NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
FUTURES ONLY POSITIONS AS OF 12/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 4,776,178
COMMITMENTS
446,636 402,257 1452609 2774363 2818059 4673608 4672925 102,570 103,253
CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: 38,338)
21,844 37,941 -106,789 44,330 28,656 -40,615 -40,192 78,953 78,530
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.4 8.4 30.4 58.1 59.0 97.9 97.8 2.1 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 223)
36 31 62 140 132 205 200
SOCAL BORDER FIN BASIS - ICE OTC Code-023393
FUTURES ONLY POSITIONS AS OF 12/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 324,030
COMMITMENTS
12,878 24,070 7,853 290,820 285,851 311,551 317,774 12,479 6,256
CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: 14,734)
-2,379 4,466 1,627 15,012 8,425 14,260 14,518 474 216
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.0 7.4 2.4 89.8 88.2 96.1 98.1 3.9 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
6 2 5 39 37 47 42
PG&E CITYGATE FIN BASIS - ICE OTC Code-023394
FUTURES ONLY POSITIONS AS OF 12/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 164,610
COMMITMENTS
351 0 5,480 152,800 157,629 158,631 163,109 5,979 1,501
CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: 1,922)
-46 0 649 2,864 2,537 3,467 3,186 -1,545 -1,264
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.2 0.0 3.3 92.8 95.8 96.4 99.1 3.6 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
2 0 2 35 41 37 43
NWP ROCKIES FIN BASIS - ICE OTC Code-023395
FUTURES ONLY POSITIONS AS OF 12/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 319,599
COMMITMENTS
5,336 28,677 2,121 306,884 283,604 314,341 314,402 5,258 5,197
CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: -3,033)
-853 2,352 -460 -3,089 -4,497 -4,402 -2,605 1,369 -428
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.7 9.0 0.7 96.0 88.7 98.4 98.4 1.6 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
1 4 3 35 34 38 39
AECO FIN BASIS - ICE OTC Code-023396
FUTURES ONLY POSITIONS AS OF 12/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 796,297
COMMITMENTS
651 26,784 22,178 770,940 744,376 793,769 793,338 2,528 2,959
CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: -1,350)
68 3,015 -335 -1,297 -5,958 -1,564 -3,278 214 1,928
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.1 3.4 2.8 96.8 93.5 99.7 99.6 0.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
1 5 5 55 48 61 53
CHICAGO FIN BASIS - ICE OTC Code-023397
FUTURES ONLY POSITIONS AS OF 12/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 231,825
COMMITMENTS
9,458 19,683 4,677 208,281 202,087 222,416 226,447 9,409 5,378
CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: 5,838)
428 0 103 3,661 4,836 4,192 4,939 1,646 899
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.1 8.5 2.0 89.8 87.2 95.9 97.7 4.1 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
2 1 2 37 34 39 37
HSC FIN BASIS - ICE OTC Code-023398
FUTURES ONLY POSITIONS AS OF 12/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 396,521
COMMITMENTS
9,898 21 18,283 358,131 371,714 386,312 390,018 10,209 6,503
CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: 3,467)
62 21 -2,428 6,580 5,931 4,214 3,524 -747 -57
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.5 0.0 4.6 90.3 93.7 97.4 98.4 2.6 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
5 2 6 41 40 48 46
WAHA FIN BASIS - ICE OTC Code-023399
FUTURES ONLY POSITIONS AS OF 12/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 170,274
COMMITMENTS
6,556 8,004 8,083 152,779 144,953 167,418 161,040 2,856 9,234
CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: -12,120)
-5,743 278 4,106 -10,394 -17,663 -12,031 -13,279 -89 1,159
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.9 4.7 4.7 89.7 85.1 98.3 94.6 1.7 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 2 3 26 28 29 33
PJM WH REAL TIME PEAK OTC - ICE OTC Code-064363
FUTURES ONLY POSITIONS AS OF 12/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 158,225
COMMITMENTS
26,931 760 20,387 110,090 136,761 157,408 157,908 817 317
CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: -1,719)
-1,320 -342 24 122 -1,094 -1,174 -1,412 -545 -307
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.0 0.5 12.9 69.6 86.4 99.5 99.8 0.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
14 3 11 52 52 67 65
MID-C FINANCIAL PEAK OTC - ICE OTC Code-064391
FUTURES ONLY POSITIONS AS OF 12/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 68,255
COMMITMENTS
531 902 2,079 65,537 65,171 68,147 68,152 108 103
CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: 597)
77 698 -724 1,141 520 494 494 103 103
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.8 1.3 3.0 96.0 95.5 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
4 2 5 29 32 35 37
MID-C FINANCIAL OFF-PEAK OTC - ICE OTC Code-064392
FUTURES ONLY POSITIONS AS OF 12/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 603,727
COMMITMENTS
9,649 6,797 1,591 592,487 595,339 603,727 603,727 0 0
CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: 21,811)
1,288 -2,056 -40 20,883 23,907 22,131 21,811 -320 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.6 1.1 0.3 98.1 98.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 4 3 29 28 34 33
PJM WH OFF PEAK REAL TIME OTC - ICE OTC Code-064394
FUTURES ONLY POSITIONS AS OF 12/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,608,564
COMMITMENTS
99,749 15,954 93,183 1414792 1498611 1607724 1607748 840 816
CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: -43,960)
-8,624 -62 -5,631 -30,521 -39,083 -44,776 -44,776 816 816
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.2 1.0 5.8 88.0 93.2 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
7 5 8 44 39 53 50
SP15 FIN DAYAHEAD LPM PEAK OTC - ICE OTC Code-064395
FUTURES ONLY POSITIONS AS OF 12/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 120,226
COMMITMENTS
1,372 0 3,249 115,581 116,975 120,202 120,224 24 2
CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: 3,392)
-4 0 31 3,367 3,388 3,394 3,419 -2 -27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.1 0.0 2.7 96.1 97.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
5 0 5 34 35 39 40
SP15 FIN DA LPM OFF PEAK OTC - ICE OTC Code-064396
FUTURES ONLY POSITIONS AS OF 12/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 564,671
COMMITMENTS
0 7,470 648 564,023 556,553 564,671 564,671 0 0
CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: 20,245)
0 -4,760 0 20,245 25,005 20,245 20,245 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 1.3 0.1 99.9 98.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 4 1 24 23 25 27
Updated December 23, 2011