NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 4,324,460
COMMITMENTS
308,016 302,497 1289127 2692700 2707347 4289843 4298971 34,617 25,489
CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: -823)
-38,793 20,597 -17,408 54,764 -6,730 -1,437 -3,541 614 2,718
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 7.0 29.8 62.3 62.6 99.2 99.4 0.8 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 225)
38 35 64 140 133 209 205
SOCAL BORDER FIN BASIS - ICE OTC Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 338,587
COMMITMENTS
8,438 10,262 17,211 301,552 307,524 327,201 334,997 11,386 3,590
CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: 6,248)
1,981 -1,900 -265 5,218 9,596 6,934 7,431 -686 -1,183
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 3.0 5.1 89.1 90.8 96.6 98.9 3.4 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
8 4 11 43 42 54 54
PG&E CITYGATE FIN BASIS - ICE OTC Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 209,044
COMMITMENTS
6,055 0 3,801 195,367 202,498 205,223 206,299 3,821 2,745
CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: 9,876)
-2,760 -34 1,349 15,384 11,845 13,973 13,160 -4,097 -3,284
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 0.0 1.8 93.5 96.9 98.2 98.7 1.8 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
4 0 4 36 37 40 41
NWP ROCKIES FIN BASIS - ICE OTC Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 325,719
COMMITMENTS
1,977 27,347 8,311 310,841 282,348 321,129 318,006 4,590 7,713
CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: 8,904)
-2,608 2,122 2,597 6,784 2,542 6,773 7,261 2,131 1,643
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 8.4 2.6 95.4 86.7 98.6 97.6 1.4 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
1 4 4 37 40 41 45
AECO FIN BASIS - ICE OTC Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 607,376
COMMITMENTS
11,309 2,650 24,243 568,909 579,651 604,461 606,544 2,915 832
CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: 14,381)
3,897 -2,684 1,904 8,702 14,339 14,503 13,559 -122 822
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 0.4 4.0 93.7 95.4 99.5 99.9 0.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
5 4 7 61 53 68 62
CHICAGO FIN BASIS - ICE OTC Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 219,393
COMMITMENTS
8,299 21,352 4,282 196,169 188,006 208,750 213,640 10,643 5,753
CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: 3,026)
2,126 245 -1,408 470 4,073 1,188 2,910 1,838 116
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 9.7 2.0 89.4 85.7 95.1 97.4 4.9 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
3 1 2 30 30 33 33
HSC FIN BASIS - ICE OTC Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 318,345
COMMITMENTS
15,507 734 42,654 252,225 270,368 310,386 313,756 7,959 4,589
CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: 18,032)
715 -327 -1,346 21,152 22,294 20,521 20,621 -2,489 -2,589
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 0.2 13.4 79.2 84.9 97.5 98.6 2.5 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
6 1 4 44 46 51 50
WAHA FIN BASIS - ICE OTC Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 163,713
COMMITMENTS
10,692 8,619 4,173 147,093 143,729 161,958 156,521 1,755 7,192
CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: 4,174)
-1,532 -805 1,036 4,701 3,695 4,205 3,926 -31 248
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 5.3 2.5 89.8 87.8 98.9 95.6 1.1 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 1 2 27 32 29 35
Updated September 23, 2011