NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 4,406,706
COMMITMENTS
274,600 255,057 1435877 2655145 2680623 4365622 4371557 41,084 35,149
CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: 210,633)
-33,954 7,386 121,958 118,265 74,844 206,269 204,188 4,364 6,445
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 5.8 32.6 60.3 60.8 99.1 99.2 0.9 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 210)
33 35 61 132 125 195 193
SOCAL BORDER FIN BASIS - ICE OTC Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 330,420
COMMITMENTS
13,486 6,401 20,086 282,289 298,777 315,861 325,264 14,559 5,156
CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: -13,269)
81 -2,031 1,513 -17,690 -14,005 -16,096 -14,523 2,827 1,254
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 1.9 6.1 85.4 90.4 95.6 98.4 4.4 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
6 5 9 38 36 49 45
PG&E CITYGATE FIN BASIS - ICE OTC Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 205,813
COMMITMENTS
7,718 513 2,724 192,141 200,610 202,583 203,847 3,230 1,966
CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: -8,737)
-709 256 -25 -7,886 -7,943 -8,620 -7,712 -117 -1,025
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 0.2 1.3 93.4 97.5 98.4 99.0 1.6 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
4 1 3 33 36 37 40
NWP ROCKIES FIN BASIS - ICE OTC Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 338,632
COMMITMENTS
300 34,096 8,607 326,286 290,274 335,193 332,977 3,439 5,655
CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: -12,742)
-2,370 -2,885 324 -9,848 -7,457 -11,894 -10,018 -848 -2,724
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 10.1 2.5 96.4 85.7 99.0 98.3 1.0 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
1 6 5 37 35 43 41
AECO FIN BASIS - ICE OTC Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 662,413
COMMITMENTS
2,504 1,993 22,815 634,571 636,056 659,890 660,864 2,523 1,549
CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: 34,546)
-4,651 -1,187 3,040 37,497 33,761 35,886 35,614 -1,340 -1,068
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.3 3.4 95.8 96.0 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
3 4 7 54 49 61 56
CHICAGO FIN BASIS - ICE OTC Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 227,021
COMMITMENTS
11,906 22,690 2,978 203,801 195,895 218,685 221,563 8,336 5,458
CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: -3,966)
-995 1,640 450 -2,773 -4,291 -3,318 -2,201 -648 -1,765
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 10.0 1.3 89.8 86.3 96.3 97.6 3.7 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
3 1 2 33 32 36 35
HSC FIN BASIS - ICE OTC Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 370,303
COMMITMENTS
16,770 135 32,172 308,729 332,673 357,671 364,980 12,632 5,323
CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: 28,771)
3,988 -601 -8,732 32,136 37,745 27,392 28,412 1,379 359
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 0.0 8.7 83.4 89.8 96.6 98.6 3.4 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
3 2 5 45 44 50 49
WAHA FIN BASIS - ICE OTC Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 137,834
COMMITMENTS
10,528 3,868 4,886 118,529 122,277 133,943 131,031 3,891 6,803
CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: -39,720)
10,218 -5,699 -5,521 -46,432 -27,779 -41,735 -38,999 2,015 -721
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 2.8 3.5 86.0 88.7 97.2 95.1 2.8 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
2 2 2 27 32 29 36
Updated October 14, 2011