NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
FUTURES ONLY POSITIONS AS OF 03/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 5,180,969
COMMITMENTS
680,655 423,898 1524867 2964993 3217131 5170515 5165896 10,454 15,073
CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: -29,809)
67,409 56,026 -109,607 12,213 24,652 -29,985 -28,929 176 -880
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.1 8.2 29.4 57.2 62.1 99.8 99.7 0.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 231)
27 46 62 144 137 210 209
SOCAL BORDER FIN BASIS - ICE OTC Code-023393
FUTURES ONLY POSITIONS AS OF 03/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 364,233
COMMITMENTS
11,828 30,498 6,135 332,345 321,300 350,308 357,933 13,925 6,300
CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: -4,189)
4,566 369 -2,172 -5,025 -589 -2,631 -2,392 -1,558 -1,797
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.2 8.4 1.7 91.2 88.2 96.2 98.3 3.8 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
5 4 8 41 38 50 46
PG&E CITYGATE FIN BASIS - ICE OTC Code-023394
FUTURES ONLY POSITIONS AS OF 03/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 177,757
COMMITMENTS
1,758 317 6,794 165,254 168,188 173,806 175,299 3,951 2,458
CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: 752)
-221 317 23 636 -38 438 302 314 450
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.0 0.2 3.8 93.0 94.6 97.8 98.6 2.2 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
2 1 2 33 37 36 39
NWP ROCKIES FIN BASIS - ICE OTC Code-023395
FUTURES ONLY POSITIONS AS OF 03/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 314,054
COMMITMENTS
11,658 10,777 2,996 295,418 287,583 310,072 301,356 3,982 12,698
CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: -11,005)
602 1,966 -936 -9,252 -12,203 -9,586 -11,173 -1,419 168
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.7 3.4 1.0 94.1 91.6 98.7 96.0 1.3 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
2 3 4 36 36 41 40
AECO FIN BASIS - ICE OTC Code-023396
FUTURES ONLY POSITIONS AS OF 03/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 779,236
COMMITMENTS
484 45,342 17,404 759,045 713,481 776,933 776,227 2,303 3,009
CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: 31,741)
95 1,086 1,962 30,354 29,236 32,411 32,284 -670 -543
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.1 5.8 2.2 97.4 91.6 99.7 99.6 0.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
2 7 7 55 47 62 56
CHICAGO FIN BASIS - ICE OTC Code-023397
FUTURES ONLY POSITIONS AS OF 03/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 238,067
COMMITMENTS
12,449 3,326 1,532 219,272 227,908 233,253 232,766 4,814 5,301
CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: 8,118)
-1,015 1,222 -1,797 12,068 9,589 9,256 9,014 -1,138 -896
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.2 1.4 0.6 92.1 95.7 98.0 97.8 2.0 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
2 3 2 33 26 36 30
HSC FIN BASIS - ICE OTC Code-023398
FUTURES ONLY POSITIONS AS OF 03/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 396,191
COMMITMENTS
7,980 6,544 38,231 341,231 341,750 387,442 386,525 8,749 9,666
CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: -3,851)
1,386 -7,279 3,764 -8,515 -1,185 -3,365 -4,700 -486 849
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.0 1.7 9.6 86.1 86.3 97.8 97.6 2.2 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
4 4 6 40 39 47 46
WAHA FIN BASIS - ICE OTC Code-023399
FUTURES ONLY POSITIONS AS OF 03/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 242,679
COMMITMENTS
13,896 31,948 8,045 219,225 197,788 241,166 237,781 1,513 4,898
CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: -2,077)
669 2,158 834 -2,752 -4,790 -1,249 -1,798 -828 -279
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.7 13.2 3.3 90.3 81.5 99.4 98.0 0.6 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
3 4 3 33 33 38 38
PJM WH REAL TIME PEAK OTC - ICE OTC Code-064363
FUTURES ONLY POSITIONS AS OF 03/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 179,634
COMMITMENTS
33,969 2,503 22,816 121,174 153,192 177,959 178,511 1,675 1,123
CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: 1,185)
334 64 9 238 356 581 429 604 756
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.9 1.4 12.7 67.5 85.3 99.1 99.4 0.9 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
15 6 14 54 53 72 70
MID-C FINANCIAL PEAK OTC - ICE OTC Code-064391
FUTURES ONLY POSITIONS AS OF 03/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 77,274
COMMITMENTS
1,449 1,250 1,526 74,275 74,498 77,250 77,274 24 0
CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: 196)
-326 128 30 492 38 196 196 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.9 1.6 2.0 96.1 96.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
5 3 5 32 32 40 37
MID-C FINANCIAL OFF-PEAK OTC - ICE OTC Code-064392
FUTURES ONLY POSITIONS AS OF 03/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 771,678
COMMITMENTS
14,615 328 6,622 750,441 764,728 771,678 771,678 0 0
CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: 10,841)
15 -3,641 -1,015 11,841 15,497 10,841 10,841 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.9 0.0 0.9 97.2 99.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
5 1 2 29 29 34 32
PJM WH OFF PEAK REAL TIME OTC - ICE OTC Code-064394
FUTURES ONLY POSITIONS AS OF 03/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,664,192
COMMITMENTS
51,934 25,131 112,035 1498276 1525099 1662245 1662265 1,947 1,927
CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: 27,074)
-5,497 -6,664 10,977 19,667 20,834 25,147 25,147 1,927 1,927
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.1 1.5 6.7 90.0 91.6 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
6 5 6 40 42 50 49
SP15 FIN DAYAHEAD LPM PEAK OTC - ICE OTC Code-064395
FUTURES ONLY POSITIONS AS OF 03/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 103,583
COMMITMENTS
1,295 559 1,646 100,417 100,952 103,358 103,157 225 426
CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: -212)
-186 -375 109 -360 -321 -437 -587 225 375
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.3 0.5 1.6 96.9 97.5 99.8 99.6 0.2 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
6 2 4 35 34 42 39
SP15 FIN DA LPM OFF PEAK OTC - ICE OTC Code-064396
FUTURES ONLY POSITIONS AS OF 03/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 661,578
COMMITMENTS
15,587 10,800 1,244 644,747 649,534 661,578 661,578 0 0
CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: 18,927)
2,864 -960 0 16,063 19,887 18,927 18,927 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.4 1.6 0.2 97.5 98.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 2 1 25 24 28 27
Updated March 30, 2012