NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
FUTURES ONLY POSITIONS AS OF 12/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 4,596,822
COMMITMENTS
421,167 372,964 1464693 2688835 2734493 4574695 4572150 22,127 24,672
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -2,586)
112,621 64,151 -86,128 -36,671 11,602 -10,178 -10,375 7,592 7,789
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.2 8.1 31.9 58.5 59.5 99.5 99.5 0.5 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 223)
42 30 64 135 132 204 202
SOCAL BORDER FIN BASIS - ICE OTC Code-023393
FUTURES ONLY POSITIONS AS OF 12/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 305,673
COMMITMENTS
11,320 6,550 7,301 275,785 285,560 294,406 299,411 11,267 6,262
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -33,266)
-4,741 5,830 -5,007 -24,637 -34,185 -34,385 -33,362 1,119 96
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.7 2.1 2.4 90.2 93.4 96.3 98.0 3.7 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
5 3 6 38 35 46 41
PG&E CITYGATE FIN BASIS - ICE OTC Code-023394
FUTURES ONLY POSITIONS AS OF 12/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 168,296
COMMITMENTS
2,600 0 3,542 155,547 161,588 161,689 165,130 6,607 3,166
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -22,742)
-1,836 0 123 -21,968 -23,292 -23,681 -23,169 939 427
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.5 0.0 2.1 92.4 96.0 96.1 98.1 3.9 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
3 0 2 30 36 33 38
NWP ROCKIES FIN BASIS - ICE OTC Code-023395
FUTURES ONLY POSITIONS AS OF 12/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 313,316
COMMITMENTS
3,453 23,859 4,597 301,813 278,925 309,863 307,381 3,453 5,935
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -23,932)
556 -5,950 172 -24,224 -19,554 -23,496 -25,332 -436 1,400
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.1 7.6 1.5 96.3 89.0 98.9 98.1 1.1 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
1 3 2 34 35 36 39
AECO FIN BASIS - ICE OTC Code-023396
FUTURES ONLY POSITIONS AS OF 12/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 769,408
COMMITMENTS
943 20,411 21,906 744,275 724,599 767,124 766,916 2,284 2,492
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -28,604)
-62 4,344 -2,763 -25,210 -29,299 -28,035 -27,718 -569 -886
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.1 2.7 2.8 96.7 94.2 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
1 5 4 54 47 59 52
CHICAGO FIN BASIS - ICE OTC Code-023397
FUTURES ONLY POSITIONS AS OF 12/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 221,410
COMMITMENTS
6,740 17,731 5,811 199,868 192,477 212,419 216,019 8,991 5,391
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -6,849)
-3,537 8,010 -990 -4,867 -14,375 -9,394 -7,355 2,545 506
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.0 8.0 2.6 90.3 86.9 95.9 97.6 4.1 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
2 1 2 34 34 36 37
HSC FIN BASIS - ICE OTC Code-023398
FUTURES ONLY POSITIONS AS OF 12/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 388,867
COMMITMENTS
5,948 4,129 18,437 355,149 361,192 379,534 383,758 9,333 5,109
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -18,025)
-1,284 1,839 -2,724 -16,331 -16,781 -20,339 -17,666 2,314 -359
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.5 1.1 4.7 91.3 92.9 97.6 98.7 2.4 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
5 2 6 42 39 49 45
WAHA FIN BASIS - ICE OTC Code-023399
FUTURES ONLY POSITIONS AS OF 12/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 177,507
COMMITMENTS
10,591 7,360 4,349 159,531 157,028 174,471 168,737 3,036 8,770
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -1,823)
4,583 202 -2,886 -3,503 -2,805 -1,806 -5,489 -17 3,666
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.0 4.1 2.5 89.9 88.5 98.3 95.1 1.7 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 2 2 28 29 31 33
PJM WH REAL TIME PEAK OTC - ICE OTC Code-064363
FUTURES ONLY POSITIONS AS OF 12/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 157,297
COMMITMENTS
29,548 693 19,748 106,418 135,688 155,714 156,129 1,583 1,168
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -5,041)
477 384 -1,806 -3,760 -3,664 -5,089 -5,086 48 45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.8 0.4 12.6 67.7 86.3 99.0 99.3 1.0 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
15 2 10 52 51 68 62
MID-C FINANCIAL PEAK OTC - ICE OTC Code-064391
FUTURES ONLY POSITIONS AS OF 12/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 68,027
COMMITMENTS
508 154 3,030 64,484 64,843 68,022 68,027 5 0
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -2,939)
-294 -356 -125 -2,520 -2,458 -2,939 -2,939 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.7 0.2 4.5 94.8 95.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
4 3 5 30 31 37 36
MID-C FINANCIAL OFF-PEAK OTC - ICE OTC Code-064392
FUTURES ONLY POSITIONS AS OF 12/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 566,963
COMMITMENTS
7,233 17,829 311 559,419 548,823 566,963 566,963 0 0
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -29,325)
-941 3,199 -1,322 -27,062 -31,202 -29,325 -29,325 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.3 3.1 0.1 98.7 96.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 3 1 27 25 30 29
PJM WH OFF PEAK REAL TIME OTC - ICE OTC Code-064394
FUTURES ONLY POSITIONS AS OF 12/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,619,641
COMMITMENTS
106,944 21,953 99,875 1412029 1497005 1618848 1618833 793 808
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -53,698)
4,177 1,550 -6,984 -50,891 -48,264 -53,698 -53,698 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.6 1.4 6.2 87.2 92.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
8 3 8 44 36 54 46
SP15 FIN DAYAHEAD LPM PEAK OTC - ICE OTC Code-064395
FUTURES ONLY POSITIONS AS OF 12/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 122,860
COMMITMENTS
1,855 197 3,674 117,305 118,958 122,834 122,829 26 31
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -1,424)
-215 -36 -145 -1,062 -1,241 -1,422 -1,422 -2 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.5 0.2 3.0 95.5 96.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
3 2 5 34 37 39 42
SP15 FIN DA LPM OFF PEAK OTC - ICE OTC Code-064396
FUTURES ONLY POSITIONS AS OF 12/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 576,177
COMMITMENTS
0 13,835 648 575,529 561,694 576,177 576,177 0 0
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: 10,422)
0 328 -328 10,750 10,422 10,422 10,422 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 2.4 0.1 99.9 97.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 4 1 23 25 24 29
Updated December 9, 2011