NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 4,962,657
COMMITMENTS
435,183 333,118 1663361 2835400 2929916 4933944 4926395 28,713 36,262
CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST: 254,225)
-3,833 -31,462 134,772 112,527 133,229 243,466 236,539 10,759 17,686
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 6.7 33.5 57.1 59.0 99.4 99.3 0.6 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 228)
32 39 61 143 134 208 203
SOCAL BORDER FIN BASIS - ICE OTC Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 350,684
COMMITMENTS
3,854 52,389 13,534 317,421 279,153 334,809 345,076 15,875 5,608
CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST: 23,621)
-4,062 7,033 5,985 20,290 11,244 22,213 24,262 1,408 -641
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 14.9 3.9 90.5 79.6 95.5 98.4 4.5 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
2 5 7 39 34 46 41
PG&E CITYGATE FIN BASIS - ICE OTC Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 155,911
COMMITMENTS
1,431 291 4,300 143,371 147,132 149,102 151,723 6,809 4,188
CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST: 2,924)
-974 291 581 2,999 781 2,606 1,653 318 1,271
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.2 2.8 92.0 94.4 95.6 97.3 4.4 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
1 1 2 35 36 37 38
NWP ROCKIES FIN BASIS - ICE OTC Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 314,668
COMMITMENTS
8,769 23,848 1,249 298,772 284,542 308,790 309,639 5,878 5,029
CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST: 7,126)
428 2,781 -400 6,505 5,591 6,533 7,972 593 -846
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 7.6 0.4 94.9 90.4 98.1 98.4 1.9 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
1 3 2 34 36 36 40
AECO FIN BASIS - ICE OTC Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 785,890
COMMITMENTS
1,074 34,775 18,216 764,178 729,426 783,468 782,417 2,422 3,473
CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST: 854)
-866 -5,102 2,172 -713 3,512 593 582 261 272
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 4.4 2.3 97.2 92.8 99.7 99.6 0.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
2 4 5 56 47 62 52
CHICAGO FIN BASIS - ICE OTC Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 232,629
COMMITMENTS
8,106 13,185 4,343 212,291 210,732 224,740 228,260 7,889 4,369
CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST: 6,075)
-1,836 -1,233 1,180 7,123 7,078 6,467 7,025 -392 -950
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 5.7 1.9 91.3 90.6 96.6 98.1 3.4 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
2 1 2 36 35 38 38
HSC FIN BASIS - ICE OTC Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 346,139
COMMITMENTS
5,540 9,082 19,147 312,720 309,962 337,407 338,191 8,732 7,948
CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST: -1,043)
-5,173 1,577 7,027 -861 -12,274 993 -3,670 -2,036 2,627
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 2.6 5.5 90.3 89.5 97.5 97.7 2.5 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
2 4 5 42 38 48 43
WAHA FIN BASIS - ICE OTC Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 213,508
COMMITMENTS
10,088 12,763 5,836 193,986 186,641 209,910 205,240 3,598 8,268
CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST: -3,551)
7,169 -1,117 -2,652 -8,630 1,048 -4,113 -2,721 562 -830
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 6.0 2.7 90.9 87.4 98.3 96.1 1.7 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 2 2 26 29 29 33
Updated January 20, 2012