NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
FUTURES ONLY POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 4,568,414
COMMITMENTS
468,065 340,228 1433526 2630591 2758553 4532182 4532307 36,232 36,107
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: -199,512)
-4,183 -70,403 -9,730 -135,175 -65,481 -149,088 -145,614 -50,424 -53,898
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.2 7.4 31.4 57.6 60.4 99.2 99.2 0.8 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 218)
32 33 58 137 130 198 194
SOCAL BORDER FIN BASIS - ICE OTC Code-023393
FUTURES ONLY POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 340,079
COMMITMENTS
16,004 34,580 10,805 299,280 288,130 326,089 333,515 13,990 6,564
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: 15,871)
3,776 10,656 916 10,031 4,831 14,723 16,403 1,148 -532
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.7 10.2 3.2 88.0 84.7 95.9 98.1 4.1 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
7 1 7 38 34 46 41
PG&E CITYGATE FIN BASIS - ICE OTC Code-023394
FUTURES ONLY POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 167,054
COMMITMENTS
2,160 0 5,849 152,412 159,413 160,421 165,262 6,633 1,792
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: -1,126)
64 0 -180 -1,342 -946 -1,458 -1,126 332 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.3 0.0 3.5 91.2 95.4 96.0 98.9 4.0 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
2 0 2 34 40 36 42
NWP ROCKIES FIN BASIS - ICE OTC Code-023395
FUTURES ONLY POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 325,554
COMMITMENTS
7,262 28,729 2,462 310,082 287,023 319,806 318,214 5,748 7,340
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: 3,710)
1,498 756 186 2,108 3,699 3,792 4,641 -82 -931
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.2 8.8 0.8 95.2 88.2 98.2 97.7 1.8 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
1 4 5 34 33 39 38
AECO FIN BASIS - ICE OTC Code-023396
FUTURES ONLY POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 836,615
COMMITMENTS
744 38,490 20,008 812,546 774,759 833,298 833,257 3,317 3,358
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: 30,526)
93 3,214 -624 30,357 27,169 29,826 29,759 700 767
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.1 4.6 2.4 97.1 92.6 99.6 99.6 0.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
1 5 5 56 48 62 53
CHICAGO FIN BASIS - ICE OTC Code-023397
FUTURES ONLY POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 239,247
COMMITMENTS
9,406 18,087 4,932 218,978 210,477 233,316 233,496 5,931 5,751
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: 3,106)
816 -232 -188 3,032 4,009 3,660 3,589 -554 -483
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.9 7.6 2.1 91.5 88.0 97.5 97.6 2.5 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
2 1 2 39 35 41 38
HSC FIN BASIS - ICE OTC Code-023398
FUTURES ONLY POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 392,257
COMMITMENTS
7,090 60 17,712 360,143 367,333 384,945 385,105 7,312 7,152
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: 2,013)
-1,937 -31 -14 3,816 1,719 1,865 1,674 148 339
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.8 0.0 4.5 91.8 93.6 98.1 98.2 1.9 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
6 1 6 43 41 50 47
WAHA FIN BASIS - ICE OTC Code-023399
FUTURES ONLY POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 174,777
COMMITMENTS
8,461 9,994 8,120 155,369 147,339 171,950 165,453 2,827 9,324
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: 1,411)
3,096 1,748 -638 -1,086 118 1,372 1,228 39 183
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.8 5.7 4.6 88.9 84.3 98.4 94.7 1.6 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 2 3 28 30 31 35
PJM WH REAL TIME PEAK OTC - ICE OTC Code-064363
FUTURES ONLY POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 162,815
COMMITMENTS
29,491 1,443 19,019 112,920 142,265 161,430 162,727 1,385 88
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: 1,850)
1,318 98 -1,093 1,224 2,989 1,449 1,994 401 -144
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.1 0.9 11.7 69.4 87.4 99.1 99.9 0.9 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
13 3 12 53 53 68 66
MID-C FINANCIAL PEAK OTC - ICE OTC Code-064391
FUTURES ONLY POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 66,325
COMMITMENTS
333 1,331 1,718 63,942 62,944 65,993 65,993 332 332
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: -2,526)
-456 225 -104 -2,190 -2,876 -2,750 -2,755 224 229
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.5 2.0 2.6 96.4 94.9 99.5 99.5 0.5 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 3 5 30 27 36 32
MID-C FINANCIAL OFF-PEAK OTC - ICE OTC Code-064392
FUTURES ONLY POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 588,652
COMMITMENTS
8,153 956 2,207 576,716 583,913 587,076 587,076 1,576 1,576
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: -21,241)
-2,472 -2,601 288 -20,633 -20,504 -22,817 -22,817 1,576 1,576
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.4 0.2 0.4 98.0 99.2 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
4 3 4 27 28 33 33
PJM WH OFF PEAK REAL TIME OTC - ICE OTC Code-064394
FUTURES ONLY POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,633,037
COMMITMENTS
103,185 21,065 93,457 1435888 1518032 1632530 1632554 507 483
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: 26,098)
634 -1 -391 26,528 26,035 26,771 25,643 -673 455
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.3 1.3 5.7 87.9 93.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
8 4 8 45 40 54 51
SP15 FIN DAYAHEAD LPM PEAK OTC - ICE OTC Code-064395
FUTURES ONLY POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 121,000
COMMITMENTS
1,260 593 3,425 116,164 116,828 120,849 120,846 151 154
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: 530)
-125 314 143 612 748 630 1,205 -100 -675
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.0 0.5 2.8 96.0 96.6 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
3 3 5 33 36 38 42
SP15 FIN DA LPM OFF PEAK OTC - ICE OTC Code-064396
FUTURES ONLY POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 588,156
COMMITMENTS
0 5,262 2,248 585,908 580,646 588,156 588,156 0 0
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: 13,472)
0 -1,280 1,280 12,192 13,472 13,472 13,472 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.9 0.4 99.6 98.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 3 2 24 24 26 27
Updated January 6, 2012