NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
FUTURES ONLY POSITIONS AS OF 02/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 5,099,569
COMMITMENTS
869,119 111,269 1484661 2728296 3485165 5082076 5081095 17,493 18,474
CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST: -70,560)
-9,930 -26,785 15,018 -65,322 -34,678 -60,234 -46,445 -10,326 -24,115
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.0 2.2 29.1 53.5 68.3 99.7 99.6 0.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 225)
43 26 58 146 138 213 200
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
FUTURES ONLY POSITIONS AS OF 02/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 272,198
COMMITMENTS
3,157 4,222 7,003 242,807 252,142 252,967 263,367 19,231 8,831
CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST: -3,241)
833 1,175 -1,179 -1,191 446 -1,537 442 -1,704 -3,683
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.2 1.6 2.6 89.2 92.6 92.9 96.8 7.1 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
3 4 7 33 29 40 36
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
FUTURES ONLY POSITIONS AS OF 02/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 150,042
COMMITMENTS
11,749 0 1,246 134,580 146,210 147,575 147,456 2,467 2,586
CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST: -11,658)
404 0 -186 -10,627 -12,198 -10,409 -12,384 -1,249 726
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.8 0.0 0.8 89.7 97.4 98.4 98.3 1.6 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
5 0 2 29 32 34 34
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
FUTURES ONLY POSITIONS AS OF 02/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 219,537
COMMITMENTS
9,754 5,326 1,823 200,180 204,095 211,757 211,244 7,780 8,293
CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST: -3,148)
-457 -2,607 87 -3,380 -1,516 -3,750 -4,036 602 888
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.4 2.4 0.8 91.2 93.0 96.5 96.2 3.5 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 1 1 28 29 30 30
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
FUTURES ONLY POSITIONS AS OF 02/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 749,551
COMMITMENTS
1,083 3,162 12,007 723,907 731,663 736,997 746,832 12,554 2,719
CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST: 138)
1,083 325 520 -935 498 668 1,343 -530 -1,205
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.1 0.4 1.6 96.6 97.6 98.3 99.6 1.7 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
1 4 6 48 39 55 45
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
FUTURES ONLY POSITIONS AS OF 02/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 198,266
COMMITMENTS
4,089 4,122 832 184,813 186,922 189,734 191,876 8,532 6,390
CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST: -3,716)
215 1,072 -900 -3,323 -3,581 -4,008 -3,409 292 -307
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.1 2.1 0.4 93.2 94.3 95.7 96.8 4.3 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 2 2 25 25 29 28
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
FUTURES ONLY POSITIONS AS OF 02/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 196,429
COMMITMENTS
5,927 1,551 4,751 182,368 187,679 193,046 193,981 3,383 2,448
CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST: -18,126)
144 1,551 -230 -15,260 -18,082 -15,346 -16,761 -2,780 -1,365
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.0 0.8 2.4 92.8 95.5 98.3 98.8 1.7 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
3 2 4 32 37 36 42
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
FUTURES ONLY POSITIONS AS OF 02/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 81,247
COMMITMENTS
5,813 0 2,897 68,977 72,351 77,687 75,248 3,560 5,999
CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST: -11,451)
5,261 -549 -2,119 -12,370 -7,845 -9,228 -10,513 -2,223 -938
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.2 0.0 3.6 84.9 89.1 95.6 92.6 4.4 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 0 2 22 28 25 30
PJM WH REAL TIME PEAK OTC - ICE FUTURES ENERGY DIV Code-064363
FUTURES ONLY POSITIONS AS OF 02/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 168,146
COMMITMENTS
27,670 4,840 16,889 122,335 145,768 166,894 167,497 1,252 649
CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST: -1,474)
454 -484 598 -3,056 -1,873 -2,004 -1,759 530 285
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.5 2.9 10.0 72.8 86.7 99.3 99.6 0.7 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
14 10 16 52 51 72 71
MID-C FINANCIAL PEAK OTC - ICE FUTURES ENERGY DIV Code-064391
FUTURES ONLY POSITIONS AS OF 02/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 59,092
COMMITMENTS
1,492 28 964 56,612 58,100 59,068 59,092 24 0
CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST: -3,359)
335 28 -355 -3,339 -3,032 -3,359 -3,359 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.5 0.0 1.6 95.8 98.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 1 4 24 29 29 33
MID-C FINANCIAL OFF-PEAK OTC - ICE FUTURES ENERGY DIV Code-064392
FUTURES ONLY POSITIONS AS OF 02/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 551,735
COMMITMENTS
6,572 11,403 5,160 540,003 535,172 551,735 551,735 0 0
CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST: -23,560)
-2,327 3,285 -3,269 -17,964 -23,576 -23,560 -23,560 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.2 2.1 0.9 97.9 97.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 2 2 20 30 24 32
PJM WH OFF PEAK REAL TIME OTC - ICE FUTURES ENERGY DIV Code-064394
FUTURES ONLY POSITIONS AS OF 02/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,657,563
COMMITMENTS
302,690 65,653 49,242 1303279 1542668 1655211 1657563 2,352 0
CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST: 26,090)
-6,673 -740 8,544 21,867 18,286 23,738 26,090 2,352 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.3 4.0 3.0 78.6 93.1 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
7 4 7 42 46 52 54
SP15 FIN DAYAHEAD LPM PEAK OTC - ICE FUTURES ENERGY DIV Code-064395
FUTURES ONLY POSITIONS AS OF 02/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 63,117
COMMITMENTS
469 308 3,992 58,656 58,793 63,117 63,093 0 24
CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST: 969)
-22 -16 197 794 788 969 969 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.7 0.5 6.3 92.9 93.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 1 3 27 28 30 32
SP15 FIN DA LPM OFF PEAK OTC - ICE FUTURES ENERGY DIV Code-064396
FUTURES ONLY POSITIONS AS OF 02/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 399,586
COMMITMENTS
19,067 0 3,408 377,111 396,178 399,586 399,586 0 0
CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST: 2,582)
1,616 0 608 358 1,974 2,582 2,582 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.8 0.0 0.9 94.4 99.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 0 3 19 18 22 21
Updated February 8, 2013