NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 4,599,408
COMMITMENTS
308,546 308,813 1550821 2725506 2722891 4584873 4582525 14,535 16,883
CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: -89,073)
-16,299 -103,345 38,870 -110,391 -25,871 -87,820 -90,346 -1,253 1,273
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 6.7 33.7 59.3 59.2 99.7 99.6 0.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 215)
41 29 60 129 124 196 188
SOCAL BORDER FIN BASIS - ICE OTC Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 338,939
COMMITMENTS
16,061 720 12,308 300,422 319,745 328,791 332,773 10,148 6,166
CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: 4,676)
280 -1,602 1,068 2,840 5,362 4,188 4,828 488 -152
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 0.2 3.6 88.6 94.3 97.0 98.2 3.0 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
5 3 7 38 38 46 45
PG&E CITYGATE FIN BASIS - ICE OTC Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 191,038
COMMITMENTS
4,436 0 3,419 177,515 184,880 185,370 188,299 5,668 2,739
CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: 2,411)
-1,324 -518 -578 1,955 3,722 53 2,626 2,358 -215
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 0.0 1.8 92.9 96.8 97.0 98.6 3.0 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
3 0 2 33 40 36 42
NWP ROCKIES FIN BASIS - ICE OTC Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 337,248
COMMITMENTS
2,897 29,809 4,425 326,037 298,479 333,359 332,713 3,889 4,535
CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: 3,088)
-182 -4,621 624 2,128 6,998 2,570 3,001 518 87
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 8.8 1.3 96.7 88.5 98.8 98.7 1.2 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
1 6 4 36 34 40 41
AECO FIN BASIS - ICE OTC Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 798,012
COMMITMENTS
1,005 16,067 24,669 769,485 753,898 795,159 794,634 2,853 3,378
CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: 4,305)
-62 -3,672 7,367 1,157 3,391 8,462 7,086 -4,157 -2,781
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 2.0 3.1 96.4 94.5 99.6 99.6 0.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
1 4 4 56 48 61 52
CHICAGO FIN BASIS - ICE OTC Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 228,259
COMMITMENTS
10,277 9,721 6,801 204,735 206,852 221,813 223,374 6,446 4,885
CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: 917)
264 3,030 -2,207 2,154 -92 211 731 706 186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 4.3 3.0 89.7 90.6 97.2 97.9 2.8 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
3 1 3 35 41 39 44
HSC FIN BASIS - ICE OTC Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 406,892
COMMITMENTS
7,232 2,290 21,161 371,480 377,973 399,873 401,424 7,019 5,468
CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: -12,704)
-1,714 2,290 -4,386 -3,275 -10,732 -9,375 -12,828 -3,329 124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 0.6 5.2 91.3 92.9 98.3 98.7 1.7 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
3 2 5 47 40 52 45
WAHA FIN BASIS - ICE OTC Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 179,330
COMMITMENTS
6,008 7,158 7,235 163,034 159,833 176,277 174,226 3,053 5,104
CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: -793)
-2,505 1,926 682 906 -1,918 -917 690 124 -1,483
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 4.0 4.0 90.9 89.1 98.3 97.2 1.7 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
2 1 2 29 36 31 39
Updated December 2, 2011