NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
FUTURES ONLY POSITIONS AS OF 01/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 5,096,629
COMMITMENTS
473,802 392,119 1659763 2938138 3012630 5071703 5064512 24,926 32,117
CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 133,972)
38,619 59,001 -3,598 102,738 82,714 137,759 138,117 -3,787 -4,145
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.3 7.7 32.6 57.6 59.1 99.5 99.4 0.5 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 229)
31 40 60 144 136 208 205
SOCAL BORDER FIN BASIS - ICE OTC Code-023393
FUTURES ONLY POSITIONS AS OF 01/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 366,276
COMMITMENTS
4,792 56,179 13,963 331,331 291,895 350,086 362,037 16,190 4,239
CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 15,592)
938 3,790 429 13,910 12,742 15,277 16,961 315 -1,369
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.3 15.3 3.8 90.5 79.7 95.6 98.8 4.4 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
3 5 7 42 34 49 42
PG&E CITYGATE FIN BASIS - ICE OTC Code-023394
FUTURES ONLY POSITIONS AS OF 01/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 162,206
COMMITMENTS
325 317 5,382 150,588 153,045 156,295 158,744 5,911 3,462
CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 6,295)
-1,106 26 1,082 7,217 5,913 7,193 7,021 -898 -726
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.2 0.2 3.3 92.8 94.4 96.4 97.9 3.6 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
1 1 2 35 35 37 37
NWP ROCKIES FIN BASIS - ICE OTC Code-023395
FUTURES ONLY POSITIONS AS OF 01/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 316,432
COMMITMENTS
6,629 16,829 4,089 299,039 287,729 309,757 308,647 6,675 7,785
CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 1,764)
-2,140 -7,019 2,840 267 3,187 967 -992 797 2,756
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.1 5.3 1.3 94.5 90.9 97.9 97.5 2.1 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
1 3 4 36 35 40 39
AECO FIN BASIS - ICE OTC Code-023396
FUTURES ONLY POSITIONS AS OF 01/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 778,294
COMMITMENTS
683 34,630 20,147 754,925 720,848 775,755 775,625 2,539 2,669
CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: -7,596)
-391 -145 1,931 -9,253 -8,578 -7,713 -6,792 117 -804
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.1 4.4 2.6 97.0 92.6 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
1 5 6 59 47 65 53
CHICAGO FIN BASIS - ICE OTC Code-023397
FUTURES ONLY POSITIONS AS OF 01/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 230,297
COMMITMENTS
10,776 14,084 3,419 212,393 210,677 226,588 228,180 3,709 2,117
CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: -2,332)
2,670 899 -924 102 -55 1,848 -80 -4,180 -2,252
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.7 6.1 1.5 92.2 91.5 98.4 99.1 1.6 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
2 1 2 40 37 42 40
HSC FIN BASIS - ICE OTC Code-023398
FUTURES ONLY POSITIONS AS OF 01/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 365,274
COMMITMENTS
7,630 6,301 18,651 331,617 332,232 357,898 357,184 7,376 8,090
CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 19,135)
2,090 -2,781 -496 18,897 22,270 20,491 18,993 -1,356 142
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.1 1.7 5.1 90.8 91.0 98.0 97.8 2.0 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
3 4 6 42 39 49 45
WAHA FIN BASIS - ICE OTC Code-023399
FUTURES ONLY POSITIONS AS OF 01/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 227,734
COMMITMENTS
6,112 14,913 8,082 209,734 199,021 223,928 222,016 3,806 5,718
CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 14,226)
-3,976 2,150 2,246 15,748 12,380 14,018 16,776 208 -2,550
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.7 6.5 3.5 92.1 87.4 98.3 97.5 1.7 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
3 3 3 25 30 29 35
PJM WH REAL TIME PEAK OTC - ICE OTC Code-064363
FUTURES ONLY POSITIONS AS OF 01/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 187,949
COMMITMENTS
49,588 1,762 19,312 116,279 165,112 185,179 186,186 2,770 1,763
CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 9,600)
6,890 84 1,696 -539 6,417 8,047 8,197 1,553 1,403
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.4 0.9 10.3 61.9 87.8 98.5 99.1 1.5 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
14 3 12 52 52 68 65
MID-C FINANCIAL PEAK OTC - ICE OTC Code-064391
FUTURES ONLY POSITIONS AS OF 01/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 75,000
COMMITMENTS
219 685 1,266 73,414 72,948 74,899 74,899 101 101
CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 3,952)
-793 -186 -146 5,607 5,000 4,668 4,668 -716 -716
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.3 0.9 1.7 97.9 97.3 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
3 4 5 32 28 38 34
MID-C FINANCIAL OFF-PEAK OTC - ICE OTC Code-064392
FUTURES ONLY POSITIONS AS OF 01/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 716,827
COMMITMENTS
9,495 296 5,754 697,427 706,626 712,676 712,676 4,151 4,151
CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 77,468)
-6,913 296 2,201 79,533 72,324 74,821 74,821 2,647 2,647
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.3 0.0 0.8 97.3 98.6 99.4 99.4 0.6 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
5 1 2 29 29 34 32
PJM WH OFF PEAK REAL TIME OTC - ICE OTC Code-064394
FUTURES ONLY POSITIONS AS OF 01/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,646,761
COMMITMENTS
118,371 29,635 111,085 1416921 1505681 1646377 1646401 384 360
CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 25,230)
-6,480 1,800 9,624 21,726 13,446 24,870 24,870 360 360
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.2 1.8 6.7 86.0 91.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
6 5 7 40 37 48 47
SP15 FIN DAYAHEAD LPM PEAK OTC - ICE OTC Code-064395
FUTURES ONLY POSITIONS AS OF 01/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 116,878
COMMITMENTS
1,488 1,028 1,551 113,791 114,251 116,830 116,830 48 48
CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 3,081)
-112 -230 -434 3,837 3,955 3,291 3,291 -210 -210
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.3 0.9 1.3 97.4 97.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
5 3 4 34 34 40 40
SP15 FIN DA LPM OFF PEAK OTC - ICE OTC Code-064396
FUTURES ONLY POSITIONS AS OF 01/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 688,575
COMMITMENTS
327 350 17,649 670,599 670,576 688,575 688,575 0 0
CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 23,634)
6 -562 -326 23,954 24,522 23,634 23,634 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.1 2.6 97.4 97.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 2 4 23 26 27 31
Updated January 27, 2012