NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
FUTURES ONLY POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 4,688,481
COMMITMENTS
324,845 412,158 1511951 2835897 2748762 4672693 4672871 15,788 15,610
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: 68,139)
-13,715 19,334 24,529 60,394 28,419 71,208 72,282 -3,069 -4,143
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.9 8.8 32.2 60.5 58.6 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 225)
37 33 63 143 136 209 205
SOCAL BORDER FIN BASIS - ICE OTC Code-023393
FUTURES ONLY POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 334,263
COMMITMENTS
15,781 2,322 11,240 297,582 314,383 324,603 327,945 9,660 6,318
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: 5,055)
5,141 498 -3,239 4,021 6,360 5,923 3,619 -868 1,436
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.7 0.7 3.4 89.0 94.1 97.1 98.1 2.9 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
6 3 8 39 37 48 45
PG&E CITYGATE FIN BASIS - ICE OTC Code-023394
FUTURES ONLY POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 188,627
COMMITMENTS
5,760 518 3,997 175,560 181,158 185,317 185,673 3,310 2,954
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: 6,522)
977 518 532 4,670 3,522 6,179 4,572 343 1,950
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.1 0.3 2.1 93.1 96.0 98.2 98.4 1.8 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
4 2 3 33 40 39 43
NWP ROCKIES FIN BASIS - ICE OTC Code-023395
FUTURES ONLY POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 334,160
COMMITMENTS
3,079 34,430 3,801 323,909 291,481 330,789 329,712 3,371 4,448
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: 3,968)
-975 1,261 -1,273 5,785 4,069 3,537 4,057 431 -89
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.9 10.3 1.1 96.9 87.2 99.0 98.7 1.0 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
1 6 4 36 33 40 40
AECO FIN BASIS - ICE OTC Code-023396
FUTURES ONLY POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 793,707
COMMITMENTS
1,067 19,739 17,302 768,328 750,507 786,697 787,548 7,010 6,159
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: 54,482)
-1,281 2,887 437 51,155 46,633 50,311 49,957 4,171 4,525
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.1 2.5 2.2 96.8 94.6 99.1 99.2 0.9 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
1 4 4 56 50 61 54
CHICAGO FIN BASIS - ICE OTC Code-023397
FUTURES ONLY POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 227,342
COMMITMENTS
10,013 6,691 9,008 202,581 206,944 221,602 222,643 5,740 4,699
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: -1,005)
-3,067 -2,900 2,353 -856 -927 -1,570 -1,474 565 469
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.4 2.9 4.0 89.1 91.0 97.5 97.9 2.5 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
3 2 4 34 39 39 43
HSC FIN BASIS - ICE OTC Code-023398
FUTURES ONLY POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 419,596
COMMITMENTS
8,946 0 25,547 374,755 388,705 409,248 414,252 10,348 5,344
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: -946)
-1,150 -9,599 5,690 -8,229 1,046 -3,689 -2,863 2,743 1,917
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.1 0.0 6.1 89.3 92.6 97.5 98.7 2.5 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
5 0 5 46 39 51 44
WAHA FIN BASIS - ICE OTC Code-023399
FUTURES ONLY POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 180,123
COMMITMENTS
8,513 5,232 6,553 162,128 161,751 177,194 173,536 2,929 6,587
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: 9,206)
-2,343 4,729 1,544 10,798 3,725 9,999 9,998 -793 -792
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.7 2.9 3.6 90.0 89.8 98.4 96.3 1.6 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
2 1 2 30 33 32 36
PJM WH REAL TIME PEAK OTC - ICE OTC Code-064363
FUTURES ONLY POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 163,028
COMMITMENTS
29,984 918 21,051 110,228 139,641 161,263 161,610 1,765 1,418
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: 2,631)
2,836 290 668 -1,386 1,375 2,118 2,333 513 298
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.4 0.6 12.9 67.6 85.7 98.9 99.1 1.1 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
17 3 12 54 49 72 63
MID-C FINANCIAL PEAK OTC - ICE OTC Code-064391
FUTURES ONLY POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 69,916
COMMITMENTS
503 592 3,354 66,054 65,943 69,911 69,889 5 27
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: -1,371)
-176 31 303 -1,498 -1,732 -1,371 -1,398 0 27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.7 0.8 4.8 94.5 94.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 3 4 30 30 35 35
MID-C FINANCIAL OFF-PEAK OTC - ICE OTC Code-064392
FUTURES ONLY POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 587,985
COMMITMENTS
2,467 15,578 2,924 582,594 569,483 587,985 587,985 0 0
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: 8,691)
-136 4,023 -224 9,051 4,892 8,691 8,691 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.4 2.6 0.5 99.1 96.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 4 3 28 24 32 29
PJM WH OFF PEAK REAL TIME OTC - ICE OTC Code-064394
FUTURES ONLY POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,667,572
COMMITMENTS
96,777 21,912 106,511 1463491 1538341 1666779 1666764 793 808
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: 22,948)
2,771 -1,703 -8,892 28,300 32,735 22,179 22,140 769 808
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.8 1.3 6.4 87.8 92.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
6 4 7 45 37 54 46
SP15 FIN DAYAHEAD LPM PEAK OTC - ICE OTC Code-064395
FUTURES ONLY POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 121,427
COMMITMENTS
2,280 155 3,461 115,660 117,780 121,401 121,396 26 31
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: 151)
329 -227 132 -310 246 151 151 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.9 0.1 2.9 95.3 97.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
5 1 5 35 37 41 42
SP15 FIN DA LPM OFF PEAK OTC - ICE OTC Code-064396
FUTURES ONLY POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 559,684
COMMITMENTS
0 12,556 648 559,036 546,480 559,684 559,684 0 0
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: 54,649)
0 -657 320 54,329 54,986 54,649 54,649 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 2.2 0.1 99.9 97.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 4 1 23 24 24 28
Updated November 28, 2011