NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
FUTURES ONLY POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 5,140,871
COMMITMENTS
731,161 287,570 1554553 2837472 3284669 5123186 5126792 17,685 14,079
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: 15,753)
40,889 7,202 -25,094 -5,117 31,353 10,678 13,461 5,075 2,292
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.2 5.6 30.2 55.2 63.9 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 225)
37 34 59 138 137 203 204
SOCAL BORDER FIN BASIS - ICE OTC Code-023393
FUTURES ONLY POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 323,826
COMMITMENTS
5,660 20,939 10,131 291,042 288,209 306,833 319,279 16,993 4,547
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: -11,323)
-5,764 -180 847 -7,769 -11,847 -12,686 -11,180 1,363 -143
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.7 6.5 3.1 89.9 89.0 94.8 98.6 5.2 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
4 4 7 40 41 48 48
PG&E CITYGATE FIN BASIS - ICE OTC Code-023394
FUTURES ONLY POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 173,746
COMMITMENTS
1,134 5,545 4,121 165,614 162,371 170,869 172,037 2,877 1,709
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: -8,851)
-447 -1,454 719 -8,783 -7,424 -8,511 -8,159 -340 -692
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.7 3.2 2.4 95.3 93.5 98.3 99.0 1.7 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
3 1 3 34 36 37 40
NWP ROCKIES FIN BASIS - ICE OTC Code-023395
FUTURES ONLY POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 266,082
COMMITMENTS
3,239 14,824 1,595 256,839 234,643 261,673 251,062 4,409 15,020
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: -18,861)
-1,863 -2,995 -412 -16,844 -18,949 -19,119 -22,356 258 3,495
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.2 5.6 0.6 96.5 88.2 98.3 94.4 1.7 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
2 3 4 33 32 38 36
AECO FIN BASIS - ICE OTC Code-023396
FUTURES ONLY POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 745,869
COMMITMENTS
0 46,463 9,350 733,469 687,080 742,819 742,893 3,050 2,976
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: 3,610)
-736 3,578 -1,901 6,766 1,693 4,129 3,370 -519 240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 6.2 1.3 98.3 92.1 99.6 99.6 0.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
0 9 6 58 49 64 58
CHICAGO FIN BASIS - ICE OTC Code-023397
FUTURES ONLY POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 225,232
COMMITMENTS
14,207 0 1,535 201,149 219,377 216,891 220,912 8,341 4,320
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: -14,755)
-4,047 0 306 -11,135 -14,747 -14,876 -14,441 121 -314
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.3 0.0 0.7 89.3 97.4 96.3 98.1 3.7 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 0 2 27 26 29 28
HSC FIN BASIS - ICE OTC Code-023398
FUTURES ONLY POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 363,024
COMMITMENTS
3,988 13,540 36,870 314,760 304,039 355,618 354,449 7,406 8,575
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: -27,241)
-67 5,003 -1,282 -25,267 -29,450 -26,616 -25,729 -625 -1,512
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.1 3.7 10.2 86.7 83.8 98.0 97.6 2.0 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
2 6 5 39 40 45 47
WAHA FIN BASIS - ICE OTC Code-023399
FUTURES ONLY POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 198,065
COMMITMENTS
20,689 16,054 3,998 170,920 172,858 195,607 192,910 2,458 5,155
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: -22,637)
2,863 -5,868 -2,654 -22,351 -12,466 -22,142 -20,988 -495 -1,649
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.4 8.1 2.0 86.3 87.3 98.8 97.4 1.2 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
5 3 2 30 30 35 35
PJM WH REAL TIME PEAK OTC - ICE OTC Code-064363
FUTURES ONLY POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 176,378
COMMITMENTS
24,253 3,104 21,215 129,362 151,487 174,830 175,806 1,548 572
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: -3,200)
-2,857 399 -962 638 -2,704 -3,181 -3,267 -19 67
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.8 1.8 12.0 73.3 85.9 99.1 99.7 0.9 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
15 6 13 54 50 71 67
MID-C FINANCIAL PEAK OTC - ICE OTC Code-064391
FUTURES ONLY POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 68,989
COMMITMENTS
672 2 785 67,405 68,023 68,862 68,810 127 179
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: 622)
-78 -293 -203 878 1,016 597 520 25 102
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.0 0.0 1.1 97.7 98.6 99.8 99.7 0.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 1 2 32 30 36 32
MID-C FINANCIAL OFF-PEAK OTC - ICE OTC Code-064392
FUTURES ONLY POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 699,504
COMMITMENTS
6,389 0 3,173 689,918 696,331 699,480 699,504 24 0
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: -7,530)
1,997 -3,875 -389 -9,138 -3,266 -7,530 -7,530 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.9 0.0 0.5 98.6 99.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
6 0 1 29 28 35 29
PJM WH OFF PEAK REAL TIME OTC - ICE OTC Code-064394
FUTURES ONLY POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,546,838
COMMITMENTS
94,259 8,430 88,873 1363690 1449535 1546822 1546838 16 0
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: -43,441)
8,334 -3,224 -3,167 -48,606 -37,050 -43,439 -43,441 -2 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.1 0.5 5.7 88.2 93.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
9 3 6 41 43 51 51
SP15 FIN DAYAHEAD LPM PEAK OTC - ICE OTC Code-064395
FUTURES ONLY POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 99,404
COMMITMENTS
503 779 775 98,010 97,710 99,288 99,264 116 140
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: -1,983)
-825 65 -70 -623 -2,060 -1,518 -2,065 -465 82
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.5 0.8 0.8 98.6 98.3 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
4 4 4 34 35 40 42
SP15 FIN DA LPM OFF PEAK OTC - ICE OTC Code-064396
FUTURES ONLY POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 674,818
COMMITMENTS
18,271 4,248 1,297 655,250 669,273 674,818 674,818 0 0
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: -121)
-1,648 -2,728 -8 1,535 2,615 -121 -121 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.7 0.6 0.2 97.1 99.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 3 2 26 24 30 28
Updated May 11, 2012