NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
FUTURES ONLY POSITIONS AS OF 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 4,834,722
COMMITMENTS
570,386 156,246 1480975 2762684 3182892 4814045 4820113 20,677 14,609
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: 244,928)
1,666 -101,045 163,755 76,178 179,313 241,599 242,023 3,329 2,905
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.8 3.2 30.6 57.1 65.8 99.6 99.7 0.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 221)
48 26 62 137 133 206 200
SOCAL BORDER FIN BASIS - ICE OTC Code-023393
FUTURES ONLY POSITIONS AS OF 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 293,681
COMMITMENTS
6,213 15,329 6,031 268,452 269,959 280,696 291,319 12,985 2,362
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: 3,682)
1,594 2,188 -894 3,225 2,327 3,925 3,621 -243 61
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.1 5.2 2.1 91.4 91.9 95.6 99.2 4.4 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
4 5 6 38 40 45 48
PG&E CITYGATE FIN BASIS - ICE OTC Code-023394
FUTURES ONLY POSITIONS AS OF 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 163,977
COMMITMENTS
4,583 4,689 4,104 153,320 151,925 162,007 160,718 1,970 3,259
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: 8,180)
-127 917 493 8,137 7,040 8,503 8,450 -323 -270
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.8 2.9 2.5 93.5 92.7 98.8 98.0 1.2 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
3 3 5 35 34 41 39
NWP ROCKIES FIN BASIS - ICE OTC Code-023395
FUTURES ONLY POSITIONS AS OF 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 262,503
COMMITMENTS
2,438 11,621 2,797 253,283 243,506 258,518 257,924 3,985 4,579
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: 4,364)
1,406 472 -1,080 3,072 5,305 3,398 4,697 966 -333
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.9 4.4 1.1 96.5 92.8 98.5 98.3 1.5 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
2 4 3 41 40 45 45
AECO FIN BASIS - ICE OTC Code-023396
FUTURES ONLY POSITIONS AS OF 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 685,223
COMMITMENTS
1,645 4,913 13,511 665,542 664,906 680,698 683,330 4,525 1,893
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -33,123)
-124 1,792 -4,346 -29,613 -30,018 -34,083 -32,572 960 -551
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.2 0.7 2.0 97.1 97.0 99.3 99.7 0.7 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
1 3 5 51 44 56 50
CHICAGO FIN BASIS - ICE OTC Code-023397
FUTURES ONLY POSITIONS AS OF 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 216,250
COMMITMENTS
2,407 0 1,029 205,094 211,740 208,530 212,769 7,720 3,481
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: 4,251)
1,811 -74 -280 2,582 4,756 4,113 4,402 138 -151
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.1 0.0 0.5 94.8 97.9 96.4 98.4 3.6 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
2 0 2 32 34 34 36
HSC FIN BASIS - ICE OTC Code-023398
FUTURES ONLY POSITIONS AS OF 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 298,789
COMMITMENTS
16,793 98 9,592 266,314 286,074 292,699 295,764 6,090 3,025
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: 17,988)
2,555 -699 726 14,476 18,150 17,757 18,177 231 -189
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.6 0.0 3.2 89.1 95.7 98.0 99.0 2.0 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
2 1 3 41 47 44 50
WAHA FIN BASIS - ICE OTC Code-023399
FUTURES ONLY POSITIONS AS OF 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 132,043
COMMITMENTS
5,703 1,674 7,898 114,957 115,986 128,558 125,558 3,485 6,485
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: 3,479)
-1,100 899 152 3,683 2,522 2,735 3,573 744 -94
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.3 1.3 6.0 87.1 87.8 97.4 95.1 2.6 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
4 1 2 35 30 39 33
PJM WH REAL TIME PEAK OTC - ICE OTC Code-064363
FUTURES ONLY POSITIONS AS OF 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 173,532
COMMITMENTS
27,531 772 22,437 122,547 149,619 172,515 172,828 1,017 704
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: 2,794)
-175 -162 913 2,156 1,741 2,894 2,492 -100 302
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.9 0.4 12.9 70.6 86.2 99.4 99.6 0.6 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
18 4 13 54 53 75 67
MID-C FINANCIAL PEAK OTC - ICE OTC Code-064391
FUTURES ONLY POSITIONS AS OF 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 60,540
COMMITMENTS
363 202 1,792 58,385 58,546 60,540 60,540 0 0
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -4,550)
-218 125 413 -4,697 -5,088 -4,502 -4,550 -48 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.6 0.3 3.0 96.4 96.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 2 3 27 29 31 33
MID-C FINANCIAL OFF-PEAK OTC - ICE OTC Code-064392
FUTURES ONLY POSITIONS AS OF 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 495,157
COMMITMENTS
3,459 11,606 1,284 490,414 482,267 495,157 495,157 0 0
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -55,036)
-2,888 1,279 -1,008 -51,140 -55,307 -55,036 -55,036 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.7 2.3 0.3 99.0 97.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 2 2 27 27 30 29
PJM WH OFF PEAK REAL TIME OTC - ICE OTC Code-064394
FUTURES ONLY POSITIONS AS OF 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,809,064
COMMITMENTS
261,121 24,994 48,708 1488154 1734930 1797983 1808632 11,081 432
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: 50,904)
11,312 4,248 -14,808 43,319 61,032 39,823 50,472 11,081 432
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.4 1.4 2.7 82.3 95.9 99.4 100.0 0.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
5 4 6 40 44 48 51
SP15 FIN DAYAHEAD LPM PEAK OTC - ICE OTC Code-064395
FUTURES ONLY POSITIONS AS OF 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 76,079
COMMITMENTS
194 205 3,692 72,193 72,161 76,079 76,058 0 21
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: 2,125)
-173 90 -7 2,381 2,096 2,201 2,179 -76 -54
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.3 0.3 4.9 94.9 94.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
3 4 6 32 36 38 43
SP15 FIN DA LPM OFF PEAK OTC - ICE OTC Code-064396
FUTURES ONLY POSITIONS AS OF 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 498,239
COMMITMENTS
7,579 0 6,004 484,656 492,235 498,239 498,239 0 0
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: 3,570)
-330 0 -312 4,212 3,882 3,570 3,570 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.5 0.0 1.2 97.3 98.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 0 2 25 23 27 25
Updated October 5, 2012