NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
FUTURES ONLY POSITIONS AS OF 08/09/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 4,584,415
COMMITMENTS
449,564 326,634 1411442 2688787 2818852 4549793 4556928 34,622 27,487
CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: 78,937)
-71,444 39,267 38,249 113,619 -5,769 80,424 71,747 -1,487 7,190
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.8 7.1 30.8 58.7 61.5 99.2 99.4 0.8 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 231)
40 41 68 140 139 216 213
SOCAL BORDER FIN BASIS - ICE OTC Code-023393
FUTURES ONLY POSITIONS AS OF 08/09/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 343,081
COMMITMENTS
17,049 12,093 20,245 293,504 306,633 330,798 338,971 12,283 4,110
CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: -23,218)
4,942 -2,986 -1,407 -24,761 -18,732 -21,226 -23,125 -1,992 -93
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.0 3.5 5.9 85.5 89.4 96.4 98.8 3.6 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
9 4 11 44 45 57 56
PG&E CITYGATE FIN BASIS - ICE OTC Code-023394
FUTURES ONLY POSITIONS AS OF 08/09/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 182,010
COMMITMENTS
9,514 2,082 3,831 164,671 172,847 178,016 178,760 3,994 3,250
CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: -13,469)
-1,178 -1,854 -26 -11,279 -11,377 -12,483 -13,257 -986 -212
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.2 1.1 2.1 90.5 95.0 97.8 98.2 2.2 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
5 2 4 39 37 45 42
NWP ROCKIES FIN BASIS - ICE OTC Code-023395
FUTURES ONLY POSITIONS AS OF 08/09/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 312,896
COMMITMENTS
3,162 22,880 6,270 297,951 274,535 307,383 303,685 5,513 9,211
CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: -4,525)
3,162 2,093 -3,851 -6,410 -5,034 -7,099 -6,792 2,574 2,267
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.0 7.3 2.0 95.2 87.7 98.2 97.1 1.8 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
1 7 4 38 35 42 43
AECO FIN BASIS - ICE OTC Code-023396
FUTURES ONLY POSITIONS AS OF 08/09/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 630,816
COMMITMENTS
1,830 42,460 20,397 604,824 564,345 627,051 627,202 3,765 3,614
CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: -68,940)
123 7,559 -9,090 -61,335 -69,000 -70,302 -70,531 1,362 1,591
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.3 6.7 3.2 95.9 89.5 99.4 99.4 0.6 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
3 9 11 59 50 70 62
CHICAGO FIN BASIS - ICE OTC Code-023397
FUTURES ONLY POSITIONS AS OF 08/09/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 198,417
COMMITMENTS
9,488 14,891 1,898 179,477 173,675 190,863 190,464 7,554 7,953
CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: -9,171)
1,549 2,883 -3,077 -6,836 -8,234 -8,364 -8,428 -807 -743
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.8 7.5 1.0 90.5 87.5 96.2 96.0 3.8 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 1 2 30 28 32 31
HSC FIN BASIS - ICE OTC Code-023398
FUTURES ONLY POSITIONS AS OF 08/09/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 284,261
COMMITMENTS
6,879 22,339 26,965 240,160 228,773 274,004 278,077 10,257 6,184
CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: -30,920)
554 -5,031 9,198 -42,867 -33,026 -33,115 -28,859 2,195 -2,061
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.4 7.9 9.5 84.5 80.5 96.4 97.8 3.6 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
3 4 5 43 43 49 49
WAHA FIN BASIS - ICE OTC Code-023399
FUTURES ONLY POSITIONS AS OF 08/09/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 146,317
COMMITMENTS
14,376 11,019 3,523 126,040 125,803 143,939 140,345 2,378 5,972
CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: -19,575)
6,937 -1,011 -2,815 -22,988 -17,834 -18,866 -21,660 -709 2,085
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.8 7.5 2.4 86.1 86.0 98.4 95.9 1.6 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
2 3 4 27 37 31 42
PJM WH REAL TIME PEAK OTC - ICE OTC Code-064363
FUTURES ONLY POSITIONS AS OF 08/09/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 158,062
COMMITMENTS
39,999 1,584 13,597 103,337 141,767 156,933 156,948 1,129 1,114
CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: -9,151)
-1,261 -366 -1,953 -6,002 -7,495 -9,216 -9,814 65 663
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.3 1.0 8.6 65.4 89.7 99.3 99.3 0.7 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
17 3 13 54 52 74 66
MID-C FINANCIAL PEAK OTC - ICE OTC Code-064391
FUTURES ONLY POSITIONS AS OF 08/09/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 63,155
COMMITMENTS
106 1,623 668 61,897 60,380 62,671 62,671 484 484
CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: 817)
-116 -167 13 590 641 487 487 330 330
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.2 2.6 1.1 98.0 95.6 99.2 99.2 0.8 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
2 4 5 30 30 35 37
MID-C FINANCIAL OFF-PEAK OTC - ICE OTC Code-064392
FUTURES ONLY POSITIONS AS OF 08/09/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 516,965
COMMITMENTS
7,176 3,745 984 507,525 510,956 515,685 515,685 1,280 1,280
CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: -445)
-1,296 311 -656 227 -1,380 -1,725 -1,725 1,280 1,280
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.4 0.7 0.2 98.2 98.8 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 2 2 25 23 28 26
PJM WH OFF PEAK REAL TIME OTC - ICE OTC Code-064394
FUTURES ONLY POSITIONS AS OF 08/09/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,590,254
COMMITMENTS
29,865 68,193 84,676 1463977 1437385 1578518 1590254 11,736 0
CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: -76,073)
-1,960 2,124 -2,651 -83,174 -75,546 -87,785 -76,073 11,712 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.9 4.3 5.3 92.1 90.4 99.3 100.0 0.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
8 6 7 37 34 49 43
SP15 FIN DAYAHEAD LPM PEAK OTC - ICE OTC Code-064395
FUTURES ONLY POSITIONS AS OF 08/09/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 131,068
COMMITMENTS
1,743 1,646 2,555 126,670 126,853 130,968 131,054 100 14
CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: 708)
-525 -598 402 910 905 787 709 -79 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.3 1.3 1.9 96.6 96.8 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
4 6 7 33 38 41 47
SP15 FIN DA LPM OFF PEAK OTC - ICE OTC Code-064396
FUTURES ONLY POSITIONS AS OF 08/09/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 494,604
COMMITMENTS
2,208 9,601 624 491,772 484,379 494,604 494,604 0 0
CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: 25,606)
952 3,801 -320 24,974 22,125 25,606 25,606 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.4 1.9 0.1 99.4 97.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 3 1 24 25 26 28
Updated August 12, 2011