NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
FUTURES ONLY POSITIONS AS OF 12/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 4,767,926
COMMITMENTS
472,248 410,631 1443256 2765766 2824034 4681270 4677921 86,656 90,005
CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST: -8,252)
25,612 8,374 -9,353 -8,597 5,975 7,662 4,996 -15,914 -13,248
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.9 8.6 30.3 58.0 59.2 98.2 98.1 1.8 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 221)
35 31 62 140 132 205 198
SOCAL BORDER FIN BASIS - ICE OTC Code-023393
FUTURES ONLY POSITIONS AS OF 12/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 324,208
COMMITMENTS
12,228 23,924 9,889 289,249 283,299 311,366 317,112 12,842 7,096
CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST: 178)
-650 -146 2,036 -1,571 -2,552 -185 -662 363 840
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.8 7.4 3.1 89.2 87.4 96.0 97.8 4.0 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
7 1 6 38 37 46 43
PG&E CITYGATE FIN BASIS - ICE OTC Code-023394
FUTURES ONLY POSITIONS AS OF 12/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 168,180
COMMITMENTS
2,096 0 6,029 153,754 160,359 161,879 166,388 6,301 1,792
CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST: 3,570)
1,745 0 549 954 2,730 3,248 3,279 322 291
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.2 0.0 3.6 91.4 95.3 96.3 98.9 3.7 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
2 0 2 35 41 37 43
NWP ROCKIES FIN BASIS - ICE OTC Code-023395
FUTURES ONLY POSITIONS AS OF 12/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 321,844
COMMITMENTS
5,764 27,973 2,276 307,974 283,324 316,014 313,573 5,830 8,271
CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST: 2,245)
428 -704 155 1,090 -280 1,673 -829 572 3,074
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.8 8.7 0.7 95.7 88.0 98.2 97.4 1.8 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
1 4 5 35 33 40 38
AECO FIN BASIS - ICE OTC Code-023396
FUTURES ONLY POSITIONS AS OF 12/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 806,089
COMMITMENTS
651 35,276 20,632 782,189 747,590 803,472 803,498 2,617 2,591
CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST: 9,792)
0 8,492 -1,546 11,249 3,214 9,703 10,160 89 -368
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.1 4.4 2.6 97.0 92.7 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
1 5 5 55 47 61 52
CHICAGO FIN BASIS - ICE OTC Code-023397
FUTURES ONLY POSITIONS AS OF 12/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 236,141
COMMITMENTS
8,590 18,319 5,120 215,946 206,468 229,656 229,907 6,485 6,234
CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST: 4,316)
-868 -1,364 443 7,665 4,381 7,240 3,460 -2,924 856
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.6 7.8 2.2 91.4 87.4 97.3 97.4 2.7 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
2 1 2 40 36 42 39
HSC FIN BASIS - ICE OTC Code-023398
FUTURES ONLY POSITIONS AS OF 12/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 390,244
COMMITMENTS
9,027 91 17,726 356,327 365,614 383,080 383,431 7,164 6,813
CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST: -6,277)
-871 70 -557 -1,804 -6,100 -3,232 -6,587 -3,045 310
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.3 0.0 4.5 91.3 93.7 98.2 98.3 1.8 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
6 1 6 43 41 50 47
WAHA FIN BASIS - ICE OTC Code-023399
FUTURES ONLY POSITIONS AS OF 12/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 173,366
COMMITMENTS
5,365 8,246 8,758 156,455 147,221 170,578 164,225 2,788 9,141
CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST: 3,092)
-1,191 242 675 3,676 2,268 3,160 3,185 -68 -93
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.1 4.8 5.1 90.2 84.9 98.4 94.7 1.6 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 2 3 26 29 29 34
PJM WH REAL TIME PEAK OTC - ICE OTC Code-064363
FUTURES ONLY POSITIONS AS OF 12/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 160,965
COMMITMENTS
28,173 1,345 20,112 111,696 139,276 159,981 160,733 984 232
CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST: 2,740)
1,242 585 -275 1,606 2,515 2,573 2,825 167 -85
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.5 0.8 12.5 69.4 86.5 99.4 99.9 0.6 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
13 4 12 52 53 67 67
MID-C FINANCIAL PEAK OTC - ICE OTC Code-064391
FUTURES ONLY POSITIONS AS OF 12/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 68,851
COMMITMENTS
789 1,106 1,822 66,132 65,820 68,743 68,748 108 103
CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST: 596)
258 204 -257 595 649 596 596 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.1 1.6 2.6 96.1 95.6 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
4 2 5 29 32 35 37
MID-C FINANCIAL OFF-PEAK OTC - ICE OTC Code-064392
FUTURES ONLY POSITIONS AS OF 12/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 609,893
COMMITMENTS
10,625 3,557 1,919 597,349 604,417 609,893 609,893 0 0
CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST: 6,166)
976 -3,240 328 4,862 9,078 6,166 6,166 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.7 0.6 0.3 97.9 99.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 4 4 29 28 35 33
PJM WH OFF PEAK REAL TIME OTC - ICE OTC Code-064394
FUTURES ONLY POSITIONS AS OF 12/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,606,939
COMMITMENTS
102,551 21,066 93,848 1409360 1491997 1605759 1606911 1,180 28
CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST: -1,625)
2,802 5,112 665 -5,432 -6,614 -1,965 -837 340 -788
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.4 1.3 5.8 87.7 92.8 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
8 4 8 43 39 52 50
SP15 FIN DAYAHEAD LPM PEAK OTC - ICE OTC Code-064395
FUTURES ONLY POSITIONS AS OF 12/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 120,470
COMMITMENTS
1,385 279 3,282 115,552 116,080 120,219 119,641 251 829
CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST: 244)
13 279 33 -29 -895 17 -583 227 827
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.1 0.2 2.7 95.9 96.4 99.8 99.3 0.2 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
4 1 5 34 35 39 40
SP15 FIN DA LPM OFF PEAK OTC - ICE OTC Code-064396
FUTURES ONLY POSITIONS AS OF 12/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 574,684
COMMITMENTS
0 6,542 968 573,716 567,174 574,684 574,684 0 0
CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST: 10,013)
0 -928 320 9,693 10,621 10,013 10,013 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 1.1 0.2 99.8 98.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 3 1 24 23 25 26
Updated December 30, 2011