NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
FUTURES ONLY POSITIONS AS OF 12/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 4,767,309
COMMITMENTS
667,012 99,925 1478416 2601687 3164500 4747115 4742841 20,194 24,468
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: -207,191)
34,228 -36,851 -76,874 -159,767 -88,139 -202,413 -201,864 -4,778 -5,327
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.0 2.1 31.0 54.6 66.4 99.6 99.5 0.4 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 214)
40 24 56 136 132 200 190
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
FUTURES ONLY POSITIONS AS OF 12/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 246,024
COMMITMENTS
2,675 173 5,137 221,874 232,709 229,686 238,019 16,338 8,005
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: 6,516)
1,017 -1,172 -66 4,037 9,789 4,988 8,551 1,528 -2,035
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.1 0.1 2.1 90.2 94.6 93.4 96.7 6.6 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
4 1 4 32 32 37 36
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
FUTURES ONLY POSITIONS AS OF 12/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 157,999
COMMITMENTS
6,717 0 3,021 145,146 151,547 154,884 154,568 3,115 3,431
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: 5,919)
1,167 0 -10 5,608 6,211 6,765 6,201 -846 -282
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.3 0.0 1.9 91.9 95.9 98.0 97.8 2.0 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 0 2 28 32 31 34
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
FUTURES ONLY POSITIONS AS OF 12/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 220,589
COMMITMENTS
8,030 11,151 1,383 202,969 202,908 212,382 215,442 8,207 5,147
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: 3,861)
856 -413 44 3,178 4,264 4,078 3,895 -217 -34
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.6 5.1 0.6 92.0 92.0 96.3 97.7 3.7 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
1 3 3 30 33 34 36
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
FUTURES ONLY POSITIONS AS OF 12/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 711,912
COMMITMENTS
4,512 671 10,350 686,749 697,696 701,611 708,717 10,301 3,195
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: 10,751)
763 0 257 9,544 10,493 10,564 10,750 187 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.6 0.1 1.5 96.5 98.0 98.6 99.6 1.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
4 1 6 51 44 58 50
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
FUTURES ONLY POSITIONS AS OF 12/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 199,113
COMMITMENTS
4,240 1,712 1,668 183,722 188,782 189,630 192,162 9,483 6,951
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: 1,582)
170 -1,122 293 1,240 2,544 1,703 1,715 -121 -133
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.1 0.9 0.8 92.3 94.8 95.2 96.5 4.8 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
3 1 1 27 30 30 32
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
FUTURES ONLY POSITIONS AS OF 12/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 234,262
COMMITMENTS
7,539 939 5,282 215,097 225,622 227,918 231,843 6,344 2,419
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: 261)
-377 -66 -11 408 183 20 106 241 155
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.2 0.4 2.3 91.8 96.3 97.3 99.0 2.7 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
2 2 4 32 42 36 46
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
FUTURES ONLY POSITIONS AS OF 12/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 83,971
COMMITMENTS
6,506 0 1,698 72,068 73,554 80,272 75,252 3,699 8,719
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: 235)
-476 0 699 -53 -619 170 80 65 155
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.7 0.0 2.0 85.8 87.6 95.6 89.6 4.4 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 0 2 23 24 25 26
PJM WH REAL TIME PEAK OTC - ICE FUTURES ENERGY DIV Code-064363
FUTURES ONLY POSITIONS AS OF 12/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 167,105
COMMITMENTS
27,133 1,734 18,623 120,775 146,364 166,531 166,721 574 384
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: -14)
1,514 95 -827 -344 762 343 30 -357 -44
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.2 1.0 11.1 72.3 87.6 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
18 6 16 55 48 78 66
MID-C FINANCIAL PEAK OTC - ICE FUTURES ENERGY DIV Code-064391
FUTURES ONLY POSITIONS AS OF 12/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 62,187
COMMITMENTS
308 985 1,362 60,493 59,640 62,163 61,987 24 200
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: -345)
0 -175 -2 -31 152 -33 -25 -312 -320
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.5 1.6 2.2 97.3 95.9 100.0 99.7 0.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 3 3 27 28 31 31
MID-C FINANCIAL OFF-PEAK OTC - ICE FUTURES ENERGY DIV Code-064392
FUTURES ONLY POSITIONS AS OF 12/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 564,875
COMMITMENTS
3,918 15,042 2,512 556,381 547,321 562,811 564,875 2,064 0
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: -163)
1,518 -249 -864 -2,881 950 -2,227 -163 2,064 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.7 2.7 0.4 98.5 96.9 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 2 2 26 29 29 31
PJM WH OFF PEAK REAL TIME OTC - ICE FUTURES ENERGY DIV Code-064394
FUTURES ONLY POSITIONS AS OF 12/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,674,564
COMMITMENTS
300,427 62,731 38,866 1335271 1572967 1674564 1674564 0 0
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: 8,574)
8,960 5,927 -1,960 1,574 4,607 8,574 8,574 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.9 3.7 2.3 79.7 93.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
7 4 7 42 45 53 52
SP15 FIN DAYAHEAD LPM PEAK OTC - ICE FUTURES ENERGY DIV Code-064395
FUTURES ONLY POSITIONS AS OF 12/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 65,619
COMMITMENTS
634 334 3,324 61,661 61,937 65,619 65,595 0 24
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: -242)
-410 0 179 171 -213 -60 -34 -182 -208
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.0 0.5 5.1 94.0 94.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
2 2 2 35 32 37 36
SP15 FIN DA LPM OFF PEAK OTC - ICE FUTURES ENERGY DIV Code-064396
FUTURES ONLY POSITIONS AS OF 12/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 427,239
COMMITMENTS
14,036 0 2,564 410,639 424,675 427,239 427,239 0 0
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: 657)
0 0 0 657 657 657 657 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.3 0.0 0.6 96.1 99.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 0 2 20 19 22 21
Updated January 4, 2013