NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
FUTURES ONLY POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 5,179,871
COMMITMENTS
693,252 426,275 1534320 2947455 3209790 5175027 5170385 4,844 9,486
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: -181,416)
29,689 -76,094 -63,370 -141,056 -34,857 -174,737 -174,321 -6,679 -7,095
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.4 8.2 29.6 56.9 62.0 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 226)
35 37 63 141 131 210 200
SOCAL BORDER FIN BASIS - ICE OTC Code-023393
FUTURES ONLY POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 397,810
COMMITMENTS
10,829 19,470 12,820 359,225 359,890 382,874 392,180 14,936 5,630
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: 30,110)
3,328 -11,494 1,661 26,969 40,140 31,958 30,307 -1,848 -197
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.7 4.9 3.2 90.3 90.5 96.2 98.6 3.8 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
5 6 9 42 38 52 48
PG&E CITYGATE FIN BASIS - ICE OTC Code-023394
FUTURES ONLY POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 173,558
COMMITMENTS
1,608 637 5,572 162,486 164,437 169,666 170,646 3,892 2,912
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: 5,721)
-222 637 -44 5,131 4,129 4,865 4,722 856 999
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.9 0.4 3.2 93.6 94.7 97.8 98.3 2.2 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
2 1 2 36 38 38 41
NWP ROCKIES FIN BASIS - ICE OTC Code-023395
FUTURES ONLY POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 351,795
COMMITMENTS
17,027 13,773 5,416 327,055 325,373 349,498 344,562 2,297 7,233
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: 21,192)
2,140 -669 855 18,408 24,454 21,403 24,640 -211 -3,448
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.8 3.9 1.5 93.0 92.5 99.3 97.9 0.7 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
3 3 6 34 38 40 44
AECO FIN BASIS - ICE OTC Code-023396
FUTURES ONLY POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 748,603
COMMITMENTS
381 41,362 14,109 733,857 692,945 748,347 748,416 256 187
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: 6,473)
-346 5,866 -728 9,139 4,792 8,065 9,930 -1,592 -3,457
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.1 5.5 1.9 98.0 92.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
2 7 8 60 50 68 59
CHICAGO FIN BASIS - ICE OTC Code-023397
FUTURES ONLY POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 246,902
COMMITMENTS
9,242 15,453 2,559 230,801 222,371 242,602 240,383 4,300 6,519
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: 10,263)
948 -2,148 744 8,995 7,749 10,687 6,345 -424 3,918
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.7 6.3 1.0 93.5 90.1 98.3 97.4 1.7 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
2 2 2 36 36 38 40
HSC FIN BASIS - ICE OTC Code-023398
FUTURES ONLY POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 409,624
COMMITMENTS
11,409 6,461 28,844 361,637 370,583 401,890 405,888 7,734 3,736
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: 1,307)
1,618 -5,813 430 286 8,664 2,334 3,281 -1,027 -1,974
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.8 1.6 7.0 88.3 90.5 98.1 99.1 1.9 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
4 3 5 44 48 50 54
WAHA FIN BASIS - ICE OTC Code-023399
FUTURES ONLY POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 264,622
COMMITMENTS
13,884 30,041 9,169 237,355 217,296 260,408 256,506 4,214 8,116
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: 264)
13,463 2,116 -623 -14,195 -2,095 -1,355 -602 1,619 866
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.2 11.4 3.5 89.7 82.1 98.4 96.9 1.6 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
3 4 4 29 29 34 35
PJM WH REAL TIME PEAK OTC - ICE OTC Code-064363
FUTURES ONLY POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 183,734
COMMITMENTS
42,345 2,286 20,678 119,899 160,657 182,922 183,621 812 113
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: 2,111)
-1,759 219 973 2,960 1,166 2,174 2,358 -63 -247
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.0 1.2 11.3 65.3 87.4 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
13 5 16 51 53 69 69
MID-C FINANCIAL PEAK OTC - ICE OTC Code-064391
FUTURES ONLY POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 79,102
COMMITMENTS
79 686 1,090 77,882 77,275 79,051 79,051 51 51
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: 775)
-171 486 -362 1,257 600 724 724 51 51
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.1 0.9 1.4 98.5 97.7 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
2 4 5 31 30 37 35
MID-C FINANCIAL OFF-PEAK OTC - ICE OTC Code-064392
FUTURES ONLY POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 764,821
COMMITMENTS
5,725 335 5,960 753,136 758,526 764,821 764,821 0 0
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: 37,660)
-88 -1,419 1,388 36,360 37,691 37,660 37,660 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.7 0.0 0.8 98.5 99.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 2 4 29 29 33 34
PJM WH OFF PEAK REAL TIME OTC - ICE OTC Code-064394
FUTURES ONLY POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,639,773
COMMITMENTS
72,651 23,376 116,562 1449818 1499115 1639031 1639053 742 720
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: 1,676)
-27,589 -1,561 5,815 23,450 -2,578 1,676 1,676 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.4 1.4 7.1 88.4 91.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
9 4 7 43 39 54 48
SP15 FIN DAYAHEAD LPM PEAK OTC - ICE OTC Code-064395
FUTURES ONLY POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 107,508
COMMITMENTS
1,868 482 1,387 104,253 105,612 107,508 107,481 0 27
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: -1,674)
492 -48 -261 -1,904 -1,391 -1,673 -1,700 -1 26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.7 0.4 1.3 97.0 98.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
5 1 4 32 34 37 39
SP15 FIN DA LPM OFF PEAK OTC - ICE OTC Code-064396
FUTURES ONLY POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 684,814
COMMITMENTS
7,644 0 1,244 675,926 683,570 684,814 684,814 0 0
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: 27,802)
27 0 933 26,842 26,869 27,802 27,802 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.1 0.0 0.2 98.7 99.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 0 1 25 26 28 27
Updated March 2, 2012