NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 5,151,250
COMMITMENTS
798,119 335,238 1421285 2908807 3375277 5128211 5131800 23,039 19,450
CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: -180,502)
-81,434 -2,097 -51,343 -44,566 -123,590 -177,343 -177,030 -3,159 -3,472
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.5 6.5 27.6 56.5 65.5 99.6 99.6 0.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 223)
31 37 61 142 135 207 201
SOCAL BORDER FIN BASIS - ICE OTC Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 301,187
COMMITMENTS
614 4,504 6,678 278,235 287,852 285,527 299,034 15,660 2,153
CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: -18,675)
-3,074 -531 -471 -13,262 -14,854 -16,807 -15,856 -1,868 -2,819
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 1.5 2.2 92.4 95.6 94.8 99.3 5.2 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
1 7 7 39 42 47 49
PG&E CITYGATE FIN BASIS - ICE OTC Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 165,446
COMMITMENTS
292 10,533 3,223 159,663 149,850 163,178 163,606 2,268 1,840
CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: -13,433)
-2,443 269 -1,323 -8,726 -11,851 -12,492 -12,905 -941 -528
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 6.4 1.9 96.5 90.6 98.6 98.9 1.4 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
1 2 2 30 34 32 37
NWP ROCKIES FIN BASIS - ICE OTC Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 253,629
COMMITMENTS
2,113 14,679 1,917 244,916 221,820 248,946 238,416 4,683 15,213
CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: -19,360)
645 -1,465 -418 -17,256 -15,759 -17,029 -17,642 -2,331 -1,718
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 5.8 0.8 96.6 87.5 98.2 94.0 1.8 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
2 3 4 34 32 38 37
AECO FIN BASIS - ICE OTC Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 810,750
COMMITMENTS
326 19,527 33,365 774,957 753,614 808,648 806,506 2,102 4,244
CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: -13,363)
-2,211 -4,215 3,919 -13,769 -13,958 -12,061 -14,254 -1,302 891
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.4 4.1 95.6 93.0 99.7 99.5 0.3 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
1 8 8 55 48 63 57
CHICAGO FIN BASIS - ICE OTC Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 223,115
COMMITMENTS
15,195 0 1,118 200,714 219,212 217,027 220,330 6,088 2,785
CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: -12,084)
-2,366 0 39 -10,324 -11,864 -12,651 -11,825 567 -259
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 0.0 0.5 90.0 98.3 97.3 98.8 2.7 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
2 0 2 29 29 31 31
HSC FIN BASIS - ICE OTC Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 339,206
COMMITMENTS
7,045 2,892 41,574 283,773 285,892 332,392 330,358 6,814 8,848
CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: -25,389)
3,344 -2,109 -3,887 -24,357 -19,182 -24,900 -25,178 -489 -211
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 0.9 12.3 83.7 84.3 98.0 97.4 2.0 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
4 4 6 36 39 43 46
WAHA FIN BASIS - ICE OTC Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 156,524
COMMITMENTS
16,812 1,232 5,039 131,880 146,181 153,731 152,452 2,793 4,072
CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: -22,874)
-4,028 -2,008 -1,529 -17,052 -17,977 -22,609 -21,514 -265 -1,360
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.7 0.8 3.2 84.3 93.4 98.2 97.4 1.8 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
5 2 2 34 31 39 35
Updated June 8, 2012