NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
FUTURES ONLY POSITIONS AS OF 01/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 4,708,432
COMMITMENTS
439,016 364,580 1528589 2722873 2796687 4690478 4689856 17,954 18,576
CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST: 140,018)
-29,049 24,352 95,063 92,282 38,134 158,296 157,549 -18,278 -17,531
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.3 7.7 32.5 57.8 59.4 99.6 99.6 0.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 226)
35 34 60 140 135 202 204
SOCAL BORDER FIN BASIS - ICE OTC Code-023393
FUTURES ONLY POSITIONS AS OF 01/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 327,063
COMMITMENTS
7,916 45,356 7,549 297,131 267,909 312,596 320,814 14,467 6,249
CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST: -13,016)
-8,088 10,776 -3,256 -2,149 -20,221 -13,493 -12,701 477 -315
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.4 13.9 2.3 90.8 81.9 95.6 98.1 4.4 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
5 4 8 37 32 46 40
PG&E CITYGATE FIN BASIS - ICE OTC Code-023394
FUTURES ONLY POSITIONS AS OF 01/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 152,987
COMMITMENTS
2,405 0 3,719 140,372 146,351 146,496 150,070 6,491 2,917
CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST: -14,067)
245 0 -2,130 -12,040 -13,062 -13,925 -15,192 -142 1,125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.6 0.0 2.4 91.8 95.7 95.8 98.1 4.2 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
1 0 1 34 37 35 38
NWP ROCKIES FIN BASIS - ICE OTC Code-023395
FUTURES ONLY POSITIONS AS OF 01/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 307,542
COMMITMENTS
8,341 21,067 1,649 292,267 278,951 302,257 301,667 5,285 5,875
CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST: -18,012)
1,079 -7,662 -813 -17,815 -8,072 -17,549 -16,547 -463 -1,465
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.7 6.9 0.5 95.0 90.7 98.3 98.1 1.7 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
1 4 2 32 32 34 37
AECO FIN BASIS - ICE OTC Code-023396
FUTURES ONLY POSITIONS AS OF 01/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 785,036
COMMITMENTS
1,940 39,877 16,044 764,891 725,914 782,875 781,835 2,161 3,201
CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST: -51,579)
1,196 1,387 -3,964 -47,655 -48,845 -50,423 -51,422 -1,156 -157
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.2 5.1 2.0 97.4 92.5 99.7 99.6 0.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
2 4 4 56 46 61 51
CHICAGO FIN BASIS - ICE OTC Code-023397
FUTURES ONLY POSITIONS AS OF 01/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 226,554
COMMITMENTS
9,942 14,418 3,163 205,168 203,654 218,273 221,235 8,281 5,319
CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST: -12,693)
536 -3,669 -1,769 -13,810 -6,823 -15,043 -12,261 2,350 -432
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.4 6.4 1.4 90.6 89.9 96.3 97.7 3.7 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
2 1 2 35 32 37 35
HSC FIN BASIS - ICE OTC Code-023398
FUTURES ONLY POSITIONS AS OF 01/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 347,182
COMMITMENTS
10,713 7,505 12,120 313,581 322,236 336,414 341,861 10,768 5,321
CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST: -45,075)
3,623 7,445 -5,592 -46,562 -45,097 -48,531 -43,244 3,456 -1,831
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.1 2.2 3.5 90.3 92.8 96.9 98.5 3.1 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
4 3 5 41 39 48 44
WAHA FIN BASIS - ICE OTC Code-023399
FUTURES ONLY POSITIONS AS OF 01/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 217,059
COMMITMENTS
2,919 13,880 8,488 202,616 185,593 214,023 207,961 3,036 9,098
CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST: 42,282)
-5,542 3,886 368 47,247 38,254 42,073 42,508 209 -226
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.3 6.4 3.9 93.3 85.5 98.6 95.8 1.4 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 2 3 28 29 31 34
PJM WH REAL TIME PEAK OTC - ICE OTC Code-064363
FUTURES ONLY POSITIONS AS OF 01/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 166,907
COMMITMENTS
34,844 1,441 18,310 112,532 146,579 165,686 166,330 1,221 577
CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST: 4,092)
5,353 -2 -709 -388 4,314 4,256 3,603 -164 489
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.9 0.9 11.0 67.4 87.8 99.3 99.7 0.7 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
15 3 13 51 50 68 64
MID-C FINANCIAL PEAK OTC - ICE OTC Code-064391
FUTURES ONLY POSITIONS AS OF 01/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 68,837
COMMITMENTS
690 819 1,848 66,095 65,966 68,633 68,633 204 204
CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST: 2,512)
357 -512 130 2,153 3,022 2,640 2,640 -128 -128
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.0 1.2 2.7 96.0 95.8 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
4 2 4 33 28 39 32
MID-C FINANCIAL OFF-PEAK OTC - ICE OTC Code-064392
FUTURES ONLY POSITIONS AS OF 01/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 621,170
COMMITMENTS
10,233 296 4,759 604,530 614,467 619,522 619,522 1,648 1,648
CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST: 32,518)
2,080 -660 2,552 27,814 30,554 32,446 32,446 72 72
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.6 0.0 0.8 97.3 98.9 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
6 1 4 29 29 36 33
PJM WH OFF PEAK REAL TIME OTC - ICE OTC Code-064394
FUTURES ONLY POSITIONS AS OF 01/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,621,272
COMMITMENTS
114,202 28,491 106,232 1400030 1485765 1620464 1620488 808 784
CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST: -11,765)
11,017 7,426 12,775 -35,858 -32,267 -12,066 -12,066 301 301
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.0 1.8 6.6 86.4 91.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
7 5 7 40 36 49 46
SP15 FIN DAYAHEAD LPM PEAK OTC - ICE OTC Code-064395
FUTURES ONLY POSITIONS AS OF 01/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 112,104
COMMITMENTS
1,523 1,149 2,467 107,964 108,338 111,954 111,954 150 150
CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST: -8,896)
263 556 -958 -8,200 -8,490 -8,895 -8,892 -1 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.4 1.0 2.2 96.3 96.6 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
3 3 5 33 33 38 39
SP15 FIN DA LPM OFF PEAK OTC - ICE OTC Code-064396
FUTURES ONLY POSITIONS AS OF 01/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 626,083
COMMITMENTS
1,584 957 1,961 622,538 623,165 626,083 626,083 0 0
CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST: 37,927)
1,584 -4,305 -287 36,630 42,519 37,927 37,927 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.3 0.2 0.3 99.4 99.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 2 2 23 23 25 26
Updated January 13, 2012