NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
FUTURES ONLY POSITIONS AS OF 08/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 4,775,357
COMMITMENTS
625,854 217,733 1465212 2666844 3081049 4757910 4763994 17,447 11,363
CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: -35,909)
-54,508 49,964 21,335 -2,256 -106,012 -35,429 -34,713 -480 -1,196
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.1 4.6 30.7 55.8 64.5 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 220)
45 22 55 143 135 207 195
SOCAL BORDER FIN BASIS - ICE OTC Code-023393
FUTURES ONLY POSITIONS AS OF 08/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 291,666
COMMITMENTS
4,426 13,057 3,207 270,849 272,871 278,482 289,135 13,184 2,531
CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: -1,505)
-1,043 1,987 -602 303 -1,767 -1,342 -382 -163 -1,123
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.5 4.5 1.1 92.9 93.6 95.5 99.1 4.5 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
5 5 6 40 40 47 49
PG&E CITYGATE FIN BASIS - ICE OTC Code-023394
FUTURES ONLY POSITIONS AS OF 08/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 149,740
COMMITMENTS
0 6,218 2,783 143,155 137,526 145,938 146,527 3,802 3,213
CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: -1,599)
0 722 -235 -1,152 -1,292 -1,387 -805 -212 -794
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 4.2 1.9 95.6 91.8 97.5 97.9 2.5 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
0 3 2 30 33 32 36
NWP ROCKIES FIN BASIS - ICE OTC Code-023395
FUTURES ONLY POSITIONS AS OF 08/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 254,891
COMMITMENTS
3,402 6,779 1,850 245,301 236,803 250,553 245,432 4,338 9,459
CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 8,518)
240 52 -43 9,213 8,615 9,410 8,624 -892 -106
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.3 2.7 0.7 96.2 92.9 98.3 96.3 1.7 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
1 2 2 33 35 36 37
AECO FIN BASIS - ICE OTC Code-023396
FUTURES ONLY POSITIONS AS OF 08/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 738,121
COMMITMENTS
5,636 4,983 19,573 711,147 710,406 736,356 734,962 1,765 3,159
CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 10,649)
843 -979 585 9,614 11,137 11,042 10,743 -393 -94
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.8 0.7 2.7 96.3 96.2 99.8 99.6 0.2 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
5 3 7 58 47 65 55
CHICAGO FIN BASIS - ICE OTC Code-023397
FUTURES ONLY POSITIONS AS OF 08/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 214,665
COMMITMENTS
2,324 393 1,804 205,048 208,799 209,176 210,996 5,489 3,669
CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 8,133)
-1,747 393 587 10,569 7,887 9,409 8,867 -1,276 -734
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.1 0.2 0.8 95.5 97.3 97.4 98.3 2.6 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
2 1 2 32 32 35 34
HSC FIN BASIS - ICE OTC Code-023398
FUTURES ONLY POSITIONS AS OF 08/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 279,452
COMMITMENTS
22,525 1,110 17,978 233,311 251,508 273,814 270,596 5,638 8,856
CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 2,832)
-4,059 150 1,997 4,671 54 2,609 2,201 223 631
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.1 0.4 6.4 83.5 90.0 98.0 96.8 2.0 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
3 2 5 39 42 44 47
WAHA FIN BASIS - ICE OTC Code-023399
FUTURES ONLY POSITIONS AS OF 08/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 140,894
COMMITMENTS
16,022 0 4,596 116,885 128,860 137,503 133,456 3,391 7,438
CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 2,415)
4,662 0 -1,350 -936 2,942 2,376 1,592 39 823
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.4 0.0 3.3 83.0 91.5 97.6 94.7 2.4 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
6 0 3 33 33 39 36
PJM WH REAL TIME PEAK OTC - ICE OTC Code-064363
FUTURES ONLY POSITIONS AS OF 08/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 171,913
COMMITMENTS
17,268 914 26,246 126,765 144,127 170,279 171,287 1,634 626
CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 4,510)
-225 -365 1,860 3,045 2,839 4,680 4,334 -170 176
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.0 0.5 15.3 73.7 83.8 99.0 99.6 1.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
13 7 15 55 55 74 72
MID-C FINANCIAL PEAK OTC - ICE OTC Code-064391
FUTURES ONLY POSITIONS AS OF 08/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 61,818
COMMITMENTS
353 172 722 60,739 60,924 61,814 61,818 4 0
CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 184)
67 98 211 -70 -125 208 184 -24 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.6 0.3 1.2 98.3 98.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
4 1 2 30 27 35 29
MID-C FINANCIAL OFF-PEAK OTC - ICE OTC Code-064392
FUTURES ONLY POSITIONS AS OF 08/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 543,213
COMMITMENTS
5,762 0 1,624 535,827 541,589 543,213 543,213 0 0
CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 4,809)
-380 0 976 4,213 3,833 4,809 4,809 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.1 0.0 0.3 98.6 99.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 0 3 28 30 31 33
PJM WH OFF PEAK REAL TIME OTC - ICE OTC Code-064394
FUTURES ONLY POSITIONS AS OF 08/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,566,449
COMMITMENTS
137,695 12,479 65,468 1363286 1488502 1566449 1566449 0 0
CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: -322)
4,449 -2,457 -490 -3,538 3,368 421 421 -743 -743
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.8 0.8 4.2 87.0 95.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
7 2 8 40 41 49 49
SP15 FIN DAYAHEAD LPM PEAK OTC - ICE OTC Code-064395
FUTURES ONLY POSITIONS AS OF 08/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 76,568
COMMITMENTS
522 449 2,541 73,503 73,568 76,566 76,558 2 10
CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: -6,145)
496 -226 1,601 -8,242 -7,517 -6,145 -6,142 0 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.7 0.6 3.3 96.0 96.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
3 3 4 32 33 37 38
SP15 FIN DA LPM OFF PEAK OTC - ICE OTC Code-064396
FUTURES ONLY POSITIONS AS OF 08/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 498,585
COMMITMENTS
878 6,357 3,555 494,152 488,673 498,585 498,585 0 0
CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: -53,661)
-2,000 -1,664 280 -51,941 -52,277 -53,661 -53,661 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.2 1.3 0.7 99.1 98.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 2 2 24 24 26 27
Updated August 17, 2012