NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 5,222,245
COMMITMENTS
655,851 428,492 1647768 2905657 3132800 5209276 5209060 12,969 13,185
CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: 16,380)
15,122 55,028 18,021 47,570 7,494 80,713 80,543 -64,333 -64,163
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.6 8.2 31.6 55.6 60.0 99.8 99.7 0.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 226)
28 43 63 142 133 211 201
SOCAL BORDER FIN BASIS - ICE OTC Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 332,997
COMMITMENTS
11,348 27,668 9,219 298,125 290,079 318,692 326,966 14,305 6,031
CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: -18,867)
272 -4,309 805 -5,963 -2,303 -4,886 -5,807 -13,981 -13,060
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 8.3 2.8 89.5 87.1 95.7 98.2 4.3 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
4 5 8 41 36 50 44
PG&E CITYGATE FIN BASIS - ICE OTC Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 180,790
COMMITMENTS
3,421 5,069 4,894 170,038 168,941 178,353 178,904 2,437 1,886
CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: 4,453)
1,299 2,444 332 6,190 5,145 7,821 7,921 -3,368 -3,468
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 2.8 2.7 94.1 93.4 98.7 99.0 1.3 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
3 3 3 36 39 40 44
NWP ROCKIES FIN BASIS - ICE OTC Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 285,858
COMMITMENTS
6,216 12,210 2,953 272,116 257,907 281,285 273,070 4,573 12,788
CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: -2,487)
-2,758 -550 -33 3,939 1,535 1,148 952 -3,635 -3,439
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 4.3 1.0 95.2 90.2 98.4 95.5 1.6 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
2 3 4 34 31 39 35
AECO FIN BASIS - ICE OTC Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 722,783
COMMITMENTS
0 52,622 12,850 707,547 655,469 720,397 720,941 2,386 1,842
CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: -15,228)
-707 6,685 -8,042 2,009 -5,135 -6,740 -6,492 -8,488 -8,736
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.3 1.8 97.9 90.7 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
0 10 6 58 50 64 60
CHICAGO FIN BASIS - ICE OTC Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 231,781
COMMITMENTS
16,832 1,352 822 206,778 225,701 224,432 227,875 7,349 3,906
CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: 4,833)
1,763 1,352 99 3,647 8,454 5,509 9,905 -676 -5,072
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 0.6 0.4 89.2 97.4 96.8 98.3 3.2 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
2 1 2 29 26 31 29
HSC FIN BASIS - ICE OTC Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 377,339
COMMITMENTS
5,326 19,222 30,170 332,975 317,327 368,471 366,719 8,868 10,620
CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: 5,754)
411 3,705 -3,683 10,817 8,214 7,545 8,236 -1,791 -2,482
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 5.1 8.0 88.2 84.1 97.6 97.2 2.4 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
3 4 5 37 37 43 43
WAHA FIN BASIS - ICE OTC Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 220,173
COMMITMENTS
21,177 21,462 4,614 191,491 187,850 217,282 213,926 2,891 6,247
CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: -6,046)
1,814 -3,866 -196 -5,194 -680 -3,576 -4,742 -2,470 -1,304
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 9.7 2.1 87.0 85.3 98.7 97.2 1.3 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
4 3 2 29 29 33 34
Updated April 20, 2012