NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
FUTURES ONLY POSITIONS AS OF 03/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 5,179,674
COMMITMENTS
586,678 389,168 1589187 2994231 3188047 5170096 5166402 9,578 13,272
CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST: 6,757)
-30,141 3,266 3,017 39,796 7,137 12,672 13,420 -5,915 -6,663
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.3 7.5 30.7 57.8 61.5 99.8 99.7 0.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 227)
24 47 62 140 135 206 205
SOCAL BORDER FIN BASIS - ICE OTC Code-023393
FUTURES ONLY POSITIONS AS OF 03/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 372,552
COMMITMENTS
6,817 24,054 7,535 343,899 332,699 358,251 364,288 14,301 8,264
CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST: -9,767)
-8,929 916 -310 -514 -11,457 -9,753 -10,851 -14 1,084
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.8 6.5 2.0 92.3 89.3 96.2 97.8 3.8 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
5 4 6 38 35 46 42
PG&E CITYGATE FIN BASIS - ICE OTC Code-023394
FUTURES ONLY POSITIONS AS OF 03/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 174,556
COMMITMENTS
1,443 668 6,577 163,168 164,724 171,188 171,969 3,368 2,587
CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST: 4,044)
-876 154 448 4,687 2,625 4,259 3,227 -215 817
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.8 0.4 3.8 93.5 94.4 98.1 98.5 1.9 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
2 1 3 32 36 35 39
NWP ROCKIES FIN BASIS - ICE OTC Code-023395
FUTURES ONLY POSITIONS AS OF 03/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 324,141
COMMITMENTS
12,830 9,005 6,127 300,721 295,421 319,678 310,553 4,463 13,588
CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST: -12,936)
-5,206 -894 1,100 -11,482 -17,072 -15,588 -16,866 2,652 3,930
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.0 2.8 1.9 92.8 91.1 98.6 95.8 1.4 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
3 3 5 28 31 34 36
AECO FIN BASIS - ICE OTC Code-023396
FUTURES ONLY POSITIONS AS OF 03/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 724,106
COMMITMENTS
471 47,831 8,630 713,077 662,657 722,178 719,118 1,928 4,988
CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST: -4,806)
-239 -6,895 -1,744 -2,523 3,909 -4,506 -4,730 -300 -76
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.1 6.6 1.2 98.5 91.5 99.7 99.3 0.3 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
1 7 6 56 48 62 56
CHICAGO FIN BASIS - ICE OTC Code-023397
FUTURES ONLY POSITIONS AS OF 03/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 241,330
COMMITMENTS
12,851 11,313 1,363 221,380 222,089 235,594 234,765 5,736 6,565
CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST: 4,720)
882 -1,720 219 3,592 3,347 4,693 1,846 27 2,874
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.3 4.7 0.6 91.7 92.0 97.6 97.3 2.4 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
2 3 2 31 26 33 31
HSC FIN BASIS - ICE OTC Code-023398
FUTURES ONLY POSITIONS AS OF 03/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 400,654
COMMITMENTS
6,493 16,379 31,893 353,002 343,565 391,388 391,837 9,266 8,817
CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST: 9,508)
-475 6,044 947 9,220 -1,687 9,692 5,304 -184 4,204
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.6 4.1 8.0 88.1 85.8 97.7 97.8 2.3 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
2 5 6 38 39 45 45
WAHA FIN BASIS - ICE OTC Code-023399
FUTURES ONLY POSITIONS AS OF 03/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 250,113
COMMITMENTS
13,762 30,408 7,710 226,413 206,205 247,885 244,323 2,228 5,790
CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST: -1,080)
-1,596 311 -808 2,934 634 530 137 -1,610 -1,217
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.5 12.2 3.1 90.5 82.4 99.1 97.7 0.9 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
2 5 2 31 31 35 36
PJM WH REAL TIME PEAK OTC - ICE OTC Code-064363
FUTURES ONLY POSITIONS AS OF 03/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 176,916
COMMITMENTS
35,066 2,209 21,751 119,139 152,550 175,956 176,510 960 406
CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST: 144)
-3,241 88 283 2,699 -551 -259 -180 403 324
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.8 1.2 12.3 67.3 86.2 99.5 99.8 0.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
13 6 13 53 53 70 68
MID-C FINANCIAL PEAK OTC - ICE OTC Code-064391
FUTURES ONLY POSITIONS AS OF 03/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 76,013
COMMITMENTS
1,057 296 1,571 73,361 74,146 75,989 76,013 24 0
CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST: -427)
853 -101 451 -1,755 -777 -451 -427 24 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.4 0.4 2.1 96.5 97.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
5 2 4 32 31 39 35
MID-C FINANCIAL OFF-PEAK OTC - ICE OTC Code-064392
FUTURES ONLY POSITIONS AS OF 03/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 740,035
COMMITMENTS
6,744 1,952 9,558 723,733 728,525 740,035 740,035 0 0
CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST: 18,872)
684 1,314 2,894 15,294 14,664 18,872 18,872 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.9 0.3 1.3 97.8 98.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 2 3 29 29 34 32
PJM WH OFF PEAK REAL TIME OTC - ICE OTC Code-064394
FUTURES ONLY POSITIONS AS OF 03/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,599,481
COMMITMENTS
58,886 34,579 98,505 1440894 1465613 1598285 1598697 1,196 784
CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST: 19,057)
-8,981 15,525 -13,197 40,059 15,945 17,881 18,273 1,176 784
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.7 2.2 6.2 90.1 91.6 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
7 4 6 40 42 50 49
SP15 FIN DAYAHEAD LPM PEAK OTC - ICE OTC Code-064395
FUTURES ONLY POSITIONS AS OF 03/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 101,829
COMMITMENTS
1,560 4 1,611 98,632 100,137 101,803 101,752 26 77
CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST: -5,045)
178 -556 45 -5,294 -4,584 -5,071 -5,095 26 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.5 0.0 1.6 96.9 98.3 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
4 1 3 34 33 39 36
SP15 FIN DA LPM OFF PEAK OTC - ICE OTC Code-064396
FUTURES ONLY POSITIONS AS OF 03/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 625,811
COMMITMENTS
8,651 4,760 1,244 615,916 619,807 625,811 625,811 0 0
CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST: -32,688)
2,040 4,760 0 -34,728 -37,448 -32,688 -32,688 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.4 0.8 0.2 98.4 99.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
4 1 1 25 25 29 27
Updated March 16, 2012