NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
FUTURES ONLY POSITIONS AS OF 01/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 4,962,657
COMMITMENTS
435,183 333,118 1663361 2835400 2929916 4933944 4926395 28,713 36,262
CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST: 254,225)
-3,833 -31,462 134,772 112,527 133,229 243,466 236,539 10,759 17,686
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.8 6.7 33.5 57.1 59.0 99.4 99.3 0.6 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 228)
32 39 61 143 134 208 203
SOCAL BORDER FIN BASIS - ICE OTC Code-023393
FUTURES ONLY POSITIONS AS OF 01/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 350,684
COMMITMENTS
3,854 52,389 13,534 317,421 279,153 334,809 345,076 15,875 5,608
CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST: 23,621)
-4,062 7,033 5,985 20,290 11,244 22,213 24,262 1,408 -641
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.1 14.9 3.9 90.5 79.6 95.5 98.4 4.5 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
2 5 7 39 34 46 41
PG&E CITYGATE FIN BASIS - ICE OTC Code-023394
FUTURES ONLY POSITIONS AS OF 01/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 155,911
COMMITMENTS
1,431 291 4,300 143,371 147,132 149,102 151,723 6,809 4,188
CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST: 2,924)
-974 291 581 2,999 781 2,606 1,653 318 1,271
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.9 0.2 2.8 92.0 94.4 95.6 97.3 4.4 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
1 1 2 35 36 37 38
NWP ROCKIES FIN BASIS - ICE OTC Code-023395
FUTURES ONLY POSITIONS AS OF 01/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 314,668
COMMITMENTS
8,769 23,848 1,249 298,772 284,542 308,790 309,639 5,878 5,029
CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST: 7,126)
428 2,781 -400 6,505 5,591 6,533 7,972 593 -846
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.8 7.6 0.4 94.9 90.4 98.1 98.4 1.9 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
1 3 2 34 36 36 40
AECO FIN BASIS - ICE OTC Code-023396
FUTURES ONLY POSITIONS AS OF 01/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 785,890
COMMITMENTS
1,074 34,775 18,216 764,178 729,426 783,468 782,417 2,422 3,473
CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST: 854)
-866 -5,102 2,172 -713 3,512 593 582 261 272
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.1 4.4 2.3 97.2 92.8 99.7 99.6 0.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
2 4 5 56 47 62 52
CHICAGO FIN BASIS - ICE OTC Code-023397
FUTURES ONLY POSITIONS AS OF 01/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 232,629
COMMITMENTS
8,106 13,185 4,343 212,291 210,732 224,740 228,260 7,889 4,369
CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST: 6,075)
-1,836 -1,233 1,180 7,123 7,078 6,467 7,025 -392 -950
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.5 5.7 1.9 91.3 90.6 96.6 98.1 3.4 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
2 1 2 36 35 38 38
HSC FIN BASIS - ICE OTC Code-023398
FUTURES ONLY POSITIONS AS OF 01/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 346,139
COMMITMENTS
5,540 9,082 19,147 312,720 309,962 337,407 338,191 8,732 7,948
CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST: -1,043)
-5,173 1,577 7,027 -861 -12,274 993 -3,670 -2,036 2,627
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.6 2.6 5.5 90.3 89.5 97.5 97.7 2.5 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
2 4 5 42 38 48 43
WAHA FIN BASIS - ICE OTC Code-023399
FUTURES ONLY POSITIONS AS OF 01/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 213,508
COMMITMENTS
10,088 12,763 5,836 193,986 186,641 209,910 205,240 3,598 8,268
CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST: -3,551)
7,169 -1,117 -2,652 -8,630 1,048 -4,113 -2,721 562 -830
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.7 6.0 2.7 90.9 87.4 98.3 96.1 1.7 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 2 2 26 29 29 33
PJM WH REAL TIME PEAK OTC - ICE OTC Code-064363
FUTURES ONLY POSITIONS AS OF 01/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 178,349
COMMITMENTS
42,698 1,678 17,616 116,818 158,695 177,132 177,989 1,217 360
CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST: 11,442)
7,854 237 -694 4,286 12,116 11,446 11,659 -4 -217
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.9 0.9 9.9 65.5 89.0 99.3 99.8 0.7 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
15 2 13 51 52 68 65
MID-C FINANCIAL PEAK OTC - ICE OTC Code-064391
FUTURES ONLY POSITIONS AS OF 01/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 71,048
COMMITMENTS
1,012 871 1,412 67,807 67,948 70,231 70,231 817 817
CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST: 2,211)
322 52 -436 1,712 1,982 1,598 1,598 613 613
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.4 1.2 2.0 95.4 95.6 98.9 98.9 1.1 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
4 3 4 32 28 38 33
MID-C FINANCIAL OFF-PEAK OTC - ICE OTC Code-064392
FUTURES ONLY POSITIONS AS OF 01/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 639,359
COMMITMENTS
16,408 0 3,553 617,894 634,302 637,855 637,855 1,504 1,504
CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST: 18,189)
6,175 -296 -1,206 13,364 19,835 18,333 18,333 -144 -144
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.6 0.0 0.6 96.6 99.2 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
6 0 3 29 29 35 32
PJM WH OFF PEAK REAL TIME OTC - ICE OTC Code-064394
FUTURES ONLY POSITIONS AS OF 01/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,621,531
COMMITMENTS
124,851 27,835 101,461 1395195 1492235 1621507 1621531 24 0
CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST: 259)
10,649 -656 -4,771 -4,835 6,470 1,043 1,043 -784 -784
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.7 1.7 6.3 86.0 92.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
6 5 6 40 37 48 46
SP15 FIN DAYAHEAD LPM PEAK OTC - ICE OTC Code-064395
FUTURES ONLY POSITIONS AS OF 01/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 113,797
COMMITMENTS
1,600 1,258 1,985 109,954 110,296 113,539 113,539 258 258
CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST: 1,693)
77 109 -482 1,990 1,958 1,585 1,585 108 108
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.4 1.1 1.7 96.6 96.9 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
4 3 5 34 33 40 39
SP15 FIN DA LPM OFF PEAK OTC - ICE OTC Code-064396
FUTURES ONLY POSITIONS AS OF 01/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 664,941
COMMITMENTS
321 912 17,975 646,645 646,054 664,941 664,941 0 0
CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST: 38,858)
-1,263 -45 16,014 24,107 22,889 38,858 38,858 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.1 2.7 97.2 97.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 3 4 23 25 27 30
Updated January 20, 2012