NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
FUTURES ONLY POSITIONS AS OF 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 4,811,266
COMMITMENTS
680,362 167,769 1443877 2669100 3187061 4793339 4798707 17,927 12,559
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: 16,458)
-92,684 -7,011 41,590 65,793 -18,951 14,699 15,628 1,759 830
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.1 3.5 30.0 55.5 66.2 99.6 99.7 0.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 220)
41 26 58 144 135 210 196
SOCAL BORDER FIN BASIS - ICE OTC Code-023393
FUTURES ONLY POSITIONS AS OF 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 293,171
COMMITMENTS
5,469 11,070 3,809 270,546 274,638 279,824 289,517 13,347 3,654
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: -29,215)
-1,861 -1,322 -2,057 -25,333 -26,328 -29,251 -29,707 36 492
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.9 3.8 1.3 92.3 93.7 95.4 98.8 4.6 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
5 4 5 37 39 44 46
PG&E CITYGATE FIN BASIS - ICE OTC Code-023394
FUTURES ONLY POSITIONS AS OF 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 151,339
COMMITMENTS
0 5,496 3,018 144,307 138,818 147,325 147,332 4,014 4,007
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: -14,859)
-561 -1,163 -628 -14,029 -14,335 -15,218 -16,126 359 1,267
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 3.6 2.0 95.4 91.7 97.3 97.4 2.7 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
0 3 2 29 31 31 34
NWP ROCKIES FIN BASIS - ICE OTC Code-023395
FUTURES ONLY POSITIONS AS OF 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 246,373
COMMITMENTS
3,162 6,727 1,893 236,088 228,188 241,143 236,808 5,230 9,565
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: -23,998)
1,290 -7,184 441 -24,950 -17,136 -23,219 -23,879 -779 -119
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.3 2.7 0.8 95.8 92.6 97.9 96.1 2.1 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
1 3 3 32 34 36 37
AECO FIN BASIS - ICE OTC Code-023396
FUTURES ONLY POSITIONS AS OF 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 727,472
COMMITMENTS
4,793 5,962 18,988 701,533 699,269 725,314 724,219 2,158 3,253
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: -20,952)
1,811 439 -792 -21,496 -18,806 -20,477 -19,159 -475 -1,793
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.7 0.8 2.6 96.4 96.1 99.7 99.6 0.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
5 3 7 56 47 63 55
CHICAGO FIN BASIS - ICE OTC Code-023397
FUTURES ONLY POSITIONS AS OF 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 206,532
COMMITMENTS
4,071 0 1,217 194,479 200,912 199,767 202,129 6,765 4,403
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: -8,191)
-2,794 0 120 -4,373 -8,532 -7,047 -8,412 -1,144 221
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.0 0.0 0.6 94.2 97.3 96.7 97.9 3.3 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
3 0 2 30 30 33 32
HSC FIN BASIS - ICE OTC Code-023398
FUTURES ONLY POSITIONS AS OF 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 276,620
COMMITMENTS
26,584 960 15,981 228,640 251,454 271,205 268,395 5,415 8,225
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: -30,330)
4,055 -120 -2,633 -31,147 -27,368 -29,725 -30,121 -605 -209
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.6 0.3 5.8 82.7 90.9 98.0 97.0 2.0 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
4 2 6 40 42 46 48
WAHA FIN BASIS - ICE OTC Code-023399
FUTURES ONLY POSITIONS AS OF 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 138,479
COMMITMENTS
11,360 0 5,946 117,821 125,918 135,127 131,864 3,352 6,615
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: -10,266)
1,730 0 271 -13,565 -12,842 -11,564 -12,571 1,298 2,305
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.2 0.0 4.3 85.1 90.9 97.6 95.2 2.4 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
6 0 3 32 32 38 35
PJM WH REAL TIME PEAK OTC - ICE OTC Code-064363
FUTURES ONLY POSITIONS AS OF 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 167,403
COMMITMENTS
17,493 1,279 24,386 123,720 141,288 165,599 166,953 1,804 450
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: -7,650)
1,310 197 -1,625 -6,522 -5,977 -6,837 -7,405 -813 -245
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.4 0.8 14.6 73.9 84.4 98.9 99.7 1.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
13 8 11 51 54 69 69
MID-C FINANCIAL PEAK OTC - ICE OTC Code-064391
FUTURES ONLY POSITIONS AS OF 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 61,634
COMMITMENTS
286 74 511 60,809 61,049 61,606 61,634 28 0
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: -4,544)
39 -350 222 -4,753 -4,362 -4,492 -4,490 -52 -54
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.5 0.1 0.8 98.7 99.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 2 3 31 26 36 29
MID-C FINANCIAL OFF-PEAK OTC - ICE OTC Code-064392
FUTURES ONLY POSITIONS AS OF 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 538,404
COMMITMENTS
6,142 0 648 531,614 537,756 538,404 538,404 0 0
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: -43,739)
-209 0 0 -43,530 -43,739 -43,739 -43,739 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.1 0.0 0.1 98.7 99.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 0 2 27 29 30 31
PJM WH OFF PEAK REAL TIME OTC - ICE OTC Code-064394
FUTURES ONLY POSITIONS AS OF 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,566,771
COMMITMENTS
133,246 14,936 65,958 1366824 1485134 1566028 1566028 743 743
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: -57,073)
-27,970 -15,309 -389 -29,457 -42,118 -57,816 -57,816 743 743
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.5 1.0 4.2 87.2 94.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
8 2 8 40 40 50 48
SP15 FIN DAYAHEAD LPM PEAK OTC - ICE OTC Code-064395
FUTURES ONLY POSITIONS AS OF 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 82,713
COMMITMENTS
26 675 940 81,745 81,085 82,711 82,700 2 13
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: -58)
-261 -80 -107 462 279 94 92 -152 -150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.8 1.1 98.8 98.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
2 6 5 33 34 39 41
SP15 FIN DA LPM OFF PEAK OTC - ICE OTC Code-064396
FUTURES ONLY POSITIONS AS OF 08/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 552,246
COMMITMENTS
2,878 8,021 3,275 546,093 540,950 552,246 552,246 0 0
CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: 3,930)
0 2,872 0 3,930 1,058 3,930 3,930 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.5 1.5 0.6 98.9 98.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 3 2 24 22 28 26
Updated August 10, 2012