NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 4,956,523
COMMITMENTS
770,181 240,517 1293411 2865454 3403599 4929046 4937527 27,477 18,996
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: -46,716)
25,862 -105,503 -6,701 -64,025 76,915 -44,864 -35,289 -1,852 -11,427
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.5 4.9 26.1 57.8 68.7 99.4 99.6 0.6 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 224)
35 33 60 146 139 211 204
SOCAL BORDER FIN BASIS - ICE OTC Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 316,389
COMMITMENTS
1,879 9,504 6,778 294,432 296,843 303,089 313,125 13,300 3,264
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: 1,926)
-1,312 3,896 1,142 3,403 -4,501 3,233 537 -1,307 1,389
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 3.0 2.1 93.1 93.8 95.8 99.0 4.2 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
4 7 8 38 42 47 52
PG&E CITYGATE FIN BASIS - ICE OTC Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 160,310
COMMITMENTS
475 6,589 3,480 152,611 146,443 156,566 156,512 3,744 3,798
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: -2,780)
475 -1,485 116 -3,413 -1,908 -2,822 -3,277 42 497
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 4.1 2.2 95.2 91.3 97.7 97.6 2.3 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
1 1 2 30 34 32 37
NWP ROCKIES FIN BASIS - ICE OTC Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 282,798
COMMITMENTS
4,241 17,866 1,508 272,183 252,493 277,932 271,867 4,866 10,931
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: 10,558)
-1,116 2,594 448 10,981 11,669 10,313 14,711 245 -4,153
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 6.3 0.5 96.2 89.3 98.3 96.1 1.7 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
1 4 5 36 34 41 39
AECO FIN BASIS - ICE OTC Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 755,127
COMMITMENTS
482 19,256 21,197 729,903 709,656 751,582 750,109 3,545 5,018
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: 4,050)
-834 7,922 -5,117 9,630 345 3,679 3,150 371 900
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 2.6 2.8 96.7 94.0 99.5 99.3 0.5 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
2 6 7 58 50 65 58
CHICAGO FIN BASIS - ICE OTC Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 224,589
COMMITMENTS
13,372 0 1,299 203,739 220,112 218,410 221,411 6,179 3,178
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: 2,556)
-771 0 49 3,732 2,541 3,010 2,590 -454 -34
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 0.0 0.6 90.7 98.0 97.2 98.6 2.8 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
2 0 2 30 28 32 30
HSC FIN BASIS - ICE OTC Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 335,438
COMMITMENTS
12,327 2,798 34,598 281,243 288,573 328,168 325,969 7,270 9,469
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: 309)
-402 -163 -398 1,047 -153 247 -714 62 1,023
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 0.8 10.3 83.8 86.0 97.8 97.2 2.2 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
4 4 7 39 43 46 51
WAHA FIN BASIS - ICE OTC Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 158,950
COMMITMENTS
11,542 1,989 6,887 137,642 143,856 156,071 152,732 2,879 6,218
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: 5,879)
-1,909 1,005 1,115 6,863 3,353 6,069 5,473 -190 406
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 1.3 4.3 86.6 90.5 98.2 96.1 1.8 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
4 2 2 35 32 40 35
Updated June 29, 2012