NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 4,708,432
COMMITMENTS
439,016 364,580 1528589 2722873 2796687 4690478 4689856 17,954 18,576
CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST: 140,018)
-29,049 24,352 95,063 92,282 38,134 158,296 157,549 -18,278 -17,531
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.3 7.7 32.5 57.8 59.4 99.6 99.6 0.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 226)
35 34 60 140 135 202 204
SOCAL BORDER FIN BASIS - ICE OTC Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 327,063
COMMITMENTS
7,916 45,356 7,549 297,131 267,909 312,596 320,814 14,467 6,249
CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST: -13,016)
-8,088 10,776 -3,256 -2,149 -20,221 -13,493 -12,701 477 -315
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 13.9 2.3 90.8 81.9 95.6 98.1 4.4 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
5 4 8 37 32 46 40
PG&E CITYGATE FIN BASIS - ICE OTC Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 152,987
COMMITMENTS
2,405 0 3,719 140,372 146,351 146,496 150,070 6,491 2,917
CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST: -14,067)
245 0 -2,130 -12,040 -13,062 -13,925 -15,192 -142 1,125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 0.0 2.4 91.8 95.7 95.8 98.1 4.2 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
1 0 1 34 37 35 38
NWP ROCKIES FIN BASIS - ICE OTC Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 307,542
COMMITMENTS
8,341 21,067 1,649 292,267 278,951 302,257 301,667 5,285 5,875
CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST: -18,012)
1,079 -7,662 -813 -17,815 -8,072 -17,549 -16,547 -463 -1,465
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 6.9 0.5 95.0 90.7 98.3 98.1 1.7 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
1 4 2 32 32 34 37
AECO FIN BASIS - ICE OTC Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 785,036
COMMITMENTS
1,940 39,877 16,044 764,891 725,914 782,875 781,835 2,161 3,201
CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST: -51,579)
1,196 1,387 -3,964 -47,655 -48,845 -50,423 -51,422 -1,156 -157
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 5.1 2.0 97.4 92.5 99.7 99.6 0.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
2 4 4 56 46 61 51
CHICAGO FIN BASIS - ICE OTC Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 226,554
COMMITMENTS
9,942 14,418 3,163 205,168 203,654 218,273 221,235 8,281 5,319
CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST: -12,693)
536 -3,669 -1,769 -13,810 -6,823 -15,043 -12,261 2,350 -432
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 6.4 1.4 90.6 89.9 96.3 97.7 3.7 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
2 1 2 35 32 37 35
HSC FIN BASIS - ICE OTC Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 347,182
COMMITMENTS
10,713 7,505 12,120 313,581 322,236 336,414 341,861 10,768 5,321
CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST: -45,075)
3,623 7,445 -5,592 -46,562 -45,097 -48,531 -43,244 3,456 -1,831
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 2.2 3.5 90.3 92.8 96.9 98.5 3.1 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
4 3 5 41 39 48 44
WAHA FIN BASIS - ICE OTC Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 217,059
COMMITMENTS
2,919 13,880 8,488 202,616 185,593 214,023 207,961 3,036 9,098
CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST: 42,282)
-5,542 3,886 368 47,247 38,254 42,073 42,508 209 -226
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 6.4 3.9 93.3 85.5 98.6 95.8 1.4 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 2 3 28 29 31 34
Updated January 13, 2012