NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 4,563,030
COMMITMENTS
330,268 325,141 1446747 2712706 2724647 4489721 4496535 73,309 66,495
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: 108,692)
3,591 25,001 13,845 61,674 39,241 79,110 78,087 29,582 30,605
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 7.1 31.7 59.4 59.7 98.4 98.5 1.6 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 212)
37 28 57 134 129 196 191
SOCAL BORDER FIN BASIS - ICE OTC Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 325,399
COMMITMENTS
11,320 3,762 13,588 289,304 303,606 314,212 320,956 11,187 4,443
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: -17,597)
-7,595 3,721 -2,834 -703 -16,130 -11,132 -15,243 -6,465 -2,354
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 1.2 4.2 88.9 93.3 96.6 98.6 3.4 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
7 3 8 38 38 48 46
PG&E CITYGATE FIN BASIS - ICE OTC Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 178,124
COMMITMENTS
6,598 0 2,710 165,478 173,600 174,786 176,310 3,338 1,814
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: -25,158)
-2,435 -265 -484 -21,964 -23,794 -24,883 -24,543 -275 -615
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 0.0 1.5 92.9 97.5 98.1 99.0 1.9 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
5 0 4 34 42 39 46
NWP ROCKIES FIN BASIS - ICE OTC Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 351,872
COMMITMENTS
1,970 31,274 6,995 340,395 309,618 349,360 347,887 2,512 3,985
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: -22,113)
1,903 -9,042 -582 -23,007 -12,258 -21,686 -21,882 -427 -231
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 8.9 2.0 96.7 88.0 99.3 98.9 0.7 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
1 8 5 35 34 40 43
HSC FIN BASIS - ICE OTC Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 416,205
COMMITMENTS
6,764 8,748 24,462 377,068 379,292 408,294 412,502 7,911 3,703
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: -21,278)
-7,097 8,392 -8,148 -6,830 -22,061 -22,075 -21,817 797 539
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 2.1 5.9 90.6 91.1 98.1 99.1 1.9 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
2 3 5 47 38 52 43
WAHA FIN BASIS - ICE OTC Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 162,530
COMMITMENTS
11,124 503 4,236 142,747 151,080 158,107 155,819 4,423 6,711
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: -4,178)
-3,399 -1,652 -390 -9 -3,857 -3,798 -5,899 -380 1,721
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 0.3 2.6 87.8 93.0 97.3 95.9 2.7 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 1 3 26 30 29 33
Updated November 14, 2011