NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 5,031,939
COMMITMENTS
677,988 362,221 1541943 2801980 3113339 5021911 5017503 10,028 14,436
CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: -149,030)
-2,667 -61,677 17,076 -163,013 -103,792 -148,604 -148,393 -426 -637
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.5 7.2 30.6 55.7 61.9 99.8 99.7 0.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 221)
29 37 60 139 133 204 197
SOCAL BORDER FIN BASIS - ICE OTC Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 368,231
COMMITMENTS
16,188 35,723 5,918 331,752 320,513 353,858 362,154 14,373 6,077
CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: 3,998)
4,360 5,225 -217 -593 -787 3,550 4,221 448 -223
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 9.7 1.6 90.1 87.0 96.1 98.3 3.9 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
5 5 9 42 39 52 48
PG&E CITYGATE FIN BASIS - ICE OTC Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 184,139
COMMITMENTS
1,608 705 6,767 172,395 174,449 180,770 181,921 3,369 2,218
CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: 6,382)
-150 388 -27 7,141 6,261 6,964 6,622 -582 -240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.4 3.7 93.6 94.7 98.2 98.8 1.8 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
3 2 3 34 38 38 42
NWP ROCKIES FIN BASIS - ICE OTC Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 308,955
COMMITMENTS
10,132 15,384 2,692 292,793 277,718 305,617 295,794 3,338 13,161
CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: -5,099)
-1,526 4,607 -304 -2,625 -9,865 -4,455 -5,562 -644 463
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 5.0 0.9 94.8 89.9 98.9 95.7 1.1 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
2 3 4 37 36 42 40
AECO FIN BASIS - ICE OTC Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 735,015
COMMITMENTS
1,223 46,850 16,574 714,860 668,913 732,657 732,337 2,358 2,678
CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: -44,221)
739 1,508 -830 -44,185 -44,568 -44,276 -43,890 55 -331
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 6.4 2.3 97.3 91.0 99.7 99.6 0.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
2 7 6 56 48 62 57
CHICAGO FIN BASIS - ICE OTC Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 240,517
COMMITMENTS
13,621 2,720 1,368 221,116 231,256 236,105 235,344 4,412 5,173
CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: 2,450)
1,172 -606 -164 1,844 3,348 2,852 2,578 -402 -128
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 1.1 0.6 91.9 96.1 98.2 97.8 1.8 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
1 3 2 32 25 34 29
HSC FIN BASIS - ICE OTC Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 398,340
COMMITMENTS
9,033 19,052 32,496 348,062 335,874 389,591 387,422 8,749 10,918
CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: 2,149)
1,053 12,508 -5,735 6,831 -5,876 2,149 897 0 1,252
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 4.8 8.2 87.4 84.3 97.8 97.3 2.2 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
4 4 6 42 39 49 46
WAHA FIN BASIS - ICE OTC Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 245,735
COMMITMENTS
16,523 29,300 9,443 218,285 201,941 244,251 240,684 1,484 5,051
CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST: 3,056)
2,627 -2,648 1,398 -940 4,153 3,085 2,903 -29 153
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 11.9 3.8 88.8 82.2 99.4 97.9 0.6 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
3 4 3 32 33 37 38
Updated April 6, 2012