NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
FUTURES ONLY POSITIONS AS OF 02/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 5,434,851
COMMITMENTS
980,814 116,615 1636160 2793439 3628466 5410413 5381241 24,438 53,610
CHANGES FROM 02/19/13 (CHANGE IN OPEN INTEREST: 153,416)
93,484 1,046 42,280 23,312 87,020 159,076 130,346 -5,660 23,070
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.0 2.1 30.1 51.4 66.8 99.6 99.0 0.4 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 228)
44 29 58 147 139 214 203
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
FUTURES ONLY POSITIONS AS OF 02/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 320,137
COMMITMENTS
6,485 2,843 10,358 283,856 296,399 300,699 309,600 19,438 10,537
CHANGES FROM 02/19/13 (CHANGE IN OPEN INTEREST: 11,243)
205 -50 1,185 7,798 9,386 9,188 10,521 2,055 722
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.0 0.9 3.2 88.7 92.6 93.9 96.7 6.1 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
5 4 7 30 30 38 38
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
FUTURES ONLY POSITIONS AS OF 02/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 159,717
COMMITMENTS
13,051 0 2,251 141,728 153,256 157,030 155,507 2,687 4,210
CHANGES FROM 02/19/13 (CHANGE IN OPEN INTEREST: 3,514)
1,579 0 -219 2,312 2,816 3,672 2,597 -158 917
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.2 0.0 1.4 88.7 96.0 98.3 97.4 1.7 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
7 0 3 30 30 37 33
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
FUTURES ONLY POSITIONS AS OF 02/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 245,001
COMMITMENTS
10,762 9,859 1,105 227,223 228,131 239,090 239,095 5,911 5,906
CHANGES FROM 02/19/13 (CHANGE IN OPEN INTEREST: 6,775)
580 2,479 -937 6,370 5,357 6,013 6,899 762 -124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.4 4.0 0.5 92.7 93.1 97.6 97.6 2.4 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
1 3 1 32 29 34 32
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
FUTURES ONLY POSITIONS AS OF 02/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 817,358
COMMITMENTS
3,077 1,320 11,938 791,455 802,301 806,470 815,559 10,888 1,799
CHANGES FROM 02/19/13 (CHANGE IN OPEN INTEREST: 24,692)
1,628 398 -747 25,434 24,164 26,315 23,815 -1,623 877
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.4 0.2 1.5 96.8 98.2 98.7 99.8 1.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
2 3 6 53 40 60 46
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
FUTURES ONLY POSITIONS AS OF 02/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 203,062
COMMITMENTS
3,350 2,225 2,570 187,172 191,141 193,092 195,936 9,970 7,126
CHANGES FROM 02/19/13 (CHANGE IN OPEN INTEREST: 2,590)
-34 -570 633 829 2,439 1,428 2,502 1,162 88
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.6 1.1 1.3 92.2 94.1 95.1 96.5 4.9 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
2 2 2 24 29 27 32
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
FUTURES ONLY POSITIONS AS OF 02/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 224,704
COMMITMENTS
4,768 5,375 3,837 212,623 211,822 221,228 221,034 3,476 3,670
CHANGES FROM 02/19/13 (CHANGE IN OPEN INTEREST: 14,774)
3,137 3,877 -2,337 13,881 12,375 14,681 13,915 93 859
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.1 2.4 1.7 94.6 94.3 98.5 98.4 1.5 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
2 3 4 33 41 37 46
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
FUTURES ONLY POSITIONS AS OF 02/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 92,656
COMMITMENTS
5,132 2,637 4,596 79,238 78,650 88,966 85,883 3,690 6,773
CHANGES FROM 02/19/13 (CHANGE IN OPEN INTEREST: 6,774)
-1,536 2,637 2,158 5,594 2,190 6,216 6,985 558 -211
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.5 2.8 5.0 85.5 84.9 96.0 92.7 4.0 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 1 2 23 27 26 29
PJM WH REAL TIME PEAK OTC - ICE FUTURES ENERGY DIV Code-064363
FUTURES ONLY POSITIONS AS OF 02/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 162,849
COMMITMENTS
29,697 2,522 17,255 114,943 142,581 161,895 162,358 954 491
CHANGES FROM 02/19/13 (CHANGE IN OPEN INTEREST: -12)
588 -658 1,041 -1,748 -417 -119 -34 107 22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.2 1.5 10.6 70.6 87.6 99.4 99.7 0.6 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
14 10 18 52 51 73 73
MID-C FINANCIAL PEAK OTC - ICE FUTURES ENERGY DIV Code-064391
FUTURES ONLY POSITIONS AS OF 02/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 65,404
COMMITMENTS
1,959 0 892 62,505 64,512 65,356 65,404 48 0
CHANGES FROM 02/19/13 (CHANGE IN OPEN INTEREST: 2,328)
258 -26 -49 2,119 2,403 2,328 2,328 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.0 0.0 1.4 95.6 98.6 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
4 0 4 26 29 31 33
MID-C FINANCIAL OFF-PEAK OTC - ICE FUTURES ENERGY DIV Code-064392
FUTURES ONLY POSITIONS AS OF 02/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 597,355
COMMITMENTS
5,629 1,696 14,880 576,846 580,779 597,355 597,355 0 0
CHANGES FROM 02/19/13 (CHANGE IN OPEN INTEREST: -10,149)
-5,051 -8,212 7,873 -12,971 -9,810 -10,149 -10,149 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.9 0.3 2.5 96.6 97.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 1 2 22 31 25 33
PJM WH OFF PEAK REAL TIME OTC - ICE FUTURES ENERGY DIV Code-064394
FUTURES ONLY POSITIONS AS OF 02/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,601,360
COMMITMENTS
262,086 50,331 43,962 1295312 1507067 1601360 1601360 0 0
CHANGES FROM 02/19/13 (CHANGE IN OPEN INTEREST: 9,163)
-10,507 -3,527 -1,287 20,957 13,977 9,163 9,163 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.4 3.1 2.7 80.9 94.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
6 4 7 41 48 51 55
SP15 FIN DAYAHEAD LPM PEAK OTC - ICE FUTURES ENERGY DIV Code-064395
FUTURES ONLY POSITIONS AS OF 02/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 62,882
COMMITMENTS
1,063 308 4,230 57,589 58,320 62,882 62,858 0 24
CHANGES FROM 02/19/13 (CHANGE IN OPEN INTEREST: 893)
58 0 53 782 840 893 893 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.7 0.5 6.7 91.6 92.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
4 1 3 31 27 35 31
SP15 FIN DA LPM OFF PEAK OTC - ICE FUTURES ENERGY DIV Code-064396
FUTURES ONLY POSITIONS AS OF 02/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 407,437
COMMITMENTS
17,619 0 7,086 382,732 400,351 407,437 407,437 0 0
CHANGES FROM 02/19/13 (CHANGE IN OPEN INTEREST: 1,297)
392 -1,936 926 -21 2,307 1,297 1,297 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.3 0.0 1.7 93.9 98.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 0 2 19 19 22 21
Updated March 1, 2013