NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
FUTURES ONLY POSITIONS AS OF 01/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 5,064,419
COMMITMENTS
785,529 115,786 1474515 2788441 3455321 5048485 5045622 15,934 18,797
CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST: 183,362)
110,944 -3,685 50,863 23,109 139,950 184,916 187,128 -1,554 -3,766
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.5 2.3 29.1 55.1 68.2 99.7 99.6 0.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 231)
41 32 62 146 138 218 204
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
FUTURES ONLY POSITIONS AS OF 01/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 268,268
COMMITMENTS
3,423 6,741 6,280 239,031 244,190 248,734 257,211 19,534 11,057
CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST: 10,372)
1,564 1,515 68 10,361 8,600 11,993 10,183 -1,621 189
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.3 2.5 2.3 89.1 91.0 92.7 95.9 7.3 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
5 5 8 32 30 42 38
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
FUTURES ONLY POSITIONS AS OF 01/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 158,335
COMMITMENTS
6,113 0 3,032 146,848 154,017 155,993 157,049 2,342 1,286
CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST: 5,275)
3,344 -280 -538 1,089 4,922 3,895 4,104 1,380 1,171
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.9 0.0 1.9 92.7 97.3 98.5 99.2 1.5 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
4 0 3 30 34 34 37
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
FUTURES ONLY POSITIONS AS OF 01/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 227,867
COMMITMENTS
9,872 6,958 1,709 209,952 212,275 221,533 220,942 6,334 6,925
CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST: 6,682)
308 -462 389 5,195 5,117 5,892 5,044 790 1,638
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.3 3.1 0.7 92.1 93.2 97.2 97.0 2.8 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
1 2 1 29 31 31 33
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
FUTURES ONLY POSITIONS AS OF 01/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 725,999
COMMITMENTS
885 1,647 11,207 704,103 710,366 716,195 723,220 9,804 2,779
CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST: 23,304)
-4,717 -347 1,382 27,736 23,435 24,401 24,470 -1,097 -1,166
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.1 0.2 1.5 97.0 97.8 98.6 99.6 1.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
2 3 6 51 41 57 47
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
FUTURES ONLY POSITIONS AS OF 01/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 193,941
COMMITMENTS
4,058 2,746 1,490 180,000 182,498 185,548 186,734 8,393 7,207
CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST: 4,370)
390 -1,508 840 3,543 4,334 4,773 3,666 -403 704
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.1 1.4 0.8 92.8 94.1 95.7 96.3 4.3 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
2 2 1 26 30 29 32
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
FUTURES ONLY POSITIONS AS OF 01/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 211,946
COMMITMENTS
7,923 0 4,843 193,637 203,863 206,403 208,706 5,543 3,240
CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST: 1,727)
1,553 0 21 579 2,919 2,153 2,940 -426 -1,213
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.7 0.0 2.3 91.4 96.2 97.4 98.5 2.6 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
4 0 4 32 40 36 44
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
FUTURES ONLY POSITIONS AS OF 01/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 88,552
COMMITMENTS
3,037 0 3,633 77,257 78,178 83,927 81,811 4,625 6,741
CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST: 2,507)
-560 0 1,004 2,178 1,475 2,622 2,479 -115 28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.4 0.0 4.1 87.2 88.3 94.8 92.4 5.2 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 0 2 24 24 26 26
PJM WH REAL TIME PEAK OTC - ICE FUTURES ENERGY DIV Code-064363
FUTURES ONLY POSITIONS AS OF 01/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 167,034
COMMITMENTS
27,849 3,066 17,130 121,144 146,349 166,123 166,545 911 489
CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST: 4,387)
-564 768 549 4,354 3,005 4,339 4,322 48 65
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.7 1.8 10.3 72.5 87.6 99.5 99.7 0.5 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
19 8 20 53 50 77 73
MID-C FINANCIAL PEAK OTC - ICE FUTURES ENERGY DIV Code-064391
FUTURES ONLY POSITIONS AS OF 01/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 63,428
COMMITMENTS
77 118 2,090 61,235 61,194 63,402 63,402 26 26
CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST: 1,452)
-418 -853 777 1,067 1,502 1,426 1,426 26 26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.1 0.2 3.3 96.5 96.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 3 4 25 28 29 32
MID-C FINANCIAL OFF-PEAK OTC - ICE FUTURES ENERGY DIV Code-064392
FUTURES ONLY POSITIONS AS OF 01/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 571,167
COMMITMENTS
8,123 8,422 7,797 555,247 554,948 571,167 571,167 0 0
CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST: 727)
-1,301 688 2,560 -532 -2,521 727 727 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.4 1.5 1.4 97.2 97.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 1 3 22 28 26 31
PJM WH OFF PEAK REAL TIME OTC - ICE FUTURES ENERGY DIV Code-064394
FUTURES ONLY POSITIONS AS OF 01/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,609,350
COMMITMENTS
295,272 62,425 44,618 1269460 1502307 1609350 1609350 0 0
CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST: 1,889)
1,650 1,894 5,096 -4,857 -5,101 1,889 1,889 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.3 3.9 2.8 78.9 93.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
7 4 7 42 46 52 54
SP15 FIN DAYAHEAD LPM PEAK OTC - ICE FUTURES ENERGY DIV Code-064395
FUTURES ONLY POSITIONS AS OF 01/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 62,933
COMMITMENTS
1,096 338 3,433 58,404 59,138 62,933 62,909 0 24
CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST: 479)
-166 24 289 356 166 479 479 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.7 0.5 5.5 92.8 94.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
2 3 4 30 30 34 35
SP15 FIN DA LPM OFF PEAK OTC - ICE FUTURES ENERGY DIV Code-064396
FUTURES ONLY POSITIONS AS OF 01/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 395,296
COMMITMENTS
18,378 0 1,904 375,014 393,392 395,296 395,296 0 0
CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST: -1,122)
2,559 0 -968 -2,713 -154 -1,122 -1,122 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.6 0.0 0.5 94.9 99.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 0 2 19 17 22 19
Updated January 25, 2013