NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 4,325,283
COMMITMENTS
346,809 281,900 1306535 2637936 2714077 4291280 4302512 34,003 22,771
CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST: -66,056)
15,638 -10,970 -106,676 26,635 55,231 -64,403 -62,415 -1,653 -3,641
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 6.5 30.2 61.0 62.7 99.2 99.5 0.8 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 226)
45 32 66 140 134 210 208
SOCAL BORDER FIN BASIS - ICE OTC Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 332,339
COMMITMENTS
6,457 12,162 17,476 296,334 297,928 320,267 327,566 12,072 4,773
CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST: -2,019)
-1,390 1,150 -2,264 1,186 -926 -2,468 -2,040 449 21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 3.7 5.3 89.2 89.6 96.4 98.6 3.6 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
5 7 10 43 40 53 52
PG&E CITYGATE FIN BASIS - ICE OTC Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 199,168
COMMITMENTS
8,815 34 2,452 179,983 190,653 191,250 193,139 7,918 6,029
CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST: 16,416)
-2,705 34 9 15,770 13,704 13,074 13,747 3,342 2,669
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 0.0 1.2 90.4 95.7 96.0 97.0 4.0 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
4 1 3 35 36 40 39
NWP ROCKIES FIN BASIS - ICE OTC Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 316,815
COMMITMENTS
4,585 25,225 5,714 304,057 279,806 314,356 310,745 2,459 6,070
CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST: 4,078)
-1,776 -1,997 3,241 2,728 2,130 4,193 3,374 -115 704
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 8.0 1.8 96.0 88.3 99.2 98.1 0.8 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
1 5 5 38 42 43 48
AECO FIN BASIS - ICE OTC Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 592,995
COMMITMENTS
7,412 5,334 22,339 560,207 565,312 589,958 592,985 3,037 10
CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST: 8,156)
-152 -1,269 -2,881 11,567 13,493 8,534 9,343 -378 -1,187
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.9 3.8 94.5 95.3 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
4 5 7 59 51 66 60
CHICAGO FIN BASIS - ICE OTC Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 216,367
COMMITMENTS
6,173 21,107 5,690 195,699 183,933 207,562 210,730 8,805 5,637
CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST: 7,292)
2,429 8,722 -1,916 6,364 1,322 6,877 8,128 415 -836
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 9.8 2.6 90.4 85.0 95.9 97.4 4.1 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
2 1 2 31 29 33 32
HSC FIN BASIS - ICE OTC Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 300,313
COMMITMENTS
14,792 1,061 44,000 231,073 248,074 289,865 293,135 10,448 7,178
CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST: 24,719)
9,675 -14,750 10,636 4,017 29,409 24,328 25,295 391 -576
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 0.4 14.7 76.9 82.6 96.5 97.6 3.5 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
6 1 4 43 44 50 48
WAHA FIN BASIS - ICE OTC Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 159,539
COMMITMENTS
12,224 9,424 3,137 142,392 140,034 157,753 152,595 1,786 6,944
CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST: 2,244)
4,740 1,522 -2,715 187 3,405 2,212 2,212 32 32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 5.9 2.0 89.3 87.8 98.9 95.6 1.1 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 2 3 27 32 30 36
Updated September 16, 2011