NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
FUTURES ONLY POSITIONS AS OF 12/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 4,737,840
COMMITMENTS
424,792 364,316 1559398 2730033 2789403 4714223 4713117 23,617 24,723
CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 141,018)
3,625 -8,648 94,705 41,198 54,910 139,528 140,967 1,490 51
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.0 7.7 32.9 57.6 58.9 99.5 99.5 0.5 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 226)
39 32 66 138 132 207 204
SOCAL BORDER FIN BASIS - ICE OTC Code-023393
FUTURES ONLY POSITIONS AS OF 12/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 309,296
COMMITMENTS
15,257 19,604 6,226 275,808 277,426 297,291 303,256 12,005 6,040
CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 3,623)
3,937 13,054 -1,075 23 -8,134 2,885 3,845 738 -222
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.9 6.3 2.0 89.2 89.7 96.1 98.0 3.9 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
6 2 6 37 36 45 42
PG&E CITYGATE FIN BASIS - ICE OTC Code-023394
FUTURES ONLY POSITIONS AS OF 12/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 162,688
COMMITMENTS
397 0 4,831 149,936 155,092 155,164 159,923 7,524 2,765
CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: -5,608)
-2,203 0 1,289 -5,611 -6,496 -6,525 -5,207 917 -401
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.2 0.0 3.0 92.2 95.3 95.4 98.3 4.6 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
1 0 1 32 38 33 39
NWP ROCKIES FIN BASIS - ICE OTC Code-023395
FUTURES ONLY POSITIONS AS OF 12/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 322,632
COMMITMENTS
6,189 26,325 2,581 309,973 288,101 318,743 317,007 3,889 5,625
CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 9,316)
2,736 2,466 -2,016 8,160 9,176 8,880 9,626 436 -310
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.9 8.2 0.8 96.1 89.3 98.8 98.3 1.2 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
1 3 2 36 35 38 39
AECO FIN BASIS - ICE OTC Code-023396
FUTURES ONLY POSITIONS AS OF 12/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 797,647
COMMITMENTS
583 23,769 22,513 772,237 750,334 795,333 796,616 2,314 1,031
CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 28,239)
-360 3,358 607 27,962 25,735 28,209 29,700 30 -1,461
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.1 3.0 2.8 96.8 94.1 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
1 5 5 54 47 60 52
CHICAGO FIN BASIS - ICE OTC Code-023397
FUTURES ONLY POSITIONS AS OF 12/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 225,987
COMMITMENTS
9,030 19,683 4,574 204,620 197,251 218,224 221,508 7,763 4,479
CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 4,577)
2,290 1,952 -1,237 4,752 4,774 5,805 5,489 -1,228 -912
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.0 8.7 2.0 90.5 87.3 96.6 98.0 3.4 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
2 1 2 36 35 38 38
HSC FIN BASIS - ICE OTC Code-023398
FUTURES ONLY POSITIONS AS OF 12/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 393,054
COMMITMENTS
9,836 0 20,711 351,551 365,783 382,098 386,494 10,956 6,560
CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 4,187)
3,888 -4,129 2,274 -3,598 4,591 2,564 2,736 1,623 1,451
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.5 0.0 5.3 89.4 93.1 97.2 98.3 2.8 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
6 0 5 41 39 47 44
WAHA FIN BASIS - ICE OTC Code-023399
FUTURES ONLY POSITIONS AS OF 12/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 182,394
COMMITMENTS
12,299 7,726 3,977 163,173 162,616 179,449 174,319 2,945 8,075
CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 4,887)
1,708 366 -372 3,642 5,588 4,978 5,582 -91 -695
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.7 4.2 2.2 89.5 89.2 98.4 95.6 1.6 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
3 2 2 27 30 30 34
PJM WH REAL TIME PEAK OTC - ICE OTC Code-064363
FUTURES ONLY POSITIONS AS OF 12/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 159,944
COMMITMENTS
28,251 1,102 20,363 109,968 137,855 158,582 159,320 1,362 624
CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 2,647)
-1,297 409 615 3,550 2,167 2,868 3,191 -221 -544
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.7 0.7 12.7 68.8 86.2 99.1 99.6 0.9 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
13 4 11 51 51 66 64
MID-C FINANCIAL PEAK OTC - ICE OTC Code-064391
FUTURES ONLY POSITIONS AS OF 12/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 67,658
COMMITMENTS
454 204 2,803 64,396 64,651 67,653 67,658 5 0
CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: -369)
-54 50 -227 -88 -192 -369 -369 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.7 0.3 4.1 95.2 95.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
5 1 5 29 31 35 36
MID-C FINANCIAL OFF-PEAK OTC - ICE OTC Code-064392
FUTURES ONLY POSITIONS AS OF 12/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 581,916
COMMITMENTS
8,361 8,853 1,631 571,604 571,432 581,596 581,916 320 0
CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 14,953)
1,128 -8,976 1,320 12,185 22,609 14,633 14,953 320 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.4 1.5 0.3 98.2 98.2 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
4 3 4 28 27 34 32
PJM WH OFF PEAK REAL TIME OTC - ICE OTC Code-064394
FUTURES ONLY POSITIONS AS OF 12/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,652,524
COMMITMENTS
108,373 16,016 98,814 1445313 1537694 1652500 1652524 24 0
CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 32,883)
1,429 -5,937 -1,061 33,284 40,689 33,652 33,691 -769 -808
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.6 1.0 6.0 87.5 93.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
8 3 8 45 37 55 47
SP15 FIN DAYAHEAD LPM PEAK OTC - ICE OTC Code-064395
FUTURES ONLY POSITIONS AS OF 12/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 116,834
COMMITMENTS
1,376 0 3,218 112,214 113,587 116,808 116,805 26 29
CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: -6,026)
-479 -197 -456 -5,091 -5,371 -6,026 -6,024 0 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.2 0.0 2.8 96.0 97.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
5 0 5 34 37 39 42
SP15 FIN DA LPM OFF PEAK OTC - ICE OTC Code-064396
FUTURES ONLY POSITIONS AS OF 12/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 544,426
COMMITMENTS
0 12,230 648 543,778 531,548 544,426 544,426 0 0
CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: -31,751)
0 -1,605 0 -31,751 -30,146 -31,751 -31,751 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 December 16, 2011