NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 4,694,139
COMMITMENTS
589,595 277,538 1371499 2714720 3034288 4675814 4683325 18,325 10,814
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: -7,925)
-1,497 35,330 -34,444 26,018 -8,794 -9,923 -7,908 1,998 -17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.6 5.9 29.2 57.8 64.6 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 225)
43 29 61 141 137 210 202
SOCAL BORDER FIN BASIS - ICE OTC Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 293,354
COMMITMENTS
5,109 16,699 4,165 270,366 270,125 279,640 290,989 13,714 2,365
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: -1,797)
1,941 2,191 -1,061 -2,234 -2,930 -1,354 -1,800 -443 3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 5.7 1.4 92.2 92.1 95.3 99.2 4.7 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
6 5 5 38 38 46 46
PG&E CITYGATE FIN BASIS - ICE OTC Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 155,641
COMMITMENTS
906 4,773 2,743 148,205 143,673 151,854 151,189 3,787 4,452
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: -1,411)
-151 -1,934 -172 -1,884 -207 -2,207 -2,313 796 902
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 3.1 1.8 95.2 92.3 97.6 97.1 2.4 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 4 1 31 32 33 36
NWP ROCKIES FIN BASIS - ICE OTC Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 269,987
COMMITMENTS
1,650 8,701 2,214 260,192 251,379 264,056 262,294 5,931 7,693
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 7,053)
-360 1,321 -1,109 8,308 6,595 6,839 6,807 214 246
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 3.2 0.8 96.4 93.1 97.8 97.2 2.2 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
1 1 2 38 37 40 39
AECO FIN BASIS - ICE OTC Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 744,141
COMMITMENTS
6,232 4,278 20,425 715,324 716,285 741,981 740,988 2,160 3,153
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 4,849)
916 -331 148 3,479 5,007 4,543 4,824 306 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.6 2.7 96.1 96.3 99.7 99.6 0.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
5 3 8 58 47 66 55
CHICAGO FIN BASIS - ICE OTC Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 218,700
COMMITMENTS
3,513 0 1,015 207,903 213,763 212,431 214,778 6,269 3,922
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 2,643)
793 0 -593 1,358 2,983 1,558 2,390 1,085 253
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 0.0 0.5 95.1 97.7 97.1 98.2 2.9 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
3 0 1 31 32 34 33
HSC FIN BASIS - ICE OTC Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 293,777
COMMITMENTS
20,901 1,547 13,213 252,812 275,006 286,926 289,766 6,851 4,011
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 9,138)
-1,482 -41 -182 10,993 14,330 9,329 14,107 -191 -4,969
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 0.5 4.5 86.1 93.6 97.7 98.6 2.3 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
4 2 5 42 43 47 49
WAHA FIN BASIS - ICE OTC Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 147,283
COMMITMENTS
10,699 480 8,448 124,554 131,823 143,701 140,751 3,582 6,532
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 5,380)
-2,698 180 2,251 5,333 2,641 4,886 5,072 494 308
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 0.3 5.7 84.6 89.5 97.6 95.6 2.4 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
6 1 3 39 35 45 39
Updated August 31, 2012