NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
FUTURES ONLY POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 5,172,917
COMMITMENTS
616,819 385,902 1586170 2954435 3180910 5157424 5152982 15,493 19,935
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -6,954)
-76,433 -40,373 51,850 6,980 -28,880 -17,603 -17,403 10,649 10,449
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.9 7.5 30.7 57.1 61.5 99.7 99.6 0.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 224)
33 40 65 139 130 208 201
SOCAL BORDER FIN BASIS - ICE OTC Code-023393
FUTURES ONLY POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 382,319
COMMITMENTS
15,746 23,138 7,845 344,413 344,156 368,004 375,139 14,315 7,180
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -15,491)
4,917 3,668 -4,975 -14,812 -15,734 -14,870 -17,041 -621 1,550
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.1 6.1 2.1 90.1 90.0 96.3 98.1 3.7 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
5 5 7 36 35 44 44
PG&E CITYGATE FIN BASIS - ICE OTC Code-023394
FUTURES ONLY POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 170,512
COMMITMENTS
2,319 514 6,129 158,481 162,099 166,929 168,742 3,583 1,770
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -3,046)
711 -123 557 -4,005 -2,338 -2,737 -1,904 -309 -1,142
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.4 0.3 3.6 92.9 95.1 97.9 99.0 2.1 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
2 1 3 32 37 35 40
NWP ROCKIES FIN BASIS - ICE OTC Code-023395
FUTURES ONLY POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 337,077
COMMITMENTS
18,036 9,899 5,027 312,203 312,493 335,266 327,419 1,811 9,658
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -14,718)
1,009 -3,874 -389 -14,852 -12,880 -14,232 -17,143 -486 2,425
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.4 2.9 1.5 92.6 92.7 99.5 97.1 0.5 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
3 2 4 30 33 35 37
AECO FIN BASIS - ICE OTC Code-023396
FUTURES ONLY POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 728,912
COMMITMENTS
710 54,726 10,374 715,600 658,748 726,684 723,848 2,228 5,064
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -19,691)
329 13,364 -3,735 -18,257 -34,197 -21,663 -24,568 1,972 4,877
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.1 7.5 1.4 98.2 90.4 99.7 99.3 0.3 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
2 7 7 54 46 61 55
CHICAGO FIN BASIS - ICE OTC Code-023397
FUTURES ONLY POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 236,610
COMMITMENTS
11,969 13,033 1,144 217,788 218,742 230,901 232,919 5,709 3,691
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -10,292)
2,727 -2,420 -1,415 -13,013 -3,629 -11,701 -7,464 1,409 -2,828
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.1 5.5 0.5 92.0 92.4 97.6 98.4 2.4 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
2 3 2 30 28 32 33
HSC FIN BASIS - ICE OTC Code-023398
FUTURES ONLY POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 391,146
COMMITMENTS
6,968 10,335 30,946 343,782 345,252 381,696 386,533 9,450 4,613
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -18,478)
-4,441 3,874 2,102 -17,855 -25,331 -20,194 -19,355 1,716 877
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.8 2.6 7.9 87.9 88.3 97.6 98.8 2.4 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
3 4 5 39 39 45 45
WAHA FIN BASIS - ICE OTC Code-023399
FUTURES ONLY POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 251,193
COMMITMENTS
15,358 30,097 8,518 223,479 205,571 247,355 244,186 3,838 7,007
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -13,429)
1,474 56 -651 -13,876 -11,725 -13,053 -12,320 -376 -1,109
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.1 12.0 3.4 89.0 81.8 98.5 97.2 1.5 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
3 4 2 28 28 32 33
PJM WH REAL TIME PEAK OTC - ICE OTC Code-064363
FUTURES ONLY POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 176,772
COMMITMENTS
38,307 2,121 21,468 116,440 153,101 176,215 176,690 557 82
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -6,962)
-4,038 -165 790 -3,459 -7,556 -6,707 -6,931 -255 -31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.7 1.2 12.1 65.9 86.6 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
15 5 14 51 52 70 67
MID-C FINANCIAL PEAK OTC - ICE OTC Code-064391
FUTURES ONLY POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 76,440
COMMITMENTS
204 397 1,120 75,116 74,923 76,440 76,440 0 0
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -2,662)
125 -289 30 -2,766 -2,352 -2,611 -2,611 -51 -51
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.3 0.5 1.5 98.3 98.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
3 4 5 31 31 38 36
MID-C FINANCIAL OFF-PEAK OTC - ICE OTC Code-064392
FUTURES ONLY POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 721,163
COMMITMENTS
6,060 638 6,664 708,439 713,861 721,163 721,163 0 0
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -43,658)
335 303 704 -44,697 -44,665 -43,658 -43,658 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.8 0.1 0.9 98.2 99.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
4 1 3 29 29 34 32
PJM WH OFF PEAK REAL TIME OTC - ICE OTC Code-064394
FUTURES ONLY POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,580,424
COMMITMENTS
67,867 19,054 111,702 1400835 1449668 1580404 1580424 20 0
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -59,349)
-4,784 -4,322 -4,860 -48,983 -49,447 -58,627 -58,629 -722 -720
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.3 1.2 7.1 88.6 91.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
8 3 6 41 40 51 47
SP15 FIN DAYAHEAD LPM PEAK OTC - ICE OTC Code-064395
FUTURES ONLY POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 106,874
COMMITMENTS
1,382 560 1,566 103,926 104,721 106,874 106,847 0 27
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -634)
-486 78 179 -327 -891 -634 -634 0 0
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: 46)
4 2 4 34 34 39 39
SP15 FIN DA LPM OFF PEAK OTC - ICE OTC Code-064396
FUTURES ONLY POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 658,499
COMMITMENTS
6,611 0 1,244 650,644 657,255 658,499 658,499 0 0
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -26,315)
-1,033 0 0 -25,282 -26,315 -26,315 -26,315 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.0 0.0 0.2 98.8 99.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 0 1 25 25 28 26
Updated March 9, 2012