NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
FUTURES ONLY POSITIONS AS OF 12/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 4,943,671
COMMITMENTS
720,827 112,823 1560771 2648737 3255663 4930335 4929257 13,336 14,414
CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -367,629)
-33,903 8,117 -69,565 -264,143 -306,713 -367,611 -368,161 -18 532
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.6 2.3 31.6 53.6 65.9 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 220)
39 26 58 137 134 203 196
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
FUTURES ONLY POSITIONS AS OF 12/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 250,126
COMMITMENTS
4,384 2,825 3,338 225,083 238,860 232,805 245,023 17,321 5,103
CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: 3,428)
-533 2,286 -136 4,700 2,560 4,031 4,710 -603 -1,282
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.8 1.1 1.3 90.0 95.5 93.1 98.0 6.9 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
4 3 2 34 38 39 42
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
FUTURES ONLY POSITIONS AS OF 12/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 148,238
COMMITMENTS
3,156 0 3,266 136,912 139,963 143,334 143,229 4,904 5,009
CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: 5,176)
1,653 -7 -620 1,564 3,893 2,597 3,266 2,579 1,910
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.1 0.0 2.2 92.4 94.4 96.7 96.6 3.3 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
4 0 3 29 32 33 35
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
FUTURES ONLY POSITIONS AS OF 12/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 225,502
COMMITMENTS
6,004 12,262 582 210,760 206,088 217,346 218,932 8,156 6,570
CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -1,834)
973 -217 268 -3,405 -3,594 -2,164 -3,543 330 1,709
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.7 5.4 0.3 93.5 91.4 96.4 97.1 3.6 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
4 1 2 30 35 35 37
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
FUTURES ONLY POSITIONS AS OF 12/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 699,355
COMMITMENTS
1,564 54 9,631 680,796 685,308 691,991 694,993 7,364 4,362
CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -14,816)
-1,311 54 -1,498 -11,615 -12,650 -14,424 -14,094 -392 -722
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.2 0.0 1.4 97.3 98.0 98.9 99.4 1.1 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
2 1 5 51 42 56 47
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
FUTURES ONLY POSITIONS AS OF 12/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 197,910
COMMITMENTS
5,665 2,318 2,246 181,433 187,206 189,344 191,770 8,566 6,140
CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -2,869)
2,161 -803 -50 -5,626 -2,477 -3,515 -3,330 646 461
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.9 1.2 1.1 91.7 94.6 95.7 96.9 4.3 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
4 2 1 29 31 34 33
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
FUTURES ONLY POSITIONS AS OF 12/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 255,418
COMMITMENTS
9,922 1,184 4,439 234,979 244,292 249,340 249,915 6,078 5,503
CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -4,893)
2,929 142 -731 -6,948 -6,867 -4,750 -7,456 -143 2,563
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.9 0.5 1.7 92.0 95.6 97.6 97.8 2.4 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
3 1 3 36 42 39 46
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
FUTURES ONLY POSITIONS AS OF 12/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 97,044
COMMITMENTS
3,365 1,703 3,461 86,998 85,031 93,824 90,195 3,220 6,849
CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -5,173)
2,349 -248 -1,276 -4,662 -2,562 -3,589 -4,086 -1,584 -1,087
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.5 1.8 3.6 89.6 87.6 96.7 92.9 3.3 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 1 2 26 28 28 30
PJM WH REAL TIME PEAK OTC - ICE FUTURES ENERGY DIV Code-064363
FUTURES ONLY POSITIONS AS OF 12/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 165,785
COMMITMENTS
25,356 2,693 19,536 119,900 143,155 164,792 165,384 993 401
CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: 1,319)
-875 698 -676 3,051 1,278 1,500 1,300 -181 19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.3 1.6 11.8 72.3 86.3 99.4 99.8 0.6 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
18 3 13 54 50 75 64
MID-C FINANCIAL PEAK OTC - ICE FUTURES ENERGY DIV Code-064391
FUTURES ONLY POSITIONS AS OF 12/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 61,825
COMMITMENTS
256 952 1,773 59,796 59,100 61,825 61,825 0 0
CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -1,096)
256 228 -230 -1,122 -1,094 -1,096 -1,096 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.4 1.5 2.9 96.7 95.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 2 3 25 27 29 30
MID-C FINANCIAL OFF-PEAK OTC - ICE FUTURES ENERGY DIV Code-064392
FUTURES ONLY POSITIONS AS OF 12/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 507,213
COMMITMENTS
0 9,850 2,576 504,637 494,787 507,213 507,213 0 0
CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -18,535)
-16 -1,008 -683 -17,836 -16,844 -18,535 -18,535 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 1.9 0.5 99.5 97.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 3 3 24 29 27 32
PJM WH OFF PEAK REAL TIME OTC - ICE FUTURES ENERGY DIV Code-064394
FUTURES ONLY POSITIONS AS OF 12/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,695,992
COMMITMENTS
283,070 45,546 48,057 1364865 1602389 1695992 1695992 0 0
CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -18,500)
-33,931 25,289 5,761 9,670 -49,550 -18,500 -18,500 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.7 2.7 2.8 80.5 94.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
7 4 7 42 45 53 52
SP15 FIN DAYAHEAD LPM PEAK OTC - ICE FUTURES ENERGY DIV Code-064395
FUTURES ONLY POSITIONS AS OF 12/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 71,870
COMMITMENTS
179 384 3,515 68,176 67,971 71,870 71,870 0 0
CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: 603)
-54 184 -22 679 441 603 603 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.2 0.5 4.9 94.9 94.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
1 4 2 35 36 37 41
SP15 FIN DA LPM OFF PEAK OTC - ICE FUTURES ENERGY DIV Code-064396
FUTURES ONLY POSITIONS AS OF 12/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 460,551
COMMITMENTS
18,806 0 981 440,764 459,570 460,551 460,551 0 0
CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: 2,479)
2,751 0 981 -1,253 1,498 2,479 2,479 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.1 0.0 0.2 95.7 99.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 0 1 19 22 21 23
Updated December 7, 2012