NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 5,180,969
COMMITMENTS
680,655 423,898 1524867 2964993 3217131 5170515 5165896 10,454 15,073
CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: -29,809)
67,409 56,026 -109,607 12,213 24,652 -29,985 -28,929 176 -880
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.1 8.2 29.4 57.2 62.1 99.8 99.7 0.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 231)
27 46 62 144 137 210 209
SOCAL BORDER FIN BASIS - ICE OTC Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 364,233
COMMITMENTS
11,828 30,498 6,135 332,345 321,300 350,308 357,933 13,925 6,300
CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: -4,189)
4,566 369 -2,172 -5,025 -589 -2,631 -2,392 -1,558 -1,797
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 8.4 1.7 91.2 88.2 96.2 98.3 3.8 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
5 4 8 41 38 50 46
PG&E CITYGATE FIN BASIS - ICE OTC Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 177,757
COMMITMENTS
1,758 317 6,794 165,254 168,188 173,806 175,299 3,951 2,458
CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: 752)
-221 317 23 636 -38 438 302 314 450
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.2 3.8 93.0 94.6 97.8 98.6 2.2 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
2 1 2 33 37 36 39
NWP ROCKIES FIN BASIS - ICE OTC Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 314,054
COMMITMENTS
11,658 10,777 2,996 295,418 287,583 310,072 301,356 3,982 12,698
CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: -11,005)
602 1,966 -936 -9,252 -12,203 -9,586 -11,173 -1,419 168
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 3.4 1.0 94.1 91.6 98.7 96.0 1.3 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
2 3 4 36 36 41 40
AECO FIN BASIS - ICE OTC Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 779,236
COMMITMENTS
484 45,342 17,404 759,045 713,481 776,933 776,227 2,303 3,009
CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: 31,741)
95 1,086 1,962 30,354 29,236 32,411 32,284 -670 -543
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 5.8 2.2 97.4 91.6 99.7 99.6 0.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
2 7 7 55 47 62 56
CHICAGO FIN BASIS - ICE OTC Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 238,067
COMMITMENTS
12,449 3,326 1,532 219,272 227,908 233,253 232,766 4,814 5,301
CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: 8,118)
-1,015 1,222 -1,797 12,068 9,589 9,256 9,014 -1,138 -896
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 1.4 0.6 92.1 95.7 98.0 97.8 2.0 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
2 3 2 33 26 36 30
HSC FIN BASIS - ICE OTC Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 396,191
COMMITMENTS
7,980 6,544 38,231 341,231 341,750 387,442 386,525 8,749 9,666
CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: -3,851)
1,386 -7,279 3,764 -8,515 -1,185 -3,365 -4,700 -486 849
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 1.7 9.6 86.1 86.3 97.8 97.6 2.2 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
4 4 6 40 39 47 46
WAHA FIN BASIS - ICE OTC Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 242,679
COMMITMENTS
13,896 31,948 8,045 219,225 197,788 241,166 237,781 1,513 4,898
CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: -2,077)
669 2,158 834 -2,752 -4,790 -1,249 -1,798 -828 -279
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 13.2 3.3 90.3 81.5 99.4 98.0 0.6 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
3 4 3 33 33 38 38
Updated March 30, 2012