NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
FUTURES ONLY POSITIONS AS OF 05/15/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 5,131,594
COMMITMENTS
767,505 267,582 1477457 2867929 3365721 5112891 5110760 18,703 20,834
CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: -9,277)
36,344 -19,988 -77,096 30,457 81,052 -10,295 -16,032 1,018 6,755
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.0 5.2 28.8 55.9 65.6 99.6 99.6 0.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 224)
35 34 60 141 137 207 202
SOCAL BORDER FIN BASIS - ICE OTC Code-023393
FUTURES ONLY POSITIONS AS OF 05/15/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 325,172
COMMITMENTS
5,716 15,322 10,061 292,455 295,207 308,232 320,590 16,940 4,582
CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 1,346)
56 -5,617 -70 1,413 6,998 1,399 1,311 -53 35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.8 4.7 3.1 89.9 90.8 94.8 98.6 5.2 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
3 5 7 39 39 47 46
PG&E CITYGATE FIN BASIS - ICE OTC Code-023394
FUTURES ONLY POSITIONS AS OF 05/15/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 176,611
COMMITMENTS
1,632 9,280 3,718 168,883 161,904 174,233 174,902 2,378 1,709
CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 2,865)
498 3,735 -403 3,269 -467 3,364 2,865 -499 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.9 5.3 2.1 95.6 91.7 98.7 99.0 1.3 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
2 2 3 34 36 37 40
NWP ROCKIES FIN BASIS - ICE OTC Code-023395
FUTURES ONLY POSITIONS AS OF 05/15/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 271,295
COMMITMENTS
3,888 17,720 1,494 261,487 236,411 266,869 255,625 4,426 15,670
CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 5,213)
649 2,896 -101 4,648 1,768 5,196 4,563 17 650
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.4 6.5 0.6 96.4 87.1 98.4 94.2 1.6 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
2 3 4 34 33 39 37
AECO FIN BASIS - ICE OTC Code-023396
FUTURES ONLY POSITIONS AS OF 05/15/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 764,949
COMMITMENTS
2,024 33,734 19,565 740,578 708,036 762,167 761,335 2,782 3,614
CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 19,080)
2,024 -12,729 10,215 7,109 20,956 19,348 18,442 -268 638
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.3 4.4 2.6 96.8 92.6 99.6 99.5 0.4 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
1 8 7 59 50 66 59
CHICAGO FIN BASIS - ICE OTC Code-023397
FUTURES ONLY POSITIONS AS OF 05/15/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 228,135
COMMITMENTS
15,130 0 1,338 203,374 221,891 219,842 223,229 8,293 4,906
CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 2,903)
923 0 -197 2,225 2,514 2,951 2,317 -48 586
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.6 0.0 0.6 89.1 97.3 96.4 97.8 3.6 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 0 2 27 28 29 30
HSC FIN BASIS - ICE OTC Code-023398
FUTURES ONLY POSITIONS AS OF 05/15/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 362,809
COMMITMENTS
3,305 15,711 39,698 312,430 298,825 355,433 354,234 7,376 8,575
CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: -215)
-683 2,171 2,828 -2,330 -5,214 -185 -215 -30 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.9 4.3 10.9 86.1 82.4 98.0 97.6 2.0 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
3 5 5 40 41 46 48
WAHA FIN BASIS - ICE OTC Code-023399
FUTURES ONLY POSITIONS AS OF 05/15/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 193,977
COMMITMENTS
25,118 12,286 3,470 162,927 172,881 191,515 188,637 2,462 5,340
CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: -4,088)
4,429 -3,768 -528 -7,993 23 -4,092 -4,273 4 185
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.9 6.3 1.8 84.0 89.1 98.7 97.2 1.3 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
5 3 2 31 31 36 36
PJM WH REAL TIME PEAK OTC - ICE OTC Code-064363
FUTURES ONLY POSITIONS AS OF 05/15/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 177,420
COMMITMENTS
21,743 2,442 23,134 130,989 151,587 175,866 177,163 1,554 257
CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 1,042)
-2,510 -662 1,919 1,627 100 1,036 1,357 6 -315
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.3 1.4 13.0 73.8 85.4 99.1 99.9 0.9 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
15 6 13 54 51 71 68
MID-C FINANCIAL PEAK OTC - ICE OTC Code-064391
FUTURES ONLY POSITIONS AS OF 05/15/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 69,349
COMMITMENTS
750 2 734 67,817 68,589 69,301 69,325 48 24
CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 360)
78 0 -51 412 566 439 515 -79 -155
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.1 0.0 1.1 97.8 98.9 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 1 2 33 31 37 33
MID-C FINANCIAL OFF-PEAK OTC - ICE OTC Code-064392
FUTURES ONLY POSITIONS AS OF 05/15/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 710,273
COMMITMENTS
6,045 912 2,829 701,375 706,532 710,249 710,273 24 0
CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 10,769)
-344 912 -344 11,457 10,201 10,769 10,769 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.9 0.1 0.4 98.7 99.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
5 2 1 30 27 35 30
PJM WH OFF PEAK REAL TIME OTC - ICE OTC Code-064394
FUTURES ONLY POSITIONS AS OF 05/15/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,561,368
COMMITMENTS
116,235 3,750 88,874 1356243 1468744 1561352 1561368 16 0
CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 14,530)
21,976 -4,680 1 -7,447 19,209 14,530 14,530 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.4 0.2 5.7 86.9 94.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
9 3 6 42 43 52 51
SP15 FIN DAYAHEAD LPM PEAK OTC - ICE OTC Code-064395
FUTURES ONLY POSITIONS AS OF 05/15/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 91,362
COMMITMENTS
183 536 490 90,683 90,306 91,356 91,332 6 30
CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: -8,042)
-320 -243 -285 -7,327 -7,404 -7,932 -7,932 -110 -110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.2 0.6 0.5 99.3 98.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
5 3 2 34 35 40 39
SP15 FIN DA LPM OFF PEAK OTC - ICE OTC Code-064396
FUTURES ONLY POSITIONS AS OF 05/15/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 626,464
COMMITMENTS
14,431 3,608 1,321 610,712 621,535 626,464 626,464 0 0
CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: -48,354)
-3,840 -640 24 -44,538 -47,738 -48,354 -48,354 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.3 0.6 0.2 97.5 99.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 2 1 26 24 29 27
Updated May 21, 2012