NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 5,179,871
COMMITMENTS
693,252 426,275 1534320 2947455 3209790 5175027 5170385 4,844 9,486
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: -181,416)
29,689 -76,094 -63,370 -141,056 -34,857 -174,737 -174,321 -6,679 -7,095
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.4 8.2 29.6 56.9 62.0 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 226)
35 37 63 141 131 210 200
SOCAL BORDER FIN BASIS - ICE OTC Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 397,810
COMMITMENTS
10,829 19,470 12,820 359,225 359,890 382,874 392,180 14,936 5,630
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: 30,110)
3,328 -11,494 1,661 26,969 40,140 31,958 30,307 -1,848 -197
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 4.9 3.2 90.3 90.5 96.2 98.6 3.8 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
5 6 9 42 38 52 48
PG&E CITYGATE FIN BASIS - ICE OTC Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 173,558
COMMITMENTS
1,608 637 5,572 162,486 164,437 169,666 170,646 3,892 2,912
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: 5,721)
-222 637 -44 5,131 4,129 4,865 4,722 856 999
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.4 3.2 93.6 94.7 97.8 98.3 2.2 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
2 1 2 36 38 38 41
NWP ROCKIES FIN BASIS - ICE OTC Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 351,795
COMMITMENTS
17,027 13,773 5,416 327,055 325,373 349,498 344,562 2,297 7,233
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: 21,192)
2,140 -669 855 18,408 24,454 21,403 24,640 -211 -3,448
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 3.9 1.5 93.0 92.5 99.3 97.9 0.7 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
3 3 6 34 38 40 44
AECO FIN BASIS - ICE OTC Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 748,603
COMMITMENTS
381 41,362 14,109 733,857 692,945 748,347 748,416 256 187
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: 6,473)
-346 5,866 -728 9,139 4,792 8,065 9,930 -1,592 -3,457
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 5.5 1.9 98.0 92.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
2 7 8 60 50 68 59
CHICAGO FIN BASIS - ICE OTC Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 246,902
COMMITMENTS
9,242 15,453 2,559 230,801 222,371 242,602 240,383 4,300 6,519
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: 10,263)
948 -2,148 744 8,995 7,749 10,687 6,345 -424 3,918
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 6.3 1.0 93.5 90.1 98.3 97.4 1.7 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
2 2 2 36 36 38 40
HSC FIN BASIS - ICE OTC Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 409,624
COMMITMENTS
11,409 6,461 28,844 361,637 370,583 401,890 405,888 7,734 3,736
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: 1,307)
1,618 -5,813 430 286 8,664 2,334 3,281 -1,027 -1,974
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 1.6 7.0 88.3 90.5 98.1 99.1 1.9 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
4 3 5 44 48 50 54
WAHA FIN BASIS - ICE OTC Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 264,622
COMMITMENTS
13,884 30,041 9,169 237,355 217,296 260,408 256,506 4,214 8,116
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: 264)
13,463 2,116 -623 -14,195 -2,095 -1,355 -602 1,619 866
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 11.4 3.5 89.7 82.1 98.4 96.9 1.6 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
3 4 4 29 29 34 35
Updated March 2, 2012