NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
FUTURES ONLY POSITIONS AS OF 11/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 5,091,335
COMMITMENTS
564,128 114,386 1634514 2884935 3334994 5083577 5083894 7,758 7,441
CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST: 8,914)
-19,986 -13,583 30,663 -923 -7,001 9,754 10,079 -840 -1,165
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.1 2.2 32.1 56.7 65.5 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 220)
44 28 61 137 136 206 201
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
FUTURES ONLY POSITIONS AS OF 11/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 245,172
COMMITMENTS
3,390 1,496 2,614 223,182 236,544 229,186 240,654 15,986 4,518
CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST: -1,178)
586 670 -100 -2,427 -3,505 -1,941 -2,935 763 1,757
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.4 0.6 1.1 91.0 96.5 93.5 98.2 6.5 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
3 3 4 33 37 38 42
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
FUTURES ONLY POSITIONS AS OF 11/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 129,065
COMMITMENTS
1,476 693 3,007 122,361 120,926 126,844 124,626 2,221 4,439
CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST: -3,009)
-386 693 -111 -2,021 -4,454 -2,518 -3,872 -491 863
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.1 0.5 2.3 94.8 93.7 98.3 96.6 1.7 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 1 3 28 29 32 32
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
FUTURES ONLY POSITIONS AS OF 11/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 222,497
COMMITMENTS
5,608 8,116 2,273 207,890 207,034 215,771 217,423 6,726 5,074
CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST: 3,014)
87 4,152 -783 2,749 -1,493 2,053 1,876 961 1,138
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.5 3.6 1.0 93.4 93.1 97.0 97.7 3.0 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
2 1 2 28 34 31 36
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
FUTURES ONLY POSITIONS AS OF 11/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 696,413
COMMITMENTS
1,530 423 10,397 675,833 680,132 687,760 690,952 8,653 5,461
CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST: 4,617)
-166 45 -719 6,609 5,964 5,724 5,290 -1,107 -673
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.2 0.1 1.5 97.0 97.7 98.8 99.2 1.2 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
1 2 5 52 44 57 49
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
FUTURES ONLY POSITIONS AS OF 11/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 200,377
COMMITMENTS
880 1,801 1,999 190,291 187,220 193,170 191,020 7,207 9,357
CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST: 3,813)
-2,541 1,801 1,646 7,268 -1,770 6,373 1,677 -2,560 2,136
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.4 0.9 1.0 95.0 93.4 96.4 95.3 3.6 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
1 2 1 27 29 29 31
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
FUTURES ONLY POSITIONS AS OF 11/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 263,425
COMMITMENTS
6,961 1,091 5,450 245,009 254,006 257,420 260,547 6,005 2,878
CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST: 13,449)
-368 298 -1,031 14,848 14,182 13,449 13,449 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.6 0.4 2.1 93.0 96.4 97.7 98.9 2.3 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
2 2 3 38 39 41 43
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
FUTURES ONLY POSITIONS AS OF 11/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 98,137
COMMITMENTS
5,464 871 1,369 86,641 88,293 93,474 90,533 4,663 7,604
CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST: -11,205)
-626 400 -1,723 -8,840 -9,398 -11,189 -10,721 -16 -484
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.6 0.9 1.4 88.3 90.0 95.2 92.3 4.8 7.7
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 11/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 161,140
COMMITMENTS
24,196 1,348 19,946 115,774 139,467 159,916 160,761 1,224 379
CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST: 3,153)
1,575 -1,112 -1,014 2,742 5,299 3,303 3,173 -150 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.0 0.8 12.4 71.8 86.6 99.2 99.8 0.8 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
15 2 12 53 49 70 62
MID-C FINANCIAL PEAK OTC - ICE FUTURES ENERGY DIV Code-064391
FUTURES ONLY POSITIONS AS OF 11/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 61,081
COMMITMENTS
173 321 2,051 58,857 58,709 61,081 61,081 0 0
CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST: 2,206)
-701 296 472 2,435 1,438 2,206 2,206 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.3 0.5 3.4 96.4 96.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 2 3 28 28 31 32
MID-C FINANCIAL OFF-PEAK OTC - ICE FUTURES ENERGY DIV Code-064392
FUTURES ONLY POSITIONS AS OF 11/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 497,964
COMMITMENTS
0 9,027 3,555 494,409 485,382 497,964 497,964 0 0
CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST: 16,140)
0 -1,265 2,257 13,883 15,148 16,140 16,140 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 1.8 0.7 99.3 97.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
0 3 1 26 29 27 32
PJM WH OFF PEAK REAL TIME OTC - ICE FUTURES ENERGY DIV Code-064394
FUTURES ONLY POSITIONS AS OF 11/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,715,893
COMMITMENTS
299,015 19,835 43,040 1373838 1653018 1715893 1715893 0 0
CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST: -14,182)
-7,356 -3,703 464 -7,290 -10,943 -14,182 -14,182 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.4 1.2 2.5 80.1 96.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
8 5 6 39 43 50 51
SP15 FIN DAYAHEAD LPM PEAK OTC - ICE FUTURES ENERGY DIV Code-064395
FUTURES ONLY POSITIONS AS OF 11/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 69,672
COMMITMENTS
577 50 3,402 65,689 66,220 69,668 69,672 4 0
CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST: -3,199)
351 -81 -364 -3,186 -2,754 -3,199 -3,199 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.8 0.1 4.9 94.3 95.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
4 1 1 32 35 36 37
SP15 FIN DA LPM OFF PEAK OTC - ICE FUTURES ENERGY DIV Code-064396
FUTURES ONLY POSITIONS AS OF 11/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 450,434
COMMITMENTS
12,553 0 0 437,881 450,434 450,434 450,434 0 0
CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST: -8,871)
1,510 0 -1,255 -9,126 -7,616 -8,871 -8,871 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.8 0.0 0.0 97.2 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 0 0 19 22 21 22
Updated November 16, 2012