NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
FUTURES ONLY POSITIONS AS OF 06/05/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 5,151,250
COMMITMENTS
798,119 335,238 1421285 2908807 3375277 5128211 5131800 23,039 19,450
CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: -180,502)
-81,434 -2,097 -51,343 -44,566 -123,590 -177,343 -177,030 -3,159 -3,472
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.5 6.5 27.6 56.5 65.5 99.6 99.6 0.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 223)
31 37 61 142 135 207 201
SOCAL BORDER FIN BASIS - ICE OTC Code-023393
FUTURES ONLY POSITIONS AS OF 06/05/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 301,187
COMMITMENTS
614 4,504 6,678 278,235 287,852 285,527 299,034 15,660 2,153
CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: -18,675)
-3,074 -531 -471 -13,262 -14,854 -16,807 -15,856 -1,868 -2,819
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.2 1.5 2.2 92.4 95.6 94.8 99.3 5.2 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
1 7 7 39 42 47 49
PG&E CITYGATE FIN BASIS - ICE OTC Code-023394
FUTURES ONLY POSITIONS AS OF 06/05/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 165,446
COMMITMENTS
292 10,533 3,223 159,663 149,850 163,178 163,606 2,268 1,840
CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: -13,433)
-2,443 269 -1,323 -8,726 -11,851 -12,492 -12,905 -941 -528
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.2 6.4 1.9 96.5 90.6 98.6 98.9 1.4 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
1 2 2 30 34 32 37
NWP ROCKIES FIN BASIS - ICE OTC Code-023395
FUTURES ONLY POSITIONS AS OF 06/05/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 253,629
COMMITMENTS
2,113 14,679 1,917 244,916 221,820 248,946 238,416 4,683 15,213
CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: -19,360)
645 -1,465 -418 -17,256 -15,759 -17,029 -17,642 -2,331 -1,718
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.8 5.8 0.8 96.6 87.5 98.2 94.0 1.8 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
2 3 4 34 32 38 37
AECO FIN BASIS - ICE OTC Code-023396
FUTURES ONLY POSITIONS AS OF 06/05/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 810,750
COMMITMENTS
326 19,527 33,365 774,957 753,614 808,648 806,506 2,102 4,244
CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: -13,363)
-2,211 -4,215 3,919 -13,769 -13,958 -12,061 -14,254 -1,302 891
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 2.4 4.1 95.6 93.0 99.7 99.5 0.3 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
1 8 8 55 48 63 57
CHICAGO FIN BASIS - ICE OTC Code-023397
FUTURES ONLY POSITIONS AS OF 06/05/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 223,115
COMMITMENTS
15,195 0 1,118 200,714 219,212 217,027 220,330 6,088 2,785
CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: -12,084)
-2,366 0 39 -10,324 -11,864 -12,651 -11,825 567 -259
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.8 0.0 0.5 90.0 98.3 97.3 98.8 2.7 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
2 0 2 29 29 31 31
HSC FIN BASIS - ICE OTC Code-023398
FUTURES ONLY POSITIONS AS OF 06/05/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 339,206
COMMITMENTS
7,045 2,892 41,574 283,773 285,892 332,392 330,358 6,814 8,848
CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: -25,389)
3,344 -2,109 -3,887 -24,357 -19,182 -24,900 -25,178 -489 -211
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.1 0.9 12.3 83.7 84.3 98.0 97.4 2.0 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
4 4 6 36 39 43 46
WAHA FIN BASIS - ICE OTC Code-023399
FUTURES ONLY POSITIONS AS OF 06/05/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 156,524
COMMITMENTS
16,812 1,232 5,039 131,880 146,181 153,731 152,452 2,793 4,072
CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: -22,874)
-4,028 -2,008 -1,529 -17,052 -17,977 -22,609 -21,514 -265 -1,360
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.7 0.8 3.2 84.3 93.4 98.2 97.4 1.8 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
5 2 2 34 31 39 35
PJM WH REAL TIME PEAK OTC - ICE OTC Code-064363
FUTURES ONLY POSITIONS AS OF 06/05/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 187,492
COMMITMENTS
24,042 3,413 23,616 137,915 159,109 185,573 186,138 1,919 1,354
CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: 1,668)
-746 -255 199 1,971 1,198 1,424 1,142 244 526
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.8 1.8 12.6 73.6 84.9 99.0 99.3 1.0 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
17 6 16 57 51 75 72
MID-C FINANCIAL PEAK OTC - ICE OTC Code-064391
FUTURES ONLY POSITIONS AS OF 06/05/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 66,243
COMMITMENTS
76 89 263 65,803 65,814 66,142 66,166 101 77
CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: -4,705)
-850 88 -190 -3,742 -4,680 -4,782 -4,782 77 77
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.1 0.1 0.4 99.3 99.4 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 1 1 31 29 34 30
MID-C FINANCIAL OFF-PEAK OTC - ICE OTC Code-064392
FUTURES ONLY POSITIONS AS OF 06/05/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 634,807
COMMITMENTS
4,677 304 2,829 627,277 631,674 634,783 634,807 24 0
CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: -73,232)
-2,016 0 0 -71,216 -73,232 -73,232 -73,232 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.7 0.0 0.4 98.8 99.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
4 1 1 30 30 34 32
PJM WH OFF PEAK REAL TIME OTC - ICE OTC Code-064394
FUTURES ONLY POSITIONS AS OF 06/05/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,641,425
COMMITMENTS
86,822 15,272 79,206 1475381 1546947 1641409 1641425 16 0
CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: 17,163)
-36,240 5,095 -10,617 64,020 22,685 17,163 17,163 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.3 0.9 4.8 89.9 94.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
10 4 7 42 42 53 52
SP15 FIN DAYAHEAD LPM PEAK OTC - ICE OTC Code-064395
FUTURES ONLY POSITIONS AS OF 06/05/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 93,345
COMMITMENTS
157 684 542 92,566 91,983 93,265 93,209 80 136
CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: 2,745)
-26 61 -20 2,715 2,598 2,669 2,639 76 106
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.2 0.7 0.6 99.2 98.5 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
5 3 3 36 36 43 40
SP15 FIN DA LPM OFF PEAK OTC - ICE OTC Code-064396
FUTURES ONLY POSITIONS AS OF 06/05/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 654,686
COMMITMENTS
11,999 3,608 1,321 641,366 649,757 654,686 654,686 0 0
CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: 8,248)
-1,528 0 0 9,776 8,248 8,248 8,248 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.8 0.6 0.2 98.0 99.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
5 2 1 29 26 34 29
Updated June 8, 2012