NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 5,172,917
COMMITMENTS
616,819 385,902 1586170 2954435 3180910 5157424 5152982 15,493 19,935
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -6,954)
-76,433 -40,373 51,850 6,980 -28,880 -17,603 -17,403 10,649 10,449
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.9 7.5 30.7 57.1 61.5 99.7 99.6 0.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 224)
33 40 65 139 130 208 201
SOCAL BORDER FIN BASIS - ICE OTC Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 382,319
COMMITMENTS
15,746 23,138 7,845 344,413 344,156 368,004 375,139 14,315 7,180
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -15,491)
4,917 3,668 -4,975 -14,812 -15,734 -14,870 -17,041 -621 1,550
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 6.1 2.1 90.1 90.0 96.3 98.1 3.7 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
5 5 7 36 35 44 44
PG&E CITYGATE FIN BASIS - ICE OTC Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 170,512
COMMITMENTS
2,319 514 6,129 158,481 162,099 166,929 168,742 3,583 1,770
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -3,046)
711 -123 557 -4,005 -2,338 -2,737 -1,904 -309 -1,142
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.3 3.6 92.9 95.1 97.9 99.0 2.1 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
2 1 3 32 37 35 40
NWP ROCKIES FIN BASIS - ICE OTC Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 337,077
COMMITMENTS
18,036 9,899 5,027 312,203 312,493 335,266 327,419 1,811 9,658
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -14,718)
1,009 -3,874 -389 -14,852 -12,880 -14,232 -17,143 -486 2,425
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 2.9 1.5 92.6 92.7 99.5 97.1 0.5 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
3 2 4 30 33 35 37
AECO FIN BASIS - ICE OTC Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 728,912
COMMITMENTS
710 54,726 10,374 715,600 658,748 726,684 723,848 2,228 5,064
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -19,691)
329 13,364 -3,735 -18,257 -34,197 -21,663 -24,568 1,972 4,877
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 7.5 1.4 98.2 90.4 99.7 99.3 0.3 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
2 7 7 54 46 61 55
CHICAGO FIN BASIS - ICE OTC Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 236,610
COMMITMENTS
11,969 13,033 1,144 217,788 218,742 230,901 232,919 5,709 3,691
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -10,292)
2,727 -2,420 -1,415 -13,013 -3,629 -11,701 -7,464 1,409 -2,828
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 5.5 0.5 92.0 92.4 97.6 98.4 2.4 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
2 3 2 30 28 32 33
HSC FIN BASIS - ICE OTC Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 391,146
COMMITMENTS
6,968 10,335 30,946 343,782 345,252 381,696 386,533 9,450 4,613
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -18,478)
-4,441 3,874 2,102 -17,855 -25,331 -20,194 -19,355 1,716 877
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 2.6 7.9 87.9 88.3 97.6 98.8 2.4 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
3 4 5 39 39 45 45
WAHA FIN BASIS - ICE OTC Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 251,193
COMMITMENTS
15,358 30,097 8,518 223,479 205,571 247,355 244,186 3,838 7,007
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -13,429)
1,474 56 -651 -13,876 -11,725 -13,053 -12,320 -376 -1,109
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 12.0 3.4 89.0 81.8 98.5 97.2 1.5 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
3 4 2 28 28 32 33
Updated March 9, 2012