NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 5,179,674
COMMITMENTS
586,678 389,168 1589187 2994231 3188047 5170096 5166402 9,578 13,272
CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST: 6,757)
-30,141 3,266 3,017 39,796 7,137 12,672 13,420 -5,915 -6,663
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 7.5 30.7 57.8 61.5 99.8 99.7 0.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 227)
24 47 62 140 135 206 205
SOCAL BORDER FIN BASIS - ICE OTC Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 372,552
COMMITMENTS
6,817 24,054 7,535 343,899 332,699 358,251 364,288 14,301 8,264
CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST: -9,767)
-8,929 916 -310 -514 -11,457 -9,753 -10,851 -14 1,084
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 6.5 2.0 92.3 89.3 96.2 97.8 3.8 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
5 4 6 38 35 46 42
PG&E CITYGATE FIN BASIS - ICE OTC Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 174,556
COMMITMENTS
1,443 668 6,577 163,168 164,724 171,188 171,969 3,368 2,587
CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST: 4,044)
-876 154 448 4,687 2,625 4,259 3,227 -215 817
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.4 3.8 93.5 94.4 98.1 98.5 1.9 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
2 1 3 32 36 35 39
NWP ROCKIES FIN BASIS - ICE OTC Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 324,141
COMMITMENTS
12,830 9,005 6,127 300,721 295,421 319,678 310,553 4,463 13,588
CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST: -12,936)
-5,206 -894 1,100 -11,482 -17,072 -15,588 -16,866 2,652 3,930
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 2.8 1.9 92.8 91.1 98.6 95.8 1.4 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
3 3 5 28 31 34 36
AECO FIN BASIS - ICE OTC Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 724,106
COMMITMENTS
471 47,831 8,630 713,077 662,657 722,178 719,118 1,928 4,988
CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST: -4,806)
-239 -6,895 -1,744 -2,523 3,909 -4,506 -4,730 -300 -76
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 6.6 1.2 98.5 91.5 99.7 99.3 0.3 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
1 7 6 56 48 62 56
CHICAGO FIN BASIS - ICE OTC Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 241,330
COMMITMENTS
12,851 11,313 1,363 221,380 222,089 235,594 234,765 5,736 6,565
CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST: 4,720)
882 -1,720 219 3,592 3,347 4,693 1,846 27 2,874
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 4.7 0.6 91.7 92.0 97.6 97.3 2.4 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
2 3 2 31 26 33 31
HSC FIN BASIS - ICE OTC Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 400,654
COMMITMENTS
6,493 16,379 31,893 353,002 343,565 391,388 391,837 9,266 8,817
CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST: 9,508)
-475 6,044 947 9,220 -1,687 9,692 5,304 -184 4,204
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 4.1 8.0 88.1 85.8 97.7 97.8 2.3 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
2 5 6 38 39 45 45
WAHA FIN BASIS - ICE OTC Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 250,113
COMMITMENTS
13,762 30,408 7,710 226,413 206,205 247,885 244,323 2,228 5,790
CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST: -1,080)
-1,596 311 -808 2,934 634 530 137 -1,610 -1,217
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 12.2 3.1 90.5 82.4 99.1 97.7 0.9 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
2 5 2 31 31 35 36
Updated March 16, 2012