NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
FUTURES ONLY POSITIONS AS OF 01/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 5,170,129
COMMITMENTS
879,049 138,054 1469643 2793618 3519843 5142310 5127540 27,819 42,589
CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST: 105,710)
93,520 22,268 -4,872 5,177 64,522 93,825 81,918 11,885 23,792
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.0 2.7 28.4 54.0 68.1 99.5 99.2 0.5 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 233)
41 30 61 151 144 222 208
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
FUTURES ONLY POSITIONS AS OF 01/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 275,439
COMMITMENTS
2,324 3,047 8,182 243,998 251,696 254,504 262,925 20,935 12,514
CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST: 7,171)
-1,099 -3,694 1,902 4,967 7,506 5,770 5,714 1,401 1,457
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.8 1.1 3.0 88.6 91.4 92.4 95.5 7.6 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
4 4 8 31 28 39 36
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
FUTURES ONLY POSITIONS AS OF 01/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 161,700
COMMITMENTS
11,345 0 1,432 145,207 158,408 157,984 159,840 3,716 1,860
CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST: 3,365)
5,232 0 -1,600 -1,641 4,391 1,991 2,791 1,374 574
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.0 0.0 0.9 89.8 98.0 97.7 98.8 2.3 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
4 0 2 31 34 35 36
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
FUTURES ONLY POSITIONS AS OF 01/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 222,685
COMMITMENTS
10,211 7,933 1,736 203,560 205,611 215,507 215,280 7,178 7,405
CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST: -5,182)
339 975 27 -6,392 -6,664 -6,026 -5,662 844 480
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.6 3.6 0.8 91.4 92.3 96.8 96.7 3.2 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
2 2 3 29 32 33 35
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
FUTURES ONLY POSITIONS AS OF 01/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 749,413
COMMITMENTS
0 2,837 11,487 724,842 731,165 736,329 745,489 13,084 3,924
CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST: 23,414)
-885 1,190 280 20,739 20,799 20,134 22,269 3,280 1,145
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.4 1.5 96.7 97.6 98.3 99.5 1.7 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
0 3 5 50 39 55 44
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
FUTURES ONLY POSITIONS AS OF 01/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 201,982
COMMITMENTS
3,874 3,050 1,732 188,136 190,503 193,742 195,285 8,240 6,697
CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST: 8,041)
-184 304 242 8,136 8,005 8,194 8,551 -153 -510
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.9 1.5 0.9 93.1 94.3 95.9 96.7 4.1 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
3 2 2 27 35 31 38
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
FUTURES ONLY POSITIONS AS OF 01/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 214,555
COMMITMENTS
5,783 0 4,981 197,628 205,761 208,392 210,742 6,163 3,813
CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST: 2,609)
-2,140 0 138 3,991 1,898 1,989 2,036 620 573
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.7 0.0 2.3 92.1 95.9 97.1 98.2 2.9 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
3 0 3 32 40 35 43
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
FUTURES ONLY POSITIONS AS OF 01/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 92,698
COMMITMENTS
552 549 5,016 81,347 80,196 86,915 85,761 5,783 6,937
CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST: 4,146)
-2,485 549 1,383 4,090 2,018 2,988 3,950 1,158 196
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.6 0.6 5.4 87.8 86.5 93.8 92.5 6.2 7.5
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 01/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 169,620
COMMITMENTS
27,216 5,324 16,291 125,391 147,641 168,898 169,256 722 364
CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST: 2,586)
-633 2,258 -839 4,247 1,292 2,775 2,711 -189 -125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.0 3.1 9.6 73.9 87.0 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
16 12 18 54 51 78 73
MID-C FINANCIAL PEAK OTC - ICE FUTURES ENERGY DIV Code-064391
FUTURES ONLY POSITIONS AS OF 01/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 62,451
COMMITMENTS
1,157 0 1,319 59,951 61,132 62,427 62,451 24 0
CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST: -977)
1,080 -118 -771 -1,284 -62 -975 -951 -2 -26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.9 0.0 2.1 96.0 97.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
4 0 4 26 29 31 33
MID-C FINANCIAL OFF-PEAK OTC - ICE FUTURES ENERGY DIV Code-064392
FUTURES ONLY POSITIONS AS OF 01/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 575,295
COMMITMENTS
8,899 8,118 8,429 557,967 558,748 575,295 575,295 0 0
CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST: 4,128)
776 -304 632 2,720 3,800 4,128 4,128 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.5 1.4 1.5 97.0 97.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 2 3 22 28 26 31
PJM WH OFF PEAK REAL TIME OTC - ICE FUTURES ENERGY DIV Code-064394
FUTURES ONLY POSITIONS AS OF 01/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,631,473
COMMITMENTS
309,363 66,393 40,698 1281412 1524382 1631473 1631473 0 0
CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST: 22,123)
14,091 3,968 -3,920 11,952 22,075 22,123 22,123 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.0 4.1 2.5 78.5 93.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
7 4 7 43 46 53 54
SP15 FIN DAYAHEAD LPM PEAK OTC - ICE FUTURES ENERGY DIV Code-064395
FUTURES ONLY POSITIONS AS OF 01/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 62,148
COMMITMENTS
491 324 3,795 57,862 58,005 62,148 62,124 0 24
CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST: -785)
-605 -14 362 -542 -1,133 -785 -785 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.8 0.5 6.1 93.1 93.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 2 3 27 29 31 33
SP15 FIN DA LPM OFF PEAK OTC - ICE FUTURES ENERGY DIV Code-064396
FUTURES ONLY POSITIONS AS OF 01/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 397,004
COMMITMENTS
17,451 0 2,800 376,753 394,204 397,004 397,004 0 0
CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST: 1,708)
-927 0 896 1,739 812 1,708 1,708 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.4 0.0 0.7 94.9 99.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 0 3 19 18 22 21
Updated February 1, 2013