NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
FUTURES ONLY POSITIONS AS OF 11/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 4,620,342
COMMITMENTS
338,560 392,824 1487422 2775503 2720343 4601485 4600589 18,857 19,753
CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: 57,312)
8,292 67,683 40,675 62,797 -4,304 111,764 104,054 -54,452 -46,742
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.3 8.5 32.2 60.1 58.9 99.6 99.6 0.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 214)
32 31 56 136 135 195 197
SOCAL BORDER FIN BASIS - ICE OTC Code-023393
FUTURES ONLY POSITIONS AS OF 11/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 329,208
COMMITMENTS
10,640 1,824 14,479 293,561 308,023 318,680 324,326 10,528 4,882
CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: 3,809)
-680 -1,938 891 4,257 4,417 4,468 3,370 -659 439
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.2 0.6 4.4 89.2 93.6 96.8 98.5 3.2 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
5 4 7 39 37 48 44
PG&E CITYGATE FIN BASIS - ICE OTC Code-023394
FUTURES ONLY POSITIONS AS OF 11/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 182,105
COMMITMENTS
4,783 0 3,465 170,890 177,636 179,138 181,101 2,967 1,004
CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: 3,981)
-1,815 0 755 5,412 4,036 4,352 4,791 -371 -810
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.6 0.0 1.9 93.8 97.5 98.4 99.4 1.6 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
5 0 2 35 42 40 44
NWP ROCKIES FIN BASIS - ICE OTC Code-023395
FUTURES ONLY POSITIONS AS OF 11/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 330,192
COMMITMENTS
4,054 33,169 5,074 318,124 287,412 327,252 325,655 2,940 4,537
CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: -21,680)
2,084 1,895 -1,921 -22,271 -22,206 -22,108 -22,232 428 552
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.2 10.0 1.5 96.3 87.0 99.1 98.6 0.9 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
2 7 4 35 34 40 42
AECO FIN BASIS - ICE OTC Code-023396
FUTURES ONLY POSITIONS AS OF 11/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 739,225
COMMITMENTS
2,348 16,852 16,865 717,173 703,874 736,386 737,591 2,839 1,634
CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: 1,829)
546 3,679 -3,467 5,074 3,480 2,153 3,692 -324 -1,863
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.3 2.3 2.3 97.0 95.2 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
2 4 5 53 50 59 55
CHICAGO FIN BASIS - ICE OTC Code-023397
FUTURES ONLY POSITIONS AS OF 11/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 228,347
COMMITMENTS
13,080 9,591 6,655 203,437 207,871 223,172 224,117 5,175 4,230
CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: -11,045)
-2,217 -2,472 2,450 -9,254 -10,128 -9,021 -10,150 -2,024 -895
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.7 4.2 2.9 89.1 91.0 97.7 98.1 2.3 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
5 1 4 33 35 39 39
HSC FIN BASIS - ICE OTC Code-023398
FUTURES ONLY POSITIONS AS OF 11/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 420,542
COMMITMENTS
10,096 9,599 19,857 382,984 387,659 412,937 417,115 7,605 3,427
CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: 4,337)
3,332 851 -4,605 5,916 8,367 4,643 4,613 -306 -276
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.4 2.3 4.7 91.1 92.2 98.2 99.2 1.8 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
3 2 5 47 39 52 44
WAHA FIN BASIS - ICE OTC Code-023399
FUTURES ONLY POSITIONS AS OF 11/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 170,917
COMMITMENTS
10,856 503 5,009 151,330 158,026 167,195 163,538 3,722 7,379
CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: 8,387)
-268 0 773 8,583 6,946 9,088 7,719 -701 668
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.4 0.3 2.9 88.5 92.5 97.8 95.7 2.2 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
2 1 3 29 31 32 34
PJM WH REAL TIME PEAK OTC - ICE OTC Code-064363
FUTURES ONLY POSITIONS AS OF 11/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 160,397
COMMITMENTS
27,148 628 20,383 111,614 138,266 159,145 159,277 1,252 1,120
CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: 3,383)
-1,995 -221 1,334 4,070 2,139 3,409 3,252 -26 131
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.9 0.4 12.7 69.6 86.2 99.2 99.3 0.8 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
17 2 11 53 51 72 62
MID-C FINANCIAL PEAK OTC - ICE OTC Code-064391
FUTURES ONLY POSITIONS AS OF 11/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 71,287
COMMITMENTS
679 561 3,051 67,552 67,675 71,282 71,287 5 0
CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: 187)
-359 -47 355 267 -45 263 263 -76 -76
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.0 0.8 4.3 94.8 94.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
4 2 5 29 32 35 37
MID-C FINANCIAL OFF-PEAK OTC - ICE OTC Code-064392
FUTURES ONLY POSITIONS AS OF 11/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 579,294
COMMITMENTS
2,603 11,555 3,148 573,543 564,591 579,294 579,294 0 0
CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: 36,587)
1,640 -2,430 -3,096 38,361 44,240 36,905 38,714 -318 -2,127
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.4 2.0 0.5 99.0 97.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 5 3 28 24 32 29
PJM WH OFF PEAK REAL TIME OTC - ICE OTC Code-064394
FUTURES ONLY POSITIONS AS OF 11/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,644,624
COMMITMENTS
94,006 23,615 115,403 1435191 1505606 1644600 1644624 24 0
CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: 35,720)
6,479 3,144 -881 42,235 45,570 47,833 47,833 -12,113 -12,113
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.7 1.4 7.0 87.3 91.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
8 2 8 45 37 55 46
SP15 FIN DAYAHEAD LPM PEAK OTC - ICE OTC Code-064395
FUTURES ONLY POSITIONS AS OF 11/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 121,276
COMMITMENTS
1,951 382 3,329 115,970 117,534 121,250 121,245 26 31
CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: -12,948)
735 -1,848 -329 -13,354 -10,769 -12,948 -12,946 0 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.6 0.3 2.7 95.6 96.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
5 1 5 34 37 40 42
SP15 FIN DA LPM OFF PEAK OTC - ICE OTC Code-064396
FUTURES ONLY POSITIONS AS OF 11/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 505,035
COMMITMENTS
0 13,213 328 504,707 491,494 505,035 505,035 0 0
CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: -19,891)
0 -6,728 0 -19,891 -13,163 -19,891 -19,891 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 2.6 0.1 99.9 97.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 4 1 24 23 25 27
Updated November 18, 2011