NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 4,589,794
COMMITMENTS
568,720 257,291 1317220 2686506 3003579 4572446 4578090 17,348 11,704
CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST: 10,151)
43,367 -2,789 8,855 -40,235 2,327 11,987 8,393 -1,836 1,758
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 5.6 28.7 58.5 65.4 99.6 99.7 0.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 219)
43 27 59 143 137 210 200
SOCAL BORDER FIN BASIS - ICE OTC Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 289,999
COMMITMENTS
4,619 13,141 6,925 265,227 267,632 276,771 287,698 13,228 2,301
CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST: 4,951)
-1,101 51 1,592 4,386 3,283 4,877 4,926 74 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 4.5 2.4 91.5 92.3 95.4 99.2 4.6 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
5 4 6 37 38 44 46
PG&E CITYGATE FIN BASIS - ICE OTC Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 155,797
COMMITMENTS
4,710 3,772 3,611 145,183 144,885 153,504 152,268 2,293 3,529
CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST: -1,615)
1,885 466 -169 -2,921 -1,204 -1,205 -907 -410 -708
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 2.4 2.3 93.2 93.0 98.5 97.7 1.5 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
4 2 5 31 32 37 37
NWP ROCKIES FIN BASIS - ICE OTC Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 258,139
COMMITMENTS
1,032 11,149 3,877 250,211 238,201 255,120 253,227 3,019 4,912
CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST: 7,706)
1,032 1,395 1,914 7,239 6,569 10,185 9,878 -2,479 -2,172
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 4.3 1.5 96.9 92.3 98.8 98.1 1.2 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
2 4 4 40 40 44 46
AECO FIN BASIS - ICE OTC Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 718,346
COMMITMENTS
1,769 3,121 17,857 695,155 694,924 714,781 715,902 3,565 2,444
CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST: 3,109)
-3,029 -640 -1,377 7,648 5,016 3,242 2,999 -133 110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.4 2.5 96.8 96.7 99.5 99.7 0.5 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
2 4 6 56 46 63 52
CHICAGO FIN BASIS - ICE OTC Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 211,999
COMMITMENTS
596 74 1,309 202,512 206,984 204,417 208,367 7,582 3,632
CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST: 1,337)
-395 74 111 -235 1,367 -519 1,552 1,856 -215
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.0 0.6 95.5 97.6 96.4 98.3 3.6 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
1 1 2 31 33 33 35
HSC FIN BASIS - ICE OTC Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 280,801
COMMITMENTS
14,238 797 8,866 251,838 267,924 274,942 277,587 5,859 3,214
CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST: -780)
-6,667 5 -3,008 8,438 2,432 -1,237 -571 457 -209
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 0.3 3.2 89.7 95.4 97.9 98.9 2.1 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
2 2 4 42 45 46 49
WAHA FIN BASIS - ICE OTC Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 128,564
COMMITMENTS
6,803 775 7,746 111,274 113,464 125,823 121,985 2,741 6,579
CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST: -2,963)
-4,183 775 3,365 -1,837 -6,315 -2,655 -2,175 -308 -788
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 0.6 6.0 86.6 88.3 97.9 94.9 2.1 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
4 1 2 36 30 40 33
Updated September 28, 2012