NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
FUTURES ONLY POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 5,046,920
COMMITMENTS
540,877 379,141 1661578 2828098 2988428 5030553 5029147 16,367 17,773
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: -49,709)
67,075 -12,978 1,815 -110,040 -24,202 -41,150 -35,365 -8,559 -14,344
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.7 7.5 32.9 56.0 59.2 99.7 99.6 0.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 224)
28 38 54 145 138 202 202
SOCAL BORDER FIN BASIS - ICE OTC Code-023393
FUTURES ONLY POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 386,325
COMMITMENTS
7,636 52,210 14,546 347,951 312,619 370,133 379,375 16,192 6,950
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 20,049)
2,844 -3,969 583 16,620 20,724 20,047 17,338 2 2,711
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.0 13.5 3.8 90.1 80.9 95.8 98.2 4.2 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
5 4 8 41 35 49 44
PG&E CITYGATE FIN BASIS - ICE OTC Code-023394
FUTURES ONLY POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 169,427
COMMITMENTS
2,019 0 5,646 156,472 160,109 164,137 165,755 5,290 3,672
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 7,221)
1,694 -317 264 5,884 7,064 7,842 7,011 -621 210
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.2 0.0 3.3 92.4 94.5 96.9 97.8 3.1 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
3 0 3 35 36 38 39
NWP ROCKIES FIN BASIS - ICE OTC Code-023395
FUTURES ONLY POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 319,934
COMMITMENTS
6,910 19,717 3,930 303,814 287,060 314,654 310,707 5,280 9,227
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 3,502)
281 2,888 -159 4,775 -669 4,897 2,060 -1,395 1,442
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.2 6.2 1.2 95.0 89.7 98.3 97.1 1.7 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
2 2 4 37 37 41 41
AECO FIN BASIS - ICE OTC Code-023396
FUTURES ONLY POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 781,979
COMMITMENTS
533 36,347 15,267 763,364 726,844 779,164 778,458 2,815 3,521
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 3,685)
-150 1,717 -4,880 8,439 5,996 3,409 2,833 276 852
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.1 4.6 2.0 97.6 92.9 99.6 99.5 0.4 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
1 6 6 59 47 65 54
CHICAGO FIN BASIS - ICE OTC Code-023397
FUTURES ONLY POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 242,022
COMMITMENTS
12,418 18,835 3,190 221,905 217,288 237,513 239,313 4,509 2,709
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 11,725)
1,642 4,751 -229 9,512 6,611 10,925 11,133 800 592
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.1 7.8 1.3 91.7 89.8 98.1 98.9 1.9 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
2 2 2 41 37 43 41
HSC FIN BASIS - ICE OTC Code-023398
FUTURES ONLY POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 398,256
COMMITMENTS
7,827 5,393 21,558 358,380 363,429 387,765 390,380 10,491 7,876
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 32,982)
197 -908 2,907 26,763 31,197 29,867 33,196 3,115 -214
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.0 1.4 5.4 90.0 91.3 97.4 98.0 2.6 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
3 3 5 41 40 47 45
WAHA FIN BASIS - ICE OTC Code-023399
FUTURES ONLY POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 240,427
COMMITMENTS
5,086 25,254 9,447 221,236 198,666 235,769 233,367 4,658 7,060
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 12,693)
-1,026 10,341 1,365 11,502 -355 11,841 11,351 852 1,342
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.1 10.5 3.9 92.0 82.6 98.1 97.1 1.9 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
3 3 4 29 32 33 38
PJM WH REAL TIME PEAK OTC - ICE OTC Code-064363
FUTURES ONLY POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 189,574
COMMITMENTS
50,060 1,504 20,117 117,888 167,019 188,065 188,640 1,509 934
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 1,625)
472 -258 805 1,609 1,907 2,886 2,454 -1,261 -829
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.4 0.8 10.6 62.2 88.1 99.2 99.5 0.8 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
15 3 14 53 52 71 66
MID-C FINANCIAL PEAK OTC - ICE OTC Code-064391
FUTURES ONLY POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 76,962
COMMITMENTS
265 606 1,187 75,485 75,169 76,937 76,962 25 0
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 1,962)
46 -79 -79 2,071 2,221 2,038 2,063 -76 -101
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.3 0.8 1.5 98.1 97.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
4 3 4 33 28 39 33
MID-C FINANCIAL OFF-PEAK OTC - ICE OTC Code-064392
FUTURES ONLY POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 726,248
COMMITMENTS
9,170 296 4,284 712,794 721,668 726,248 726,248 0 0
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 9,421)
-325 0 -1,470 15,367 15,042 13,572 13,572 -4,151 -4,151
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.3 0.0 0.6 98.1 99.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
5 1 3 30 30 35 34
PJM WH OFF PEAK REAL TIME OTC - ICE OTC Code-064394
FUTURES ONLY POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,667,536
COMMITMENTS
122,069 22,955 111,821 1432902 1532040 1666792 1666816 744 720
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 20,775)
3,698 -6,680 736 15,981 26,359 20,415 20,415 360 360
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.3 1.4 6.7 85.9 91.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
9 4 7 42 38 53 47
SP15 FIN DAYAHEAD LPM PEAK OTC - ICE OTC Code-064395
FUTURES ONLY POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 117,277
COMMITMENTS
1,530 894 1,545 114,176 114,812 117,251 117,251 26 26
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 399)
42 -134 -6 385 561 421 421 -22 -22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.3 0.8 1.3 97.4 97.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
4 4 4 34 34 39 41
SP15 FIN DA LPM OFF PEAK OTC - ICE OTC Code-064396
FUTURES ONLY POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 688,856
COMMITMENTS
623 414 17,625 670,608 670,817 688,856 688,856 0 0
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 281)
296 64 -24 9 241 281 281 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.1 0.1 2.6 97.4 97.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 2 3 22 26 26 30
Updated February 3, 2012