NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 4,540,418
COMMITMENTS
630,236 308,796 1252822 2637432 2951774 4520490 4513392 19,928 27,026
CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: 35,661)
16,790 10,318 -17,613 33,667 26,345 32,844 19,050 2,817 16,611
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.9 6.8 27.6 58.1 65.0 99.6 99.4 0.4 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 214)
34 32 54 139 133 200 193
SOCAL BORDER FIN BASIS - ICE OTC Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 281,211
COMMITMENTS
5,337 12,835 4,908 257,330 260,259 267,575 278,002 13,636 3,209
CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: -16,787)
-1,881 -3,528 287 -15,617 -14,244 -17,211 -17,485 424 698
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 4.6 1.7 91.5 92.5 95.2 98.9 4.8 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
4 4 3 36 36 42 41
PG&E CITYGATE FIN BASIS - ICE OTC Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 150,655
COMMITMENTS
2,433 3,643 3,372 141,589 137,565 147,394 144,580 3,261 6,075
CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: -8,753)
1,165 -1,489 -702 -8,362 -8,242 -7,899 -10,433 -854 1,680
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 2.4 2.2 94.0 91.3 97.8 96.0 2.2 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 2 2 29 29 32 33
NWP ROCKIES FIN BASIS - ICE OTC Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 248,847
COMMITMENTS
0 8,171 2,851 239,048 229,639 241,899 240,661 6,948 8,186
CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: -20,625)
-1,952 -2,706 141 -20,046 -19,309 -21,857 -21,874 1,232 1,249
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.3 1.1 96.1 92.3 97.2 96.7 2.8 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
0 2 1 36 37 37 39
AECO FIN BASIS - ICE OTC Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 715,837
COMMITMENTS
2,700 4,269 18,751 686,012 679,845 707,463 702,865 8,374 12,972
CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: -50,451)
-2,873 38 -1,559 -51,478 -58,653 -55,910 -60,174 5,459 9,723
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.6 2.6 95.8 95.0 98.8 98.2 1.2 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
4 3 6 52 45 59 52
CHICAGO FIN BASIS - ICE OTC Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 204,112
COMMITMENTS
1,354 0 835 195,838 196,155 198,027 196,990 6,085 7,122
CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: -14,752)
-1,945 0 -489 -12,198 -17,490 -14,632 -17,979 -120 3,227
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.0 0.4 95.9 96.1 97.0 96.5 3.0 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
2 0 1 30 31 32 32
HSC FIN BASIS - ICE OTC Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 275,221
COMMITMENTS
19,240 1,058 12,026 237,619 256,104 268,885 269,188 6,336 6,033
CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: -21,480)
293 -489 -2,402 -18,891 -20,731 -21,000 -23,622 -480 2,142
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 0.4 4.4 86.3 93.1 97.7 97.8 2.3 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
3 2 5 40 44 45 49
WAHA FIN BASIS - ICE OTC Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 129,887
COMMITMENTS
10,570 0 4,177 111,691 117,077 126,438 121,254 3,449 8,633
CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: -18,174)
-1,001 -600 -4,267 -13,079 -15,408 -18,347 -20,275 173 2,101
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 0.0 3.2 86.0 90.1 97.3 93.4 2.7 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
4 0 2 30 27 34 29
Updated September 14, 2012