NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 4,688,481
COMMITMENTS
324,845 412,158 1511951 2835897 2748762 4672693 4672871 15,788 15,610
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: 68,139)
-13,715 19,334 24,529 60,394 28,419 71,208 72,282 -3,069 -4,143
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 8.8 32.2 60.5 58.6 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 225)
37 33 63 143 136 209 205
SOCAL BORDER FIN BASIS - ICE OTC Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 334,263
COMMITMENTS
15,781 2,322 11,240 297,582 314,383 324,603 327,945 9,660 6,318
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: 5,055)
5,141 498 -3,239 4,021 6,360 5,923 3,619 -868 1,436
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 0.7 3.4 89.0 94.1 97.1 98.1 2.9 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
6 3 8 39 37 48 45
PG&E CITYGATE FIN BASIS - ICE OTC Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 188,627
COMMITMENTS
5,760 518 3,997 175,560 181,158 185,317 185,673 3,310 2,954
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: 6,522)
977 518 532 4,670 3,522 6,179 4,572 343 1,950
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 0.3 2.1 93.1 96.0 98.2 98.4 1.8 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
4 2 3 33 40 39 43
NWP ROCKIES FIN BASIS - ICE OTC Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 334,160
COMMITMENTS
3,079 34,430 3,801 323,909 291,481 330,789 329,712 3,371 4,448
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: 3,968)
-975 1,261 -1,273 5,785 4,069 3,537 4,057 431 -89
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 10.3 1.1 96.9 87.2 99.0 98.7 1.0 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
1 6 4 36 33 40 40
AECO FIN BASIS - ICE OTC Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 793,707
COMMITMENTS
1,067 19,739 17,302 768,328 750,507 786,697 787,548 7,010 6,159
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: 54,482)
-1,281 2,887 437 51,155 46,633 50,311 49,957 4,171 4,525
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 2.5 2.2 96.8 94.6 99.1 99.2 0.9 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
1 4 4 56 50 61 54
CHICAGO FIN BASIS - ICE OTC Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 227,342
COMMITMENTS
10,013 6,691 9,008 202,581 206,944 221,602 222,643 5,740 4,699
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: -1,005)
-3,067 -2,900 2,353 -856 -927 -1,570 -1,474 565 469
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 2.9 4.0 89.1 91.0 97.5 97.9 2.5 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
3 2 4 34 39 39 43
HSC FIN BASIS - ICE OTC Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 419,596
COMMITMENTS
8,946 0 25,547 374,755 388,705 409,248 414,252 10,348 5,344
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: -946)
-1,150 -9,599 5,690 -8,229 1,046 -3,689 -2,863 2,743 1,917
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 0.0 6.1 89.3 92.6 97.5 98.7 2.5 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
5 0 5 46 39 51 44
WAHA FIN BASIS - ICE OTC Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 180,123
COMMITMENTS
8,513 5,232 6,553 162,128 161,751 177,194 173,536 2,929 6,587
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: 9,206)
-2,343 4,729 1,544 10,798 3,725 9,999 9,998 -793 -792
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 2.9 3.6 90.0 89.8 98.4 96.3 1.6 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
2 1 2 30 33 32 36
Updated November 28, 2011