NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 4,568,414
COMMITMENTS
468,065 340,228 1433526 2630591 2758553 4532182 4532307 36,232 36,107
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: -199,512)
-4,183 -70,403 -9,730 -135,175 -65,481 -149,088 -145,614 -50,424 -53,898
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 7.4 31.4 57.6 60.4 99.2 99.2 0.8 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 218)
32 33 58 137 130 198 194
SOCAL BORDER FIN BASIS - ICE OTC Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 340,079
COMMITMENTS
16,004 34,580 10,805 299,280 288,130 326,089 333,515 13,990 6,564
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: 15,871)
3,776 10,656 916 10,031 4,831 14,723 16,403 1,148 -532
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 10.2 3.2 88.0 84.7 95.9 98.1 4.1 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
7 1 7 38 34 46 41
PG&E CITYGATE FIN BASIS - ICE OTC Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 167,054
COMMITMENTS
2,160 0 5,849 152,412 159,413 160,421 165,262 6,633 1,792
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: -1,126)
64 0 -180 -1,342 -946 -1,458 -1,126 332 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 0.0 3.5 91.2 95.4 96.0 98.9 4.0 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
2 0 2 34 40 36 42
NWP ROCKIES FIN BASIS - ICE OTC Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 325,554
COMMITMENTS
7,262 28,729 2,462 310,082 287,023 319,806 318,214 5,748 7,340
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: 3,710)
1,498 756 186 2,108 3,699 3,792 4,641 -82 -931
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 8.8 0.8 95.2 88.2 98.2 97.7 1.8 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
1 4 5 34 33 39 38
AECO FIN BASIS - ICE OTC Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 836,615
COMMITMENTS
744 38,490 20,008 812,546 774,759 833,298 833,257 3,317 3,358
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: 30,526)
93 3,214 -624 30,357 27,169 29,826 29,759 700 767
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 4.6 2.4 97.1 92.6 99.6 99.6 0.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
1 5 5 56 48 62 53
CHICAGO FIN BASIS - ICE OTC Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 239,247
COMMITMENTS
9,406 18,087 4,932 218,978 210,477 233,316 233,496 5,931 5,751
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: 3,106)
816 -232 -188 3,032 4,009 3,660 3,589 -554 -483
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 7.6 2.1 91.5 88.0 97.5 97.6 2.5 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
2 1 2 39 35 41 38
HSC FIN BASIS - ICE OTC Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 392,257
COMMITMENTS
7,090 60 17,712 360,143 367,333 384,945 385,105 7,312 7,152
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: 2,013)
-1,937 -31 -14 3,816 1,719 1,865 1,674 148 339
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 0.0 4.5 91.8 93.6 98.1 98.2 1.9 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
6 1 6 43 41 50 47
WAHA FIN BASIS - ICE OTC Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 174,777
COMMITMENTS
8,461 9,994 8,120 155,369 147,339 171,950 165,453 2,827 9,324
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: 1,411)
3,096 1,748 -638 -1,086 118 1,372 1,228 39 183
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 5.7 4.6 88.9 84.3 98.4 94.7 1.6 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 2 3 28 30 31 35
Updated January 6, 2012