NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 5,125,118
COMMITMENTS
690,272 280,368 1579647 2842589 3253316 5112508 5113331 12,610 11,787
CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: -167,556)
29,278 -128,846 -41,122 -153,351 6,699 -165,195 -163,269 -2,361 -4,287
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.5 5.5 30.8 55.5 63.5 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 225)
34 35 60 138 138 204 203
SOCAL BORDER FIN BASIS - ICE OTC Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 335,149
COMMITMENTS
11,424 21,119 9,284 298,811 300,056 319,519 330,459 15,630 4,690
CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: 5,033)
-6,074 -3,118 407 8,961 9,102 3,294 6,391 1,739 -1,358
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 6.3 2.8 89.2 89.5 95.3 98.6 4.7 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
2 6 6 42 42 48 50
PG&E CITYGATE FIN BASIS - ICE OTC Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 182,597
COMMITMENTS
1,581 6,999 3,402 174,397 169,795 179,380 180,196 3,217 2,401
CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: 1,106)
-132 1,005 -1,092 1,563 917 339 830 767 276
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 3.8 1.9 95.5 93.0 98.2 98.7 1.8 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
3 2 2 35 38 39 41
NWP ROCKIES FIN BASIS - ICE OTC Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 284,943
COMMITMENTS
5,102 17,819 2,007 273,683 253,592 280,792 273,418 4,151 11,525
CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: 653)
254 145 -434 652 823 472 534 181 119
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 6.3 0.7 96.0 89.0 98.5 96.0 1.5 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
4 4 6 35 35 43 41
AECO FIN BASIS - ICE OTC Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 742,259
COMMITMENTS
736 42,885 11,251 726,703 685,387 738,690 739,523 3,569 2,736
CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: 19,848)
736 4,714 -3,624 25,227 21,455 22,339 22,545 -2,491 -2,697
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 5.8 1.5 97.9 92.3 99.5 99.6 0.5 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
2 8 6 56 51 63 60
CHICAGO FIN BASIS - ICE OTC Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 239,987
COMMITMENTS
18,254 0 1,229 212,284 234,124 231,767 235,353 8,220 4,634
CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: 450)
-744 0 179 -8 677 -573 856 1,023 -406
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 0.0 0.5 88.5 97.6 96.6 98.1 3.4 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
2 0 2 29 26 31 28
HSC FIN BASIS - ICE OTC Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 390,265
COMMITMENTS
4,055 8,537 38,152 340,027 333,489 382,234 380,178 8,031 10,087
CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: 2,414)
64 -2,349 -727 3,087 5,624 2,424 2,548 -10 -134
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 2.2 9.8 87.1 85.5 97.9 97.4 2.1 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
2 7 5 41 42 47 50
WAHA FIN BASIS - ICE OTC Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 220,702
COMMITMENTS
17,826 21,922 6,652 193,271 185,324 217,749 213,898 2,953 6,804
CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: 1,834)
1,323 -185 640 -129 1,344 1,834 1,799 0 35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 9.9 3.0 87.6 84.0 98.7 96.9 1.3 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
4 4 3 33 30 39 35
Updated May 4, 2012