NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
FUTURES ONLY POSITIONS AS OF 06/12/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 5,086,248
COMMITMENTS
747,617 380,016 1344609 2969367 3342608 5061593 5067233 24,655 19,015
CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: -65,002)
-50,502 44,778 -76,676 60,560 -32,669 -66,618 -64,567 1,616 -435
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.7 7.5 26.4 58.4 65.7 99.5 99.6 0.5 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 226)
28 40 62 144 139 211 205
SOCAL BORDER FIN BASIS - ICE OTC Code-023393
FUTURES ONLY POSITIONS AS OF 06/12/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 312,383
COMMITMENTS
4,802 3,350 6,197 286,563 300,409 297,562 309,956 14,821 2,427
CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: 11,196)
4,188 -1,154 -481 8,328 12,557 12,035 10,922 -839 274
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.5 1.1 2.0 91.7 96.2 95.3 99.2 4.7 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
4 5 7 39 42 48 49
PG&E CITYGATE FIN BASIS - ICE OTC Code-023394
FUTURES ONLY POSITIONS AS OF 06/12/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 167,376
COMMITMENTS
268 9,312 3,328 161,358 152,129 164,954 164,769 2,422 2,607
CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: 1,930)
-24 -1,221 105 1,695 2,279 1,776 1,163 154 767
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.2 5.6 2.0 96.4 90.9 98.6 98.4 1.4 1.6
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 06/12/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 254,645
COMMITMENTS
5,059 15,580 1,213 242,835 221,783 249,107 238,576 5,538 16,069
CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: 1,016)
2,946 901 -704 -2,081 -37 161 160 855 856
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.0 6.1 0.5 95.4 87.1 97.8 93.7 2.2 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
1 3 3 35 33 38 37
AECO FIN BASIS - ICE OTC Code-023396
FUTURES ONLY POSITIONS AS OF 06/12/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 780,799
COMMITMENTS
406 16,489 25,904 751,957 733,499 778,267 775,892 2,532 4,907
CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: -29,951)
80 -3,038 -7,461 -23,000 -20,115 -30,381 -30,614 430 663
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.1 2.1 3.3 96.3 93.9 99.7 99.4 0.3 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
2 7 8 55 50 63 59
CHICAGO FIN BASIS - ICE OTC Code-023397
FUTURES ONLY POSITIONS AS OF 06/12/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 220,139
COMMITMENTS
13,961 0 1,084 198,522 215,806 213,567 216,890 6,572 3,249
CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: -2,976)
-1,234 0 -34 -2,192 -3,406 -3,460 -3,440 484 464
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.3 0.0 0.5 90.2 98.0 97.0 98.5 3.0 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 0 2 28 28 30 30
HSC FIN BASIS - ICE OTC Code-023398
FUTURES ONLY POSITIONS AS OF 06/12/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 334,026
COMMITMENTS
3,430 3,348 41,288 282,038 280,790 326,756 325,426 7,270 8,600
CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: -5,180)
-3,615 456 -286 -1,735 -5,102 -5,636 -4,932 456 -248
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.0 1.0 12.4 84.4 84.1 97.8 97.4 2.2 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
5 4 6 37 40 45 47
WAHA FIN BASIS - ICE OTC Code-023399
FUTURES ONLY POSITIONS AS OF 06/12/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 157,733
COMMITMENTS
18,430 1,232 4,957 131,275 145,973 154,662 152,162 3,071 5,571
CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: 1,209)
1,618 0 -82 -605 -208 931 -290 278 1,499
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.7 0.8 3.1 83.2 92.5 98.1 96.5 1.9 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
5 2 2 33 31 38 35
PJM WH REAL TIME PEAK OTC - ICE OTC Code-064363
FUTURES ONLY POSITIONS AS OF 06/12/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 179,956
COMMITMENTS
24,137 2,506 22,962 130,813 152,626 177,912 178,094 2,044 1,862
CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: -7,536)
95 -907 -654 -7,102 -6,483 -7,661 -8,044 125 508
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.4 1.4 12.8 72.7 84.8 98.9 99.0 1.1 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
17 5 16 55 52 74 71
MID-C FINANCIAL PEAK OTC - ICE OTC Code-064391
FUTURES ONLY POSITIONS AS OF 06/12/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 67,583
COMMITMENTS
130 139 341 67,058 67,051 67,529 67,531 54 52
CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: 1,340)
54 50 78 1,255 1,237 1,387 1,365 -47 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.2 0.2 0.5 99.2 99.2 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 2 2 31 29 36 31
MID-C FINANCIAL OFF-PEAK OTC - ICE OTC Code-064392
FUTURES ONLY POSITIONS AS OF 06/12/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 619,535
COMMITMENTS
4,461 0 3,133 611,941 616,402 619,535 619,535 0 0
CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: -15,272)
-216 -304 304 -15,336 -15,272 -15,248 -15,272 -24 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.7 0.0 0.5 98.8 99.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
5 0 2 29 29 34 31
PJM WH OFF PEAK REAL TIME OTC - ICE OTC Code-064394
FUTURES ONLY POSITIONS AS OF 06/12/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,565,026
COMMITMENTS
78,487 24,630 71,486 1414298 1468169 1564271 1564285 755 741
CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: -76,399)
-8,335 9,358 -7,720 -61,083 -78,778 -77,138 -77,140 739 741
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.0 1.6 4.6 90.4 93.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
9 4 8 41 39 51 50
SP15 FIN DAYAHEAD LPM PEAK OTC - ICE OTC Code-064395
FUTURES ONLY POSITIONS AS OF 06/12/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 87,033
COMMITMENTS
178 637 614 86,163 85,695 86,955 86,946 78 87
CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: -6,312)
21 -47 72 -6,403 -6,288 -6,310 -6,263 -2 -49
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.2 0.7 0.7 99.0 98.5 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
4 4 5 35 35 42 41
SP15 FIN DA LPM OFF PEAK OTC - ICE OTC Code-064396
FUTURES ONLY POSITIONS AS OF 06/12/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 595,310
COMMITMENTS
7,031 0 1,321 586,958 593,989 595,310 595,310 0 0
CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: -59,376)
-4,968 -3,608 0 -54,408 -55,768 -59,376 -59,376 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.2 0.0 0.2 98.6 99.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
4 0 1 27 26 31 27
Updated June 15, 2012