NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
FUTURES ONLY POSITIONS AS OF 11/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 5,082,421
COMMITMENTS
584,114 127,969 1603851 2885858 3341995 5073823 5073815 8,598 8,606
CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: -58,286)
-42,529 13,487 -6,460 -1,955 -57,440 -50,944 -50,413 -7,342 -7,873
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.5 2.5 31.6 56.8 65.8 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 220)
41 28 62 137 137 205 204
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
FUTURES ONLY POSITIONS AS OF 11/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 246,350
COMMITMENTS
2,804 826 2,714 225,609 240,049 231,127 243,589 15,223 2,761
CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: -25,988)
-3,601 -2,495 145 -22,572 -22,424 -26,028 -24,774 40 -1,214
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.1 0.3 1.1 91.6 97.4 93.8 98.9 6.2 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
4 2 4 34 35 39 40
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
FUTURES ONLY POSITIONS AS OF 11/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 132,074
COMMITMENTS
1,862 0 3,118 124,382 125,380 129,362 128,498 2,712 3,576
CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: -21,378)
-2,173 -3,561 -784 -18,858 -18,062 -21,815 -22,407 437 1,029
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.4 0.0 2.4 94.2 94.9 97.9 97.3 2.1 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
4 0 3 29 30 33 33
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
FUTURES ONLY POSITIONS AS OF 11/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 219,483
COMMITMENTS
5,521 3,964 3,056 205,141 208,527 213,718 215,547 5,765 3,936
CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: -22,329)
-2,232 -1,943 -292 -20,036 -19,835 -22,560 -22,070 231 -259
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.5 1.8 1.4 93.5 95.0 97.4 98.2 2.6 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
2 1 1 30 36 33 37
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
FUTURES ONLY POSITIONS AS OF 11/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 691,796
COMMITMENTS
1,696 378 11,116 669,224 674,168 682,036 685,662 9,760 6,134
CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: -28,341)
1,696 -2,990 -3,289 -28,333 -23,879 -29,926 -30,158 1,585 1,817
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.2 0.1 1.6 96.7 97.5 98.6 99.1 1.4 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
1 2 5 50 43 55 48
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
FUTURES ONLY POSITIONS AS OF 11/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 196,564
COMMITMENTS
3,421 0 353 183,023 188,990 186,797 189,343 9,767 7,221
CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: -12,584)
-2,066 0 -369 -12,433 -13,624 -14,868 -13,993 2,284 1,409
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.7 0.0 0.2 93.1 96.1 95.0 96.3 5.0 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
1 0 1 27 30 28 31
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
FUTURES ONLY POSITIONS AS OF 11/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 249,976
COMMITMENTS
7,329 793 6,481 230,161 239,824 243,971 247,098 6,005 2,878
CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: -28,830)
1,319 793 -1,231 -28,241 -27,863 -28,153 -28,301 -677 -529
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.9 0.3 2.6 92.1 95.9 97.6 98.8 2.4 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
3 1 3 37 40 40 44
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
FUTURES ONLY POSITIONS AS OF 11/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 109,342
COMMITMENTS
6,090 471 3,092 95,481 97,691 104,663 101,254 4,679 8,088
CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: -12,708)
558 471 -480 -14,144 -13,929 -14,066 -13,938 1,358 1,230
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.6 0.4 2.8 87.3 89.3 95.7 92.6 4.3 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 1 2 24 27 26 29
PJM WH REAL TIME PEAK OTC - ICE FUTURES ENERGY DIV Code-064363
FUTURES ONLY POSITIONS AS OF 11/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 157,987
COMMITMENTS
22,621 2,460 20,960 113,032 134,168 156,613 157,588 1,374 399
CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: -10,222)
-1,673 1,419 -2,505 -6,245 -8,871 -10,423 -9,957 201 -265
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.3 1.6 13.3 71.5 84.9 99.1 99.7 0.9 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
11 5 13 53 49 69 63
MID-C FINANCIAL PEAK OTC - ICE FUTURES ENERGY DIV Code-064391
FUTURES ONLY POSITIONS AS OF 11/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 58,875
COMMITMENTS
874 25 1,579 56,422 57,271 58,875 58,875 0 0
CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: -4,337)
579 0 -393 -4,523 -3,944 -4,337 -4,337 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.5 0.0 2.7 95.8 97.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 1 1 27 29 29 31
MID-C FINANCIAL OFF-PEAK OTC - ICE FUTURES ENERGY DIV Code-064392
FUTURES ONLY POSITIONS AS OF 11/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 481,824
COMMITMENTS
0 10,292 1,298 480,526 470,234 481,824 481,824 0 0
CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: -43,547)
-2,496 308 -1,927 -39,124 -41,928 -43,547 -43,547 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 2.1 0.3 99.7 97.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
0 3 1 27 29 28 32
PJM WH OFF PEAK REAL TIME OTC - ICE FUTURES ENERGY DIV Code-064394
FUTURES ONLY POSITIONS AS OF 11/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,730,075
COMMITMENTS
306,371 23,538 42,576 1381128 1663961 1730075 1730075 0 0
CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: -42,227)
18,868 434 -578 -60,132 -42,083 -41,842 -42,227 -385 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.7 1.4 2.5 79.8 96.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
8 4 6 38 42 49 49
SP15 FIN DAYAHEAD LPM PEAK OTC - ICE FUTURES ENERGY DIV Code-064395
FUTURES ONLY POSITIONS AS OF 11/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 72,871
COMMITMENTS
226 131 3,766 68,875 68,974 72,867 72,871 4 0
CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: 836)
-538 0 437 937 399 836 836 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.3 0.2 5.2 94.5 94.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
4 2 2 32 35 36 39
SP15 FIN DA LPM OFF PEAK OTC - ICE FUTURES ENERGY DIV Code-064396
FUTURES ONLY POSITIONS AS OF 11/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 459,305
COMMITMENTS
11,043 0 1,255 447,007 458,050 459,305 459,305 0 0
CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: 1,985)
3,772 0 -3,772 1,985 5,757 1,985 1,985 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.4 0.0 0.3 97.3 99.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 0 2 22 23 25 25
Updated November 9, 2012