NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
FUTURES ONLY POSITIONS AS OF 09/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 4,579,643
COMMITMENTS
525,353 260,080 1308365 2726741 3001252 4560459 4569697 19,184 9,946
CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST: 39,225)
-104,883 -48,716 55,543 89,309 49,478 39,969 56,305 -744 -17,080
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.5 5.7 28.6 59.5 65.5 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 220)
41 27 57 141 135 205 198
SOCAL BORDER FIN BASIS - ICE OTC Code-023393
FUTURES ONLY POSITIONS AS OF 09/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 285,048
COMMITMENTS
5,720 13,090 5,333 260,841 264,349 271,894 282,772 13,154 2,276
CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST: 3,837)
383 255 425 3,511 4,090 4,319 4,770 -482 -933
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.0 4.6 1.9 91.5 92.7 95.4 99.2 4.6 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
5 4 4 37 38 44 44
PG&E CITYGATE FIN BASIS - ICE OTC Code-023394
FUTURES ONLY POSITIONS AS OF 09/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 157,412
COMMITMENTS
2,825 3,306 3,780 148,104 146,089 154,709 153,175 2,703 4,237
CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST: 6,757)
392 -337 408 6,515 8,524 7,315 8,595 -558 -1,838
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.8 2.1 2.4 94.1 92.8 98.3 97.3 1.7 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 2 3 30 32 34 36
NWP ROCKIES FIN BASIS - ICE OTC Code-023395
FUTURES ONLY POSITIONS AS OF 09/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 250,433
COMMITMENTS
0 9,754 1,963 242,972 231,632 244,935 243,349 5,498 7,084
CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST: 1,586)
0 1,583 -888 3,924 1,993 3,036 2,688 -1,450 -1,102
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 3.9 0.8 97.0 92.5 97.8 97.2 2.2 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
0 2 1 37 37 38 39
AECO FIN BASIS - ICE OTC Code-023396
FUTURES ONLY POSITIONS AS OF 09/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 715,237
COMMITMENTS
4,798 3,761 19,234 687,507 689,908 711,539 712,903 3,698 2,334
CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST: -600)
2,098 -508 483 1,495 10,063 4,076 10,038 -4,676 -10,638
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.7 0.5 2.7 96.1 96.5 99.5 99.7 0.5 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
4 3 6 53 45 60 52
CHICAGO FIN BASIS - ICE OTC Code-023397
FUTURES ONLY POSITIONS AS OF 09/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 210,662
COMMITMENTS
991 0 1,198 202,747 205,617 204,936 206,815 5,726 3,847
CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST: 6,550)
-363 0 363 6,909 9,462 6,909 9,825 -359 -3,275
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.5 0.0 0.6 96.2 97.6 97.3 98.2 2.7 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
2 0 1 31 30 33 31
HSC FIN BASIS - ICE OTC Code-023398
FUTURES ONLY POSITIONS AS OF 09/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 281,581
COMMITMENTS
20,905 792 11,874 243,400 265,492 276,179 278,158 5,402 3,423
CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST: 6,360)
1,665 -266 -152 5,781 9,388 7,294 8,970 -934 -2,610
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.4 0.3 4.2 86.4 94.3 98.1 98.8 1.9 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
3 1 4 42 45 46 49
WAHA FIN BASIS - ICE OTC Code-023399
FUTURES ONLY POSITIONS AS OF 09/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 131,527
COMMITMENTS
10,986 0 4,381 113,111 119,779 128,478 124,160 3,049 7,367
CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST: 1,640)
416 0 204 1,420 2,702 2,040 2,906 -400 -1,266
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.4 0.0 3.3 86.0 91.1 97.7 94.4 2.3 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
5 0 2 33 29 38 31
PJM WH REAL TIME PEAK OTC - ICE OTC Code-064363
FUTURES ONLY POSITIONS AS OF 09/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 170,480
COMMITMENTS
25,870 1,498 21,801 121,379 146,444 169,050 169,743 1,430 737
CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST: 175)
-526 291 860 241 -279 575 872 -400 -697
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.2 0.9 12.8 71.2 85.9 99.2 99.6 0.8 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
12 8 14 52 52 70 68
MID-C FINANCIAL PEAK OTC - ICE OTC Code-064391
FUTURES ONLY POSITIONS AS OF 09/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 63,643
COMMITMENTS
182 111 1,371 61,941 62,084 63,494 63,566 149 77
CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST: 944)
37 111 195 737 1,142 969 1,448 -25 -504
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.3 0.2 2.2 97.3 97.6 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 2 2 28 28 30 31
MID-C FINANCIAL OFF-PEAK OTC - ICE OTC Code-064392
FUTURES ONLY POSITIONS AS OF 09/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 537,667
COMMITMENTS
4,528 7,402 1,009 532,130 529,256 537,667 537,667 0 0
CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST: 13,267)
665 2,551 -1,952 14,890 19,083 13,603 19,682 -336 -6,415
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.8 1.4 0.2 99.0 98.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 1 2 28 30 31 32
PJM WH OFF PEAK REAL TIME OTC - ICE OTC Code-064394
FUTURES ONLY POSITIONS AS OF 09/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,724,413
COMMITMENTS
211,153 16,059 66,157 1446510 1642197 1723820 1724413 593 0
CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST: 53,343)
9,712 7,256 -3,751 52,702 51,366 58,663 54,871 -5,320 -1,528
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.2 0.9 3.8 83.9 95.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
6 3 6 40 43 49 49
SP15 FIN DAYAHEAD LPM PEAK OTC - ICE OTC Code-064395
FUTURES ONLY POSITIONS AS OF 09/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 72,374
COMMITMENTS
543 192 3,726 68,026 68,403 72,295 72,321 79 53
CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST: 627)
301 -619 695 193 524 1,189 600 -562 27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.8 0.3 5.1 94.0 94.5 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
5 1 4 31 33 36 38
SP15 FIN DA LPM OFF PEAK OTC - ICE OTC Code-064396
FUTURES ONLY POSITIONS AS OF 09/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 479,936
COMMITMENTS
8,160 0 3,805 467,971 476,131 479,936 479,936 0 0
CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST: 5,938)
-3,129 0 3,172 5,895 2,766 5,938 5,938 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.7 0.0 0.8 97.5 99.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 0 1 25 22 27 23
Updated September 21, 2012