NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
FUTURES ONLY POSITIONS AS OF 02/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 5,361,287
COMMITMENTS
663,563 502,369 1597690 3088511 3244647 5349764 5344706 11,523 16,581
CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: -30,496)
91,890 44,289 -140,241 24,459 70,864 -23,892 -25,088 -6,604 -5,408
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.4 9.4 29.8 57.6 60.5 99.8 99.7 0.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 226)
34 35 60 147 138 214 203
SOCAL BORDER FIN BASIS - ICE OTC Code-023393
FUTURES ONLY POSITIONS AS OF 02/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 367,700
COMMITMENTS
7,501 30,964 11,159 332,256 319,750 350,916 361,873 16,784 5,827
CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: 3,355)
-705 -4,481 -733 5,236 9,459 3,798 4,245 -443 -890
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.0 8.4 3.0 90.4 87.0 95.4 98.4 4.6 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
4 7 8 40 36 49 46
PG&E CITYGATE FIN BASIS - ICE OTC Code-023394
FUTURES ONLY POSITIONS AS OF 02/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 167,837
COMMITMENTS
1,830 0 5,616 157,355 160,308 164,801 165,924 3,036 1,913
CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: 2,684)
953 0 -267 3,062 3,012 3,748 2,745 -1,064 -61
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.1 0.0 3.3 93.8 95.5 98.2 98.9 1.8 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
2 0 2 36 37 38 39
NWP ROCKIES FIN BASIS - ICE OTC Code-023395
FUTURES ONLY POSITIONS AS OF 02/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 330,603
COMMITMENTS
14,887 14,442 4,561 308,647 300,919 328,095 319,922 2,508 10,681
CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: 12,811)
642 -1,378 450 12,261 12,418 13,353 11,490 -542 1,321
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.5 4.4 1.4 93.4 91.0 99.2 96.8 0.8 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
3 3 6 33 36 39 42
AECO FIN BASIS - ICE OTC Code-023396
FUTURES ONLY POSITIONS AS OF 02/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 742,130
COMMITMENTS
727 35,496 14,837 724,718 688,153 740,282 738,486 1,848 3,644
CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: 19,570)
727 1,656 -3,288 22,130 20,101 19,569 18,469 1 1,101
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.1 4.8 2.0 97.7 92.7 99.8 99.5 0.2 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
2 8 8 59 49 67 59
CHICAGO FIN BASIS - ICE OTC Code-023397
FUTURES ONLY POSITIONS AS OF 02/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 236,639
COMMITMENTS
8,294 17,601 1,815 221,806 214,622 231,915 234,038 4,724 2,601
CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: 3,021)
-230 110 -393 3,493 3,392 2,870 3,109 151 -88
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.5 7.4 0.8 93.7 90.7 98.0 98.9 2.0 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
1 3 2 36 36 38 40
HSC FIN BASIS - ICE OTC Code-023398
FUTURES ONLY POSITIONS AS OF 02/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 408,317
COMMITMENTS
9,791 12,274 28,414 361,351 361,919 399,556 402,607 8,761 5,710
CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: 12,077)
787 -1,092 4,622 8,007 9,132 13,416 12,662 -1,339 -585
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.4 3.0 7.0 88.5 88.6 97.9 98.6 2.1 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
3 4 5 43 42 49 48
WAHA FIN BASIS - ICE OTC Code-023399
FUTURES ONLY POSITIONS AS OF 02/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 264,358
COMMITMENTS
421 27,925 9,792 251,550 219,391 261,763 257,108 2,595 7,250
CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: 15,576)
-5,279 716 3,823 19,384 11,496 17,928 16,035 -2,352 -459
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.2 10.6 3.7 95.2 83.0 99.0 97.3 1.0 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
1 5 4 27 33 31 39
PJM WH REAL TIME PEAK OTC - ICE OTC Code-064363
FUTURES ONLY POSITIONS AS OF 02/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 181,623
COMMITMENTS
44,104 2,067 19,705 116,939 159,491 180,748 181,263 875 360
CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: -1,908)
-3,342 366 59 1,416 -2,143 -1,867 -1,718 -41 -190
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.3 1.1 10.8 64.4 87.8 99.5 99.8 0.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
13 7 14 54 54 71 71
MID-C FINANCIAL PEAK OTC - ICE OTC Code-064391
FUTURES ONLY POSITIONS AS OF 02/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 78,327
COMMITMENTS
250 200 1,452 76,625 76,675 78,327 78,327 0 0
CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: 2,111)
-471 46 364 2,218 1,701 2,111 2,111 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.3 0.3 1.9 97.8 97.9 100.0 100.0 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 02/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 727,161
COMMITMENTS
5,813 1,754 4,572 716,776 720,835 727,161 727,161 0 0
CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: 8,675)
-2,884 1,154 1,565 9,994 5,956 8,675 8,675 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.8 0.2 0.6 98.6 99.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 2 4 30 29 34 34
PJM WH OFF PEAK REAL TIME OTC - ICE OTC Code-064394
FUTURES ONLY POSITIONS AS OF 02/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,638,097
COMMITMENTS
100,240 24,937 110,747 1426368 1501693 1637355 1637377 742 720
CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: 14,429)
-15,818 -737 1,929 31,199 16,118 17,310 17,310 -2,881 -2,881
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.1 1.5 6.8 87.1 91.7 100.0 100.0 0.0 0.0
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 02/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 109,182
COMMITMENTS
1,376 530 1,648 106,157 107,003 109,181 109,181 1 1
CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: 1,036)
669 -578 -138 1,202 2,024 1,733 1,308 -697 -272
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.3 0.5 1.5 97.2 98.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
3 2 4 32 34 36 39
SP15 FIN DA LPM OFF PEAK OTC - ICE OTC Code-064396
FUTURES ONLY POSITIONS AS OF 02/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 657,012
COMMITMENTS
7,617 0 311 649,084 656,701 657,012 657,012 0 0
CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: -28,216)
0 0 -15,392 -11,848 -11,848 -27,240 -27,240 -976 -976
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.2 0.0 0.0 98.8 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 0 1 24 25 27 26
Updated February 24, 2012