NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 4,584,415
COMMITMENTS
449,564 326,634 1411442 2688787 2818852 4549793 4556928 34,622 27,487
CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: 78,937)
-71,444 39,267 38,249 113,619 -5,769 80,424 71,747 -1,487 7,190
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.8 7.1 30.8 58.7 61.5 99.2 99.4 0.8 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 231)
40 41 68 140 139 216 213
SOCAL BORDER FIN BASIS - ICE OTC Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 343,081
COMMITMENTS
17,049 12,093 20,245 293,504 306,633 330,798 338,971 12,283 4,110
CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: -23,218)
4,942 -2,986 -1,407 -24,761 -18,732 -21,226 -23,125 -1,992 -93
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 3.5 5.9 85.5 89.4 96.4 98.8 3.6 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
9 4 11 44 45 57 56
PG&E CITYGATE FIN BASIS - ICE OTC Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 182,010
COMMITMENTS
9,514 2,082 3,831 164,671 172,847 178,016 178,760 3,994 3,250
CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: -13,469)
-1,178 -1,854 -26 -11,279 -11,377 -12,483 -13,257 -986 -212
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 1.1 2.1 90.5 95.0 97.8 98.2 2.2 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
5 2 4 39 37 45 42
NWP ROCKIES FIN BASIS - ICE OTC Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 312,896
COMMITMENTS
3,162 22,880 6,270 297,951 274,535 307,383 303,685 5,513 9,211
CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: -4,525)
3,162 2,093 -3,851 -6,410 -5,034 -7,099 -6,792 2,574 2,267
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 7.3 2.0 95.2 87.7 98.2 97.1 1.8 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
1 7 4 38 35 42 43
AECO FIN BASIS - ICE OTC Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 630,816
COMMITMENTS
1,830 42,460 20,397 604,824 564,345 627,051 627,202 3,765 3,614
CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: -68,940)
123 7,559 -9,090 -61,335 -69,000 -70,302 -70,531 1,362 1,591
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 6.7 3.2 95.9 89.5 99.4 99.4 0.6 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
3 9 11 59 50 70 62
CHICAGO FIN BASIS - ICE OTC Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 198,417
COMMITMENTS
9,488 14,891 1,898 179,477 173,675 190,863 190,464 7,554 7,953
CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: -9,171)
1,549 2,883 -3,077 -6,836 -8,234 -8,364 -8,428 -807 -743
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 7.5 1.0 90.5 87.5 96.2 96.0 3.8 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 1 2 30 28 32 31
HSC FIN BASIS - ICE OTC Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 284,261
COMMITMENTS
6,879 22,339 26,965 240,160 228,773 274,004 278,077 10,257 6,184
CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: -30,920)
554 -5,031 9,198 -42,867 -33,026 -33,115 -28,859 2,195 -2,061
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 7.9 9.5 84.5 80.5 96.4 97.8 3.6 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
3 4 5 43 43 49 49
WAHA FIN BASIS - ICE OTC Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 146,317
COMMITMENTS
14,376 11,019 3,523 126,040 125,803 143,939 140,345 2,378 5,972
CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: -19,575)
6,937 -1,011 -2,815 -22,988 -17,834 -18,866 -21,660 -709 2,085
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.8 7.5 2.4 86.1 86.0 98.4 95.9 1.6 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
2 3 4 27 37 31 42
Updated August 12, 2011