NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
FUTURES ONLY POSITIONS AS OF 10/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 4,606,410
COMMITMENTS
268,033 290,527 1513822 2781385 2766716 4563240 4571065 43,170 35,345
CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST: 199,704)
-6,567 35,470 77,945 126,240 86,093 197,618 199,508 2,086 196
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.8 6.3 32.9 60.4 60.1 99.1 99.2 0.9 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 217)
35 36 63 132 128 199 198
SOCAL BORDER FIN BASIS - ICE OTC Code-023393
FUTURES ONLY POSITIONS AS OF 10/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 339,939
COMMITMENTS
21,419 2,616 18,696 282,769 312,824 322,884 334,136 17,055 5,803
CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST: 9,519)
7,933 -3,785 -1,390 480 14,047 7,023 8,872 2,496 647
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.3 0.8 5.5 83.2 92.0 95.0 98.3 5.0 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
7 4 9 36 37 47 46
PG&E CITYGATE FIN BASIS - ICE OTC Code-023394
FUTURES ONLY POSITIONS AS OF 10/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 203,850
COMMITMENTS
6,178 312 3,550 190,064 196,965 199,792 200,827 4,058 3,023
CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST: -1,963)
-1,540 -201 826 -2,077 -3,645 -2,791 -3,020 828 1,057
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.0 0.2 1.7 93.2 96.6 98.0 98.5 2.0 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
4 2 4 34 36 40 40
NWP ROCKIES FIN BASIS - ICE OTC Code-023395
FUTURES ONLY POSITIONS AS OF 10/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 349,324
COMMITMENTS
300 38,316 7,383 337,761 298,576 345,444 344,275 3,880 5,049
CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST: 10,692)
0 4,220 -1,224 11,475 8,302 10,251 11,298 441 -606
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.1 11.0 2.1 96.7 85.5 98.9 98.6 1.1 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
1 7 4 35 35 40 42
AECO FIN BASIS - ICE OTC Code-023396
FUTURES ONLY POSITIONS AS OF 10/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 685,413
COMMITMENTS
1,604 14,972 16,125 664,673 652,975 682,402 684,072 3,011 1,341
CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST: 23,000)
-900 12,979 -6,690 30,102 16,919 22,512 23,208 488 -208
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.2 2.2 2.4 97.0 95.3 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
3 4 7 55 50 62 57
CHICAGO FIN BASIS - ICE OTC Code-023397
FUTURES ONLY POSITIONS AS OF 10/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 230,611
COMMITMENTS
16,202 20,498 2,038 206,834 202,828 225,074 225,364 5,537 5,247
CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST: 3,590)
4,296 -2,192 -940 3,033 6,933 6,389 3,801 -2,799 -211
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.0 8.9 0.9 89.7 88.0 97.6 97.7 2.4 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
4 1 2 37 34 41 37
HSC FIN BASIS - ICE OTC Code-023398
FUTURES ONLY POSITIONS AS OF 10/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 399,629
COMMITMENTS
21,924 136 31,566 336,467 364,589 389,957 396,291 9,672 3,338
CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST: 29,326)
5,154 1 -606 27,738 31,916 32,286 31,311 -2,960 -1,985
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.5 0.0 7.9 84.2 91.2 97.6 99.2 2.4 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
3 2 5 48 44 53 49
WAHA FIN BASIS - ICE OTC Code-023399
FUTURES ONLY POSITIONS AS OF 10/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 135,833
COMMITMENTS
14,850 3,355 4,002 113,785 122,810 132,637 130,167 3,196 5,666
CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST: -2,001)
4,322 -513 -884 -4,744 533 -1,306 -864 -695 -1,137
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.9 2.5 2.9 83.8 90.4 97.6 95.8 2.4 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
3 2 4 32 34 36 39
PJM WH REAL TIME PEAK OTC - ICE OTC Code-064363
FUTURES ONLY POSITIONS AS OF 10/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 157,364
COMMITMENTS
35,925 205 16,977 103,213 139,762 156,115 156,944 1,249 420
CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST: 786)
-1,402 -6 -136 2,287 844 749 702 37 84
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.8 0.1 10.8 65.6 88.8 99.2 99.7 0.8 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
18 3 12 53 51 73 64
MID-C FINANCIAL PEAK OTC - ICE OTC Code-064391
FUTURES ONLY POSITIONS AS OF 10/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 72,155
COMMITMENTS
1,501 463 1,516 69,057 70,100 72,074 72,079 81 76
CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST: 3,524)
-137 22 130 3,551 3,397 3,544 3,549 -20 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.1 0.6 2.1 95.7 97.2 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
7 3 6 28 27 37 34
MID-C FINANCIAL OFF-PEAK OTC - ICE OTC Code-064392
FUTURES ONLY POSITIONS AS OF 10/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 589,369
COMMITMENTS
3,286 9,622 15,573 567,891 561,555 586,750 586,750 2,619 2,619
CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST: 40,115)
1,646 -5,030 6,769 32,982 39,658 41,397 41,397 -1,282 -1,282
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.6 1.6 2.6 96.4 95.3 99.6 99.6 0.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
3 7 4 26 25 32 33
PJM WH OFF PEAK REAL TIME OTC - ICE OTC Code-064394
FUTURES ONLY POSITIONS AS OF 10/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,599,223
COMMITMENTS
93,937 39,999 121,007 1384255 1438217 1599199 1599223 24 0
CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST: 46,377)
8,736 -697 -3,831 42,240 51,673 47,145 47,145 -768 -768
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.9 2.5 7.6 86.6 89.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
8 5 9 41 36 53 46
SP15 FIN DAYAHEAD LPM PEAK OTC - ICE OTC Code-064395
FUTURES ONLY POSITIONS AS OF 10/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 127,148
COMMITMENTS
1,697 2,472 1,842 123,407 122,754 126,946 127,068 202 80
CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST: 2,822)
-22 -198 172 3,064 3,237 3,214 3,211 -392 -389
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.3 1.9 1.4 97.1 96.5 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
5 3 5 33 35 40 41
SP15 FIN DA LPM OFF PEAK OTC - ICE OTC Code-064396
FUTURES ONLY POSITIONS AS OF 10/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 504,340
COMMITMENTS
0 20,933 976 503,364 482,431 504,340 504,340 0 0
CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST: 37,576)
-609 45 -672 40,761 40,107 39,480 39,480 -1,904 -1,904
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 4.2 0.2 99.8 95.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 4 1 24 22 25 26
Updated October 21, 2011