NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
FUTURES ONLY POSITIONS AS OF 03/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 5,326,776
COMMITMENTS
1050304 114,166 1572073 2675527 3611708 5297904 5297947 28,872 28,829
CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST: -108,075)
69,490 -2,449 -64,087 -117,912 -16,758 -112,509 -83,294 4,434 -24,781
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.7 2.1 29.5 50.2 67.8 99.5 99.5 0.5 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 215)
46 21 54 137 132 201 191
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
FUTURES ONLY POSITIONS AS OF 03/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 309,529
COMMITMENTS
10,202 1,399 8,320 271,356 291,186 289,878 300,905 19,651 8,624
CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST: -10,608)
3,717 -1,444 -2,038 -12,500 -5,213 -10,821 -8,695 213 -1,913
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.3 0.5 2.7 87.7 94.1 93.7 97.2 6.3 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
6 2 6 31 30 39 36
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
FUTURES ONLY POSITIONS AS OF 03/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 144,708
COMMITMENTS
11,805 0 2,081 127,741 138,974 141,627 141,055 3,081 3,653
CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST: -15,009)
-1,246 0 -170 -13,987 -14,282 -15,403 -14,452 394 -557
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.2 0.0 1.4 88.3 96.0 97.9 97.5 2.1 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
5 0 2 28 29 33 31
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
FUTURES ONLY POSITIONS AS OF 03/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 234,998
COMMITMENTS
10,914 11,537 1,232 215,953 216,040 228,099 228,809 6,899 6,189
CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST: -10,003)
152 1,678 127 -11,270 -12,091 -10,991 -10,286 988 283
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.6 4.9 0.5 91.9 91.9 97.1 97.4 2.9 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
1 3 1 31 28 33 31
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
FUTURES ONLY POSITIONS AS OF 03/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 786,175
COMMITMENTS
2,882 0 12,418 758,461 773,362 773,761 785,780 12,414 395
CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST: -31,183)
-195 -1,320 480 -32,994 -28,939 -32,709 -29,779 1,526 -1,404
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.4 0.0 1.6 96.5 98.4 98.4 99.9 1.6 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
5 0 6 49 39 56 45
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
FUTURES ONLY POSITIONS AS OF 03/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 190,889
COMMITMENTS
5,302 2,140 1,359 174,839 179,068 181,500 182,567 9,389 8,322
CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST: -12,173)
1,952 -85 -1,211 -12,333 -12,073 -11,592 -13,369 -581 1,196
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.8 1.1 0.7 91.6 93.8 95.1 95.6 4.9 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 1 2 18 22 21 25
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
FUTURES ONLY POSITIONS AS OF 03/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 206,771
COMMITMENTS
5,647 3,852 2,347 193,661 196,606 201,655 202,805 5,116 3,966
CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST: -17,933)
879 -1,523 -1,490 -18,962 -15,216 -19,573 -18,229 1,640 296
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.7 1.9 1.1 93.7 95.1 97.5 98.1 2.5 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
3 1 3 29 35 32 39
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
FUTURES ONLY POSITIONS AS OF 03/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 79,624
COMMITMENTS
9,564 0 2,654 63,705 69,264 75,923 71,918 3,701 7,706
CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST: -13,032)
4,432 -2,637 -1,942 -15,533 -9,386 -13,043 -13,965 11 933
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.0 0.0 3.3 80.0 87.0 95.4 90.3 4.6 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 0 2 15 22 18 24
PJM WH REAL TIME PEAK OTC - ICE FUTURES ENERGY DIV Code-064363
FUTURES ONLY POSITIONS AS OF 03/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 165,121
COMMITMENTS
28,844 2,044 18,628 116,204 143,433 163,676 164,105 1,445 1,016
CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST: 2,272)
-853 -478 1,373 1,261 852 1,781 1,747 491 525
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.5 1.2 11.3 70.4 86.9 99.1 99.4 0.9 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
10 9 16 51 50 68 68
MID-C FINANCIAL PEAK OTC - ICE FUTURES ENERGY DIV Code-064391
FUTURES ONLY POSITIONS AS OF 03/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 62,474
COMMITMENTS
1,749 0 1,001 59,724 61,473 62,474 62,474 0 0
CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST: -2,930)
-210 0 109 -2,781 -3,039 -2,882 -2,930 -48 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.8 0.0 1.6 95.6 98.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
5 0 4 25 29 31 33
MID-C FINANCIAL OFF-PEAK OTC - ICE FUTURES ENERGY DIV Code-064392
FUTURES ONLY POSITIONS AS OF 03/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 563,373
COMMITMENTS
13,735 0 9,825 539,813 553,548 563,373 563,373 0 0
CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST: -33,982)
8,106 -1,696 -5,055 -37,033 -27,231 -33,982 -33,982 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.4 0.0 1.7 95.8 98.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 0 2 22 29 25 31
PJM WH OFF PEAK REAL TIME OTC - ICE FUTURES ENERGY DIV Code-064394
FUTURES ONLY POSITIONS AS OF 03/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,628,843
COMMITMENTS
278,572 53,844 44,378 1303781 1530621 1626731 1628843 2,112 0
CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST: 27,483)
16,486 3,513 416 8,469 23,554 25,371 27,483 2,112 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.1 3.3 2.7 80.0 94.0 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
8 4 7 39 47 50 55
SP15 FIN DAYAHEAD LPM PEAK OTC - ICE FUTURES ENERGY DIV Code-064395
FUTURES ONLY POSITIONS AS OF 03/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 64,528
COMMITMENTS
1,614 308 3,951 58,963 60,245 64,528 64,504 0 24
CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST: 1,646)
551 0 -279 1,374 1,925 1,646 1,646 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.5 0.5 6.1 91.4 93.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 1 3 29 27 32 31
SP15 FIN DA LPM OFF PEAK OTC - ICE FUTURES ENERGY DIV Code-064396
FUTURES ONLY POSITIONS AS OF 03/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 412,818
COMMITMENTS
16,660 0 8,367 387,791 404,451 412,818 412,818 0 0
CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST: 5,381)
-959 0 1,281 5,059 4,100 5,381 5,381 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.0 0.0 2.0 93.9 98.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 0 2 19 20 22 22
Updated March 8, 2013