NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
FUTURES ONLY POSITIONS AS OF 03/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 5,843,001
COMMITMENTS
1335987 101,018 1627026 2849298 4081322 5812311 5809366 30,690 33,635
CHANGES FROM 03/12/13 (CHANGE IN OPEN INTEREST: 272,630)
141,546 -10,657 -17,396 149,656 297,374 273,806 269,321 -1,176 3,309
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.9 1.7 27.8 48.8 69.8 99.5 99.4 0.5 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 222)
51 19 58 140 136 208 197
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
FUTURES ONLY POSITIONS AS OF 03/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 317,328
COMMITMENTS
33,249 4,561 6,532 259,182 297,838 298,963 308,931 18,365 8,397
CHANGES FROM 03/12/13 (CHANGE IN OPEN INTEREST: 3,038)
8,871 2,923 -2,260 -3,849 1,283 2,762 1,946 276 1,092
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.5 1.4 2.1 81.7 93.9 94.2 97.4 5.8 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
6 3 7 33 33 42 40
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
FUTURES ONLY POSITIONS AS OF 03/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 165,407
COMMITMENTS
16,458 0 1,083 144,115 160,375 161,656 161,458 3,751 3,949
CHANGES FROM 03/12/13 (CHANGE IN OPEN INTEREST: 8,205)
3,468 0 -1,101 5,140 9,116 7,507 8,015 698 190
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.0 0.0 0.7 87.1 97.0 97.7 97.6 2.3 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 03/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 251,431
COMMITMENTS
14,699 3,565 4,655 224,750 236,581 244,104 244,801 7,327 6,630
CHANGES FROM 03/12/13 (CHANGE IN OPEN INTEREST: 9,193)
1,499 -10,777 3,373 5,505 15,046 10,377 7,642 -1,184 1,551
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.8 1.4 1.9 89.4 94.1 97.1 97.4 2.9 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
3 2 3 33 28 38 31
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
FUTURES ONLY POSITIONS AS OF 03/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 804,634
COMMITMENTS
1,758 701 9,002 783,002 792,523 793,762 802,226 10,872 2,408
CHANGES FROM 03/12/13 (CHANGE IN OPEN INTEREST: 5,509)
-110 -636 1,241 2,259 3,394 3,390 3,999 2,119 1,510
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.2 0.1 1.1 97.3 98.5 98.6 99.7 1.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
4 1 6 52 40 58 46
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
FUTURES ONLY POSITIONS AS OF 03/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 206,315
COMMITMENTS
8,166 3,220 1,338 187,402 191,558 196,906 196,116 9,409 10,199
CHANGES FROM 03/12/13 (CHANGE IN OPEN INTEREST: 10,243)
4,314 -115 -734 8,288 11,845 11,868 10,996 -1,625 -753
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.0 1.6 0.6 90.8 92.8 95.4 95.1 4.6 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
4 1 2 23 26 27 29
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
FUTURES ONLY POSITIONS AS OF 03/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 213,941
COMMITMENTS
7,432 5,671 2,327 198,576 202,802 208,335 210,800 5,606 3,141
CHANGES FROM 03/12/13 (CHANGE IN OPEN INTEREST: 1,850)
3,969 -387 -407 -1,532 6,417 2,030 5,623 -180 -3,773
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.5 2.7 1.1 92.8 94.8 97.4 98.5 2.6 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
3 2 4 27 35 31 40
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
FUTURES ONLY POSITIONS AS OF 03/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 95,910
COMMITMENTS
11,617 3,154 3,533 76,905 81,792 92,055 88,479 3,855 7,431
CHANGES FROM 03/12/13 (CHANGE IN OPEN INTEREST: 3,386)
-7,241 1,322 2,285 9,840 -385 4,884 3,222 -1,498 164
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.1 3.3 3.7 80.2 85.3 96.0 92.3 4.0 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 2 2 17 22 20 26
PJM WH REAL TIME PEAK OTC - ICE FUTURES ENERGY DIV Code-064363
FUTURES ONLY POSITIONS AS OF 03/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 161,874
COMMITMENTS
27,305 1,555 18,085 115,348 141,415 160,738 161,055 1,136 819
CHANGES FROM 03/12/13 (CHANGE IN OPEN INTEREST: 4,104)
-1,005 728 1,120 3,767 1,974 3,882 3,822 222 282
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.9 1.0 11.2 71.3 87.4 99.3 99.5 0.7 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
15 7 18 52 54 73 73
MID-C FINANCIAL PEAK OTC - ICE FUTURES ENERGY DIV Code-064391
FUTURES ONLY POSITIONS AS OF 03/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 63,011
COMMITMENTS
1,646 0 1,028 60,337 61,983 63,011 63,011 0 0
CHANGES FROM 03/12/13 (CHANGE IN OPEN INTEREST: 746)
74 0 2 670 744 746 746 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.6 0.0 1.6 95.8 98.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
4 0 3 25 29 30 32
MID-C FINANCIAL OFF-PEAK OTC - ICE FUTURES ENERGY DIV Code-064392
FUTURES ONLY POSITIONS AS OF 03/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 602,235
COMMITMENTS
10,390 855 10,946 580,899 590,434 602,235 602,235 0 0
CHANGES FROM 03/12/13 (CHANGE IN OPEN INTEREST: 16,208)
311 855 185 15,712 15,168 16,208 16,208 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.7 0.1 1.8 96.5 98.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 1 2 23 29 27 31
PJM WH OFF PEAK REAL TIME OTC - ICE FUTURES ENERGY DIV Code-064394
FUTURES ONLY POSITIONS AS OF 03/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,603,260
COMMITMENTS
282,222 53,452 44,596 1276442 1505212 1603260 1603260 0 0
CHANGES FROM 03/12/13 (CHANGE IN OPEN INTEREST: 44,133)
10,614 6,916 -1,472 34,991 38,689 44,133 44,133 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.6 3.3 2.8 79.6 93.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
7 5 7 40 48 51 56
SP15 FIN DAYAHEAD LPM PEAK OTC - ICE FUTURES ENERGY DIV Code-064395
FUTURES ONLY POSITIONS AS OF 03/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 65,085
COMMITMENTS
1,840 890 4,138 59,107 60,057 65,085 65,085 0 0
CHANGES FROM 03/12/13 (CHANGE IN OPEN INTEREST: 2,090)
-5 306 264 1,831 1,520 2,090 2,090 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.8 1.4 6.4 90.8 92.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 2 4 30 28 35 32
SP15 FIN DA LPM OFF PEAK OTC - ICE FUTURES ENERGY DIV Code-064396
FUTURES ONLY POSITIONS AS OF 03/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 400,105
COMMITMENTS
17,482 647 7,472 375,151 391,986 400,105 400,105 0 0
CHANGES FROM 03/12/13 (CHANGE IN OPEN INTEREST: 5,407)
622 647 -319 5,104 5,079 5,407 5,407 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.4 0.2 1.9 93.8 98.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 1 2 18 20 21 22
Updated March 22, 2013