NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
FUTURES ONLY POSITIONS AS OF 02/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 5,281,435
COMMITMENTS
887,330 115,569 1593880 2770127 3541446 5251337 5250895 30,098 30,540
CHANGES FROM 02/12/13 (CHANGE IN OPEN INTEREST: 88,629)
-15,908 -43,627 66,667 29,431 58,363 80,190 81,403 8,439 7,226
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.8 2.2 30.2 52.5 67.1 99.4 99.4 0.6 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 227)
41 29 57 147 138 214 200
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
FUTURES ONLY POSITIONS AS OF 02/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 308,894
COMMITMENTS
6,280 2,893 9,173 276,058 287,013 291,511 299,079 17,383 9,815
CHANGES FROM 02/12/13 (CHANGE IN OPEN INTEREST: 15,654)
1,801 -1,570 1,085 13,250 16,585 16,136 16,100 -482 -446
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.0 0.9 3.0 89.4 92.9 94.4 96.8 5.6 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
4 4 7 32 28 40 35
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
FUTURES ONLY POSITIONS AS OF 02/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 156,203
COMMITMENTS
11,472 0 2,470 139,416 150,440 153,358 152,910 2,845 3,293
CHANGES FROM 02/12/13 (CHANGE IN OPEN INTEREST: 68)
1,155 0 -40 -1,598 -407 -483 -447 551 515
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.3 0.0 1.6 89.3 96.3 98.2 97.9 1.8 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
6 0 3 31 31 37 34
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
FUTURES ONLY POSITIONS AS OF 02/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 238,226
COMMITMENTS
10,182 7,380 2,042 220,853 222,774 233,077 232,196 5,149 6,030
CHANGES FROM 02/12/13 (CHANGE IN OPEN INTEREST: 10,748)
0 1,145 383 11,617 11,603 12,000 13,131 -1,252 -2,383
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.3 3.1 0.9 92.7 93.5 97.8 97.5 2.2 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
1 3 1 32 31 34 34
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
FUTURES ONLY POSITIONS AS OF 02/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 792,666
COMMITMENTS
1,449 922 12,685 766,021 778,137 780,155 791,744 12,511 922
CHANGES FROM 02/12/13 (CHANGE IN OPEN INTEREST: 28,731)
615 -91 1,012 30,645 29,920 32,272 30,841 -3,541 -2,110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.2 0.1 1.6 96.6 98.2 98.4 99.9 1.6 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
2 3 7 52 41 59 48
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
FUTURES ONLY POSITIONS AS OF 02/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 200,472
COMMITMENTS
3,384 2,795 1,937 186,343 188,702 191,664 193,434 8,808 7,038
CHANGES FROM 02/12/13 (CHANGE IN OPEN INTEREST: -775)
-550 -403 432 -688 -959 -806 -930 31 155
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.7 1.4 1.0 93.0 94.1 95.6 96.5 4.4 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 2 3 24 26 28 30
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
FUTURES ONLY POSITIONS AS OF 02/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 209,930
COMMITMENTS
1,631 1,498 6,174 198,742 199,447 206,547 207,119 3,383 2,811
CHANGES FROM 02/12/13 (CHANGE IN OPEN INTEREST: 3,853)
-339 0 143 4,049 3,682 3,853 3,825 0 28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.8 0.7 2.9 94.7 95.0 98.4 98.7 1.6 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
4 1 4 33 37 37 42
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
FUTURES ONLY POSITIONS AS OF 02/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 85,882
COMMITMENTS
6,668 0 2,438 73,644 76,460 82,750 78,898 3,132 6,984
CHANGES FROM 02/12/13 (CHANGE IN OPEN INTEREST: 2,707)
-223 0 -169 2,671 2,448 2,279 2,279 428 428
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.8 0.0 2.8 85.8 89.0 96.4 91.9 3.6 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 0 2 22 26 25 28
PJM WH REAL TIME PEAK OTC - ICE FUTURES ENERGY DIV Code-064363
FUTURES ONLY POSITIONS AS OF 02/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 162,861
COMMITMENTS
29,109 3,180 16,214 116,691 142,998 162,014 162,392 847 469
CHANGES FROM 02/12/13 (CHANGE IN OPEN INTEREST: -94)
-314 -238 157 147 34 -10 -47 -84 -47
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.9 2.0 10.0 71.7 87.8 99.5 99.7 0.5 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
15 12 17 50 50 71 73
MID-C FINANCIAL PEAK OTC - ICE FUTURES ENERGY DIV Code-064391
FUTURES ONLY POSITIONS AS OF 02/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 63,076
COMMITMENTS
1,701 26 941 60,386 62,109 63,028 63,076 48 0
CHANGES FROM 02/12/13 (CHANGE IN OPEN INTEREST: 1,922)
366 26 -130 1,686 2,026 1,922 1,922 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.7 0.0 1.5 95.7 98.5 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
4 1 4 25 30 30 35
MID-C FINANCIAL OFF-PEAK OTC - ICE FUTURES ENERGY DIV Code-064392
FUTURES ONLY POSITIONS AS OF 02/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 607,504
COMMITMENTS
10,680 9,908 7,007 589,817 590,589 607,504 607,504 0 0
CHANGES FROM 02/12/13 (CHANGE IN OPEN INTEREST: 14,858)
2,755 -2,557 1,311 10,792 16,104 14,858 14,858 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.8 1.6 1.2 97.1 97.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 2 2 21 31 24 34
PJM WH OFF PEAK REAL TIME OTC - ICE FUTURES ENERGY DIV Code-064394
FUTURES ONLY POSITIONS AS OF 02/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,592,197
COMMITMENTS
272,593 53,858 45,249 1274355 1493090 1592197 1592197 0 0
CHANGES FROM 02/12/13 (CHANGE IN OPEN INTEREST: 228)
-14,099 -9,100 816 13,511 8,512 228 228 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.1 3.4 2.8 80.0 93.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
6 4 7 41 47 51 54
SP15 FIN DAYAHEAD LPM PEAK OTC - ICE FUTURES ENERGY DIV Code-064395
FUTURES ONLY POSITIONS AS OF 02/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 61,989
COMMITMENTS
1,005 308 4,177 56,807 57,480 61,989 61,965 0 24
CHANGES FROM 02/12/13 (CHANGE IN OPEN INTEREST: 1,441)
-781 0 600 1,622 841 1,441 1,441 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.6 0.5 6.7 91.6 92.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
5 1 3 28 28 33 32
SP15 FIN DA LPM OFF PEAK OTC - ICE FUTURES ENERGY DIV Code-064396
FUTURES ONLY POSITIONS AS OF 02/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 406,140
COMMITMENTS
17,227 1,936 6,160 382,753 398,044 406,140 406,140 0 0
CHANGES FROM 02/12/13 (CHANGE IN OPEN INTEREST: 6,679)
-368 1,824 976 6,071 3,879 6,679 6,679 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.2 0.5 1.5 94.2 98.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 1 3 21 20 24 23
Updated February 22, 2013