NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
FUTURES ONLY POSITIONS AS OF 03/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 5,570,371
COMMITMENTS
1194441 111,675 1644422 2699642 3783948 5538505 5540045 31,866 30,326
CHANGES FROM 03/05/13 (CHANGE IN OPEN INTEREST: 243,595)
144,137 -2,491 72,349 24,115 172,240 240,601 242,098 2,994 1,497
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.4 2.0 29.5 48.5 67.9 99.4 99.5 0.6 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 220)
50 21 57 136 132 203 195
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
FUTURES ONLY POSITIONS AS OF 03/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 314,290
COMMITMENTS
24,378 1,638 8,792 263,031 296,555 296,201 306,985 18,089 7,305
CHANGES FROM 03/05/13 (CHANGE IN OPEN INTEREST: 4,761)
14,176 239 472 -8,325 5,369 6,323 6,080 -1,562 -1,319
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.8 0.5 2.8 83.7 94.4 94.2 97.7 5.8 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
7 2 6 32 34 41 40
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
FUTURES ONLY POSITIONS AS OF 03/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 157,202
COMMITMENTS
12,990 0 2,184 138,975 151,259 154,149 153,443 3,053 3,759
CHANGES FROM 03/05/13 (CHANGE IN OPEN INTEREST: 12,494)
1,185 0 103 11,234 12,285 12,522 12,388 -28 106
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.3 0.0 1.4 88.4 96.2 98.1 97.6 1.9 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
5 0 2 28 29 33 31
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
FUTURES ONLY POSITIONS AS OF 03/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 242,238
COMMITMENTS
13,200 14,342 1,282 219,245 221,535 233,727 237,159 8,511 5,079
CHANGES FROM 03/05/13 (CHANGE IN OPEN INTEREST: 7,240)
2,286 2,805 50 3,292 5,495 5,628 8,350 1,612 -1,110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.4 5.9 0.5 90.5 91.5 96.5 97.9 3.5 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
2 3 2 32 28 36 31
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
FUTURES ONLY POSITIONS AS OF 03/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 799,125
COMMITMENTS
1,868 1,337 7,761 780,743 789,129 790,372 798,227 8,753 898
CHANGES FROM 03/05/13 (CHANGE IN OPEN INTEREST: 12,950)
-1,014 1,337 -4,657 22,282 15,767 16,611 12,447 -3,661 503
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.2 0.2 1.0 97.7 98.7 98.9 99.9 1.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
2 2 4 51 40 56 44
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
FUTURES ONLY POSITIONS AS OF 03/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 196,072
COMMITMENTS
3,852 3,335 2,072 179,114 179,713 185,038 185,120 11,034 10,952
CHANGES FROM 03/05/13 (CHANGE IN OPEN INTEREST: 5,183)
-1,450 1,195 713 4,275 645 3,538 2,553 1,645 2,630
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.0 1.7 1.1 91.4 91.7 94.4 94.4 5.6 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 3 2 20 23 23 26
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
FUTURES ONLY POSITIONS AS OF 03/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 212,091
COMMITMENTS
3,463 6,058 2,734 200,108 196,385 206,305 205,177 5,786 6,914
CHANGES FROM 03/05/13 (CHANGE IN OPEN INTEREST: 5,320)
-2,184 2,206 387 6,447 -221 4,650 2,372 670 2,948
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.6 2.9 1.3 94.4 92.6 97.3 96.7 2.7 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
2 2 3 29 35 32 39
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
FUTURES ONLY POSITIONS AS OF 03/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 92,524
COMMITMENTS
18,858 1,832 1,248 67,065 82,177 87,171 85,257 5,353 7,267
CHANGES FROM 03/05/13 (CHANGE IN OPEN INTEREST: 12,900)
9,294 1,832 -1,406 3,360 12,913 11,248 13,339 1,652 -439
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.4 2.0 1.3 72.5 88.8 94.2 92.1 5.8 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 1 2 15 23 18 26
PJM WH REAL TIME PEAK OTC - ICE FUTURES ENERGY DIV Code-064363
FUTURES ONLY POSITIONS AS OF 03/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 157,770
COMMITMENTS
28,310 827 16,965 111,581 139,441 156,856 157,233 914 537
CHANGES FROM 03/05/13 (CHANGE IN OPEN INTEREST: -7,351)
-534 -1,217 -1,663 -4,623 -3,992 -6,820 -6,872 -531 -479
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.9 0.5 10.8 70.7 88.4 99.4 99.7 0.6 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
16 6 17 49 50 70 68
MID-C FINANCIAL PEAK OTC - ICE FUTURES ENERGY DIV Code-064391
FUTURES ONLY POSITIONS AS OF 03/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 62,265
COMMITMENTS
1,572 0 1,026 59,667 61,239 62,265 62,265 0 0
CHANGES FROM 03/05/13 (CHANGE IN OPEN INTEREST: -209)
-177 0 25 -57 -234 -209 -209 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.5 0.0 1.6 95.8 98.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 0 3 25 29 29 32
MID-C FINANCIAL OFF-PEAK OTC - ICE FUTURES ENERGY DIV Code-064392
FUTURES ONLY POSITIONS AS OF 03/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 586,027
COMMITMENTS
10,079 0 10,761 565,187 575,266 586,027 586,027 0 0
CHANGES FROM 03/05/13 (CHANGE IN OPEN INTEREST: 22,654)
-3,656 0 936 25,374 21,718 22,654 22,654 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.7 0.0 1.8 96.4 98.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
5 0 2 23 29 28 31
PJM WH OFF PEAK REAL TIME OTC - ICE FUTURES ENERGY DIV Code-064394
FUTURES ONLY POSITIONS AS OF 03/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,559,127
COMMITMENTS
271,608 46,536 46,068 1241451 1466523 1559127 1559127 0 0
CHANGES FROM 03/05/13 (CHANGE IN OPEN INTEREST: -69,716)
-6,964 -7,308 1,690 -62,330 -64,098 -67,604 -69,716 -2,112 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.4 3.0 3.0 79.6 94.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
7 5 7 38 46 49 54
SP15 FIN DAYAHEAD LPM PEAK OTC - ICE FUTURES ENERGY DIV Code-064395
FUTURES ONLY POSITIONS AS OF 03/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 62,995
COMMITMENTS
1,845 584 3,874 57,276 58,537 62,995 62,995 0 0
CHANGES FROM 03/05/13 (CHANGE IN OPEN INTEREST: -1,533)
231 276 -77 -1,687 -1,708 -1,533 -1,509 0 -24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.9 0.9 6.1 90.9 92.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 2 3 28 27 31 31
SP15 FIN DA LPM OFF PEAK OTC - ICE FUTURES ENERGY DIV Code-064396
FUTURES ONLY POSITIONS AS OF 03/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 394,698
COMMITMENTS
16,860 0 7,791 370,047 386,907 394,698 394,698 0 0
CHANGES FROM 03/05/13 (CHANGE IN OPEN INTEREST: -18,120)
200 0 -576 -17,744 -17,544 -18,120 -18,120 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.3 0.0 2.0 93.8 98.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 0 2 18 20 21 22
Updated March 15, 2013