NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 4,619,661
COMMITMENTS
280,196 264,272 1514076 2783246 2809172 4577518 4587520 42,143 32,141
CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: 13,251)
12,163 -26,255 254 1,861 42,456 14,278 16,455 -1,027 -3,204
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 5.7 32.8 60.2 60.8 99.1 99.3 0.9 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 217)
40 33 66 133 130 203 200
SOCAL BORDER FIN BASIS - ICE OTC Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 339,141
COMMITMENTS
25,000 518 16,114 280,809 317,047 321,923 333,679 17,218 5,462
CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: -798)
3,581 -2,098 -2,582 -1,960 4,223 -961 -457 163 -341
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 0.2 4.8 82.8 93.5 94.9 98.4 5.1 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
8 3 8 38 37 48 46
PG&E CITYGATE FIN BASIS - ICE OTC Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 204,299
COMMITMENTS
8,089 280 2,993 190,505 198,962 201,587 202,235 2,712 2,064
CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: 449)
1,911 -32 -557 441 1,997 1,795 1,408 -1,346 -959
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 0.1 1.5 93.2 97.4 98.7 99.0 1.3 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
3 2 4 34 38 39 42
NWP ROCKIES FIN BASIS - ICE OTC Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 358,215
COMMITMENTS
0 41,378 7,127 348,686 302,201 355,813 350,706 2,402 7,509
CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: 8,891)
-300 3,062 -256 10,925 3,625 10,369 6,431 -1,478 2,460
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 11.6 2.0 97.3 84.4 99.3 97.9 0.7 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
0 7 3 37 38 40 45
AECO FIN BASIS - ICE OTC Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 710,403
COMMITMENTS
1,996 11,052 21,558 684,310 676,702 707,864 709,312 2,539 1,091
CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: 24,990)
392 -3,920 5,433 19,637 23,727 25,462 25,240 -472 -250
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 1.6 3.0 96.3 95.3 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
3 4 7 54 50 61 57
CHICAGO FIN BASIS - ICE OTC Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 237,813
COMMITMENTS
18,110 17,102 2,145 210,197 212,386 230,452 231,633 7,361 6,180
CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: 7,202)
1,908 -3,396 107 3,363 9,558 5,378 6,269 1,824 933
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 7.2 0.9 88.4 89.3 96.9 97.4 3.1 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
4 1 2 36 33 40 36
HSC FIN BASIS - ICE OTC Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 421,325
COMMITMENTS
16,526 204 34,244 361,831 383,001 412,601 417,449 8,724 3,876
CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: 21,696)
-5,398 68 2,678 25,364 18,412 22,644 21,158 -948 538
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 0.0 8.1 85.9 90.9 97.9 99.1 2.1 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
3 2 5 50 42 55 47
WAHA FIN BASIS - ICE OTC Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 154,232
COMMITMENTS
12,740 2,155 5,383 131,999 141,033 150,122 148,571 4,110 5,661
CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: 18,399)
-2,110 -1,200 1,381 18,214 18,223 17,485 18,404 914 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 1.4 3.5 85.6 91.4 97.3 96.3 2.7 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
3 2 3 31 31 35 35
Updated October 28, 2011