NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
FUTURES ONLY POSITIONS AS OF 04/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 5,205,865
COMMITMENTS
640,729 373,464 1629747 2858087 3125306 5128563 5128517 77,302 77,348
CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST: 173,926)
-37,259 11,243 87,804 56,107 11,967 106,652 111,014 67,274 62,912
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.3 7.2 31.3 54.9 60.0 98.5 98.5 1.5 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 226)
27 42 61 143 134 208 202
SOCAL BORDER FIN BASIS - ICE OTC Code-023393
FUTURES ONLY POSITIONS AS OF 04/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 351,864
COMMITMENTS
11,076 31,977 8,414 304,088 292,382 323,578 332,773 28,286 19,091
CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST: -16,367)
-5,112 -3,746 2,496 -27,664 -28,131 -30,280 -29,381 13,913 13,014
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.1 9.1 2.4 86.4 83.1 92.0 94.6 8.0 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
4 5 7 41 38 49 46
PG&E CITYGATE FIN BASIS - ICE OTC Code-023394
FUTURES ONLY POSITIONS AS OF 04/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 176,337
COMMITMENTS
2,122 2,625 4,562 163,848 163,796 170,532 170,983 5,805 5,354
CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST: -7,802)
514 1,920 -2,205 -8,547 -10,653 -10,238 -10,938 2,436 3,136
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.2 1.5 2.6 92.9 92.9 96.7 97.0 3.3 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
3 2 3 35 37 39 41
NWP ROCKIES FIN BASIS - ICE OTC Code-023395
FUTURES ONLY POSITIONS AS OF 04/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 288,345
COMMITMENTS
8,974 12,760 2,986 268,177 256,372 280,137 272,118 8,208 16,227
CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST: -20,610)
-1,158 -2,624 294 -24,616 -21,346 -25,480 -23,676 4,870 3,066
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.1 4.4 1.0 93.0 88.9 97.2 94.4 2.8 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
1 4 1 33 32 35 36
AECO FIN BASIS - ICE OTC Code-023396
FUTURES ONLY POSITIONS AS OF 04/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 738,011
COMMITMENTS
707 45,937 20,892 705,538 660,604 727,137 727,433 10,874 10,578
CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST: 2,996)
-516 -913 4,318 -9,322 -8,309 -5,520 -4,904 8,516 7,900
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.1 6.2 2.8 95.6 89.5 98.5 98.6 1.5 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
3 7 8 56 48 64 58
CHICAGO FIN BASIS - ICE OTC Code-023397
FUTURES ONLY POSITIONS AS OF 04/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 226,948
COMMITMENTS
15,069 0 723 203,131 217,247 218,923 217,970 8,025 8,978
CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST: -13,569)
1,448 -2,720 -645 -17,985 -14,009 -17,182 -17,374 3,613 3,805
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.6 0.0 0.3 89.5 95.7 96.5 96.0 3.5 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 0 2 28 23 30 25
HSC FIN BASIS - ICE OTC Code-023398
FUTURES ONLY POSITIONS AS OF 04/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 371,585
COMMITMENTS
4,915 15,517 33,853 322,158 309,113 360,926 358,483 10,659 13,102
CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST: -26,755)
-4,118 -3,535 1,357 -25,904 -26,761 -28,665 -28,939 1,910 2,184
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.3 4.2 9.1 86.7 83.2 97.1 96.5 2.9 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
4 3 5 38 37 44 43
WAHA FIN BASIS - ICE OTC Code-023399
FUTURES ONLY POSITIONS AS OF 04/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 226,219
COMMITMENTS
19,363 25,328 4,810 196,685 188,530 220,858 218,668 5,361 7,551
CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST: -19,516)
2,840 -3,972 -4,633 -21,600 -13,411 -23,393 -22,016 3,877 2,500
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.6 11.2 2.1 86.9 83.3 97.6 96.7 2.4 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
5 3 2 29 29 34 34
PJM WH REAL TIME PEAK OTC - ICE OTC Code-064363
FUTURES ONLY POSITIONS AS OF 04/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 172,271
COMMITMENTS
31,891 1,787 21,997 116,851 147,592 170,739 171,376 1,532 895
CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST: -4,158)
-132 -1,077 269 -4,912 -4,157 -4,775 -4,965 617 807
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.5 1.0 12.8 67.8 85.7 99.1 99.5 0.9 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
12 5 11 55 53 70 66
MID-C FINANCIAL PEAK OTC - ICE OTC Code-064391
FUTURES ONLY POSITIONS AS OF 04/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 75,078
COMMITMENTS
1,171 495 1,523 71,348 72,048 74,042 74,066 1,036 1,012
CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST: 2,084)
-52 -678 80 1,044 1,670 1,072 1,072 1,012 1,012
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.6 0.7 2.0 95.0 96.0 98.6 98.7 1.4 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
5 3 4 31 31 38 36
MID-C FINANCIAL OFF-PEAK OTC - ICE OTC Code-064392
FUTURES ONLY POSITIONS AS OF 04/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 759,537
COMMITMENTS
10,700 656 5,630 733,791 743,835 750,121 750,121 9,416 9,416
CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST: 16,018)
-2,960 -1,032 -384 11,322 9,394 7,978 7,978 8,040 8,040
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.4 0.1 0.7 96.6 97.9 98.8 98.8 1.2 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
5 1 3 27 28 32 32
PJM WH OFF PEAK REAL TIME OTC - ICE OTC Code-064394
FUTURES ONLY POSITIONS AS OF 04/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,588,207
COMMITMENTS
53,179 10,451 100,226 1434382 1477128 1587787 1587805 420 402
CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST: -49,325)
-2,763 3,149 -6,260 -40,702 -46,616 -49,725 -49,727 400 402
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.3 0.7 6.3 90.3 93.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
7 5 7 40 41 51 49
SP15 FIN DAYAHEAD LPM PEAK OTC - ICE OTC Code-064395
FUTURES ONLY POSITIONS AS OF 04/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 99,213
COMMITMENTS
1,045 526 1,632 95,733 96,228 98,410 98,386 803 827
CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST: -5,744)
-626 -27 263 -6,184 -6,756 -6,547 -6,520 803 776
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.1 0.5 1.6 96.5 97.0 99.2 99.2 0.8 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
4 2 3 32 33 36 38
SP15 FIN DA LPM OFF PEAK OTC - ICE OTC Code-064396
FUTURES ONLY POSITIONS AS OF 04/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 651,569
COMMITMENTS
8,240 7,280 312 641,777 642,737 650,329 650,329 1,240 1,240
CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST: -20,712)
-2,859 0 -932 -18,161 -21,020 -21,952 -21,952 1,240 1,240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.3 1.1 0.0 98.5 98.6 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 2 1 25 23 27 26
Updated April 13, 2012