NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
FUTURES ONLY POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 4,974,546
COMMITMENTS
621,697 175,458 1560102 2775567 3218113 4957366 4953673 17,180 20,873
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: -2,521)
-37,782 45,297 -42,934 74,580 -8,635 -6,136 -6,272 3,615 3,751
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.5 3.5 31.4 55.8 64.7 99.7 99.6 0.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 226)
39 32 60 142 138 210 203
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
FUTURES ONLY POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 242,273
COMMITMENTS
3,664 0 4,727 218,752 226,611 227,143 231,338 15,130 10,935
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 5,577)
-66 -2,959 1,284 3,911 2,841 5,129 1,166 448 4,411
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.5 0.0 2.0 90.3 93.5 93.8 95.5 6.2 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
5 0 3 33 33 38 36
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
FUTURES ONLY POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 155,560
COMMITMENTS
5,325 0 3,743 143,147 148,877 152,215 152,620 3,345 2,940
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 4,625)
-590 0 1,007 4,365 3,437 4,782 4,444 -157 181
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.4 0.0 2.4 92.0 95.7 97.8 98.1 2.2 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
4 0 3 28 31 32 34
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
FUTURES ONLY POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 214,956
COMMITMENTS
6,404 10,747 1,783 198,897 198,779 207,084 211,309 7,872 3,647
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 3,531)
620 -875 1,050 2,104 5,426 3,774 5,601 -243 -2,070
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.0 5.0 0.8 92.5 92.5 96.3 98.3 3.7 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
2 4 3 29 34 33 39
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
FUTURES ONLY POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 691,503
COMMITMENTS
3,015 1,002 10,218 667,975 677,060 681,208 688,280 10,295 3,223
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: -20,384)
292 140 306 -20,752 -19,469 -20,154 -19,023 -230 -1,361
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.4 0.1 1.5 96.6 97.9 98.5 99.5 1.5 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
3 2 6 51 44 58 50
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
FUTURES ONLY POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 192,581
COMMITMENTS
4,070 3,754 929 178,124 180,522 183,123 185,205 9,458 7,376
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 8,837)
-683 192 -1,161 9,329 9,394 7,485 8,425 1,352 412
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.1 1.9 0.5 92.5 93.7 95.1 96.2 4.9 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
3 2 1 25 28 29 30
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
FUTURES ONLY POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 232,817
COMMITMENTS
7,236 1,005 5,657 214,131 223,351 227,024 230,013 5,793 2,804
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 690)
3,540 553 -2,592 -289 2,729 659 690 31 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.1 0.4 2.4 92.0 95.9 97.5 98.8 2.5 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
3 1 4 31 39 35 43
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
FUTURES ONLY POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 80,798
COMMITMENTS
5,813 0 1,319 68,104 71,206 75,236 72,525 5,562 8,273
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 1,766)
59 -70 -373 776 -140 462 -583 1,304 2,349
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.2 0.0 1.6 84.3 88.1 93.1 89.8 6.9 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 0 1 19 21 21 22
PJM WH REAL TIME PEAK OTC - ICE FUTURES ENERGY DIV Code-064363
FUTURES ONLY POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 163,735
COMMITMENTS
25,887 1,033 18,424 118,252 143,894 162,563 163,351 1,172 384
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 4,866)
1,357 -684 229 3,226 5,327 4,812 4,872 54 -6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.8 0.6 11.3 72.2 87.9 99.3 99.8 0.7 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
18 5 18 54 49 77 68
MID-C FINANCIAL PEAK OTC - ICE FUTURES ENERGY DIV Code-064391
FUTURES ONLY POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 62,937
COMMITMENTS
360 1,286 1,186 61,367 60,465 62,913 62,937 24 0
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 1,203)
52 -79 78 1,073 1,204 1,203 1,203 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.6 2.0 1.9 97.5 96.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 2 2 27 27 31 29
MID-C FINANCIAL OFF-PEAK OTC - ICE FUTURES ENERGY DIV Code-064392
FUTURES ONLY POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 556,758
COMMITMENTS
2,296 15,050 2,512 551,950 539,196 556,758 556,758 0 0
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 22,435)
1,312 1,952 952 20,171 19,531 22,435 22,435 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.4 2.7 0.5 99.1 96.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 2 2 25 28 28 30
PJM WH OFF PEAK REAL TIME OTC - ICE FUTURES ENERGY DIV Code-064394
FUTURES ONLY POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,670,594
COMMITMENTS
286,863 54,924 38,410 1340641 1577260 1665914 1670594 4,680 0
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 18,230)
4,980 10,862 -2,255 10,825 9,623 13,550 18,230 4,680 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.2 3.3 2.3 80.2 94.4 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
7 4 7 43 44 54 51
SP15 FIN DAYAHEAD LPM PEAK OTC - ICE FUTURES ENERGY DIV Code-064395
FUTURES ONLY POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 64,636
COMMITMENTS
987 334 3,351 60,298 60,927 64,636 64,612 0 24
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: -1,077)
853 -174 -267 -1,663 -660 -1,077 -1,101 0 24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.5 0.5 5.2 93.3 94.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
2 2 2 35 31 37 35
SP15 FIN DA LPM OFF PEAK OTC - ICE FUTURES ENERGY DIV Code-064396
FUTURES ONLY POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 423,424
COMMITMENTS
15,914 0 1,606 405,904 421,818 423,424 423,424 0 0
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: -11,743)
-9 0 625 -12,359 -12,368 -11,743 -11,743 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.8 0.0 0.4 95.9 99.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 0 1 20 18 22 19
Updated December 21, 2012