NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
FUTURES ONLY POSITIONS AS OF 09/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 4,504,757
COMMITMENTS
613,446 298,478 1270435 2603765 2925429 4487646 4494342 17,111 10,415
CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: -189,382)
23,851 20,940 -101,064 -110,955 -108,859 -188,168 -188,983 -1,214 -399
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.6 6.6 28.2 57.8 64.9 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 218)
37 30 56 141 134 203 197
SOCAL BORDER FIN BASIS - ICE OTC Code-023393
FUTURES ONLY POSITIONS AS OF 09/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 297,998
COMMITMENTS
7,218 16,363 4,621 272,947 274,503 284,786 295,487 13,212 2,511
CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: 4,644)
2,109 -336 456 2,581 4,378 5,146 4,498 -502 146
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.4 5.5 1.6 91.6 92.1 95.6 99.2 4.4 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
6 4 6 38 38 47 45
PG&E CITYGATE FIN BASIS - ICE OTC Code-023394
FUTURES ONLY POSITIONS AS OF 09/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 159,408
COMMITMENTS
1,268 5,132 4,074 149,951 145,807 155,293 155,013 4,115 4,395
CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: 3,767)
362 359 1,331 1,746 2,134 3,439 3,824 328 -57
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.8 3.2 2.6 94.1 91.5 97.4 97.2 2.6 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
1 5 3 32 32 35 38
NWP ROCKIES FIN BASIS - ICE OTC Code-023395
FUTURES ONLY POSITIONS AS OF 09/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 269,472
COMMITMENTS
1,952 10,877 2,710 259,094 248,948 263,756 262,535 5,716 6,937
CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: -515)
302 2,176 496 -1,098 -2,431 -300 241 -215 -756
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.7 4.0 1.0 96.1 92.4 97.9 97.4 2.1 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
1 3 3 40 36 43 40
AECO FIN BASIS - ICE OTC Code-023396
FUTURES ONLY POSITIONS AS OF 09/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 766,288
COMMITMENTS
5,573 4,231 20,310 737,490 738,498 763,373 763,039 2,915 3,249
CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: 22,147)
-659 -47 -115 22,166 22,213 21,392 22,051 755 96
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.7 0.6 2.7 96.2 96.4 99.6 99.6 0.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
4 4 8 57 47 65 55
CHICAGO FIN BASIS - ICE OTC Code-023397
FUTURES ONLY POSITIONS AS OF 09/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 218,864
COMMITMENTS
3,299 0 1,324 208,036 213,645 212,659 214,969 6,205 3,895
CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: 164)
-214 0 309 133 -118 228 191 -64 -27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.5 0.0 0.6 95.1 97.6 97.2 98.2 2.8 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
3 0 2 31 32 34 34
HSC FIN BASIS - ICE OTC Code-023398
FUTURES ONLY POSITIONS AS OF 09/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 296,701
COMMITMENTS
18,947 1,547 14,428 256,510 276,835 289,885 292,810 6,816 3,891
CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: 2,924)
-1,954 0 1,215 3,698 1,829 2,959 3,044 -35 -120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.4 0.5 4.9 86.5 93.3 97.7 98.7 2.3 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
4 2 5 42 44 47 50
WAHA FIN BASIS - ICE OTC Code-023399
FUTURES ONLY POSITIONS AS OF 09/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 148,061
COMMITMENTS
11,571 600 8,444 124,770 132,485 144,785 141,529 3,276 6,532
CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: 778)
872 120 -4 216 662 1,084 778 -306 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.8 0.4 5.7 84.3 89.5 97.8 95.6 2.2 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
6 1 3 39 35 45 39
PJM WH REAL TIME PEAK OTC - ICE OTC Code-064363
FUTURES ONLY POSITIONS AS OF 09/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 179,508
COMMITMENTS
22,885 1,615 25,689 128,997 151,675 177,571 178,979 1,937 529
CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: -3,017)
1,258 -89 -1,012 -3,634 -1,909 -3,388 -3,010 371 -7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.7 0.9 14.3 71.9 84.5 98.9 99.7 1.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
12 9 14 54 55 72 72
MID-C FINANCIAL PEAK OTC - ICE OTC Code-064391
FUTURES ONLY POSITIONS AS OF 09/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 60,762
COMMITMENTS
252 0 1,072 59,366 59,690 60,690 60,762 72 0
CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: -2,482)
-311 -42 164 -2,379 -2,580 -2,526 -2,458 44 -24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.4 0.0 1.8 97.7 98.2 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 0 2 28 26 31 28
MID-C FINANCIAL OFF-PEAK OTC - ICE OTC Code-064392
FUTURES ONLY POSITIONS AS OF 09/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 515,792
COMMITMENTS
5,193 2,932 2,273 508,326 510,587 515,792 515,792 0 0
CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: -40,671)
1,656 977 -984 -41,343 -40,664 -40,671 -40,671 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.0 0.6 0.4 98.6 99.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 2 1 26 28 29 30
PJM WH OFF PEAK REAL TIME OTC - ICE OTC Code-064394
FUTURES ONLY POSITIONS AS OF 09/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,703,695
COMMITMENTS
181,217 11,031 73,248 1449230 1619416 1703695 1703695 0 0
CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: 42,835)
18,785 1,696 742 23,308 40,397 42,835 42,835 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.6 0.6 4.3 85.1 95.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
6 3 8 42 46 51 54
SP15 FIN DAYAHEAD LPM PEAK OTC - ICE OTC Code-064395
FUTURES ONLY POSITIONS AS OF 09/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 75,693
COMMITMENTS
51 1,549 2,709 72,905 71,405 75,665 75,663 28 30
CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: -830)
-24 347 -259 -573 -916 -856 -828 26 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.1 2.0 3.6 96.3 94.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
1 4 3 31 34 35 38
SP15 FIN DA LPM OFF PEAK OTC - ICE OTC Code-064396
FUTURES ONLY POSITIONS AS OF 09/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 522,398
COMMITMENTS
5,779 624 7,646 508,973 514,128 522,398 522,398 0 0
CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: 1,311)
665 0 -321 967 1,632 1,311 1,311 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.1 0.1 1.5 97.4 98.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 1 2 24 25 26 28
Updated September 4, 2012