NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
FUTURES ONLY POSITIONS AS OF 07/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 4,909,560
COMMITMENTS
766,274 214,120 1296482 2826202 3382520 4888958 4893122 20,602 16,438
CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST: 96,941)
-29,470 2,576 59,691 66,113 34,240 96,334 96,507 607 434
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.6 4.4 26.4 57.6 68.9 99.6 99.7 0.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 219)
36 30 57 143 135 206 196
SOCAL BORDER FIN BASIS - ICE OTC Code-023393
FUTURES ONLY POSITIONS AS OF 07/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 308,293
COMMITMENTS
3,158 11,537 4,660 287,818 289,192 295,636 305,389 12,657 2,904
CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST: -14,221)
-436 3,013 -2,044 -11,128 -12,999 -13,608 -12,030 -613 -2,191
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.0 3.7 1.5 93.4 93.8 95.9 99.1 4.1 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
4 5 8 36 38 45 46
PG&E CITYGATE FIN BASIS - ICE OTC Code-023394
FUTURES ONLY POSITIONS AS OF 07/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 153,857
COMMITMENTS
487 7,394 3,069 147,483 140,626 151,039 151,089 2,818 2,768
CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST: -9,047)
51 625 -391 -6,441 -7,123 -6,781 -6,889 -2,266 -2,158
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.3 4.8 2.0 95.9 91.4 98.2 98.2 1.8 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
1 3 2 32 35 34 39
NWP ROCKIES FIN BASIS - ICE OTC Code-023395
FUTURES ONLY POSITIONS AS OF 07/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 257,201
COMMITMENTS
3,660 13,545 1,476 247,309 232,862 252,445 247,883 4,756 9,318
CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST: -23,496)
-581 -8,187 -142 -21,455 -13,610 -22,178 -21,939 -1,318 -1,557
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.4 5.3 0.6 96.2 90.5 98.2 96.4 1.8 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
1 4 3 35 36 39 40
AECO FIN BASIS - ICE OTC Code-023396
FUTURES ONLY POSITIONS AS OF 07/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 742,805
COMMITMENTS
1,800 9,151 29,902 708,251 699,873 739,953 738,926 2,852 3,879
CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST: -25,477)
-607 -1,910 1,262 -26,412 -23,470 -25,757 -24,118 280 -1,359
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.2 1.2 4.0 95.3 94.2 99.6 99.5 0.4 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
4 4 7 58 50 65 58
CHICAGO FIN BASIS - ICE OTC Code-023397
FUTURES ONLY POSITIONS AS OF 07/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 213,790
COMMITMENTS
9,611 0 2,258 194,211 208,565 206,080 210,823 7,710 2,967
CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST: -14,092)
-784 0 -19 -14,079 -13,744 -14,882 -13,763 790 -329
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.5 0.0 1.1 90.8 97.6 96.4 98.6 3.6 1.4
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 07/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 314,975
COMMITMENTS
11,204 2,163 33,613 263,808 270,773 308,625 306,549 6,350 8,426
CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST: -23,237)
-1,057 -398 -1,335 -19,635 -16,921 -22,027 -18,654 -1,210 -4,583
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.6 0.7 10.7 83.8 86.0 98.0 97.3 2.0 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
2 4 5 38 41 43 47
WAHA FIN BASIS - ICE OTC Code-023399
FUTURES ONLY POSITIONS AS OF 07/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 142,927
COMMITMENTS
10,121 829 4,188 125,673 132,662 139,982 137,679 2,945 5,248
CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST: -16,441)
-1,901 -2,446 -1,074 -13,343 -12,435 -16,318 -15,955 -123 -486
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.1 0.6 2.9 87.9 92.8 97.9 96.3 2.1 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
6 1 2 35 30 41 33
PJM WH REAL TIME PEAK OTC - ICE OTC Code-064363
FUTURES ONLY POSITIONS AS OF 07/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 173,589
COMMITMENTS
19,222 1,372 21,981 130,156 149,426 171,359 172,779 2,230 810
CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST: -6,660)
-431 -403 -1,701 -4,826 -4,102 -6,958 -6,206 298 -454
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.1 0.8 12.7 75.0 86.1 98.7 99.5 1.3 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
13 3 9 53 52 68 63
MID-C FINANCIAL PEAK OTC - ICE OTC Code-064391
FUTURES ONLY POSITIONS AS OF 07/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 64,791
COMMITMENTS
151 92 184 64,352 64,437 64,687 64,713 104 78
CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST: -665)
-65 92 -16 -662 -819 -743 -743 78 78
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.2 0.1 0.3 99.3 99.5 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
4 2 1 31 28 36 30
MID-C FINANCIAL OFF-PEAK OTC - ICE OTC Code-064392
FUTURES ONLY POSITIONS AS OF 07/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 570,293
COMMITMENTS
2,064 1,475 2,642 565,587 566,176 570,293 570,293 0 0
CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST: 3,317)
0 0 0 3,317 3,317 3,317 3,317 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.4 0.3 0.5 99.2 99.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 2 1 26 28 29 30
PJM WH OFF PEAK REAL TIME OTC - ICE OTC Code-064394
FUTURES ONLY POSITIONS AS OF 07/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,607,231
COMMITMENTS
115,539 39,623 67,229 1424463 1500379 1607231 1607231 0 0
CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST: -40,248)
12,399 9,986 -16,853 -35,794 -33,381 -40,248 -40,248 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.2 2.5 4.2 88.6 93.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
6 3 7 42 39 50 47
SP15 FIN DAYAHEAD LPM PEAK OTC - ICE OTC Code-064395
FUTURES ONLY POSITIONS AS OF 07/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 83,218
COMMITMENTS
95 729 571 82,396 81,753 83,062 83,053 156 165
CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST: -6,275)
-128 -63 -21 -6,278 -6,321 -6,427 -6,405 152 130
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.1 0.9 0.7 99.0 98.2 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
2 6 4 32 34 37 41
SP15 FIN DA LPM OFF PEAK OTC - ICE OTC Code-064396
FUTURES ONLY POSITIONS AS OF 07/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 542,393
COMMITMENTS
3,927 688 1,321 537,145 540,384 542,393 542,393 0 0
CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST: -52,085)
-2,160 0 0 -49,925 -52,085 -52,085 -52,085 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.7 0.1 0.2 99.0 99.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 1 1 25 24 28 26
Updated July 13, 2012