NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 4,387,312
COMMITMENTS
380,748 273,836 1388505 2574280 2688516 4343533 4350857 43,779 36,455
CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: -217,998)
31,244 -30,923 -126,436 -116,880 -58,164 -212,072 -215,523 -5,926 -2,475
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 6.2 31.6 58.7 61.3 99.0 99.2 1.0 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 221)
39 32 64 138 136 206 205
SOCAL BORDER FIN BASIS - ICE OTC Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 349,883
COMMITMENTS
9,261 7,670 21,565 303,977 313,922 334,803 343,157 15,080 6,726
CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: 2,349)
-2,374 -2,666 1,730 1,100 1,581 456 645 1,893 1,704
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 2.2 6.2 86.9 89.7 95.7 98.1 4.3 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
7 3 8 43 44 53 52
PG&E CITYGATE FIN BASIS - ICE OTC Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 186,602
COMMITMENTS
12,020 450 2,608 167,031 180,670 181,659 183,728 4,943 2,874
CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: 3,708)
3,088 0 -1,319 1,351 5,435 3,120 4,116 588 -408
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 0.2 1.4 89.5 96.8 97.4 98.5 2.6 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
4 1 3 40 37 44 41
NWP ROCKIES FIN BASIS - ICE OTC Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 323,915
COMMITMENTS
4,491 29,195 5,313 309,964 284,324 319,768 318,832 4,147 5,083
CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: 8,103)
2,400 5,043 -2,666 7,977 6,454 7,711 8,831 392 -728
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 9.0 1.6 95.7 87.8 98.7 98.4 1.3 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
1 6 3 42 41 45 48
AECO FIN BASIS - ICE OTC Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 617,772
COMMITMENTS
7,234 9,794 30,509 575,653 575,671 613,396 615,974 4,376 1,798
CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: -17,004)
939 -11,516 7,153 -25,648 -13,539 -17,556 -17,902 552 898
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 1.6 4.9 93.2 93.2 99.3 99.7 0.7 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
3 6 8 59 53 67 62
CHICAGO FIN BASIS - ICE OTC Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 218,203
COMMITMENTS
3,895 7,295 11,113 195,337 194,091 210,345 212,499 7,858 5,704
CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: 11,133)
-4,274 -4,650 7,265 8,528 9,081 11,519 11,696 -386 -563
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 3.3 5.1 89.5 88.9 96.4 97.4 3.6 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
1 2 3 34 30 37 33
HSC FIN BASIS - ICE OTC Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 290,887
COMMITMENTS
7,971 19,330 33,067 241,882 232,511 282,920 284,908 7,967 5,979
CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: -7,804)
2,813 8,043 -11,037 2,106 -5,060 -6,118 -8,054 -1,686 250
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 6.6 11.4 83.2 79.9 97.3 97.9 2.7 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
4 2 4 46 49 52 53
WAHA FIN BASIS - ICE OTC Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 167,986
COMMITMENTS
7,824 8,499 5,626 151,756 144,653 165,206 158,778 2,780 9,208
CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: 3,396)
1,460 -1,564 314 1,190 3,455 2,964 2,205 432 1,191
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 5.1 3.3 90.3 86.1 98.3 94.5 1.7 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
2 1 2 27 38 29 41
Updated September 2, 2011