NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 5,391,783
COMMITMENTS
571,673 458,080 1737931 3064052 3173783 5373656 5369794 18,127 21,989
CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: 218,462)
25,439 41,215 57,227 131,419 114,862 214,085 213,304 4,377 5,158
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.6 8.5 32.2 56.8 58.9 99.7 99.6 0.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 224)
30 37 61 148 138 212 204
SOCAL BORDER FIN BASIS - ICE OTC Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 364,345
COMMITMENTS
8,206 35,445 11,892 327,020 310,291 347,118 357,628 17,227 6,717
CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: -2,951)
-5,415 -23,182 685 -1,291 19,068 -6,021 -3,429 3,070 478
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 9.7 3.3 89.8 85.2 95.3 98.2 4.7 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
5 5 10 40 35 50 45
PG&E CITYGATE FIN BASIS - ICE OTC Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 165,153
COMMITMENTS
877 0 5,883 154,293 157,296 161,053 163,179 4,100 1,974
CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: 7,149)
22 -28 1,051 7,045 6,488 8,118 7,511 -969 -362
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.0 3.6 93.4 95.2 97.5 98.8 2.5 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
2 0 2 36 37 38 39
NWP ROCKIES FIN BASIS - ICE OTC Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 317,792
COMMITMENTS
14,245 15,820 4,111 296,386 288,501 314,742 308,432 3,050 9,360
CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: 10,886)
2,996 -283 492 8,252 9,247 11,740 9,456 -854 1,430
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 5.0 1.3 93.3 90.8 99.0 97.1 1.0 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
3 2 5 35 36 40 41
AECO FIN BASIS - ICE OTC Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 722,560
COMMITMENTS
0 33,840 18,125 702,588 668,052 720,713 720,017 1,847 2,543
CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: -47,943)
0 -7,837 4,945 -52,704 -44,743 -47,759 -47,635 -184 -308
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.7 2.5 97.2 92.5 99.7 99.6 0.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
0 9 7 57 49 64 58
CHICAGO FIN BASIS - ICE OTC Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 233,618
COMMITMENTS
8,524 17,491 2,208 218,313 211,230 229,045 230,929 4,573 2,689
CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: -28)
-177 -124 -759 2,504 2,600 1,568 1,717 -1,596 -1,745
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 7.5 0.9 93.4 90.4 98.0 98.8 2.0 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
2 2 2 37 36 39 40
HSC FIN BASIS - ICE OTC Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 396,240
COMMITMENTS
9,004 13,366 23,792 353,344 352,787 386,140 389,945 10,100 6,295
CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: -246)
-2,445 -279 2,895 -1,487 -4,014 -1,037 -1,398 791 1,152
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 3.4 6.0 89.2 89.0 97.5 98.4 2.5 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
3 4 5 40 41 46 47
WAHA FIN BASIS - ICE OTC Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 248,782
COMMITMENTS
5,700 27,209 5,969 232,166 207,895 243,835 241,073 4,947 7,709
CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: 12,613)
-521 1,697 -240 13,254 10,391 12,493 11,848 120 765
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 10.9 2.4 93.3 83.6 98.0 96.9 2.0 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
3 3 4 24 30 28 36
Updated February 17, 2012