NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 4,767,926
COMMITMENTS
472,248 410,631 1443256 2765766 2824034 4681270 4677921 86,656 90,005
CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST: -8,252)
25,612 8,374 -9,353 -8,597 5,975 7,662 4,996 -15,914 -13,248
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 8.6 30.3 58.0 59.2 98.2 98.1 1.8 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 221)
35 31 62 140 132 205 198
SOCAL BORDER FIN BASIS - ICE OTC Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 324,208
COMMITMENTS
12,228 23,924 9,889 289,249 283,299 311,366 317,112 12,842 7,096
CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST: 178)
-650 -146 2,036 -1,571 -2,552 -185 -662 363 840
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 7.4 3.1 89.2 87.4 96.0 97.8 4.0 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
7 1 6 38 37 46 43
PG&E CITYGATE FIN BASIS - ICE OTC Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 168,180
COMMITMENTS
2,096 0 6,029 153,754 160,359 161,879 166,388 6,301 1,792
CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST: 3,570)
1,745 0 549 954 2,730 3,248 3,279 322 291
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.0 3.6 91.4 95.3 96.3 98.9 3.7 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
2 0 2 35 41 37 43
NWP ROCKIES FIN BASIS - ICE OTC Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 321,844
COMMITMENTS
5,764 27,973 2,276 307,974 283,324 316,014 313,573 5,830 8,271
CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST: 2,245)
428 -704 155 1,090 -280 1,673 -829 572 3,074
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 8.7 0.7 95.7 88.0 98.2 97.4 1.8 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
1 4 5 35 33 40 38
AECO FIN BASIS - ICE OTC Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 806,089
COMMITMENTS
651 35,276 20,632 782,189 747,590 803,472 803,498 2,617 2,591
CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST: 9,792)
0 8,492 -1,546 11,249 3,214 9,703 10,160 89 -368
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 4.4 2.6 97.0 92.7 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
1 5 5 55 47 61 52
CHICAGO FIN BASIS - ICE OTC Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 236,141
COMMITMENTS
8,590 18,319 5,120 215,946 206,468 229,656 229,907 6,485 6,234
CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST: 4,316)
-868 -1,364 443 7,665 4,381 7,240 3,460 -2,924 856
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 7.8 2.2 91.4 87.4 97.3 97.4 2.7 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
2 1 2 40 36 42 39
HSC FIN BASIS - ICE OTC Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 390,244
COMMITMENTS
9,027 91 17,726 356,327 365,614 383,080 383,431 7,164 6,813
CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST: -6,277)
-871 70 -557 -1,804 -6,100 -3,232 -6,587 -3,045 310
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 0.0 4.5 91.3 93.7 98.2 98.3 1.8 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
6 1 6 43 41 50 47
WAHA FIN BASIS - ICE OTC Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 173,366
COMMITMENTS
5,365 8,246 8,758 156,455 147,221 170,578 164,225 2,788 9,141
CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST: 3,092)
-1,191 242 675 3,676 2,268 3,160 3,185 -68 -93
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 4.8 5.1 90.2 84.9 98.4 94.7 1.6 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 2 3 26 29 29 34
Updated December 30, 2011