NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
FUTURES ONLY POSITIONS AS OF 04/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 5,222,245
COMMITMENTS
655,851 428,492 1647768 2905657 3132800 5209276 5209060 12,969 13,185
CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: 16,380)
15,122 55,028 18,021 47,570 7,494 80,713 80,543 -64,333 -64,163
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.6 8.2 31.6 55.6 60.0 99.8 99.7 0.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 226)
28 43 63 142 133 211 201
SOCAL BORDER FIN BASIS - ICE OTC Code-023393
FUTURES ONLY POSITIONS AS OF 04/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 332,997
COMMITMENTS
11,348 27,668 9,219 298,125 290,079 318,692 326,966 14,305 6,031
CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: -18,867)
272 -4,309 805 -5,963 -2,303 -4,886 -5,807 -13,981 -13,060
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.4 8.3 2.8 89.5 87.1 95.7 98.2 4.3 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
4 5 8 41 36 50 44
PG&E CITYGATE FIN BASIS - ICE OTC Code-023394
FUTURES ONLY POSITIONS AS OF 04/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 180,790
COMMITMENTS
3,421 5,069 4,894 170,038 168,941 178,353 178,904 2,437 1,886
CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: 4,453)
1,299 2,444 332 6,190 5,145 7,821 7,921 -3,368 -3,468
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.9 2.8 2.7 94.1 93.4 98.7 99.0 1.3 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
3 3 3 36 39 40 44
NWP ROCKIES FIN BASIS - ICE OTC Code-023395
FUTURES ONLY POSITIONS AS OF 04/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 285,858
COMMITMENTS
6,216 12,210 2,953 272,116 257,907 281,285 273,070 4,573 12,788
CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: -2,487)
-2,758 -550 -33 3,939 1,535 1,148 952 -3,635 -3,439
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.2 4.3 1.0 95.2 90.2 98.4 95.5 1.6 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
2 3 4 34 31 39 35
AECO FIN BASIS - ICE OTC Code-023396
FUTURES ONLY POSITIONS AS OF 04/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 722,783
COMMITMENTS
0 52,622 12,850 707,547 655,469 720,397 720,941 2,386 1,842
CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: -15,228)
-707 6,685 -8,042 2,009 -5,135 -6,740 -6,492 -8,488 -8,736
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 7.3 1.8 97.9 90.7 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
0 10 6 58 50 64 60
CHICAGO FIN BASIS - ICE OTC Code-023397
FUTURES ONLY POSITIONS AS OF 04/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 231,781
COMMITMENTS
16,832 1,352 822 206,778 225,701 224,432 227,875 7,349 3,906
CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: 4,833)
1,763 1,352 99 3,647 8,454 5,509 9,905 -676 -5,072
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.3 0.6 0.4 89.2 97.4 96.8 98.3 3.2 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
2 1 2 29 26 31 29
HSC FIN BASIS - ICE OTC Code-023398
FUTURES ONLY POSITIONS AS OF 04/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 377,339
COMMITMENTS
5,326 19,222 30,170 332,975 317,327 368,471 366,719 8,868 10,620
CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: 5,754)
411 3,705 -3,683 10,817 8,214 7,545 8,236 -1,791 -2,482
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.4 5.1 8.0 88.2 84.1 97.6 97.2 2.4 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
3 4 5 37 37 43 43
WAHA FIN BASIS - ICE OTC Code-023399
FUTURES ONLY POSITIONS AS OF 04/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 220,173
COMMITMENTS
21,177 21,462 4,614 191,491 187,850 217,282 213,926 2,891 6,247
CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: -6,046)
1,814 -3,866 -196 -5,194 -680 -3,576 -4,742 -2,470 -1,304
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.6 9.7 2.1 87.0 85.3 98.7 97.2 1.3 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
4 3 2 29 29 33 34
PJM WH REAL TIME PEAK OTC - ICE OTC Code-064363
FUTURES ONLY POSITIONS AS OF 04/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 172,216
COMMITMENTS
28,834 1,420 22,746 119,300 148,023 170,880 172,189 1,336 27
CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: -55)
-3,057 -367 749 2,449 431 141 813 -196 -868
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.7 0.8 13.2 69.3 86.0 99.2 100.0 0.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
15 5 15 54 52 73 68
MID-C FINANCIAL PEAK OTC - ICE OTC Code-064391
FUTURES ONLY POSITIONS AS OF 04/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 75,220
COMMITMENTS
1,334 515 1,437 72,349 73,218 75,120 75,170 100 50
CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: 142)
163 20 -86 1,001 1,170 1,078 1,104 -936 -962
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.8 0.7 1.9 96.2 97.3 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
5 3 3 31 31 37 36
MID-C FINANCIAL OFF-PEAK OTC - ICE OTC Code-064392
FUTURES ONLY POSITIONS AS OF 04/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 758,928
COMMITMENTS
9,181 1,288 8,461 739,390 747,283 757,032 757,032 1,896 1,896
CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: -609)
-1,519 632 2,831 5,599 3,448 6,911 6,911 -7,520 -7,520
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.2 0.2 1.1 97.4 98.5 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
5 1 2 28 28 33 31
PJM WH OFF PEAK REAL TIME OTC - ICE OTC Code-064394
FUTURES ONLY POSITIONS AS OF 04/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,584,079
COMMITMENTS
76,233 13,138 89,101 1418727 1481840 1584061 1584079 18 0
CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: -4,128)
23,054 2,687 -11,125 -15,655 4,712 -3,726 -3,726 -402 -402
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.8 0.8 5.6 89.6 93.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
9 4 6 39 41 49 50
SP15 FIN DAYAHEAD LPM PEAK OTC - ICE OTC Code-064395
FUTURES ONLY POSITIONS AS OF 04/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 100,377
COMMITMENTS
974 623 1,224 98,129 98,450 100,327 100,297 50 80
CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: 1,164)
-71 97 -408 2,396 2,222 1,917 1,911 -753 -747
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.0 0.6 1.2 97.8 98.1 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
5 4 3 33 34 39 40
SP15 FIN DA LPM OFF PEAK OTC - ICE OTC Code-064396
FUTURES ONLY POSITIONS AS OF 04/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 662,525
COMMITMENTS
12,840 7,280 0 649,685 655,245 662,525 662,525 0 0
CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: 10,956)
4,600 0 -312 7,908 12,508 12,196 12,196 -1,240 -1,240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.9 1.1 0.0 98.1 98.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 2 0 25 22 28 24
Updated April 20, 2012