NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
FUTURES ONLY POSITIONS AS OF 07/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 4,711,336
COMMITMENTS
549,026 247,347 1474307 2647633 2962209 4670966 4683863 40,370 27,473
CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: -74,846)
-6,595 26,101 -32,720 -36,031 -69,436 -75,346 -76,055 500 1,209
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.7 5.3 31.3 56.2 62.9 99.1 99.4 0.9 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 232)
40 39 70 142 141 215 217
SOCAL BORDER FIN BASIS - ICE OTC Code-023393
FUTURES ONLY POSITIONS AS OF 07/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 370,309
COMMITMENTS
14,698 16,829 22,795 317,463 325,641 354,956 365,265 15,353 5,044
CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: 1,953)
2,500 -1,496 2,040 -4,405 22 135 566 1,818 1,387
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.0 4.5 6.2 85.7 87.9 95.9 98.6 4.1 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
7 7 11 43 44 55 57
PG&E CITYGATE FIN BASIS - ICE OTC Code-023394
FUTURES ONLY POSITIONS AS OF 07/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 192,434
COMMITMENTS
11,694 4,302 4,502 172,147 180,143 188,343 188,947 4,091 3,487
CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: 3,532)
2,111 -227 -91 1,450 3,819 3,470 3,501 62 31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.1 2.2 2.3 89.5 93.6 97.9 98.2 2.1 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
5 2 4 41 40 47 45
NWP ROCKIES FIN BASIS - ICE OTC Code-023395
FUTURES ONLY POSITIONS AS OF 07/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 321,510
COMMITMENTS
0 23,238 9,531 309,651 282,807 319,182 315,576 2,328 5,934
CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: 4,092)
0 4,425 -1,044 6,134 288 5,090 3,669 -998 423
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 7.2 3.0 96.3 88.0 99.3 98.2 0.7 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
0 8 4 41 36 45 44
AECO FIN BASIS - ICE OTC Code-023396
FUTURES ONLY POSITIONS AS OF 07/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 675,868
COMMITMENTS
239 46,055 21,992 650,206 604,921 672,437 672,968 3,431 2,900
CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: 14,717)
90 5,328 -1,320 17,199 12,074 15,969 16,082 -1,252 -1,365
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 6.8 3.3 96.2 89.5 99.5 99.6 0.5 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
2 10 11 59 51 70 63
CHICAGO FIN BASIS - ICE OTC Code-023397
FUTURES ONLY POSITIONS AS OF 07/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 201,354
COMMITMENTS
6,181 8,942 5,750 182,737 178,120 194,668 192,812 6,686 8,542
CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: 4,027)
-220 -2,255 1,327 2,192 3,566 3,299 2,638 728 1,389
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.1 4.4 2.9 90.8 88.5 96.7 95.8 3.3 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 1 4 32 27 36 31
HSC FIN BASIS - ICE OTC Code-023398
FUTURES ONLY POSITIONS AS OF 07/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 316,624
COMMITMENTS
4,934 28,628 19,202 285,947 261,152 310,083 308,982 6,541 7,642
CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: -1,729)
1,311 -5,300 854 -1,451 2,525 714 -1,921 -2,443 192
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.6 9.0 6.1 90.3 82.5 97.9 97.6 2.1 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
3 4 5 45 44 51 50
WAHA FIN BASIS - ICE OTC Code-023399
FUTURES ONLY POSITIONS AS OF 07/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 163,478
COMMITMENTS
7,409 15,384 5,905 147,350 138,793 160,664 160,082 2,814 3,396
CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: 11,933)
-2,539 -466 -297 16,608 13,696 13,772 12,933 -1,839 -1,000
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.5 9.4 3.6 90.1 84.9 98.3 97.9 1.7 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
3 4 5 32 43 38 49
PJM WH REAL TIME PEAK OTC - ICE OTC Code-064363
FUTURES ONLY POSITIONS AS OF 07/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 170,612
COMMITMENTS
42,459 2,681 15,328 111,393 151,874 169,180 169,883 1,432 729
CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: 1,798)
3,160 -775 467 -2,009 2,271 1,618 1,963 180 -165
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.9 1.6 9.0 65.3 89.0 99.2 99.6 0.8 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
13 8 14 53 52 73 67
MID-C FINANCIAL PEAK OTC - ICE OTC Code-064391
FUTURES ONLY POSITIONS AS OF 07/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 66,669
COMMITMENTS
675 2,055 1,329 64,588 63,208 66,592 66,592 77 77
CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: 1,130)
185 64 319 549 670 1,053 1,053 77 77
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.0 3.1 2.0 96.9 94.8 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
3 6 6 31 31 39 38
MID-C FINANCIAL OFF-PEAK OTC - ICE OTC Code-064392
FUTURES ONLY POSITIONS AS OF 07/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 567,263
COMMITMENTS
8,424 13,624 1,656 556,855 551,655 566,935 566,935 328 328
CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: 2,367)
0 -1,000 1,312 727 1,727 2,039 2,039 328 328
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.5 2.4 0.3 98.2 97.2 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 3 1 24 24 28 27
PJM WH OFF PEAK REAL TIME OTC - ICE OTC Code-064394
FUTURES ONLY POSITIONS AS OF 07/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,676,352
COMMITMENTS
28,335 60,352 93,636 1554357 1522364 1676328 1676352 24 0
CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: 8,896)
-12,911 -12,856 7,776 14,031 13,976 8,896 8,896 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.7 3.6 5.6 92.7 90.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
6 7 8 38 33 49 43
SP15 FIN DAYAHEAD LPM PEAK OTC - ICE OTC Code-064395
FUTURES ONLY POSITIONS AS OF 07/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 129,243
COMMITMENTS
2,243 2,397 2,265 124,710 124,460 129,218 129,122 25 121
CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: 2,610)
-612 -131 517 2,936 2,457 2,841 2,843 -231 -233
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.7 1.9 1.8 96.5 96.3 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
5 4 7 34 39 42 47
SP15 FIN DA LPM OFF PEAK OTC - ICE OTC Code-064396
FUTURES ONLY POSITIONS AS OF 07/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 476,561
COMMITMENTS
624 5,440 952 474,985 470,169 476,561 476,561 0 0
CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: -14,899)
-25 1,016 0 -14,874 -15,915 -14,899 -14,899 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.1 1.1 0.2 99.7 98.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 4 2 24 24 27 28
Updated July 29, 2011