NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
FUTURES ONLY POSITIONS AS OF 03/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 5,210,778
COMMITMENTS
613,246 367,872 1634474 2952780 3192479 5200500 5194825 10,278 15,953
CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST: 31,104)
26,568 -21,296 45,287 -41,451 4,432 30,404 28,423 700 2,681
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.8 7.1 31.4 56.7 61.3 99.8 99.7 0.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 227)
26 46 63 140 134 207 205
SOCAL BORDER FIN BASIS - ICE OTC Code-023393
FUTURES ONLY POSITIONS AS OF 03/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 368,422
COMMITMENTS
7,262 30,129 8,307 337,370 321,889 352,939 360,325 15,483 8,097
CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST: -4,130)
445 6,075 772 -6,529 -10,810 -5,312 -3,963 1,182 -167
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.0 8.2 2.3 91.6 87.4 95.8 97.8 4.2 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
5 4 5 39 36 46 43
PG&E CITYGATE FIN BASIS - ICE OTC Code-023394
FUTURES ONLY POSITIONS AS OF 03/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 177,005
COMMITMENTS
1,979 0 6,771 164,618 168,226 173,368 174,997 3,637 2,008
CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST: 2,449)
536 -668 194 1,450 3,502 2,180 3,028 269 -579
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.1 0.0 3.8 93.0 95.0 97.9 98.9 2.1 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
2 0 2 33 37 35 39
NWP ROCKIES FIN BASIS - ICE OTC Code-023395
FUTURES ONLY POSITIONS AS OF 03/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 325,059
COMMITMENTS
11,056 8,811 3,932 304,670 299,786 319,658 312,529 5,401 12,530
CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST: 918)
-1,774 -194 -2,195 3,949 4,365 -20 1,976 938 -1,058
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.4 2.7 1.2 93.7 92.2 98.3 96.1 1.7 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
3 2 4 31 33 36 37
AECO FIN BASIS - ICE OTC Code-023396
FUTURES ONLY POSITIONS AS OF 03/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 747,495
COMMITMENTS
389 44,256 15,442 728,691 684,245 744,522 743,943 2,973 3,552
CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST: 23,389)
-82 -3,575 6,812 15,614 21,588 22,344 24,825 1,045 -1,436
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.1 5.9 2.1 97.5 91.5 99.6 99.5 0.4 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
2 7 7 53 47 60 56
CHICAGO FIN BASIS - ICE OTC Code-023397
FUTURES ONLY POSITIONS AS OF 03/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 229,949
COMMITMENTS
13,464 2,104 3,329 207,204 218,319 223,997 223,752 5,952 6,197
CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST: -11,381)
613 -9,209 1,966 -14,176 -3,770 -11,597 -11,013 216 -368
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.9 0.9 1.4 90.1 94.9 97.4 97.3 2.6 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
2 3 3 31 24 34 29
HSC FIN BASIS - ICE OTC Code-023398
FUTURES ONLY POSITIONS AS OF 03/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 400,042
COMMITMENTS
6,594 13,823 34,467 349,746 342,935 390,807 391,225 9,235 8,817
CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST: -612)
101 -2,556 2,574 -3,256 -630 -581 -612 -31 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.6 3.5 8.6 87.4 85.7 97.7 97.8 2.3 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
3 5 6 38 39 45 46
WAHA FIN BASIS - ICE OTC Code-023399
FUTURES ONLY POSITIONS AS OF 03/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 244,756
COMMITMENTS
13,227 29,790 7,211 221,977 202,578 242,415 239,579 2,341 5,177
CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST: -5,357)
-535 -618 -499 -4,436 -3,627 -5,470 -4,744 113 -613
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.4 12.2 2.9 90.7 82.8 99.0 97.9 1.0 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
3 4 2 30 31 34 36
PJM WH REAL TIME PEAK OTC - ICE OTC Code-064363
FUTURES ONLY POSITIONS AS OF 03/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 178,449
COMMITMENTS
33,635 2,439 22,807 120,936 152,836 177,378 178,082 1,071 367
CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST: 1,533)
-1,431 230 1,056 1,797 286 1,422 1,572 111 -39
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.8 1.4 12.8 67.8 85.6 99.4 99.8 0.6 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
13 6 12 53 53 69 68
MID-C FINANCIAL PEAK OTC - ICE OTC Code-064391
FUTURES ONLY POSITIONS AS OF 03/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 77,078
COMMITMENTS
1,775 1,122 1,496 73,783 74,460 77,054 77,078 24 0
CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST: 1,065)
718 826 -75 422 314 1,065 1,065 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.3 1.5 1.9 95.7 96.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
5 3 4 32 31 40 35
MID-C FINANCIAL OFF-PEAK OTC - ICE OTC Code-064392
FUTURES ONLY POSITIONS AS OF 03/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 760,837
COMMITMENTS
14,600 3,969 7,637 738,600 749,231 760,837 760,837 0 0
CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST: 20,802)
7,856 2,017 -1,921 14,867 20,706 20,802 20,802 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.9 0.5 1.0 97.1 98.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 3 3 29 29 34 33
PJM WH OFF PEAK REAL TIME OTC - ICE OTC Code-064394
FUTURES ONLY POSITIONS AS OF 03/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,637,118
COMMITMENTS
57,431 31,795 101,058 1478609 1504265 1637098 1637118 20 0
CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST: 37,637)
-1,455 -2,784 2,553 37,715 38,652 38,813 38,421 -1,176 -784
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.5 1.9 6.2 90.3 91.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
7 4 6 40 41 50 48
SP15 FIN DAYAHEAD LPM PEAK OTC - ICE OTC Code-064395
FUTURES ONLY POSITIONS AS OF 03/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 103,795
COMMITMENTS
1,481 934 1,537 100,777 101,273 103,795 103,744 0 51
CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST: 1,966)
-79 930 -74 2,145 1,136 1,992 1,992 -26 -26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.4 0.9 1.5 97.1 97.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
5 3 4 34 34 40 40
SP15 FIN DA LPM OFF PEAK OTC - ICE OTC Code-064396
FUTURES ONLY POSITIONS AS OF 03/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 642,651
COMMITMENTS
12,723 11,760 1,244 628,684 629,647 642,651 642,651 0 0
CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST: 16,840)
4,072 7,000 0 12,768 9,840 16,840 16,840 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.0 1.8 0.2 97.8 98.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
4 2 1 24 24 28 27
Updated March 23, 2012