NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
FUTURES ONLY POSITIONS AS OF 08/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 4,702,064
COMMITMENTS
591,092 242,208 1405943 2688702 3043082 4685737 4691233 16,327 10,831
CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST: -73,293)
-34,762 24,475 -59,269 21,858 -37,967 -72,173 -72,761 -1,120 -532
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.6 5.2 29.9 57.2 64.7 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 218)
42 23 58 142 136 206 199
SOCAL BORDER FIN BASIS - ICE OTC Code-023393
FUTURES ONLY POSITIONS AS OF 08/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 295,151
COMMITMENTS
3,168 14,508 5,226 272,600 273,055 280,994 292,789 14,157 2,362
CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST: 3,485)
-1,258 1,451 2,019 1,751 184 2,512 3,654 973 -169
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.1 4.9 1.8 92.4 92.5 95.2 99.2 4.8 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
6 5 6 39 38 48 46
PG&E CITYGATE FIN BASIS - ICE OTC Code-023394
FUTURES ONLY POSITIONS AS OF 08/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 157,052
COMMITMENTS
1,057 6,707 2,915 150,089 143,880 154,061 153,502 2,991 3,550
CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST: 7,312)
1,057 489 132 6,934 6,354 8,123 6,975 -811 337
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.7 4.3 1.9 95.6 91.6 98.1 97.7 1.9 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 3 2 30 33 33 36
NWP ROCKIES FIN BASIS - ICE OTC Code-023395
FUTURES ONLY POSITIONS AS OF 08/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 262,934
COMMITMENTS
2,010 7,380 3,323 251,884 244,784 257,217 255,487 5,717 7,447
CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST: 8,043)
-1,392 601 1,473 6,583 7,981 6,664 10,055 1,379 -2,012
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.8 2.8 1.3 95.8 93.1 97.8 97.2 2.2 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
1 2 3 34 34 37 37
AECO FIN BASIS - ICE OTC Code-023396
FUTURES ONLY POSITIONS AS OF 08/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 739,292
COMMITMENTS
5,316 4,609 20,277 711,845 711,278 737,438 736,164 1,854 3,128
CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST: 1,171)
-320 -374 704 698 872 1,082 1,202 89 -31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.7 0.6 2.7 96.3 96.2 99.7 99.6 0.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
3 5 8 57 46 65 54
CHICAGO FIN BASIS - ICE OTC Code-023397
FUTURES ONLY POSITIONS AS OF 08/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 216,057
COMMITMENTS
2,720 0 1,608 206,545 210,780 210,873 212,388 5,184 3,669
CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST: 1,392)
396 -393 -196 1,497 1,981 1,697 1,392 -305 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.3 0.0 0.7 95.6 97.6 97.6 98.3 2.4 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
4 0 2 33 32 37 34
HSC FIN BASIS - ICE OTC Code-023398
FUTURES ONLY POSITIONS AS OF 08/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 284,639
COMMITMENTS
22,383 1,588 13,395 241,819 260,676 277,597 275,659 7,042 8,980
CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST: 5,187)
-142 478 -4,583 8,508 9,168 3,783 5,063 1,404 124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.9 0.6 4.7 85.0 91.6 97.5 96.8 2.5 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
3 3 5 39 42 44 48
WAHA FIN BASIS - ICE OTC Code-023399
FUTURES ONLY POSITIONS AS OF 08/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 141,903
COMMITMENTS
13,397 300 6,197 119,221 129,182 138,815 135,679 3,088 6,224
CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST: 1,009)
-2,625 300 1,601 2,336 322 1,312 2,223 -303 -1,214
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.4 0.2 4.4 84.0 91.0 97.8 95.6 2.2 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
7 1 4 35 33 42 38
PJM WH REAL TIME PEAK OTC - ICE OTC Code-064363
FUTURES ONLY POSITIONS AS OF 08/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 176,355
COMMITMENTS
22,254 1,021 25,773 126,869 148,920 174,896 175,714 1,459 641
CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST: 4,442)
4,986 107 -473 104 4,793 4,617 4,427 -175 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.6 0.6 14.6 71.9 84.4 99.2 99.6 0.8 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
13 7 15 56 54 75 71
MID-C FINANCIAL PEAK OTC - ICE OTC Code-064391
FUTURES ONLY POSITIONS AS OF 08/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 62,612
COMMITMENTS
667 43 779 61,138 61,790 62,584 62,612 28 0
CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST: 794)
314 -129 57 399 866 770 794 24 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.1 0.1 1.2 97.6 98.7 100.0 100.0 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 08/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 547,258
COMMITMENTS
3,171 978 4,536 539,551 541,744 547,258 547,258 0 0
CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST: 4,045)
-2,591 978 2,912 3,724 155 4,045 4,045 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.6 0.2 0.8 98.6 99.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 2 3 28 30 31 34
PJM WH OFF PEAK REAL TIME OTC - ICE OTC Code-064394
FUTURES ONLY POSITIONS AS OF 08/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,599,610
COMMITMENTS
152,671 12,103 62,626 1384313 1524881 1599610 1599610 0 0
CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST: 33,161)
14,976 -376 -2,842 21,027 36,379 33,161 33,161 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.5 0.8 3.9 86.5 95.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
7 2 8 40 42 49 50
SP15 FIN DAYAHEAD LPM PEAK OTC - ICE OTC Code-064395
FUTURES ONLY POSITIONS AS OF 08/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 75,838
COMMITMENTS
75 1,046 3,194 72,543 71,566 75,812 75,806 26 32
CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST: -730)
-447 597 653 -960 -2,002 -754 -752 24 22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.1 1.4 4.2 95.7 94.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
1 5 4 31 33 36 38
SP15 FIN DA LPM OFF PEAK OTC - ICE OTC Code-064396
FUTURES ONLY POSITIONS AS OF 08/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 506,738
COMMITMENTS
1,566 6,339 3,819 501,353 496,580 506,738 506,738 0 0
CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST: 8,153)
688 -18 264 7,201 7,907 8,153 8,153 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.3 1.3 0.8 98.9 98.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 2 2 24 25 26 28
Updated August 24, 2012