NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
FUTURES ONLY POSITIONS AS OF 10/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 4,196,073
COMMITMENTS
308,554 247,671 1313919 2536880 2605779 4159353 4167369 36,720 28,704
CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: -138,698)
3,335 -74,098 4,073 -148,102 -71,758 -140,694 -141,783 1,996 3,085
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.4 5.9 31.3 60.5 62.1 99.1 99.3 0.9 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 213)
33 37 60 131 127 194 197
SOCAL BORDER FIN BASIS - ICE OTC Code-023393
FUTURES ONLY POSITIONS AS OF 10/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 343,689
COMMITMENTS
13,405 8,432 18,573 299,979 312,782 331,957 339,787 11,732 3,902
CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: 4,856)
2,266 244 2,119 3,420 2,336 7,805 4,699 -2,949 157
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.9 2.5 5.4 87.3 91.0 96.6 98.9 3.4 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
6 5 10 45 44 56 54
PG&E CITYGATE FIN BASIS - ICE OTC Code-023394
FUTURES ONLY POSITIONS AS OF 10/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 214,550
COMMITMENTS
8,427 257 2,749 200,027 208,553 211,203 211,559 3,347 2,991
CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: 3,642)
2,253 84 -1,037 2,141 4,047 3,357 3,094 285 548
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.9 0.1 1.3 93.2 97.2 98.4 98.6 1.6 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
3 1 3 37 38 41 41
NWP ROCKIES FIN BASIS - ICE OTC Code-023395
FUTURES ONLY POSITIONS AS OF 10/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 351,374
COMMITMENTS
2,670 36,981 8,283 336,134 297,731 347,087 342,995 4,287 8,379
CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: 12,375)
-485 6,278 1,119 12,038 6,264 12,672 13,661 -297 -1,286
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.8 10.5 2.4 95.7 84.7 98.8 97.6 1.2 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
1 5 5 43 40 48 46
AECO FIN BASIS - ICE OTC Code-023396
FUTURES ONLY POSITIONS AS OF 10/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 627,867
COMMITMENTS
7,155 3,180 19,775 597,074 602,295 624,004 625,250 3,863 2,617
CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: -13,587)
-6,090 514 -3,030 -3,673 -10,740 -12,793 -13,256 -794 -331
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.1 0.5 3.1 95.1 95.9 99.4 99.6 0.6 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
5 2 5 53 47 59 53
CHICAGO FIN BASIS - ICE OTC Code-023397
FUTURES ONLY POSITIONS AS OF 10/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 230,987
COMMITMENTS
12,901 21,050 2,528 206,574 200,186 222,003 223,764 8,984 7,223
CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: 4,146)
829 2,606 -949 5,630 1,053 5,510 2,710 -1,364 1,436
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.6 9.1 1.1 89.4 86.7 96.1 96.9 3.9 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
3 1 2 33 32 36 35
HSC FIN BASIS - ICE OTC Code-023398
FUTURES ONLY POSITIONS AS OF 10/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 341,532
COMMITMENTS
12,782 736 40,904 276,593 294,928 330,279 336,568 11,253 4,964
CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: 15,077)
-691 -4,623 2,499 11,338 21,138 13,146 19,014 1,931 -3,937
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.7 0.2 12.0 81.0 86.4 96.7 98.5 3.3 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
4 3 5 45 47 52 52
WAHA FIN BASIS - ICE OTC Code-023399
FUTURES ONLY POSITIONS AS OF 10/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 177,554
COMMITMENTS
310 9,567 10,407 164,961 150,056 175,678 170,030 1,876 7,524
CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: 10,047)
0 -4,689 587 9,431 12,712 10,018 8,610 29 1,437
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.2 5.4 5.9 92.9 84.5 98.9 95.8 1.1 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
1 3 3 32 35 36 38
PJM WH REAL TIME PEAK OTC - ICE OTC Code-064363
FUTURES ONLY POSITIONS AS OF 10/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 161,739
COMMITMENTS
38,157 63 16,321 105,567 145,046 160,045 161,430 1,694 309
CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: 3,423)
246 0 417 2,998 3,181 3,661 3,598 -238 -175
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.6 0.0 10.1 65.3 89.7 99.0 99.8 1.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
17 1 12 56 53 73 66
MID-C FINANCIAL PEAK OTC - ICE OTC Code-064391
FUTURES ONLY POSITIONS AS OF 10/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 61,659
COMMITMENTS
1,110 666 1,365 59,184 59,628 61,659 61,659 0 0
CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: 1,035)
-679 -105 697 1,017 443 1,035 1,035 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.8 1.1 2.2 96.0 96.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
5 4 5 28 26 35 33
MID-C FINANCIAL OFF-PEAK OTC - ICE OTC Code-064392
FUTURES ONLY POSITIONS AS OF 10/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 525,004
COMMITMENTS
1,640 13,407 7,808 513,609 501,842 523,057 523,057 1,947 1,947
CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: -8,544)
-4,336 6,492 -2,608 -3,547 -13,063 -10,491 -9,179 1,947 635
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.3 2.6 1.5 97.8 95.6 99.6 99.6 0.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 6 4 26 26 31 32
PJM WH OFF PEAK REAL TIME OTC - ICE OTC Code-064394
FUTURES ONLY POSITIONS AS OF 10/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,598,790
COMMITMENTS
78,544 41,060 131,813 1388409 1425101 1598766 1597974 24 816
CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: -19,801)
-422 -3,534 7,097 -26,091 -22,979 -19,416 -19,416 -385 -385
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.9 2.6 8.2 86.8 89.1 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
10 3 8 39 39 52 47
SP15 FIN DAYAHEAD LPM PEAK OTC - ICE OTC Code-064395
FUTURES ONLY POSITIONS AS OF 10/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 128,354
COMMITMENTS
1,497 4,206 1,761 124,914 122,304 128,172 128,271 182 83
CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: 3,591)
11 -664 382 3,177 3,802 3,570 3,520 21 71
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.2 3.3 1.4 97.3 95.3 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
4 5 5 34 37 41 44
SP15 FIN DA LPM OFF PEAK OTC - ICE OTC Code-064396
FUTURES ONLY POSITIONS AS OF 10/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 483,306
COMMITMENTS
3,520 32,682 328 479,458 450,296 483,306 483,306 0 0
CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: 10,937)
0 624 0 11,265 10,641 11,265 11,265 -328 -328
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.7 6.8 0.1 99.2 93.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 4 1 25 24 28 28
Updated October 7, 2011