NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 4,596,822
COMMITMENTS
421,167 372,964 1464693 2688835 2734493 4574695 4572150 22,127 24,672
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -2,586)
112,621 64,151 -86,128 -36,671 11,602 -10,178 -10,375 7,592 7,789
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 8.1 31.9 58.5 59.5 99.5 99.5 0.5 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 223)
42 30 64 135 132 204 202
SOCAL BORDER FIN BASIS - ICE OTC Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 305,673
COMMITMENTS
11,320 6,550 7,301 275,785 285,560 294,406 299,411 11,267 6,262
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -33,266)
-4,741 5,830 -5,007 -24,637 -34,185 -34,385 -33,362 1,119 96
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 2.1 2.4 90.2 93.4 96.3 98.0 3.7 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
5 3 6 38 35 46 41
PG&E CITYGATE FIN BASIS - ICE OTC Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 168,296
COMMITMENTS
2,600 0 3,542 155,547 161,588 161,689 165,130 6,607 3,166
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -22,742)
-1,836 0 123 -21,968 -23,292 -23,681 -23,169 939 427
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 0.0 2.1 92.4 96.0 96.1 98.1 3.9 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
3 0 2 30 36 33 38
NWP ROCKIES FIN BASIS - ICE OTC Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 313,316
COMMITMENTS
3,453 23,859 4,597 301,813 278,925 309,863 307,381 3,453 5,935
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -23,932)
556 -5,950 172 -24,224 -19,554 -23,496 -25,332 -436 1,400
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 7.6 1.5 96.3 89.0 98.9 98.1 1.1 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
1 3 2 34 35 36 39
AECO FIN BASIS - ICE OTC Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 769,408
COMMITMENTS
943 20,411 21,906 744,275 724,599 767,124 766,916 2,284 2,492
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -28,604)
-62 4,344 -2,763 -25,210 -29,299 -28,035 -27,718 -569 -886
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 2.7 2.8 96.7 94.2 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
1 5 4 54 47 59 52
CHICAGO FIN BASIS - ICE OTC Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 221,410
COMMITMENTS
6,740 17,731 5,811 199,868 192,477 212,419 216,019 8,991 5,391
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -6,849)
-3,537 8,010 -990 -4,867 -14,375 -9,394 -7,355 2,545 506
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 8.0 2.6 90.3 86.9 95.9 97.6 4.1 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
2 1 2 34 34 36 37
HSC FIN BASIS - ICE OTC Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 388,867
COMMITMENTS
5,948 4,129 18,437 355,149 361,192 379,534 383,758 9,333 5,109
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -18,025)
-1,284 1,839 -2,724 -16,331 -16,781 -20,339 -17,666 2,314 -359
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 1.1 4.7 91.3 92.9 97.6 98.7 2.4 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
5 2 6 42 39 49 45
WAHA FIN BASIS - ICE OTC Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 177,507
COMMITMENTS
10,591 7,360 4,349 159,531 157,028 174,471 168,737 3,036 8,770
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -1,823)
4,583 202 -2,886 -3,503 -2,805 -1,806 -5,489 -17 3,666
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 4.1 2.5 89.9 88.5 98.3 95.1 1.7 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 2 2 28 29 31 33
Updated December 9, 2011