NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
FUTURES ONLY POSITIONS AS OF 09/25/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 4,589,794
COMMITMENTS
568,720 257,291 1317220 2686506 3003579 4572446 4578090 17,348 11,704
CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST: 10,151)
43,367 -2,789 8,855 -40,235 2,327 11,987 8,393 -1,836 1,758
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.4 5.6 28.7 58.5 65.4 99.6 99.7 0.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 219)
43 27 59 143 137 210 200
SOCAL BORDER FIN BASIS - ICE OTC Code-023393
FUTURES ONLY POSITIONS AS OF 09/25/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 289,999
COMMITMENTS
4,619 13,141 6,925 265,227 267,632 276,771 287,698 13,228 2,301
CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST: 4,951)
-1,101 51 1,592 4,386 3,283 4,877 4,926 74 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.6 4.5 2.4 91.5 92.3 95.4 99.2 4.6 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
5 4 6 37 38 44 46
PG&E CITYGATE FIN BASIS - ICE OTC Code-023394
FUTURES ONLY POSITIONS AS OF 09/25/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 155,797
COMMITMENTS
4,710 3,772 3,611 145,183 144,885 153,504 152,268 2,293 3,529
CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST: -1,615)
1,885 466 -169 -2,921 -1,204 -1,205 -907 -410 -708
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.0 2.4 2.3 93.2 93.0 98.5 97.7 1.5 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
4 2 5 31 32 37 37
NWP ROCKIES FIN BASIS - ICE OTC Code-023395
FUTURES ONLY POSITIONS AS OF 09/25/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 258,139
COMMITMENTS
1,032 11,149 3,877 250,211 238,201 255,120 253,227 3,019 4,912
CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST: 7,706)
1,032 1,395 1,914 7,239 6,569 10,185 9,878 -2,479 -2,172
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.4 4.3 1.5 96.9 92.3 98.8 98.1 1.2 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
2 4 4 40 40 44 46
AECO FIN BASIS - ICE OTC Code-023396
FUTURES ONLY POSITIONS AS OF 09/25/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 718,346
COMMITMENTS
1,769 3,121 17,857 695,155 694,924 714,781 715,902 3,565 2,444
CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST: 3,109)
-3,029 -640 -1,377 7,648 5,016 3,242 2,999 -133 110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.2 0.4 2.5 96.8 96.7 99.5 99.7 0.5 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
2 4 6 56 46 63 52
CHICAGO FIN BASIS - ICE OTC Code-023397
FUTURES ONLY POSITIONS AS OF 09/25/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 211,999
COMMITMENTS
596 74 1,309 202,512 206,984 204,417 208,367 7,582 3,632
CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST: 1,337)
-395 74 111 -235 1,367 -519 1,552 1,856 -215
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.3 0.0 0.6 95.5 97.6 96.4 98.3 3.6 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
1 1 2 31 33 33 35
HSC FIN BASIS - ICE OTC Code-023398
FUTURES ONLY POSITIONS AS OF 09/25/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 280,801
COMMITMENTS
14,238 797 8,866 251,838 267,924 274,942 277,587 5,859 3,214
CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST: -780)
-6,667 5 -3,008 8,438 2,432 -1,237 -571 457 -209
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.1 0.3 3.2 89.7 95.4 97.9 98.9 2.1 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
2 2 4 42 45 46 49
WAHA FIN BASIS - ICE OTC Code-023399
FUTURES ONLY POSITIONS AS OF 09/25/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 128,564
COMMITMENTS
6,803 775 7,746 111,274 113,464 125,823 121,985 2,741 6,579
CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST: -2,963)
-4,183 775 3,365 -1,837 -6,315 -2,655 -2,175 -308 -788
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.3 0.6 6.0 86.6 88.3 97.9 94.9 2.1 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
4 1 2 36 30 40 33
PJM WH REAL TIME PEAK OTC - ICE OTC Code-064363
FUTURES ONLY POSITIONS AS OF 09/25/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 170,738
COMMITMENTS
27,706 934 21,524 120,391 147,878 169,621 170,336 1,117 402
CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST: 258)
1,836 -564 -277 -988 1,434 571 593 -313 -335
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.2 0.5 12.6 70.5 86.6 99.3 99.8 0.7 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
15 5 14 53 53 72 68
MID-C FINANCIAL PEAK OTC - ICE OTC Code-064391
FUTURES ONLY POSITIONS AS OF 09/25/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 65,090
COMMITMENTS
581 77 1,379 63,082 63,634 65,042 65,090 48 0
CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST: 1,447)
399 -34 8 1,141 1,550 1,548 1,524 -101 -77
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.9 0.1 2.1 96.9 97.8 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 1 2 30 29 32 32
MID-C FINANCIAL OFF-PEAK OTC - ICE OTC Code-064392
FUTURES ONLY POSITIONS AS OF 09/25/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 550,193
COMMITMENTS
6,347 10,327 2,292 541,554 537,574 550,193 550,193 0 0
CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST: 12,526)
1,819 2,925 1,283 9,424 8,318 12,526 12,526 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.2 1.9 0.4 98.4 97.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 2 2 28 29 32 31
PJM WH OFF PEAK REAL TIME OTC - ICE OTC Code-064394
FUTURES ONLY POSITIONS AS OF 09/25/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,758,160
COMMITMENTS
249,809 20,746 63,516 1444835 1673898 1758160 1758160 0 0
CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST: 33,747)
38,656 4,687 -2,641 -1,675 31,701 34,340 33,747 -593 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.2 1.2 3.6 82.2 95.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
5 4 6 40 44 48 51
SP15 FIN DAYAHEAD LPM PEAK OTC - ICE OTC Code-064395
FUTURES ONLY POSITIONS AS OF 09/25/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 73,954
COMMITMENTS
367 115 3,699 69,812 70,065 73,878 73,879 76 75
CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST: 1,580)
-176 -77 -27 1,786 1,662 1,583 1,558 -3 22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.5 0.2 5.0 94.4 94.7 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
4 1 4 33 35 38 39
SP15 FIN DA LPM OFF PEAK OTC - ICE OTC Code-064396
FUTURES ONLY POSITIONS AS OF 09/25/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 494,669
COMMITMENTS
7,909 0 6,316 480,444 488,353 494,669 494,669 0 0
CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST: 14,733)
-251 0 2,511 12,473 12,222 14,733 14,733 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.6 0.0 1.3 97.1 98.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 0 2 24 22 26 24
Updated September 28, 2012