NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
FUTURES ONLY POSITIONS AS OF 10/09/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 4,969,699
COMMITMENTS
574,276 142,528 1495694 2870302 3306139 4940272 4944361 29,427 25,338
CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: 134,977)
3,890 -13,718 14,719 107,618 123,247 126,227 124,248 8,750 10,729
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.6 2.9 30.1 57.8 66.5 99.4 99.5 0.6 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 223)
50 24 62 139 135 210 200
SOCAL BORDER FIN BASIS - ICE OTC Code-023393
FUTURES ONLY POSITIONS AS OF 10/09/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 267,586
COMMITMENTS
3,202 9,497 3,411 247,986 251,506 254,599 264,414 12,987 3,172
CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: -26,095)
-3,011 -5,832 -2,620 -20,466 -18,453 -26,097 -26,905 2 810
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.2 3.5 1.3 92.7 94.0 95.1 98.8 4.9 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
2 5 4 35 35 39 42
PG&E CITYGATE FIN BASIS - ICE OTC Code-023394
FUTURES ONLY POSITIONS AS OF 10/09/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 150,880
COMMITMENTS
3,361 3,510 3,261 141,934 141,777 148,556 148,548 2,324 2,332
CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: -13,097)
-1,222 -1,179 -843 -11,386 -10,148 -13,451 -12,170 354 -927
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.2 2.3 2.2 94.1 94.0 98.5 98.5 1.5 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
5 1 3 32 33 37 37
NWP ROCKIES FIN BASIS - ICE OTC Code-023395
FUTURES ONLY POSITIONS AS OF 10/09/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 242,913
COMMITMENTS
3,343 6,167 3,871 231,098 227,298 238,312 237,336 4,601 5,577
CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: -19,590)
905 -5,454 1,074 -22,185 -16,208 -20,206 -20,588 616 998
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.4 2.5 1.6 95.1 93.6 98.1 97.7 1.9 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
2 2 1 30 33 33 35
AECO FIN BASIS - ICE OTC Code-023396
FUTURES ONLY POSITIONS AS OF 10/09/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 680,964
COMMITMENTS
1,678 2,282 13,915 662,671 663,397 678,264 679,594 2,700 1,370
CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: -4,259)
33 -2,631 404 -2,871 -1,509 -2,434 -3,736 -1,825 -523
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.2 0.3 2.0 97.3 97.4 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
2 2 5 53 44 58 50
CHICAGO FIN BASIS - ICE OTC Code-023397
FUTURES ONLY POSITIONS AS OF 10/09/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 198,572
COMMITMENTS
817 0 1,056 187,959 194,481 189,832 195,537 8,740 3,035
CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: -17,678)
-1,590 0 27 -17,135 -17,259 -18,698 -17,232 1,020 -446
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.4 0.0 0.5 94.7 97.9 95.6 98.5 4.4 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
1 0 1 27 30 28 31
HSC FIN BASIS - ICE OTC Code-023398
FUTURES ONLY POSITIONS AS OF 10/09/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 264,870
COMMITMENTS
14,676 94 5,616 238,954 256,674 259,246 262,384 5,624 2,486
CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: -33,919)
-2,117 -4 -3,976 -27,360 -29,400 -33,453 -33,380 -466 -539
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.5 0.0 2.1 90.2 96.9 97.9 99.1 2.1 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
2 1 3 38 40 41 43
WAHA FIN BASIS - ICE OTC Code-023399
FUTURES ONLY POSITIONS AS OF 10/09/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 109,926
COMMITMENTS
5,860 0 2,371 98,572 100,703 106,803 103,074 3,123 6,852
CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: -22,117)
157 -1,674 -5,527 -16,385 -15,283 -21,755 -22,484 -362 367
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.3 0.0 2.2 89.7 91.6 97.2 93.8 2.8 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 0 1 25 26 27 27
PJM WH REAL TIME PEAK OTC - ICE OTC Code-064363
FUTURES ONLY POSITIONS AS OF 10/09/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 169,735
COMMITMENTS
28,675 1,081 22,972 116,292 145,209 167,939 169,262 1,796 473
CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: -3,797)
1,144 309 535 -6,255 -4,410 -4,576 -3,566 779 -231
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.9 0.6 13.5 68.5 85.6 98.9 99.7 1.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
17 3 12 54 50 73 63
MID-C FINANCIAL PEAK OTC - ICE OTC Code-064391
FUTURES ONLY POSITIONS AS OF 10/09/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 60,254
COMMITMENTS
487 229 1,767 58,000 58,234 60,254 60,230 0 24
CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: -286)
124 27 -25 -385 -312 -286 -310 0 24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.8 0.4 2.9 96.3 96.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 2 3 26 29 30 33
MID-C FINANCIAL OFF-PEAK OTC - ICE OTC Code-064392
FUTURES ONLY POSITIONS AS OF 10/09/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 507,729
COMMITMENTS
3,780 9,053 3,170 500,779 495,506 507,729 507,729 0 0
CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: 12,572)
321 -2,553 1,886 10,365 13,239 12,572 12,572 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.7 1.8 0.6 98.6 97.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 3 2 27 27 30 30
PJM WH OFF PEAK REAL TIME OTC - ICE OTC Code-064394
FUTURES ONLY POSITIONS AS OF 10/09/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,743,195
COMMITMENTS
278,269 23,008 47,953 1416958 1672234 1743180 1743195 15 0
CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: -65,869)
17,148 -1,986 -755 -71,196 -62,696 -54,803 -65,437 -11,066 -432
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.0 1.3 2.8 81.3 95.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
7 3 6 37 42 46 49
SP15 FIN DAYAHEAD LPM PEAK OTC - ICE OTC Code-064395
FUTURES ONLY POSITIONS AS OF 10/09/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 77,941
COMMITMENTS
269 481 3,593 74,079 73,844 77,941 77,918 0 23
CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: 1,862)
75 276 -99 1,886 1,683 1,862 1,860 0 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.3 0.6 4.6 95.0 94.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
3 4 5 32 36 38 42
SP15 FIN DA LPM OFF PEAK OTC - ICE OTC Code-064396
FUTURES ONLY POSITIONS AS OF 10/09/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 500,824
COMMITMENTS
7,627 0 5,970 487,227 494,854 500,824 500,824 0 0
CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: 2,585)
48 0 -34 2,571 2,619 2,585 2,585 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.5 0.0 1.2 97.3 98.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 0 2 25 23 28 25
Updated October 12, 2012