NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
FUTURES ONLY POSITIONS AS OF 10/16/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 5,205,223
COMMITMENTS
619,347 104,574 1631334 2935959 3451427 5186640 5187335 18,583 17,888
CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST: 235,524)
45,071 -37,954 135,640 65,657 145,288 246,368 242,974 -10,844 -7,450
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.9 2.0 31.3 56.4 66.3 99.6 99.7 0.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 225)
50 23 63 142 136 213 202
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
FUTURES ONLY POSITIONS AS OF 10/16/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 260,640
COMMITMENTS
3,411 2,558 3,572 239,628 251,432 246,611 257,562 14,029 3,078
CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST: -6,946)
209 -6,939 161 -8,358 -74 -7,988 -6,852 1,042 -94
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.3 1.0 1.4 91.9 96.5 94.6 98.8 5.4 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
4 3 5 34 36 39 43
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
FUTURES ONLY POSITIONS AS OF 10/16/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 155,509
COMMITMENTS
2,739 3,330 4,194 146,376 145,379 153,309 152,903 2,200 2,606
CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST: 4,629)
-622 -180 933 4,442 3,602 4,753 4,355 -124 274
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.8 2.1 2.7 94.1 93.5 98.6 98.3 1.4 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
5 1 3 31 33 36 37
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
FUTURES ONLY POSITIONS AS OF 10/16/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 242,291
COMMITMENTS
4,350 6,211 4,012 229,541 226,845 237,903 237,068 4,388 5,223
CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST: -622)
1,007 44 141 -1,557 -453 -409 -268 -213 -354
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.8 2.6 1.7 94.7 93.6 98.2 97.8 1.8 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
3 2 2 29 33 33 36
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
FUTURES ONLY POSITIONS AS OF 10/16/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 697,383
COMMITMENTS
829 3,869 14,946 676,526 677,410 692,301 696,225 5,082 1,158
CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST: 16,419)
-849 1,587 1,031 13,855 14,013 14,037 16,631 2,382 -212
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.1 0.6 2.1 97.0 97.1 99.3 99.8 0.7 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
1 3 5 53 45 58 51
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
FUTURES ONLY POSITIONS AS OF 10/16/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 205,147
COMMITMENTS
4,700 0 692 190,770 199,045 196,162 199,737 8,985 5,410
CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST: 6,575)
3,883 0 -364 2,811 4,564 6,330 4,200 245 2,375
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.3 0.0 0.3 93.0 97.0 95.6 97.4 4.4 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 0 1 26 29 27 30
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
FUTURES ONLY POSITIONS AS OF 10/16/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 265,850
COMMITMENTS
9,425 0 7,106 243,455 255,405 259,986 262,511 5,864 3,339
CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST: 980)
-5,251 -94 1,490 4,501 -1,269 740 127 240 853
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.5 0.0 2.7 91.6 96.1 97.8 98.7 2.2 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
3 0 3 38 40 41 43
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
FUTURES ONLY POSITIONS AS OF 10/16/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 121,115
COMMITMENTS
9,870 0 2,467 105,397 112,184 117,734 114,651 3,381 6,464
CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST: 11,189)
4,010 0 96 6,825 11,481 10,931 11,577 258 -388
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.1 0.0 2.0 87.0 92.6 97.2 94.7 2.8 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 0 2 24 27 26 29
PJM WH REAL TIME PEAK OTC - ICE FUTURES ENERGY DIV Code-064363
FUTURES ONLY POSITIONS AS OF 10/16/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 169,930
COMMITMENTS
27,347 1,081 23,065 117,980 145,076 168,392 169,222 1,538 708
CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST: 195)
-1,328 0 93 1,688 -133 453 -40 -258 235
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.1 0.6 13.6 69.4 85.4 99.1 99.6 0.9 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
16 3 12 54 52 72 65
MID-C FINANCIAL PEAK OTC - ICE FUTURES ENERGY DIV Code-064391
FUTURES ONLY POSITIONS AS OF 10/16/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 62,198
COMMITMENTS
369 227 1,942 59,887 60,029 62,198 62,198 0 0
CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST: 1,944)
-118 -2 175 1,887 1,795 1,944 1,968 0 -24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.6 0.4 3.1 96.3 96.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 2 2 27 29 29 33
MID-C FINANCIAL OFF-PEAK OTC - ICE FUTURES ENERGY DIV Code-064392
FUTURES ONLY POSITIONS AS OF 10/16/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 526,538
COMMITMENTS
3,459 9,076 3,491 519,588 513,971 526,538 526,538 0 0
CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST: 18,809)
-321 23 321 18,809 18,465 18,809 18,809 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.7 1.7 0.7 98.7 97.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 3 2 27 27 30 30
PJM WH OFF PEAK REAL TIME OTC - ICE FUTURES ENERGY DIV Code-064394
FUTURES ONLY POSITIONS AS OF 10/16/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,768,181
COMMITMENTS
288,862 25,064 43,611 1435708 1699506 1768181 1768181 0 0
CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST: 24,986)
10,593 2,056 -4,342 18,750 27,272 25,001 24,986 -15 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.3 1.4 2.5 81.2 96.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
8 4 6 37 41 48 48
SP15 FIN DAYAHEAD LPM PEAK OTC - ICE FUTURES ENERGY DIV Code-064395
FUTURES ONLY POSITIONS AS OF 10/16/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 70,001
COMMITMENTS
394 104 3,247 66,335 66,650 69,976 70,001 25 0
CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST: -7,940)
125 -377 -346 -7,744 -7,194 -7,965 -7,917 25 -23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.6 0.1 4.6 94.8 95.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
5 2 3 30 36 35 41
SP15 FIN DA LPM OFF PEAK OTC - ICE FUTURES ENERGY DIV Code-064396
FUTURES ONLY POSITIONS AS OF 10/16/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 451,198
COMMITMENTS
7,956 0 5,970 437,272 445,228 451,198 451,198 0 0
CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST: -49,626)
329 0 0 -49,955 -49,626 -49,626 -49,626 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.8 0.0 1.3 96.9 98.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 0 2 22 23 25 25
Updated June 29, 2007