NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
FUTURES ONLY POSITIONS AS OF 05/24/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 4,781,239
COMMITMENTS
458,944 134,753 1644761 2634832 2973239 4738537 4752753 42,702 28,486
CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: -38,576)
23,735 857 -85,095 10,681 36,178 -50,679 -48,060 12,103 9,484
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.6 2.8 34.4 55.1 62.2 99.1 99.4 0.9 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 225)
42 31 64 139 138 208 206
SOCAL BORDER FIN BASIS - ICE OTC Code-023393
FUTURES ONLY POSITIONS AS OF 05/24/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 399,762
COMMITMENTS
17,263 12,590 27,009 342,606 357,108 386,878 396,707 12,884 3,055
CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: 9,167)
1,523 -229 2,193 4,808 6,538 8,524 8,502 643 665
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.3 3.1 6.8 85.7 89.3 96.8 99.2 3.2 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
9 3 11 43 41 55 52
PG&E CITYGATE FIN BASIS - ICE OTC Code-023394
FUTURES ONLY POSITIONS AS OF 05/24/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 179,367
COMMITMENTS
3,434 4,577 5,722 166,539 164,830 175,695 175,129 3,672 4,238
CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: -1,026)
-1,332 45 368 -214 -1,937 -1,178 -1,524 152 498
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.9 2.6 3.2 92.8 91.9 98.0 97.6 2.0 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
4 3 5 40 37 45 44
NWP ROCKIES FIN BASIS - ICE OTC Code-023395
FUTURES ONLY POSITIONS AS OF 05/24/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 326,464
COMMITMENTS
3,397 7,404 14,215 303,328 300,271 320,940 321,890 5,524 4,574
CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: 3,577)
906 1,139 -807 4,583 3,829 4,682 4,161 -1,105 -584
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.0 2.3 4.4 92.9 92.0 98.3 98.6 1.7 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
3 8 6 38 31 45 41
AECO FIN BASIS - ICE OTC Code-023396
FUTURES ONLY POSITIONS AS OF 05/24/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 687,447
COMMITMENTS
1,280 32,963 25,490 656,359 624,092 683,129 682,545 4,318 4,902
CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: 14,704)
246 7,604 -3,058 18,919 10,526 16,107 15,072 -1,403 -368
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.2 4.8 3.7 95.5 90.8 99.4 99.3 0.6 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
2 8 10 59 52 69 62
CHICAGO FIN BASIS - ICE OTC Code-023397
FUTURES ONLY POSITIONS AS OF 05/24/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 196,250
COMMITMENTS
9,810 2,156 3,324 175,628 180,318 188,762 185,798 7,488 10,452
CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: 4,557)
-740 -896 1,877 4,308 4,156 5,445 5,137 -888 -580
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.0 1.1 1.7 89.5 91.9 96.2 94.7 3.8 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 1 3 29 26 33 29
HSC FIN BASIS - ICE OTC Code-023398
FUTURES ONLY POSITIONS AS OF 05/24/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 320,002
COMMITMENTS
10,704 25,721 19,852 279,895 266,076 310,451 311,649 9,551 8,353
CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: -18,391)
-823 4,666 -2,661 -13,596 -20,027 -17,080 -18,022 -1,311 -369
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.3 8.0 6.2 87.5 83.1 97.0 97.4 3.0 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
4 3 5 44 45 50 51
WAHA FIN BASIS - ICE OTC Code-023399
FUTURES ONLY POSITIONS AS OF 05/24/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 184,267
COMMITMENTS
9,658 13,706 6,657 163,643 159,272 179,958 179,635 4,309 4,632
CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: -11,615)
1,874 3,827 -1,990 -11,958 -15,036 -12,074 -13,199 459 1,584
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.2 7.4 3.6 88.8 86.4 97.7 97.5 2.3 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
3 4 6 32 39 38 46
PJM WH REAL TIME PEAK OTC - ICE OTC Code-064363
FUTURES ONLY POSITIONS AS OF 05/24/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 163,484
COMMITMENTS
32,202 6,347 16,088 114,171 140,602 162,461 163,037 1,023 447
CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: -321)
1,146 436 354 -1,844 -1,109 -344 -319 23 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.7 3.9 9.8 69.8 86.0 99.4 99.7 0.6 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
16 5 12 48 52 68 65
MID-C FINANCIAL PEAK OTC - ICE OTC Code-064391
FUTURES ONLY POSITIONS AS OF 05/24/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 72,065
COMMITMENTS
893 755 646 70,273 70,485 71,812 71,886 253 179
CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: 514)
-847 -55 58 1,227 409 438 412 76 102
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.2 1.0 0.9 97.5 97.8 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
3 4 6 33 32 39 39
MID-C FINANCIAL OFF-PEAK OTC - ICE OTC Code-064392
FUTURES ONLY POSITIONS AS OF 05/24/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 607,530
COMMITMENTS
5,560 3,313 2,024 599,946 602,193 607,530 607,530 0 0
CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: 2,686)
-928 -296 728 2,886 2,254 2,686 2,686 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.9 0.5 0.3 98.8 99.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 3 3 26 24 30 29
PJM WH OFF PEAK REAL TIME OTC - ICE OTC Code-064394
FUTURES ONLY POSITIONS AS OF 05/24/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,655,507
COMMITMENTS
35,825 87,771 97,943 1521715 1469793 1655483 1655507 24 0
CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: -6,084)
-5,925 -3,365 853 -1,012 -3,572 -6,084 -6,084 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.2 5.3 5.9 91.9 88.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
6 5 7 40 34 49 43
SP15 FIN DAYAHEAD LPM PEAK OTC - ICE OTC Code-064395
FUTURES ONLY POSITIONS AS OF 05/24/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 131,317
COMMITMENTS
1,496 2,009 1,211 128,399 127,724 131,106 130,944 211 373
CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: 2,111)
489 -162 -21 1,435 1,932 1,903 1,749 208 362
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.1 1.5 0.9 97.8 97.3 99.8 99.7 0.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
6 4 5 34 37 44 42
SP15 FIN DA LPM OFF PEAK OTC - ICE OTC Code-064396
FUTURES ONLY POSITIONS AS OF 05/24/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 559,676
COMMITMENTS
1,281 4,384 1,665 556,730 553,627 559,676 559,676 0 0
CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: 1,697)
304 1,281 0 1,393 416 1,697 1,697 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.2 0.8 0.3 99.5 98.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 3 2 24 21 28 24
Updated May 27, 2011