NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
FUTURES ONLY POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 5,311,300
COMMITMENTS
754,730 104,706 1630336 2912880 3562376 5297946 5297418 13,354 13,882
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 99,131)
90,775 -2,504 39,926 -35,162 57,798 95,539 95,220 3,592 3,911
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.2 2.0 30.7 54.8 67.1 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 226)
48 27 64 140 136 214 203
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
FUTURES ONLY POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 246,698
COMMITMENTS
4,917 539 3,474 220,383 236,300 228,774 240,313 17,924 6,385
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 621)
2,410 -347 -248 -3,880 -552 -1,718 -1,147 2,339 1,768
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.0 0.2 1.4 89.3 95.8 92.7 97.4 7.3 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
3 2 2 33 38 37 41
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
FUTURES ONLY POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 143,062
COMMITMENTS
1,503 7 3,886 135,348 136,070 140,737 139,963 2,325 3,099
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 64)
80 -516 522 -1,140 27 -538 33 602 31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.1 0.0 2.7 94.6 95.1 98.4 97.8 1.6 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 1 3 30 32 34 35
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
FUTURES ONLY POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 227,336
COMMITMENTS
5,031 12,479 314 214,165 209,682 219,510 222,475 7,826 4,861
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 581)
-788 -1,392 -350 1,338 3,224 200 1,482 381 -901
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.2 5.5 0.1 94.2 92.2 96.6 97.9 3.4 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 1 1 28 34 30 35
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
FUTURES ONLY POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 714,171
COMMITMENTS
2,875 0 11,129 692,411 697,958 706,415 709,087 7,756 5,084
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 6,408)
926 -22 -253 5,617 5,465 6,290 5,190 118 1,218
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.4 0.0 1.6 97.0 97.7 98.9 99.3 1.1 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
3 0 5 51 43 56 48
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
FUTURES ONLY POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 200,779
COMMITMENTS
3,504 3,121 2,296 187,059 189,683 192,859 195,100 7,920 5,679
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: -318)
205 -356 694 -2,849 2,877 -1,950 3,215 1,632 -3,533
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.7 1.6 1.1 93.2 94.5 96.1 97.2 3.9 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
3 2 1 29 32 33 34
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
FUTURES ONLY POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 260,311
COMMITMENTS
6,993 1,042 5,170 241,927 251,159 254,090 257,371 6,221 2,940
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 719)
56 11 -131 1,250 870 1,175 750 -456 -31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.7 0.4 2.0 92.9 96.5 97.6 98.9 2.4 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
3 1 3 36 41 39 45
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
FUTURES ONLY POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 102,217
COMMITMENTS
1,016 1,951 4,737 91,660 87,593 97,413 94,281 4,804 7,936
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 745)
152 -31 350 -988 -1,374 -486 -1,055 1,231 1,800
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.0 1.9 4.6 89.7 85.7 95.3 92.2 4.7 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 1 2 25 28 27 30
PJM WH REAL TIME PEAK OTC - ICE FUTURES ENERGY DIV Code-064363
FUTURES ONLY POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 164,466
COMMITMENTS
26,231 1,995 20,212 116,849 141,877 163,292 164,084 1,174 382
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 194)
711 428 -66 -283 -173 362 189 -168 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.9 1.2 12.3 71.0 86.3 99.3 99.8 0.7 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
15 3 13 52 50 70 64
MID-C FINANCIAL PEAK OTC - ICE FUTURES ENERGY DIV Code-064391
FUTURES ONLY POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 62,921
COMMITMENTS
0 724 2,003 60,918 60,194 62,921 62,921 0 0
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: -189)
-152 176 -101 64 -264 -189 -189 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 1.2 3.2 96.8 95.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
0 4 3 27 29 30 33
MID-C FINANCIAL OFF-PEAK OTC - ICE FUTURES ENERGY DIV Code-064392
FUTURES ONLY POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 525,748
COMMITMENTS
16 10,858 3,259 522,473 511,631 525,748 525,748 0 0
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 8,909)
-344 3,840 -1,601 10,854 6,670 8,909 8,909 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 2.1 0.6 99.4 97.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 2 3 25 28 28 31
PJM WH OFF PEAK REAL TIME OTC - ICE FUTURES ENERGY DIV Code-064394
FUTURES ONLY POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,714,492
COMMITMENTS
317,001 20,257 42,296 1355195 1651939 1714492 1714492 0 0
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: -20,728)
9,178 -1,168 1,583 -31,065 -21,143 -20,304 -20,728 -424 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.5 1.2 2.5 79.0 96.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
7 4 7 41 44 53 51
SP15 FIN DAYAHEAD LPM PEAK OTC - ICE FUTURES ENERGY DIV Code-064395
FUTURES ONLY POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 71,267
COMMITMENTS
233 200 3,537 67,497 67,530 71,267 71,267 0 0
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 485)
1 78 -51 560 458 510 485 -25 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.3 0.3 5.0 94.7 94.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
2 2 2 33 34 36 37
SP15 FIN DA LPM OFF PEAK OTC - ICE FUTURES ENERGY DIV Code-064396
FUTURES ONLY POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 458,072
COMMITMENTS
16,055 0 0 442,017 458,072 458,072 458,072 0 0
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 2,491)
952 0 0 1,539 2,491 2,491 2,491 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.5 0.0 0.0 96.5 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 0 0 19 22 21 22
Updated December 5, 2012