NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
FUTURES ONLY POSITIONS AS OF 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 5,363,922
COMMITMENTS
661,666 116,361 1696940 2987374 3531620 5345980 5344921 17,942 19,001
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: 158,699)
42,319 11,787 65,606 51,415 80,193 159,340 157,586 -641 1,113
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.3 2.2 31.6 55.7 65.8 99.7 99.6 0.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 227)
46 27 69 141 135 215 207
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
FUTURES ONLY POSITIONS AS OF 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 271,166
COMMITMENTS
7,415 3,524 2,165 245,371 260,732 254,951 266,421 16,215 4,745
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: 10,526)
4,004 966 -1,407 5,743 9,300 8,340 8,859 2,186 1,667
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.7 1.3 0.8 90.5 96.2 94.0 98.3 6.0 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
4 3 4 34 37 39 43
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
FUTURES ONLY POSITIONS AS OF 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 155,247
COMMITMENTS
2,438 3,599 4,224 146,552 145,005 153,214 152,828 2,033 2,419
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: -262)
-301 269 30 176 -374 -95 -75 -167 -187
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.6 2.3 2.7 94.4 93.4 98.7 98.4 1.3 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
4 2 3 33 34 39 37
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
FUTURES ONLY POSITIONS AS OF 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 244,347
COMMITMENTS
3,830 9,025 3,250 232,346 228,151 239,426 240,426 4,921 3,921
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: 2,056)
-520 2,814 -762 2,805 1,306 1,523 3,358 533 -1,302
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.6 3.7 1.3 95.1 93.4 98.0 98.4 2.0 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
2 2 2 31 37 34 40
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
FUTURES ONLY POSITIONS AS OF 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 706,245
COMMITMENTS
0 3,699 14,621 683,508 684,404 698,129 702,724 8,116 3,521
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: 8,862)
-829 -170 -325 6,982 6,994 5,828 6,499 3,034 2,363
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.5 2.1 96.8 96.9 98.9 99.5 1.1 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
0 3 5 51 45 56 50
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
FUTURES ONLY POSITIONS AS OF 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 204,038
COMMITMENTS
4,443 0 1,672 188,662 196,799 194,777 198,471 9,261 5,567
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: -1,109)
-257 0 980 -2,108 -2,246 -1,385 -1,266 276 157
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.2 0.0 0.8 92.5 96.5 95.5 97.3 4.5 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
1 0 1 29 31 30 32
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
FUTURES ONLY POSITIONS AS OF 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 276,702
COMMITMENTS
6,490 59 8,029 255,681 264,929 270,200 273,017 6,502 3,685
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: 10,852)
-2,935 59 923 12,226 9,524 10,214 10,506 638 346
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.3 0.0 2.9 92.4 95.7 97.7 98.7 2.3 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
2 1 3 37 41 40 44
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
FUTURES ONLY POSITIONS AS OF 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 122,521
COMMITMENTS
5,715 0 3,724 109,671 113,549 119,110 117,273 3,411 5,248
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: 1,406)
-4,155 0 1,257 4,274 1,365 1,376 2,622 30 -1,216
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.7 0.0 3.0 89.5 92.7 97.2 95.7 2.8 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 0 1 27 29 28 30
PJM WH REAL TIME PEAK OTC - ICE FUTURES ENERGY DIV Code-064363
FUTURES ONLY POSITIONS AS OF 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 168,333
COMMITMENTS
27,031 1,082 23,220 116,762 143,492 167,013 167,794 1,320 539
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: -1,597)
-316 1 155 -1,218 -1,584 -1,379 -1,428 -218 -169
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.1 0.6 13.8 69.4 85.2 99.2 99.7 0.8 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
15 3 12 54 52 71 65
MID-C FINANCIAL PEAK OTC - ICE FUTURES ENERGY DIV Code-064391
FUTURES ONLY POSITIONS AS OF 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 61,729
COMMITMENTS
928 50 1,413 59,388 60,266 61,729 61,729 0 0
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: -469)
559 -177 -529 -499 237 -469 -469 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.5 0.1 2.3 96.2 97.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 2 2 26 29 28 33
MID-C FINANCIAL OFF-PEAK OTC - ICE FUTURES ENERGY DIV Code-064392
FUTURES ONLY POSITIONS AS OF 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 519,741
COMMITMENTS
2,496 8,743 4,168 513,077 506,830 519,741 519,741 0 0
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: -6,797)
-963 -333 677 -6,511 -7,141 -6,797 -6,797 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.5 1.7 0.8 98.7 97.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 3 1 27 27 29 30
PJM WH OFF PEAK REAL TIME OTC - ICE FUTURES ENERGY DIV Code-064394
FUTURES ONLY POSITIONS AS OF 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,788,623
COMMITMENTS
292,543 20,704 45,484 1450596 1722435 1788623 1788623 0 0
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: 20,442)
3,681 -4,360 1,873 14,888 22,929 20,442 20,442 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.4 1.2 2.5 81.1 96.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
8 4 6 37 44 48 51
SP15 FIN DAYAHEAD LPM PEAK OTC - ICE FUTURES ENERGY DIV Code-064395
FUTURES ONLY POSITIONS AS OF 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 71,026
COMMITMENTS
331 104 3,377 67,291 67,545 70,999 71,026 27 0
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: 1,025)
-63 0 130 956 895 1,023 1,025 2 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.5 0.1 4.8 94.7 95.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
4 2 2 32 36 36 40
SP15 FIN DA LPM OFF PEAK OTC - ICE FUTURES ENERGY DIV Code-064396
FUTURES ONLY POSITIONS AS OF 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 452,504
COMMITMENTS
6,649 0 5,970 439,885 446,534 452,504 452,504 0 0
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: 1,306)
-1,307 0 0 2,613 1,306 1,306 1,306 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.5 0.0 1.3 97.2 98.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 0 2 22 23 25 25
Updated October 26, 2012