NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
FUTURES ONLY POSITIONS AS OF 03/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 5,953,891
COMMITMENTS
1420608 113,462 1680036 2829713 4135438 5930357 5928936 23,534 24,955
CHANGES FROM 03/19/13 (CHANGE IN OPEN INTEREST: 110,890)
84,621 12,444 53,010 -19,585 54,116 118,046 119,570 -7,156 -8,680
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.9 1.9 28.2 47.5 69.5 99.6 99.6 0.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 228)
54 20 62 142 136 213 201
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
FUTURES ONLY POSITIONS AS OF 03/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 322,489
COMMITMENTS
36,598 3,165 7,134 261,044 305,333 304,776 315,632 17,713 6,857
CHANGES FROM 03/19/13 (CHANGE IN OPEN INTEREST: 5,161)
3,349 -1,396 602 1,862 7,495 5,813 6,701 -652 -1,540
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.3 1.0 2.2 80.9 94.7 94.5 97.9 5.5 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
6 3 5 37 38 46 43
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
FUTURES ONLY POSITIONS AS OF 03/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 171,445
COMMITMENTS
17,716 0 762 149,669 167,368 168,147 168,130 3,298 3,315
CHANGES FROM 03/19/13 (CHANGE IN OPEN INTEREST: 6,038)
1,258 0 -321 5,554 6,993 6,491 6,672 -453 -634
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.3 0.0 0.4 87.3 97.6 98.1 98.1 1.9 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
5 0 2 29 31 34 33
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
FUTURES ONLY POSITIONS AS OF 03/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 257,485
COMMITMENTS
14,815 4,838 4,705 230,902 242,892 250,422 252,435 7,063 5,050
CHANGES FROM 03/19/13 (CHANGE IN OPEN INTEREST: 6,054)
116 1,273 50 6,152 6,311 6,318 7,634 -264 -1,580
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.8 1.9 1.8 89.7 94.3 97.3 98.0 2.7 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
3 4 3 32 31 37 36
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
FUTURES ONLY POSITIONS AS OF 03/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 808,823
COMMITMENTS
2,055 2,238 8,296 787,833 795,065 798,184 805,599 10,639 3,224
CHANGES FROM 03/19/13 (CHANGE IN OPEN INTEREST: 4,189)
297 1,537 -706 4,831 2,542 4,422 3,373 -233 816
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.3 0.3 1.0 97.4 98.3 98.7 99.6 1.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
3 2 6 52 40 58 46
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
FUTURES ONLY POSITIONS AS OF 03/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 217,050
COMMITMENTS
5,676 3,956 2,234 201,506 202,736 209,416 208,926 7,634 8,124
CHANGES FROM 03/19/13 (CHANGE IN OPEN INTEREST: 10,735)
-2,490 736 896 14,104 11,178 12,510 12,810 -1,775 -2,075
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.6 1.8 1.0 92.8 93.4 96.5 96.3 3.5 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
4 1 2 25 29 29 32
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
FUTURES ONLY POSITIONS AS OF 03/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 219,221
COMMITMENTS
5,266 5,234 2,611 206,015 207,816 213,892 215,661 5,329 3,560
CHANGES FROM 03/19/13 (CHANGE IN OPEN INTEREST: 5,280)
-2,166 -437 284 7,439 5,014 5,557 4,861 -277 419
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.4 2.4 1.2 94.0 94.8 97.6 98.4 2.4 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
3 2 3 31 35 34 40
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
FUTURES ONLY POSITIONS AS OF 03/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 99,155
COMMITMENTS
13,704 3,218 3,464 77,762 84,883 94,930 91,565 4,225 7,590
CHANGES FROM 03/19/13 (CHANGE IN OPEN INTEREST: 3,245)
2,087 64 -69 857 3,091 2,875 3,086 370 159
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.8 3.2 3.5 78.4 85.6 95.7 92.3 4.3 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 2 2 20 23 23 27
PJM WH REAL TIME PEAK OTC - ICE FUTURES ENERGY DIV Code-064363
FUTURES ONLY POSITIONS AS OF 03/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 168,070
COMMITMENTS
28,146 2,608 18,358 120,519 146,371 167,023 167,337 1,047 733
CHANGES FROM 03/19/13 (CHANGE IN OPEN INTEREST: 6,196)
841 1,053 273 5,171 4,956 6,285 6,282 -89 -86
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.7 1.6 10.9 71.7 87.1 99.4 99.6 0.6 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
14 7 17 51 54 71 72
MID-C FINANCIAL PEAK OTC - ICE FUTURES ENERGY DIV Code-064391
FUTURES ONLY POSITIONS AS OF 03/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 64,618
COMMITMENTS
1,859 30 1,127 61,632 63,461 64,618 64,618 0 0
CHANGES FROM 03/19/13 (CHANGE IN OPEN INTEREST: 1,607)
213 30 99 1,295 1,478 1,607 1,607 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.9 0.0 1.7 95.4 98.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 2 3 25 30 30 34
MID-C FINANCIAL OFF-PEAK OTC - ICE FUTURES ENERGY DIV Code-064392
FUTURES ONLY POSITIONS AS OF 03/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 630,799
COMMITMENTS
22,281 0 9,889 598,629 620,910 630,799 630,799 0 0
CHANGES FROM 03/19/13 (CHANGE IN OPEN INTEREST: 28,564)
11,891 -855 -1,057 17,730 30,476 28,564 28,564 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.5 0.0 1.6 94.9 98.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
4 0 2 23 29 27 31
PJM WH OFF PEAK REAL TIME OTC - ICE FUTURES ENERGY DIV Code-064394
FUTURES ONLY POSITIONS AS OF 03/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,616,770
COMMITMENTS
285,089 53,589 44,539 1287142 1518642 1616770 1616770 0 0
CHANGES FROM 03/19/13 (CHANGE IN OPEN INTEREST: 13,510)
2,867 137 -57 10,700 13,430 13,510 13,510 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.6 3.3 2.8 79.6 93.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
7 5 7 40 48 51 56
SP15 FIN DAYAHEAD LPM PEAK OTC - ICE FUTURES ENERGY DIV Code-064395
FUTURES ONLY POSITIONS AS OF 03/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 64,401
COMMITMENTS
1,763 615 4,185 58,453 59,601 64,401 64,401 0 0
CHANGES FROM 03/19/13 (CHANGE IN OPEN INTEREST: -684)
-77 -275 47 -654 -456 -684 -684 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.7 1.0 6.5 90.8 92.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 3 3 28 27 32 31
SP15 FIN DA LPM OFF PEAK OTC - ICE FUTURES ENERGY DIV Code-064396
FUTURES ONLY POSITIONS AS OF 03/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 404,916
COMMITMENTS
15,905 959 10,985 378,026 392,972 404,916 404,916 0 0
CHANGES FROM 03/19/13 (CHANGE IN OPEN INTEREST: 4,811)
-1,577 312 3,513 2,875 986 4,811 4,811 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.9 0.2 2.7 93.4 97.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 1 3 18 20 21 23
Updated March 29, 2013