NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
FUTURES ONLY POSITIONS AS OF 02/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 5,173,321
COMMITMENTS
546,234 416,865 1680704 2932633 3058921 5159571 5156490 13,750 16,831
CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: 126,401)
5,357 37,724 19,126 104,535 70,493 129,018 127,343 -2,617 -942
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.6 8.1 32.5 56.7 59.1 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 224)
27 40 56 146 138 205 203
SOCAL BORDER FIN BASIS - ICE OTC Code-023393
FUTURES ONLY POSITIONS AS OF 02/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 367,296
COMMITMENTS
13,621 58,627 11,207 328,311 291,223 353,139 361,057 14,157 6,239
CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: -19,029)
5,985 6,417 -3,339 -19,640 -21,396 -16,994 -18,318 -2,035 -711
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.7 16.0 3.1 89.4 79.3 96.1 98.3 3.9 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
4 5 8 43 38 51 47
PG&E CITYGATE FIN BASIS - ICE OTC Code-023394
FUTURES ONLY POSITIONS AS OF 02/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 158,004
COMMITMENTS
855 28 4,832 147,248 150,808 152,935 155,668 5,069 2,336
CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: -11,423)
-1,164 28 -814 -9,224 -9,301 -11,202 -10,087 -221 -1,336
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.5 0.0 3.1 93.2 95.4 96.8 98.5 3.2 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
1 1 2 37 37 39 39
NWP ROCKIES FIN BASIS - ICE OTC Code-023395
FUTURES ONLY POSITIONS AS OF 02/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 306,906
COMMITMENTS
11,249 16,103 3,619 288,134 279,254 303,002 298,976 3,904 7,930
CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: -13,028)
4,339 -3,614 -311 -15,680 -7,806 -11,652 -11,731 -1,376 -1,297
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.7 5.2 1.2 93.9 91.0 98.7 97.4 1.3 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
3 2 3 35 36 39 40
AECO FIN BASIS - ICE OTC Code-023396
FUTURES ONLY POSITIONS AS OF 02/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 770,503
COMMITMENTS
0 41,677 13,180 755,292 712,795 768,472 767,652 2,031 2,851
CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: -11,476)
-533 5,330 -2,087 -8,072 -14,049 -10,692 -10,806 -784 -670
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 5.4 1.7 98.0 92.5 99.7 99.6 0.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
0 9 7 57 47 64 56
CHICAGO FIN BASIS - ICE OTC Code-023397
FUTURES ONLY POSITIONS AS OF 02/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 233,646
COMMITMENTS
8,701 17,615 2,967 215,809 208,630 227,477 229,212 6,169 4,434
CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: -8,376)
-3,717 -1,220 -223 -6,096 -8,658 -10,036 -10,101 1,660 1,725
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.7 7.5 1.3 92.4 89.3 97.4 98.1 2.6 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
2 2 2 37 33 39 37
HSC FIN BASIS - ICE OTC Code-023398
FUTURES ONLY POSITIONS AS OF 02/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 396,486
COMMITMENTS
11,449 13,645 20,897 354,831 356,801 387,177 391,343 9,309 5,143
CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: -1,770)
3,622 8,252 -661 -3,549 -6,628 -588 963 -1,182 -2,733
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.9 3.4 5.3 89.5 90.0 97.7 98.7 2.3 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
3 3 5 41 40 47 45
WAHA FIN BASIS - ICE OTC Code-023399
FUTURES ONLY POSITIONS AS OF 02/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 236,169
COMMITMENTS
6,221 25,512 6,209 218,912 197,504 231,342 229,225 4,827 6,944
CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: -4,258)
1,135 258 -3,238 -2,324 -1,162 -4,427 -4,142 169 -116
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.6 10.8 2.6 92.7 83.6 98.0 97.1 2.0 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
3 3 2 23 30 26 35
PJM WH REAL TIME PEAK OTC - ICE OTC Code-064363
FUTURES ONLY POSITIONS AS OF 02/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 183,660
COMMITMENTS
48,133 1,422 19,403 114,991 161,628 182,527 182,453 1,133 1,207
CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: -5,914)
-1,927 -82 -714 -2,897 -5,391 -5,538 -6,187 -376 273
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.2 0.8 10.6 62.6 88.0 99.4 99.3 0.6 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
14 3 14 50 49 67 63
MID-C FINANCIAL PEAK OTC - ICE OTC Code-064391
FUTURES ONLY POSITIONS AS OF 02/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 73,962
COMMITMENTS
445 206 981 72,457 72,696 73,883 73,883 79 79
CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: -3,000)
180 -400 -206 -3,028 -2,473 -3,054 -3,079 54 79
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.6 0.3 1.3 98.0 98.3 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
3 2 3 32 29 36 33
MID-C FINANCIAL OFF-PEAK OTC - ICE OTC Code-064392
FUTURES ONLY POSITIONS AS OF 02/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 687,690
COMMITMENTS
9,011 296 3,318 675,361 684,076 687,690 687,690 0 0
CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: -38,558)
-159 0 -966 -37,433 -37,592 -38,558 -38,558 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.3 0.0 0.5 98.2 99.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
4 1 3 30 29 34 33
PJM WH OFF PEAK REAL TIME OTC - ICE OTC Code-064394
FUTURES ONLY POSITIONS AS OF 02/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,612,877
COMMITMENTS
105,717 24,883 118,026 1386904 1467760 1610647 1610669 2,230 2,208
CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: -54,659)
-16,352 1,928 6,205 -45,998 -64,280 -56,145 -56,147 1,486 1,488
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.6 1.5 7.3 86.0 91.0 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
8 4 7 42 38 52 47
SP15 FIN DAYAHEAD LPM PEAK OTC - ICE OTC Code-064395
FUTURES ONLY POSITIONS AS OF 02/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 119,932
COMMITMENTS
1,499 727 1,732 116,701 117,473 119,932 119,932 0 0
CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: 2,655)
-31 -167 187 2,525 2,661 2,681 2,681 -26 -26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.2 0.6 1.4 97.3 97.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
4 2 4 33 34 38 39
SP15 FIN DA LPM OFF PEAK OTC - ICE OTC Code-064396
FUTURES ONLY POSITIONS AS OF 02/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 697,553
COMMITMENTS
3,409 344 16,735 677,409 680,474 697,553 697,553 0 0
CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: 8,697)
2,786 -70 -890 6,801 9,657 8,697 8,697 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.5 0.0 2.4 97.1 97.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 1 3 24 25 28 29
Updated February 10, 2012