NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
FUTURES ONLY POSITIONS AS OF 04/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 5,292,674
COMMITMENTS
660,994 409,214 1620769 2995940 3246617 5277703 5276600 14,971 16,074
CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST: 70,429)
5,143 -19,278 -26,999 90,283 113,817 68,427 67,540 2,002 2,889
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.5 7.7 30.6 56.6 61.3 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 229)
29 42 64 144 137 213 206
SOCAL BORDER FIN BASIS - ICE OTC Code-023393
FUTURES ONLY POSITIONS AS OF 04/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 330,116
COMMITMENTS
17,498 24,237 8,877 289,850 290,954 316,225 324,068 13,891 6,048
CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST: -2,881)
6,150 -3,431 -342 -8,275 875 -2,467 -2,898 -414 17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.3 7.3 2.7 87.8 88.1 95.8 98.2 4.2 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
4 5 6 42 41 50 48
PG&E CITYGATE FIN BASIS - ICE OTC Code-023394
FUTURES ONLY POSITIONS AS OF 04/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 181,491
COMMITMENTS
1,713 5,994 4,494 172,834 168,878 179,041 179,366 2,450 2,125
CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST: 701)
-1,708 925 -400 2,796 -63 688 462 13 239
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.9 3.3 2.5 95.2 93.1 98.7 98.8 1.3 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
3 2 3 36 39 40 43
NWP ROCKIES FIN BASIS - ICE OTC Code-023395
FUTURES ONLY POSITIONS AS OF 04/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 284,290
COMMITMENTS
4,848 17,674 2,441 273,031 252,769 280,320 272,884 3,970 11,406
CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST: -1,568)
-1,368 5,464 -512 915 -5,138 -965 -186 -603 -1,382
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.7 6.2 0.9 96.0 88.9 98.6 96.0 1.4 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
3 4 5 36 34 42 40
AECO FIN BASIS - ICE OTC Code-023396
FUTURES ONLY POSITIONS AS OF 04/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 722,411
COMMITMENTS
0 38,171 14,875 701,476 663,932 716,351 716,978 6,060 5,433
CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST: -372)
0 -14,451 2,025 -6,071 8,463 -4,046 -3,963 3,674 3,591
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 5.3 2.1 97.1 91.9 99.2 99.2 0.8 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
0 9 7 54 48 61 57
CHICAGO FIN BASIS - ICE OTC Code-023397
FUTURES ONLY POSITIONS AS OF 04/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 239,537
COMMITMENTS
18,998 0 1,050 212,292 233,447 232,340 234,497 7,197 5,040
CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST: 7,756)
2,166 -1,352 228 5,514 7,746 7,908 6,622 -152 1,134
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.9 0.0 0.4 88.6 97.5 97.0 97.9 3.0 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 0 2 29 26 31 28
HSC FIN BASIS - ICE OTC Code-023398
FUTURES ONLY POSITIONS AS OF 04/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 387,851
COMMITMENTS
3,991 10,886 38,879 336,940 327,865 379,810 377,630 8,041 10,221
CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST: 10,512)
-1,335 -8,336 8,709 3,965 10,538 11,339 10,911 -827 -399
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.0 2.8 10.0 86.9 84.5 97.9 97.4 2.1 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
3 5 5 41 41 47 48
WAHA FIN BASIS - ICE OTC Code-023399
FUTURES ONLY POSITIONS AS OF 04/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 218,868
COMMITMENTS
16,503 22,107 6,012 193,400 183,980 215,915 212,099 2,953 6,769
CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST: -1,305)
-4,674 645 1,398 1,909 -3,870 -1,367 -1,827 62 522
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.5 10.1 2.7 88.4 84.1 98.7 96.9 1.3 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
4 4 3 31 30 37 35
PJM WH REAL TIME PEAK OTC - ICE OTC Code-064363
FUTURES ONLY POSITIONS AS OF 04/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 176,250
COMMITMENTS
28,013 2,078 22,357 124,548 151,579 174,918 176,014 1,332 236
CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST: 4,034)
-821 658 -389 5,248 3,556 4,038 3,825 -4 209
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.9 1.2 12.7 70.7 86.0 99.2 99.9 0.8 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
18 3 15 56 54 76 70
MID-C FINANCIAL PEAK OTC - ICE OTC Code-064391
FUTURES ONLY POSITIONS AS OF 04/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 75,265
COMMITMENTS
1,180 505 1,417 72,618 73,343 75,215 75,265 50 0
CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST: 45)
-154 -10 -20 269 125 95 95 -50 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.6 0.7 1.9 96.5 97.4 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
5 3 3 31 30 37 35
MID-C FINANCIAL OFF-PEAK OTC - ICE OTC Code-064392
FUTURES ONLY POSITIONS AS OF 04/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 752,440
COMMITMENTS
7,477 328 8,301 736,662 743,811 752,440 752,440 0 0
CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST: -6,488)
-1,704 -960 -160 -2,728 -3,472 -4,592 -4,592 -1,896 -1,896
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.0 0.0 1.1 97.9 98.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
5 1 2 28 28 33 31
PJM WH OFF PEAK REAL TIME OTC - ICE OTC Code-064394
FUTURES ONLY POSITIONS AS OF 04/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,570,390
COMMITMENTS
74,517 18,790 87,224 1408631 1464376 1570372 1570390 18 0
CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST: -13,689)
-1,716 5,652 -1,877 -10,096 -17,464 -13,689 -13,689 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.7 1.2 5.6 89.7 93.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
8 5 6 42 41 52 50
SP15 FIN DAYAHEAD LPM PEAK OTC - ICE OTC Code-064395
FUTURES ONLY POSITIONS AS OF 04/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 101,775
COMMITMENTS
1,485 713 869 99,339 99,771 101,693 101,353 82 422
CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST: 1,398)
511 90 -355 1,210 1,321 1,366 1,056 32 342
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.5 0.7 0.9 97.6 98.0 99.9 99.6 0.1 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
7 4 5 34 35 43 42
SP15 FIN DA LPM OFF PEAK OTC - ICE OTC Code-064396
FUTURES ONLY POSITIONS AS OF 04/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 675,292
COMMITMENTS
16,831 7,280 1,305 657,156 666,707 675,292 675,292 0 0
CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST: 12,767)
3,991 0 1,305 7,471 11,462 12,767 12,767 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.5 1.1 0.2 97.3 98.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
4 2 2 26 23 30 27
Updated April 27, 2012