NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
FUTURES ONLY POSITIONS AS OF 09/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 4,325,283
COMMITMENTS
346,809 281,900 1306535 2637936 2714077 4291280 4302512 34,003 22,771
CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST: -66,056)
15,638 -10,970 -106,676 26,635 55,231 -64,403 -62,415 -1,653 -3,641
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.0 6.5 30.2 61.0 62.7 99.2 99.5 0.8 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 226)
45 32 66 140 134 210 208
SOCAL BORDER FIN BASIS - ICE OTC Code-023393
FUTURES ONLY POSITIONS AS OF 09/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 332,339
COMMITMENTS
6,457 12,162 17,476 296,334 297,928 320,267 327,566 12,072 4,773
CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST: -2,019)
-1,390 1,150 -2,264 1,186 -926 -2,468 -2,040 449 21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.9 3.7 5.3 89.2 89.6 96.4 98.6 3.6 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
5 7 10 43 40 53 52
PG&E CITYGATE FIN BASIS - ICE OTC Code-023394
FUTURES ONLY POSITIONS AS OF 09/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 199,168
COMMITMENTS
8,815 34 2,452 179,983 190,653 191,250 193,139 7,918 6,029
CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST: 16,416)
-2,705 34 9 15,770 13,704 13,074 13,747 3,342 2,669
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.4 0.0 1.2 90.4 95.7 96.0 97.0 4.0 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
4 1 3 35 36 40 39
NWP ROCKIES FIN BASIS - ICE OTC Code-023395
FUTURES ONLY POSITIONS AS OF 09/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 316,815
COMMITMENTS
4,585 25,225 5,714 304,057 279,806 314,356 310,745 2,459 6,070
CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST: 4,078)
-1,776 -1,997 3,241 2,728 2,130 4,193 3,374 -115 704
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.4 8.0 1.8 96.0 88.3 99.2 98.1 0.8 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
1 5 5 38 42 43 48
AECO FIN BASIS - ICE OTC Code-023396
FUTURES ONLY POSITIONS AS OF 09/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 592,995
COMMITMENTS
7,412 5,334 22,339 560,207 565,312 589,958 592,985 3,037 10
CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST: 8,156)
-152 -1,269 -2,881 11,567 13,493 8,534 9,343 -378 -1,187
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.2 0.9 3.8 94.5 95.3 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
4 5 7 59 51 66 60
CHICAGO FIN BASIS - ICE OTC Code-023397
FUTURES ONLY POSITIONS AS OF 09/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 216,367
COMMITMENTS
6,173 21,107 5,690 195,699 183,933 207,562 210,730 8,805 5,637
CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST: 7,292)
2,429 8,722 -1,916 6,364 1,322 6,877 8,128 415 -836
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.9 9.8 2.6 90.4 85.0 95.9 97.4 4.1 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
2 1 2 31 29 33 32
HSC FIN BASIS - ICE OTC Code-023398
FUTURES ONLY POSITIONS AS OF 09/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 300,313
COMMITMENTS
14,792 1,061 44,000 231,073 248,074 289,865 293,135 10,448 7,178
CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST: 24,719)
9,675 -14,750 10,636 4,017 29,409 24,328 25,295 391 -576
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.9 0.4 14.7 76.9 82.6 96.5 97.6 3.5 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
6 1 4 43 44 50 48
WAHA FIN BASIS - ICE OTC Code-023399
FUTURES ONLY POSITIONS AS OF 09/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 159,539
COMMITMENTS
12,224 9,424 3,137 142,392 140,034 157,753 152,595 1,786 6,944
CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST: 2,244)
4,740 1,522 -2,715 187 3,405 2,212 2,212 32 32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.7 5.9 2.0 89.3 87.8 98.9 95.6 1.1 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 2 3 27 32 30 36
PJM WH REAL TIME PEAK OTC - ICE OTC Code-064363
FUTURES ONLY POSITIONS AS OF 09/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 162,204
COMMITMENTS
39,318 270 16,324 105,305 145,018 160,947 161,612 1,257 592
CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST: -5,059)
1,432 81 -2,167 -4,047 -2,819 -4,782 -4,905 -277 -154
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.2 0.2 10.1 64.9 89.4 99.2 99.6 0.8 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
20 2 15 52 47 73 63
MID-C FINANCIAL PEAK OTC - ICE OTC Code-064391
FUTURES ONLY POSITIONS AS OF 09/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 59,118
COMMITMENTS
1,556 643 513 56,007 56,920 58,076 58,076 1,042 1,042
CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST: 6)
-306 -154 181 -911 -1,063 -1,036 -1,036 1,042 1,042
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.6 1.1 0.9 94.7 96.3 98.2 98.2 1.8 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 3 3 29 27 33 33
MID-C FINANCIAL OFF-PEAK OTC - ICE OTC Code-064392
FUTURES ONLY POSITIONS AS OF 09/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 540,078
COMMITMENTS
11,208 9,172 2,920 525,950 527,986 540,078 540,078 0 0
CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST: 8,355)
-1,574 1,633 0 10,537 7,986 8,963 9,619 -608 -1,264
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.1 1.7 0.5 97.4 97.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 3 3 25 24 30 28
PJM WH OFF PEAK REAL TIME OTC - ICE OTC Code-064394
FUTURES ONLY POSITIONS AS OF 09/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,575,064
COMMITMENTS
98,639 51,183 104,656 1370977 1418457 1574272 1574296 792 768
CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST: -26,953)
50,421 6,697 -4,379 -71,427 -30,039 -25,385 -27,721 -1,568 768
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.3 3.2 6.6 87.0 90.1 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
9 5 9 39 37 52 47
SP15 FIN DAYAHEAD LPM PEAK OTC - ICE OTC Code-064395
FUTURES ONLY POSITIONS AS OF 09/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 120,695
COMMITMENTS
1,170 4,846 1,433 117,496 113,942 120,099 120,221 596 474
CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST: -7,137)
-127 1,596 -603 -6,868 -8,589 -7,598 -7,596 461 459
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.0 4.0 1.2 97.3 94.4 99.5 99.6 0.5 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
3 5 7 33 36 41 44
SP15 FIN DA LPM OFF PEAK OTC - ICE OTC Code-064396
FUTURES ONLY POSITIONS AS OF 09/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 449,373
COMMITMENTS
3,520 30,168 1,608 444,245 417,597 449,373 449,373 0 0
CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST: -16,508)
-1,248 1,080 328 -15,260 -17,916 -16,180 -16,508 -328 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.8 6.7 0.4 98.9 92.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 4 1 24 25 27 29
Updated September 16, 2011