NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 4,737,840
COMMITMENTS
424,792 364,316 1559398 2730033 2789403 4714223 4713117 23,617 24,723
CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 141,018)
3,625 -8,648 94,705 41,198 54,910 139,528 140,967 1,490 51
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 7.7 32.9 57.6 58.9 99.5 99.5 0.5 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 226)
39 32 66 138 132 207 204
SOCAL BORDER FIN BASIS - ICE OTC Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 309,296
COMMITMENTS
15,257 19,604 6,226 275,808 277,426 297,291 303,256 12,005 6,040
CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 3,623)
3,937 13,054 -1,075 23 -8,134 2,885 3,845 738 -222
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 6.3 2.0 89.2 89.7 96.1 98.0 3.9 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
6 2 6 37 36 45 42
PG&E CITYGATE FIN BASIS - ICE OTC Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 162,688
COMMITMENTS
397 0 4,831 149,936 155,092 155,164 159,923 7,524 2,765
CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: -5,608)
-2,203 0 1,289 -5,611 -6,496 -6,525 -5,207 917 -401
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.0 3.0 92.2 95.3 95.4 98.3 4.6 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
1 0 1 32 38 33 39
NWP ROCKIES FIN BASIS - ICE OTC Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 322,632
COMMITMENTS
6,189 26,325 2,581 309,973 288,101 318,743 317,007 3,889 5,625
CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 9,316)
2,736 2,466 -2,016 8,160 9,176 8,880 9,626 436 -310
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 8.2 0.8 96.1 89.3 98.8 98.3 1.2 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
1 3 2 36 35 38 39
AECO FIN BASIS - ICE OTC Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 797,647
COMMITMENTS
583 23,769 22,513 772,237 750,334 795,333 796,616 2,314 1,031
CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 28,239)
-360 3,358 607 27,962 25,735 28,209 29,700 30 -1,461
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 3.0 2.8 96.8 94.1 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
1 5 5 54 47 60 52
CHICAGO FIN BASIS - ICE OTC Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 225,987
COMMITMENTS
9,030 19,683 4,574 204,620 197,251 218,224 221,508 7,763 4,479
CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 4,577)
2,290 1,952 -1,237 4,752 4,774 5,805 5,489 -1,228 -912
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 8.7 2.0 90.5 87.3 96.6 98.0 3.4 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
2 1 2 36 35 38 38
HSC FIN BASIS - ICE OTC Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 393,054
COMMITMENTS
9,836 0 20,711 351,551 365,783 382,098 386,494 10,956 6,560
CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 4,187)
3,888 -4,129 2,274 -3,598 4,591 2,564 2,736 1,623 1,451
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 0.0 5.3 89.4 93.1 97.2 98.3 2.8 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
6 0 5 41 39 47 44
WAHA FIN BASIS - ICE OTC Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 182,394
COMMITMENTS
12,299 7,726 3,977 163,173 162,616 179,449 174,319 2,945 8,075
CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 4,887)
1,708 366 -372 3,642 5,588 4,978 5,582 -91 -695
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 4.2 2.2 89.5 89.2 98.4 95.6 1.6 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
3 2 2 27 30 30 34
Updated December 16, 2011