NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 4,776,178
COMMITMENTS
446,636 402,257 1452609 2774363 2818059 4673608 4672925 102,570 103,253
CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: 38,338)
21,844 37,941 -106,789 44,330 28,656 -40,615 -40,192 78,953 78,530
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.4 8.4 30.4 58.1 59.0 97.9 97.8 2.1 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 223)
36 31 62 140 132 205 200
SOCAL BORDER FIN BASIS - ICE OTC Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 324,030
COMMITMENTS
12,878 24,070 7,853 290,820 285,851 311,551 317,774 12,479 6,256
CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: 14,734)
-2,379 4,466 1,627 15,012 8,425 14,260 14,518 474 216
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 7.4 2.4 89.8 88.2 96.1 98.1 3.9 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
6 2 5 39 37 47 42
PG&E CITYGATE FIN BASIS - ICE OTC Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 164,610
COMMITMENTS
351 0 5,480 152,800 157,629 158,631 163,109 5,979 1,501
CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: 1,922)
-46 0 649 2,864 2,537 3,467 3,186 -1,545 -1,264
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.0 3.3 92.8 95.8 96.4 99.1 3.6 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
2 0 2 35 41 37 43
NWP ROCKIES FIN BASIS - ICE OTC Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 319,599
COMMITMENTS
5,336 28,677 2,121 306,884 283,604 314,341 314,402 5,258 5,197
CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: -3,033)
-853 2,352 -460 -3,089 -4,497 -4,402 -2,605 1,369 -428
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 9.0 0.7 96.0 88.7 98.4 98.4 1.6 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
1 4 3 35 34 38 39
AECO FIN BASIS - ICE OTC Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 796,297
COMMITMENTS
651 26,784 22,178 770,940 744,376 793,769 793,338 2,528 2,959
CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: -1,350)
68 3,015 -335 -1,297 -5,958 -1,564 -3,278 214 1,928
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 3.4 2.8 96.8 93.5 99.7 99.6 0.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
1 5 5 55 48 61 53
CHICAGO FIN BASIS - ICE OTC Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 231,825
COMMITMENTS
9,458 19,683 4,677 208,281 202,087 222,416 226,447 9,409 5,378
CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: 5,838)
428 0 103 3,661 4,836 4,192 4,939 1,646 899
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 8.5 2.0 89.8 87.2 95.9 97.7 4.1 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
2 1 2 37 34 39 37
HSC FIN BASIS - ICE OTC Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 396,521
COMMITMENTS
9,898 21 18,283 358,131 371,714 386,312 390,018 10,209 6,503
CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: 3,467)
62 21 -2,428 6,580 5,931 4,214 3,524 -747 -57
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 0.0 4.6 90.3 93.7 97.4 98.4 2.6 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
5 2 6 41 40 48 46
WAHA FIN BASIS - ICE OTC Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 170,274
COMMITMENTS
6,556 8,004 8,083 152,779 144,953 167,418 161,040 2,856 9,234
CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: -12,120)
-5,743 278 4,106 -10,394 -17,663 -12,031 -13,279 -89 1,159
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 4.7 4.7 89.7 85.1 98.3 94.6 1.7 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 2 3 26 28 29 33
Updated December 23, 2011