NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
FUTURES ONLY POSITIONS AS OF 01/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 4,804,738
COMMITMENTS
614,486 111,284 1482356 2690415 3191044 4787257 4784684 17,481 20,054
CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: 37,429)
-52,526 11,359 3,940 88,728 26,544 40,142 41,843 -2,713 -4,414
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.8 2.3 30.9 56.0 66.4 99.6 99.6 0.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 222)
45 24 61 139 133 209 197
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
FUTURES ONLY POSITIONS AS OF 01/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 245,258
COMMITMENTS
4,662 93 6,363 214,674 228,258 225,699 234,714 19,559 10,544
CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: -766)
1,987 -80 1,226 -7,200 -4,451 -3,987 -3,305 3,221 2,539
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.9 0.0 2.6 87.5 93.1 92.0 95.7 8.0 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
8 1 7 31 29 40 36
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
FUTURES ONLY POSITIONS AS OF 01/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 145,739
COMMITMENTS
3,389 0 3,450 138,697 141,116 145,536 144,566 203 1,173
CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: -12,260)
-3,328 0 429 -6,449 -10,431 -9,348 -10,002 -2,912 -2,258
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.3 0.0 2.4 95.2 96.8 99.9 99.2 0.1 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 0 2 27 31 30 33
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
FUTURES ONLY POSITIONS AS OF 01/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 218,168
COMMITMENTS
8,914 10,308 1,352 201,730 201,129 211,996 212,789 6,172 5,379
CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: -2,421)
884 -843 -31 -1,239 -1,779 -386 -2,653 -2,035 232
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.1 4.7 0.6 92.5 92.2 97.2 97.5 2.8 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
1 2 2 30 32 33 34
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
FUTURES ONLY POSITIONS AS OF 01/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 678,684
COMMITMENTS
2,616 672 10,281 656,845 665,167 669,742 676,120 8,942 2,564
CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: -33,228)
-1,896 1 -69 -29,904 -32,529 -31,869 -32,597 -1,359 -631
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.4 0.1 1.5 96.8 98.0 98.7 99.6 1.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
4 1 6 50 44 57 50
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
FUTURES ONLY POSITIONS AS OF 01/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 183,657
COMMITMENTS
3,202 1,795 1,280 170,797 174,052 175,279 177,127 8,378 6,530
CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: -15,456)
-1,038 83 -388 -12,925 -14,730 -14,351 -15,035 -1,105 -421
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.7 1.0 0.7 93.0 94.8 95.4 96.4 4.6 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
2 2 1 26 27 29 29
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
FUTURES ONLY POSITIONS AS OF 01/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 209,708
COMMITMENTS
7,118 862 4,879 192,080 200,968 204,077 206,709 5,631 2,999
CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: -24,554)
-421 -77 -403 -23,017 -24,654 -23,841 -25,134 -713 580
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.4 0.4 2.3 91.6 95.8 97.3 98.6 2.7 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
3 1 4 32 39 36 43
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
FUTURES ONLY POSITIONS AS OF 01/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 79,690
COMMITMENTS
6,839 0 807 68,362 71,644 76,008 72,451 3,682 7,239
CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: -4,281)
333 0 -891 -3,706 -1,910 -4,264 -2,801 -17 -1,480
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.6 0.0 1.0 85.8 89.9 95.4 90.9 4.6 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 0 2 21 24 23 26
PJM WH REAL TIME PEAK OTC - ICE FUTURES ENERGY DIV Code-064363
FUTURES ONLY POSITIONS AS OF 01/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 161,436
COMMITMENTS
26,521 2,009 16,692 117,103 142,204 160,316 160,905 1,120 531
CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: -5,669)
-612 275 -1,931 -3,672 -4,160 -6,215 -5,816 546 147
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.4 1.2 10.3 72.5 88.1 99.3 99.7 0.7 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
15 9 15 53 48 73 67
MID-C FINANCIAL PEAK OTC - ICE FUTURES ENERGY DIV Code-064391
FUTURES ONLY POSITIONS AS OF 01/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 59,778
COMMITMENTS
490 597 1,289 57,975 57,892 59,754 59,778 24 0
CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: -2,409)
182 -388 -73 -2,518 -1,748 -2,409 -2,209 0 -200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.8 1.0 2.2 97.0 96.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 1 1 24 26 27 27
MID-C FINANCIAL OFF-PEAK OTC - ICE FUTURES ENERGY DIV Code-064392
FUTURES ONLY POSITIONS AS OF 01/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 551,127
COMMITMENTS
5,554 13,270 3,533 542,040 534,324 551,127 551,127 0 0
CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: -13,748)
1,636 -1,772 1,021 -14,341 -12,997 -11,684 -13,748 -2,064 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.0 2.4 0.6 98.4 97.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 2 2 21 28 24 30
PJM WH OFF PEAK REAL TIME OTC - ICE FUTURES ENERGY DIV Code-064394
FUTURES ONLY POSITIONS AS OF 01/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,588,593
COMMITMENTS
295,138 61,795 37,618 1255837 1489180 1588593 1588593 0 0
CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: -85,971)
-5,289 -936 -1,248 -79,434 -83,787 -85,971 -85,971 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.6 3.9 2.4 79.1 93.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
7 4 7 39 42 50 49
SP15 FIN DAYAHEAD LPM PEAK OTC - ICE FUTURES ENERGY DIV Code-064395
FUTURES ONLY POSITIONS AS OF 01/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 67,391
COMMITMENTS
955 312 3,167 63,269 63,888 67,391 67,367 0 24
CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: 1,772)
321 -22 -157 1,608 1,951 1,772 1,772 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.4 0.5 4.7 93.9 94.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
2 2 3 35 31 38 35
SP15 FIN DA LPM OFF PEAK OTC - ICE FUTURES ENERGY DIV Code-064396
FUTURES ONLY POSITIONS AS OF 01/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 429,863
COMMITMENTS
14,347 0 2,237 413,279 427,626 429,863 429,863 0 0
CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: 2,624)
311 0 -327 2,640 2,951 2,624 2,624 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.3 0.0 0.5 96.1 99.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 0 2 20 21 22 23
Updated January 15, 2013