NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
FUTURES ONLY POSITIONS AS OF 04/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 5,031,939
COMMITMENTS
677,988 362,221 1541943 2801980 3113339 5021911 5017503 10,028 14,436
CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: -149,030)
-2,667 -61,677 17,076 -163,013 -103,792 -148,604 -148,393 -426 -637
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.5 7.2 30.6 55.7 61.9 99.8 99.7 0.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 221)
29 37 60 139 133 204 197
SOCAL BORDER FIN BASIS - ICE OTC Code-023393
FUTURES ONLY POSITIONS AS OF 04/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 368,231
COMMITMENTS
16,188 35,723 5,918 331,752 320,513 353,858 362,154 14,373 6,077
CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: 3,998)
4,360 5,225 -217 -593 -787 3,550 4,221 448 -223
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.4 9.7 1.6 90.1 87.0 96.1 98.3 3.9 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
5 5 9 42 39 52 48
PG&E CITYGATE FIN BASIS - ICE OTC Code-023394
FUTURES ONLY POSITIONS AS OF 04/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 184,139
COMMITMENTS
1,608 705 6,767 172,395 174,449 180,770 181,921 3,369 2,218
CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: 6,382)
-150 388 -27 7,141 6,261 6,964 6,622 -582 -240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.9 0.4 3.7 93.6 94.7 98.2 98.8 1.8 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
3 2 3 34 38 38 42
NWP ROCKIES FIN BASIS - ICE OTC Code-023395
FUTURES ONLY POSITIONS AS OF 04/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 308,955
COMMITMENTS
10,132 15,384 2,692 292,793 277,718 305,617 295,794 3,338 13,161
CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: -5,099)
-1,526 4,607 -304 -2,625 -9,865 -4,455 -5,562 -644 463
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.3 5.0 0.9 94.8 89.9 98.9 95.7 1.1 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
2 3 4 37 36 42 40
AECO FIN BASIS - ICE OTC Code-023396
FUTURES ONLY POSITIONS AS OF 04/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 735,015
COMMITMENTS
1,223 46,850 16,574 714,860 668,913 732,657 732,337 2,358 2,678
CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: -44,221)
739 1,508 -830 -44,185 -44,568 -44,276 -43,890 55 -331
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.2 6.4 2.3 97.3 91.0 99.7 99.6 0.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
2 7 6 56 48 62 57
CHICAGO FIN BASIS - ICE OTC Code-023397
FUTURES ONLY POSITIONS AS OF 04/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 240,517
COMMITMENTS
13,621 2,720 1,368 221,116 231,256 236,105 235,344 4,412 5,173
CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: 2,450)
1,172 -606 -164 1,844 3,348 2,852 2,578 -402 -128
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.7 1.1 0.6 91.9 96.1 98.2 97.8 1.8 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
1 3 2 32 25 34 29
HSC FIN BASIS - ICE OTC Code-023398
FUTURES ONLY POSITIONS AS OF 04/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 398,340
COMMITMENTS
9,033 19,052 32,496 348,062 335,874 389,591 387,422 8,749 10,918
CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: 2,149)
1,053 12,508 -5,735 6,831 -5,876 2,149 897 0 1,252
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.3 4.8 8.2 87.4 84.3 97.8 97.3 2.2 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
4 4 6 42 39 49 46
WAHA FIN BASIS - ICE OTC Code-023399
FUTURES ONLY POSITIONS AS OF 04/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 245,735
COMMITMENTS
16,523 29,300 9,443 218,285 201,941 244,251 240,684 1,484 5,051
CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: 3,056)
2,627 -2,648 1,398 -940 4,153 3,085 2,903 -29 153
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.7 11.9 3.8 88.8 82.2 99.4 97.9 0.6 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
3 4 3 32 33 37 38
PJM WH REAL TIME PEAK OTC - ICE OTC Code-064363
FUTURES ONLY POSITIONS AS OF 04/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 176,429
COMMITMENTS
32,023 2,864 21,728 121,763 151,749 175,514 176,341 915 88
CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: -3,205)
-1,946 361 -1,088 589 -1,443 -2,445 -2,170 -760 -1,035
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.2 1.6 12.3 69.0 86.0 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
10 7 13 55 53 71 68
MID-C FINANCIAL PEAK OTC - ICE OTC Code-064391
FUTURES ONLY POSITIONS AS OF 04/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 72,994
COMMITMENTS
1,223 1,173 1,443 70,304 70,378 72,970 72,994 24 0
CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: -4,280)
-226 -77 -83 -3,971 -4,120 -4,280 -4,280 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.7 1.6 2.0 96.3 96.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
5 3 4 31 31 38 36
MID-C FINANCIAL OFF-PEAK OTC - ICE OTC Code-064392
FUTURES ONLY POSITIONS AS OF 04/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 743,519
COMMITMENTS
13,660 1,688 6,014 722,469 734,441 742,143 742,143 1,376 1,376
CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: -28,159)
-955 1,360 -608 -27,972 -30,287 -29,535 -29,535 1,376 1,376
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.8 0.2 0.8 97.2 98.8 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
4 2 2 29 28 33 32
PJM WH OFF PEAK REAL TIME OTC - ICE OTC Code-064394
FUTURES ONLY POSITIONS AS OF 04/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,637,532
COMMITMENTS
55,942 7,302 106,486 1475084 1523744 1637512 1637532 20 0
CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: -26,660)
4,008 -17,829 -5,549 -23,192 -1,355 -24,733 -24,733 -1,927 -1,927
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.4 0.4 6.5 90.1 93.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
8 3 6 40 42 50 49
SP15 FIN DAYAHEAD LPM PEAK OTC - ICE OTC Code-064395
FUTURES ONLY POSITIONS AS OF 04/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 104,957
COMMITMENTS
1,671 553 1,369 101,917 102,984 104,957 104,906 0 51
CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: 1,374)
376 -6 -277 1,500 2,032 1,599 1,749 -225 -375
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.6 0.5 1.3 97.1 98.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
6 1 4 34 34 40 39
SP15 FIN DA LPM OFF PEAK OTC - ICE OTC Code-064396
FUTURES ONLY POSITIONS AS OF 04/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 672,281
COMMITMENTS
11,099 7,280 1,244 659,938 663,757 672,281 672,281 0 0
CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: 10,703)
-4,488 -3,520 0 15,191 14,223 10,703 10,703 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.7 1.1 0.2 98.2 98.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 2 1 25 23 28 26
Updated April 6, 2012