NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
FUTURES ONLY POSITIONS AS OF 02/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 5,391,783
COMMITMENTS
571,673 458,080 1737931 3064052 3173783 5373656 5369794 18,127 21,989
CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: 218,462)
25,439 41,215 57,227 131,419 114,862 214,085 213,304 4,377 5,158
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.6 8.5 32.2 56.8 58.9 99.7 99.6 0.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 224)
30 37 61 148 138 212 204
SOCAL BORDER FIN BASIS - ICE OTC Code-023393
FUTURES ONLY POSITIONS AS OF 02/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 364,345
COMMITMENTS
8,206 35,445 11,892 327,020 310,291 347,118 357,628 17,227 6,717
CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: -2,951)
-5,415 -23,182 685 -1,291 19,068 -6,021 -3,429 3,070 478
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.3 9.7 3.3 89.8 85.2 95.3 98.2 4.7 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
5 5 10 40 35 50 45
PG&E CITYGATE FIN BASIS - ICE OTC Code-023394
FUTURES ONLY POSITIONS AS OF 02/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 165,153
COMMITMENTS
877 0 5,883 154,293 157,296 161,053 163,179 4,100 1,974
CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: 7,149)
22 -28 1,051 7,045 6,488 8,118 7,511 -969 -362
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.5 0.0 3.6 93.4 95.2 97.5 98.8 2.5 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
2 0 2 36 37 38 39
NWP ROCKIES FIN BASIS - ICE OTC Code-023395
FUTURES ONLY POSITIONS AS OF 02/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 317,792
COMMITMENTS
14,245 15,820 4,111 296,386 288,501 314,742 308,432 3,050 9,360
CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: 10,886)
2,996 -283 492 8,252 9,247 11,740 9,456 -854 1,430
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.5 5.0 1.3 93.3 90.8 99.0 97.1 1.0 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
3 2 5 35 36 40 41
AECO FIN BASIS - ICE OTC Code-023396
FUTURES ONLY POSITIONS AS OF 02/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 722,560
COMMITMENTS
0 33,840 18,125 702,588 668,052 720,713 720,017 1,847 2,543
CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: -47,943)
0 -7,837 4,945 -52,704 -44,743 -47,759 -47,635 -184 -308
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 4.7 2.5 97.2 92.5 99.7 99.6 0.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
0 9 7 57 49 64 58
CHICAGO FIN BASIS - ICE OTC Code-023397
FUTURES ONLY POSITIONS AS OF 02/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 233,618
COMMITMENTS
8,524 17,491 2,208 218,313 211,230 229,045 230,929 4,573 2,689
CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: -28)
-177 -124 -759 2,504 2,600 1,568 1,717 -1,596 -1,745
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.6 7.5 0.9 93.4 90.4 98.0 98.8 2.0 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
2 2 2 37 36 39 40
HSC FIN BASIS - ICE OTC Code-023398
FUTURES ONLY POSITIONS AS OF 02/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 396,240
COMMITMENTS
9,004 13,366 23,792 353,344 352,787 386,140 389,945 10,100 6,295
CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: -246)
-2,445 -279 2,895 -1,487 -4,014 -1,037 -1,398 791 1,152
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.3 3.4 6.0 89.2 89.0 97.5 98.4 2.5 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
3 4 5 40 41 46 47
WAHA FIN BASIS - ICE OTC Code-023399
FUTURES ONLY POSITIONS AS OF 02/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 248,782
COMMITMENTS
5,700 27,209 5,969 232,166 207,895 243,835 241,073 4,947 7,709
CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: 12,613)
-521 1,697 -240 13,254 10,391 12,493 11,848 120 765
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.3 10.9 2.4 93.3 83.6 98.0 96.9 2.0 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
3 3 4 24 30 28 36
PJM WH REAL TIME PEAK OTC - ICE OTC Code-064363
FUTURES ONLY POSITIONS AS OF 02/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 183,531
COMMITMENTS
47,446 1,701 19,646 115,523 161,634 182,615 182,981 916 550
CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: -129)
-687 279 243 532 6 88 528 -217 -657
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.9 0.9 10.7 62.9 88.1 99.5 99.7 0.5 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
13 4 13 51 51 67 65
MID-C FINANCIAL PEAK OTC - ICE OTC Code-064391
FUTURES ONLY POSITIONS AS OF 02/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 76,216
COMMITMENTS
721 154 1,088 74,407 74,974 76,216 76,216 0 0
CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: 2,254)
276 -52 107 1,950 2,278 2,333 2,333 -79 -79
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.9 0.2 1.4 97.6 98.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
3 3 5 31 29 37 34
MID-C FINANCIAL OFF-PEAK OTC - ICE OTC Code-064392
FUTURES ONLY POSITIONS AS OF 02/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 718,486
COMMITMENTS
8,697 600 3,007 706,782 714,879 718,486 718,486 0 0
CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: 30,796)
-314 304 -311 31,421 30,803 30,796 30,796 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.2 0.1 0.4 98.4 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 02/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,623,668
COMMITMENTS
116,058 25,674 108,818 1395169 1485575 1620045 1620067 3,623 3,601
CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: 10,791)
10,341 791 -9,208 8,265 17,815 9,398 9,398 1,393 1,393
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.1 1.6 6.7 85.9 91.5 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
9 4 7 42 37 53 46
SP15 FIN DAYAHEAD LPM PEAK OTC - ICE OTC Code-064395
FUTURES ONLY POSITIONS AS OF 02/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 108,146
COMMITMENTS
707 1,108 1,786 104,955 104,979 107,448 107,873 698 273
CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: -11,786)
-792 381 54 -11,746 -12,494 -12,484 -12,059 698 273
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.7 1.0 1.7 97.0 97.1 99.4 99.7 0.6 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
2 4 4 31 34 35 40
SP15 FIN DA LPM OFF PEAK OTC - ICE OTC Code-064396
FUTURES ONLY POSITIONS AS OF 02/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 685,228
COMMITMENTS
7,617 0 15,703 660,932 668,549 684,252 684,252 976 976
CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: -12,325)
4,208 -344 -1,032 -16,477 -11,925 -13,301 -13,301 976 976
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.1 0.0 2.3 96.5 97.6 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 0 2 24 25 28 27
Updated February 17, 2012