NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
FUTURES ONLY POSITIONS AS OF 06/21/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 4,988,214
COMMITMENTS
579,285 166,594 1660642 2710854 3141756 4950781 4968992 37,433 19,222
CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST: -99,897)
-72,399 60,913 -74,597 50,376 -84,213 -96,620 -97,897 -3,277 -2,000
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.6 3.3 33.3 54.3 63.0 99.2 99.6 0.8 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 236)
43 37 72 143 140 219 217
SOCAL BORDER FIN BASIS - ICE OTC Code-023393
FUTURES ONLY POSITIONS AS OF 06/21/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 389,682
COMMITMENTS
17,465 18,264 27,256 331,104 341,703 375,825 387,223 13,857 2,459
CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST: 6,856)
285 -430 3,112 1,899 4,602 5,296 7,284 1,560 -428
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.5 4.7 7.0 85.0 87.7 96.4 99.4 3.6 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
5 8 9 41 43 53 53
PG&E CITYGATE FIN BASIS - ICE OTC Code-023394
FUTURES ONLY POSITIONS AS OF 06/21/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 163,754
COMMITMENTS
7,508 4,522 4,863 146,904 150,534 159,275 159,919 4,479 3,835
CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST: -4,757)
1,009 -307 -636 -6,442 -3,391 -6,069 -4,334 1,312 -423
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.6 2.8 3.0 89.7 91.9 97.3 97.7 2.7 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
3 4 5 36 39 42 45
NWP ROCKIES FIN BASIS - ICE OTC Code-023395
FUTURES ONLY POSITIONS AS OF 06/21/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 331,638
COMMITMENTS
2,648 14,400 12,690 312,350 300,344 327,688 327,434 3,950 4,204
CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST: 3,310)
1,172 -1,297 -1,224 3,681 6,319 3,629 3,798 -319 -488
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.8 4.3 3.8 94.2 90.6 98.8 98.7 1.2 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
4 6 5 41 32 48 40
AECO FIN BASIS - ICE OTC Code-023396
FUTURES ONLY POSITIONS AS OF 06/21/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 696,703
COMMITMENTS
15 35,360 25,634 666,666 631,287 692,315 692,281 4,388 4,422
CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST: 10,738)
-1,503 -4,172 1,368 10,001 13,741 9,866 10,937 872 -199
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 5.1 3.7 95.7 90.6 99.4 99.4 0.6 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
1 9 9 57 51 66 61
CHICAGO FIN BASIS - ICE OTC Code-023397
FUTURES ONLY POSITIONS AS OF 06/21/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 191,567
COMMITMENTS
14,904 4,483 2,684 167,728 176,720 185,316 183,887 6,251 7,680
CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST: 9,635)
670 3,496 1,183 9,009 6,666 10,862 11,345 -1,227 -1,710
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.8 2.3 1.4 87.6 92.2 96.7 96.0 3.3 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 1 3 29 27 33 30
HSC FIN BASIS - ICE OTC Code-023398
FUTURES ONLY POSITIONS AS OF 06/21/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 291,191
COMMITMENTS
7,699 22,881 18,224 256,742 241,524 282,665 282,629 8,526 8,562
CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST: -387)
485 -9,860 3,461 -2,318 5,858 1,628 -541 -2,015 154
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.6 7.9 6.3 88.2 82.9 97.1 97.1 2.9 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
5 2 6 40 41 47 47
WAHA FIN BASIS - ICE OTC Code-023399
FUTURES ONLY POSITIONS AS OF 06/21/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 161,722
COMMITMENTS
5,182 14,993 6,700 146,125 135,621 158,007 157,314 3,715 4,408
CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST: -126)
-2,349 -700 -5 2,617 -524 263 -1,229 -389 1,103
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.2 9.3 4.1 90.4 83.9 97.7 97.3 2.3 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
4 3 5 28 39 34 45
PJM WH REAL TIME PEAK OTC - ICE OTC Code-064363
FUTURES ONLY POSITIONS AS OF 06/21/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 167,665
COMMITMENTS
42,265 4,760 17,506 107,077 145,122 166,848 167,388 817 277
CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST: -1,997)
-3,996 -499 1,018 1,106 -2,391 -1,872 -1,872 -125 -125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.2 2.8 10.4 63.9 86.6 99.5 99.8 0.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
15 5 13 52 54 71 68
MID-C FINANCIAL PEAK OTC - ICE OTC Code-064391
FUTURES ONLY POSITIONS AS OF 06/21/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 68,829
COMMITMENTS
639 1,460 1,240 66,873 66,052 68,752 68,752 77 77
CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST: -1,101)
39 489 -22 -1,195 -1,645 -1,178 -1,178 77 77
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.9 2.1 1.8 97.2 96.0 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
5 3 5 35 33 42 39
MID-C FINANCIAL OFF-PEAK OTC - ICE OTC Code-064392
FUTURES ONLY POSITIONS AS OF 06/21/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 591,085
COMMITMENTS
6,080 8,192 608 584,397 582,285 591,085 591,085 0 0
CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST: 5,864)
4,360 1,384 -1,400 2,904 5,880 5,864 5,864 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.0 1.4 0.1 98.9 98.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 2 2 27 23 30 27
PJM WH OFF PEAK REAL TIME OTC - ICE OTC Code-064394
FUTURES ONLY POSITIONS AS OF 06/21/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,654,025
COMMITMENTS
40,657 60,427 111,722 1501622 1481876 1654001 1654025 24 0
CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST: -17,439)
1,216 -848 -4,441 -14,214 -12,150 -17,439 -17,439 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.5 3.7 6.8 90.8 89.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
5 5 6 38 35 45 44
SP15 FIN DAYAHEAD LPM PEAK OTC - ICE OTC Code-064395
FUTURES ONLY POSITIONS AS OF 06/21/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 125,609
COMMITMENTS
448 3,445 1,944 123,213 120,206 125,605 125,595 4 14
CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST: 217)
289 -119 305 -379 103 215 289 2 -72
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.4 2.7 1.5 98.1 95.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
4 6 6 35 37 44 45
SP15 FIN DA LPM OFF PEAK OTC - ICE OTC Code-064396
FUTURES ONLY POSITIONS AS OF 06/21/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 524,927
COMMITMENTS
304 3,686 977 523,646 520,264 524,927 524,927 0 0
CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST: 1,491)
-952 606 0 2,443 885 1,491 1,491 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.1 0.7 0.2 99.8 99.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 3 1 22 21 24 24
Updated June 24, 2011