NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
FUTURES ONLY POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 5,212,169
COMMITMENTS
663,955 107,210 1590410 2948042 3504578 5202407 5202198 9,762 9,971
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: 120,834)
99,827 -7,176 -44,104 63,107 169,584 118,830 118,304 2,004 2,530
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.7 2.1 30.5 56.6 67.2 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 226)
49 23 64 140 136 214 202
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
FUTURES ONLY POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 246,077
COMMITMENTS
2,507 886 3,722 224,263 236,852 230,492 241,460 15,585 4,617
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: 905)
-883 -610 1,108 1,081 308 1,306 806 -401 99
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.0 0.4 1.5 91.1 96.3 93.7 98.1 6.3 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
3 3 2 32 38 37 41
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
FUTURES ONLY POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 142,998
COMMITMENTS
1,423 523 3,364 136,488 136,043 141,275 139,930 1,723 3,068
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: 13,933)
-53 -170 357 14,127 15,117 14,431 15,304 -498 -1,371
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.0 0.4 2.4 95.4 95.1 98.8 97.9 1.2 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 1 3 30 31 34 34
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
FUTURES ONLY POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 226,755
COMMITMENTS
5,819 13,871 664 212,827 206,458 219,310 220,993 7,445 5,762
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: 4,258)
211 5,755 -1,609 4,937 -576 3,539 3,570 719 688
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.6 6.1 0.3 93.9 91.0 96.7 97.5 3.3 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 1 2 28 34 31 36
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
FUTURES ONLY POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 707,763
COMMITMENTS
1,949 22 11,382 686,794 692,493 700,125 703,897 7,638 3,866
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: 11,350)
419 -401 985 10,961 12,361 12,365 12,945 -1,015 -1,595
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.3 0.0 1.6 97.0 97.8 98.9 99.5 1.1 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
2 1 5 52 44 57 49
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
FUTURES ONLY POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 201,097
COMMITMENTS
3,299 3,477 1,602 189,908 186,806 194,809 191,885 6,288 9,212
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: 720)
2,419 1,676 -397 -383 -414 1,639 865 -919 -145
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.6 1.7 0.8 94.4 92.9 96.9 95.4 3.1 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
3 2 1 28 29 32 31
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
FUTURES ONLY POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 259,592
COMMITMENTS
6,937 1,031 5,301 240,677 250,289 252,915 256,621 6,677 2,971
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: -3,833)
-24 -60 -149 -4,332 -3,717 -4,505 -3,926 672 93
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.7 0.4 2.0 92.7 96.4 97.4 98.9 2.6 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
2 2 3 35 39 38 43
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
FUTURES ONLY POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 101,472
COMMITMENTS
864 1,982 4,387 92,648 88,967 97,899 95,336 3,573 6,136
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: 3,335)
-4,600 1,111 3,018 6,007 674 4,425 4,803 -1,090 -1,468
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.9 2.0 4.3 91.3 87.7 96.5 94.0 3.5 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 1 2 27 28 29 30
PJM WH REAL TIME PEAK OTC - ICE FUTURES ENERGY DIV Code-064363
FUTURES ONLY POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 164,272
COMMITMENTS
25,520 1,567 20,278 117,132 142,050 162,930 163,895 1,342 377
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: 3,132)
1,324 219 332 1,358 2,583 3,014 3,134 118 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.5 1.0 12.3 71.3 86.5 99.2 99.8 0.8 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
16 3 12 53 49 72 62
MID-C FINANCIAL PEAK OTC - ICE FUTURES ENERGY DIV Code-064391
FUTURES ONLY POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 63,110
COMMITMENTS
152 548 2,104 60,854 60,458 63,110 63,110 0 0
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: 2,029)
-21 227 53 1,997 1,749 2,029 2,029 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.2 0.9 3.3 96.4 95.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 4 3 28 29 31 34
MID-C FINANCIAL OFF-PEAK OTC - ICE FUTURES ENERGY DIV Code-064392
FUTURES ONLY POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 516,839
COMMITMENTS
360 7,018 4,860 511,619 504,961 516,839 516,839 0 0
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: 18,875)
360 -2,009 1,305 17,210 19,579 18,875 18,875 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.1 1.4 0.9 99.0 97.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 2 2 25 29 27 32
PJM WH OFF PEAK REAL TIME OTC - ICE FUTURES ENERGY DIV Code-064394
FUTURES ONLY POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,735,220
COMMITMENTS
307,823 21,425 40,713 1386260 1673082 1734796 1735220 424 0
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: 19,327)
8,808 1,590 -2,327 12,422 20,064 18,903 19,327 424 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.7 1.2 2.3 79.9 96.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
7 5 7 41 44 52 52
SP15 FIN DAYAHEAD LPM PEAK OTC - ICE FUTURES ENERGY DIV Code-064395
FUTURES ONLY POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 70,782
COMMITMENTS
232 122 3,588 66,937 67,072 70,757 70,782 25 0
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: 1,110)
-345 72 186 1,248 852 1,089 1,110 21 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.3 0.2 5.1 94.6 94.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
4 2 2 32 34 37 37
SP15 FIN DA LPM OFF PEAK OTC - ICE FUTURES ENERGY DIV Code-064396
FUTURES ONLY POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 455,581
COMMITMENTS
15,103 0 0 440,478 455,581 455,581 455,581 0 0
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: 5,147)
2,550 0 0 2,597 5,147 5,147 5,147 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.3 0.0 0.0 96.7 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 0 0 19 22 21 22
Updated November 26, 2012