NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 5,046,920
COMMITMENTS
540,877 379,141 1661578 2828098 2988428 5030553 5029147 16,367 17,773
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: -49,709)
67,075 -12,978 1,815 -110,040 -24,202 -41,150 -35,365 -8,559 -14,344
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.7 7.5 32.9 56.0 59.2 99.7 99.6 0.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 224)
28 38 54 145 138 202 202
SOCAL BORDER FIN BASIS - ICE OTC Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 386,325
COMMITMENTS
7,636 52,210 14,546 347,951 312,619 370,133 379,375 16,192 6,950
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 20,049)
2,844 -3,969 583 16,620 20,724 20,047 17,338 2 2,711
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 13.5 3.8 90.1 80.9 95.8 98.2 4.2 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
5 4 8 41 35 49 44
PG&E CITYGATE FIN BASIS - ICE OTC Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 169,427
COMMITMENTS
2,019 0 5,646 156,472 160,109 164,137 165,755 5,290 3,672
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 7,221)
1,694 -317 264 5,884 7,064 7,842 7,011 -621 210
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.0 3.3 92.4 94.5 96.9 97.8 3.1 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
3 0 3 35 36 38 39
NWP ROCKIES FIN BASIS - ICE OTC Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 319,934
COMMITMENTS
6,910 19,717 3,930 303,814 287,060 314,654 310,707 5,280 9,227
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 3,502)
281 2,888 -159 4,775 -669 4,897 2,060 -1,395 1,442
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 6.2 1.2 95.0 89.7 98.3 97.1 1.7 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
2 2 4 37 37 41 41
AECO FIN BASIS - ICE OTC Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 781,979
COMMITMENTS
533 36,347 15,267 763,364 726,844 779,164 778,458 2,815 3,521
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 3,685)
-150 1,717 -4,880 8,439 5,996 3,409 2,833 276 852
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 4.6 2.0 97.6 92.9 99.6 99.5 0.4 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
1 6 6 59 47 65 54
CHICAGO FIN BASIS - ICE OTC Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 242,022
COMMITMENTS
12,418 18,835 3,190 221,905 217,288 237,513 239,313 4,509 2,709
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 11,725)
1,642 4,751 -229 9,512 6,611 10,925 11,133 800 592
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 7.8 1.3 91.7 89.8 98.1 98.9 1.9 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
2 2 2 41 37 43 41
HSC FIN BASIS - ICE OTC Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 398,256
COMMITMENTS
7,827 5,393 21,558 358,380 363,429 387,765 390,380 10,491 7,876
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 32,982)
197 -908 2,907 26,763 31,197 29,867 33,196 3,115 -214
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 1.4 5.4 90.0 91.3 97.4 98.0 2.6 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
3 3 5 41 40 47 45
WAHA FIN BASIS - ICE OTC Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 240,427
COMMITMENTS
5,086 25,254 9,447 221,236 198,666 235,769 233,367 4,658 7,060
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 12,693)
-1,026 10,341 1,365 11,502 -355 11,841 11,351 852 1,342
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 10.5 3.9 92.0 82.6 98.1 97.1 1.9 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
3 3 4 29 32 33 38
Updated February 3, 2012