5,614 18,924 11,658 11,610 -600 -552
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.0 3.3 6.4 86.5 89.8 96.9 99.4 3.1 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
7 4 8 44 42 55 50
PG&E CITYGATE FIN BASIS - ICE OTC Code-023394
FUTURES ONLY POSITIONS AS OF 05/17/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 180,393
COMMITMENTS
4,766 4,532 5,354 166,753 166,767 176,873 176,653 3,520 3,740
CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: -1,282)
1,009 -707 398 -2,291 -1,830 -884 -2,139 -398 857
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.6 2.5 3.0 92.4 92.4 98.0 97.9 2.0 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
5 2 5 40 35 45 42
NWP ROCKIES FIN BASIS - ICE OTC Code-023395
FUTURES ONLY POSITIONS AS OF 05/17/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 322,887
COMMITMENTS
2,491 6,265 15,022 298,745 296,442 316,258 317,729 6,629 5,158
CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: 11,153)
-2,647 2,494 -1,963 15,277 11,841 10,667 12,372 486 -1,219
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.8 1.9 4.7 92.5 91.8 97.9 98.4 2.1 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
3 6 6 36 33 43 41
AECO FIN BASIS - ICE OTC Code-023396
FUTURES ONLY POSITIONS AS OF 05/17/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 672,743
COMMITMENTS
1,034 25,359 28,548 637,440 613,566 667,022 667,473 5,721 5,270
CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: -16,578)
73 -15,377 5,920 -22,624 -8,978 -16,631 -18,435 53 1,857
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.2 3.8 4.2 94.8 91.2 99.1 99.2 0.9 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
1 9 9 57 51 66 61
CHICAGO FIN BASIS - ICE OTC Code-023397
FUTURES ONLY POSITIONS AS OF 05/17/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 191,693
COMMITMENTS
10,550 3,052 1,447 171,320 176,162 183,317 180,661 8,376 11,032
CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: 1,690)
2,181 -176 -809 -660 2,283 712 1,298 978 392
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.5 1.6 0.8 89.4 91.9 95.6 94.2 4.4 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 1 2 28 25 31 28
HSC FIN BASIS - ICE OTC Code-023398
FUTURES ONLY POSITIONS AS OF 05/17/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 338,393
COMMITMENTS
11,527 21,055 22,513 293,491 286,103 327,531 329,671 10,862 8,722
CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: -4,726)
-1,698 5,150 -2,381 -402 -8,393 -4,481 -5,624 -245 898
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.4 6.2 6.7 86.7 84.5 96.8 97.4 3.2 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
5 2 5 41 42 47 48
WAHA FIN BASIS - ICE OTC Code-023399
FUTURES ONLY POSITIONS AS OF 05/17/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 195,882
COMMITMENTS
7,784 9,879 8,647 175,601 174,308 192,032 192,834 3,850 3,048
CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: -9,832)
-398 296 -242 -9,808 -8,506 -10,448 -8,452 616 -1,380
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.0 5.0 4.4 89.6 89.0 98.0 98.4 2.0 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
3 4 7 31 41 38 48
PJM WH REAL TIME PEAK OTC - ICE OTC Code-064363
FUTURES ONLY POSITIONS AS OF 05/17/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 163,805
COMMITMENTS
31,056 5,911 15,734 116,015 141,711 162,805 163,356 1,000 449
CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: 2,663)
783 222 40 2,100 2,379 2,923 2,641 -260 22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.0 3.6 9.6 70.8 86.5 99.4 99.7 0.6 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
16 6 12 49 51 70 64
MID-C FINANCIAL PEAK OTC - ICE OTC Code-064391
FUTURES ONLY POSITIONS AS OF 05/17/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 71,551
COMMITMENTS
1,740 810 588 69,046 70,076 71,374 71,474 177 77
CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: -50)
134 -100 -253 44 303 -75 -50 25 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.4 1.1 0.8 96.5 97.9 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
5 2 6 34 33 41 39
MID-C FINANCIAL OFF-PEAK OTC - ICE OTC Code-064392
FUTURES ONLY POSITIONS AS OF 05/17/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 604,844
COMMITMENTS
6,488 3,609 1,296 597,060 599,939 604,844 604,844 0 0
CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: -400)
5,048 -4,072 -3,456 -1,992 7,128 -400 -400 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.1 0.6 0.2 98.7 99.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 3 3 26 24 30 29
PJM WH OFF PEAK REAL TIME OTC - ICE OTC Code-064394
FUTURES ONLY POSITIONS AS OF 05/17/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,661,591
COMMITMENTS
41,750 91,136 97,090 1522727 1473365 1661567 1661591 24 0
CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: 47,205)
1,658 2,176 2,294 47,933 42,735 51,885 47,205 -4,680 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.5 5.5 5.8 91.6 88.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
7 4 7 38 35 47 44
SP15 FIN DAYAHEAD LPM PEAK OTC - ICE OTC Code-064395
FUTURES ONLY POSITIONS AS OF 05/17/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 129,206
COMMITMENTS
1,007 2,171 1,232 126,964 125,792 129,203 129,195 3 11
CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: -1,645)
-136 -349 51 -1,384 -1,171 -1,469 -1,469 -176 -176
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.8 1.7 1.0 98.3 97.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
5 4 4 34 36 42 41
SP15 FIN DA LPM OFF PEAK OTC - ICE OTC Code-064396
FUTURES ONLY POSITIONS AS OF 05/17/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 557,979
COMMITMENTS
977 3,103 1,665 555,337 553,211 557,979 557,979 0 0
CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: 518)
0 296 656 -138 -434 518 518 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.2 0.6 0.3 99.5 99.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 3 2 24 20 27 23
Updated May 20, 2011