NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 5,096,629
COMMITMENTS
473,802 392,119 1659763 2938138 3012630 5071703 5064512 24,926 32,117
CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 133,972)
38,619 59,001 -3,598 102,738 82,714 137,759 138,117 -3,787 -4,145
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.3 7.7 32.6 57.6 59.1 99.5 99.4 0.5 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 229)
31 40 60 144 136 208 205
SOCAL BORDER FIN BASIS - ICE OTC Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 366,276
COMMITMENTS
4,792 56,179 13,963 331,331 291,895 350,086 362,037 16,190 4,239
CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 15,592)
938 3,790 429 13,910 12,742 15,277 16,961 315 -1,369
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 15.3 3.8 90.5 79.7 95.6 98.8 4.4 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
3 5 7 42 34 49 42
PG&E CITYGATE FIN BASIS - ICE OTC Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 162,206
COMMITMENTS
325 317 5,382 150,588 153,045 156,295 158,744 5,911 3,462
CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 6,295)
-1,106 26 1,082 7,217 5,913 7,193 7,021 -898 -726
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.2 3.3 92.8 94.4 96.4 97.9 3.6 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
1 1 2 35 35 37 37
NWP ROCKIES FIN BASIS - ICE OTC Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 316,432
COMMITMENTS
6,629 16,829 4,089 299,039 287,729 309,757 308,647 6,675 7,785
CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 1,764)
-2,140 -7,019 2,840 267 3,187 967 -992 797 2,756
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 5.3 1.3 94.5 90.9 97.9 97.5 2.1 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
1 3 4 36 35 40 39
AECO FIN BASIS - ICE OTC Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 778,294
COMMITMENTS
683 34,630 20,147 754,925 720,848 775,755 775,625 2,539 2,669
CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: -7,596)
-391 -145 1,931 -9,253 -8,578 -7,713 -6,792 117 -804
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 4.4 2.6 97.0 92.6 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
1 5 6 59 47 65 53
CHICAGO FIN BASIS - ICE OTC Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 230,297
COMMITMENTS
10,776 14,084 3,419 212,393 210,677 226,588 228,180 3,709 2,117
CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: -2,332)
2,670 899 -924 102 -55 1,848 -80 -4,180 -2,252
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 6.1 1.5 92.2 91.5 98.4 99.1 1.6 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
2 1 2 40 37 42 40
HSC FIN BASIS - ICE OTC Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 365,274
COMMITMENTS
7,630 6,301 18,651 331,617 332,232 357,898 357,184 7,376 8,090
CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 19,135)
2,090 -2,781 -496 18,897 22,270 20,491 18,993 -1,356 142
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 1.7 5.1 90.8 91.0 98.0 97.8 2.0 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
3 4 6 42 39 49 45
WAHA FIN BASIS - ICE OTC Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 227,734
COMMITMENTS
6,112 14,913 8,082 209,734 199,021 223,928 222,016 3,806 5,718
CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 14,226)
-3,976 2,150 2,246 15,748 12,380 14,018 16,776 208 -2,550
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 6.5 3.5 92.1 87.4 98.3 97.5 1.7 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
3 3 3 25 30 29 35
Updated January 27, 2012