NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
FUTURES ONLY POSITIONS AS OF 05/22/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 5,216,584
COMMITMENTS
824,707 306,285 1470700 2900293 3418805 5195700 5195790 20,884 20,794
CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: 84,990)
57,202 38,703 -6,757 32,364 53,084 82,809 85,030 2,181 -40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.8 5.9 28.2 55.6 65.5 99.6 99.6 0.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 229)
45 29 63 141 137 212 204
SOCAL BORDER FIN BASIS - ICE OTC Code-023393
FUTURES ONLY POSITIONS AS OF 05/22/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 323,391
COMMITMENTS
2,951 7,979 6,929 296,020 303,717 305,900 318,625 17,491 4,766
CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: -1,781)
-2,765 -7,343 -3,132 3,565 8,510 -2,332 -1,965 551 184
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.9 2.5 2.1 91.5 93.9 94.6 98.5 5.4 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
4 5 6 40 39 48 46
PG&E CITYGATE FIN BASIS - ICE OTC Code-023394
FUTURES ONLY POSITIONS AS OF 05/22/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 178,211
COMMITMENTS
1,043 10,076 4,517 169,589 161,547 175,149 176,140 3,062 2,071
CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: 1,600)
-589 796 799 706 -357 916 1,238 684 362
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.6 5.7 2.5 95.2 90.6 98.3 98.8 1.7 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
2 2 3 34 35 37 39
NWP ROCKIES FIN BASIS - ICE OTC Code-023395
FUTURES ONLY POSITIONS AS OF 05/22/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 272,636
COMMITMENTS
2,757 16,352 2,093 261,934 238,561 266,784 257,006 5,852 15,630
CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: 1,341)
-1,131 -1,368 599 447 2,150 -85 1,381 1,426 -40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.0 6.0 0.8 96.1 87.5 97.9 94.3 2.1 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
2 3 5 34 33 39 38
AECO FIN BASIS - ICE OTC Code-023396
FUTURES ONLY POSITIONS AS OF 05/22/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 788,720
COMMITMENTS
835 28,590 22,348 761,984 734,710 785,167 785,648 3,553 3,072
CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: 23,771)
-1,189 -5,144 2,783 21,406 26,674 23,000 24,313 771 -542
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.1 3.6 2.8 96.6 93.2 99.5 99.6 0.5 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
1 8 7 57 48 64 57
CHICAGO FIN BASIS - ICE OTC Code-023397
FUTURES ONLY POSITIONS AS OF 05/22/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 232,058
COMMITMENTS
17,326 0 1,323 207,644 226,505 226,293 227,828 5,765 4,230
CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: 3,923)
2,196 0 -15 4,270 4,614 6,451 4,599 -2,528 -676
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.5 0.0 0.6 89.5 97.6 97.5 98.2 2.5 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
2 0 2 28 30 30 32
HSC FIN BASIS - ICE OTC Code-023398
FUTURES ONLY POSITIONS AS OF 05/22/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 361,815
COMMITMENTS
1,718 10,003 43,419 309,375 299,578 354,512 353,000 7,303 8,815
CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: -994)
-1,587 -5,708 3,721 -3,055 753 -921 -1,234 -73 240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.5 2.8 12.0 85.5 82.8 98.0 97.6 2.0 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
2 6 5 39 42 45 49
WAHA FIN BASIS - ICE OTC Code-023399
FUTURES ONLY POSITIONS AS OF 05/22/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 185,420
COMMITMENTS
23,854 2,876 4,502 154,570 172,610 182,926 179,988 2,494 5,432
CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: -8,557)
-1,264 -9,410 1,032 -8,357 -271 -8,589 -8,649 32 92
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.9 1.6 2.4 83.4 93.1 98.7 97.1 1.3 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
5 3 3 32 31 38 36
PJM WH REAL TIME PEAK OTC - ICE OTC Code-064363
FUTURES ONLY POSITIONS AS OF 05/22/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 186,525
COMMITMENTS
24,664 3,014 23,766 136,442 158,763 184,872 185,543 1,653 982
CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: 9,105)
2,921 572 632 5,453 7,176 9,006 8,380 99 725
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.2 1.6 12.7 73.1 85.1 99.1 99.5 0.9 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
16 5 15 56 51 76 67
MID-C FINANCIAL PEAK OTC - ICE OTC Code-064391
FUTURES ONLY POSITIONS AS OF 05/22/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 70,561
COMMITMENTS
849 27 478 69,210 70,056 70,537 70,561 24 0
CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: 1,212)
99 25 -256 1,393 1,467 1,236 1,236 -24 -24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.2 0.0 0.7 98.1 99.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 1 2 33 31 37 33
MID-C FINANCIAL OFF-PEAK OTC - ICE OTC Code-064392
FUTURES ONLY POSITIONS AS OF 05/22/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 693,697
COMMITMENTS
6,045 304 2,829 684,799 690,564 693,673 693,697 24 0
CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: -16,576)
0 -608 0 -16,576 -15,968 -16,576 -16,576 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.9 0.0 0.4 98.7 99.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
5 1 1 31 29 36 31
PJM WH OFF PEAK REAL TIME OTC - ICE OTC Code-064394
FUTURES ONLY POSITIONS AS OF 05/22/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,614,558
COMMITMENTS
122,786 1,757 87,347 1404409 1525454 1614542 1614558 16 0
CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: 53,190)
6,551 -1,993 -1,527 48,166 56,710 53,190 53,190 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.6 0.1 5.4 87.0 94.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
10 3 7 42 42 53 51
SP15 FIN DAYAHEAD LPM PEAK OTC - ICE OTC Code-064395
FUTURES ONLY POSITIONS AS OF 05/22/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 92,230
COMMITMENTS
185 524 608 91,431 91,016 92,224 92,148 6 82
CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: 868)
2 -12 118 748 710 868 816 0 52
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.2 0.6 0.7 99.1 98.7 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
6 2 3 34 36 41 40
SP15 FIN DA LPM OFF PEAK OTC - ICE OTC Code-064396
FUTURES ONLY POSITIONS AS OF 05/22/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 639,609
COMMITMENTS
14,431 3,608 1,321 623,857 634,680 639,609 639,609 0 0
CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: 13,145)
0 0 0 13,145 13,145 13,145 13,145 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: 39)
3 2 1 27 25 30 28
Updated May 25, 2012