NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 5,131,594
COMMITMENTS
767,505 267,582 1477457 2867929 3365721 5112891 5110760 18,703 20,834
CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: -9,277)
36,344 -19,988 -77,096 30,457 81,052 -10,295 -16,032 1,018 6,755
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.0 5.2 28.8 55.9 65.6 99.6 99.6 0.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 224)
35 34 60 141 137 207 202
SOCAL BORDER FIN BASIS - ICE OTC Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 325,172
COMMITMENTS
5,716 15,322 10,061 292,455 295,207 308,232 320,590 16,940 4,582
CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 1,346)
56 -5,617 -70 1,413 6,998 1,399 1,311 -53 35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 4.7 3.1 89.9 90.8 94.8 98.6 5.2 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
3 5 7 39 39 47 46
PG&E CITYGATE FIN BASIS - ICE OTC Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 176,611
COMMITMENTS
1,632 9,280 3,718 168,883 161,904 174,233 174,902 2,378 1,709
CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 2,865)
498 3,735 -403 3,269 -467 3,364 2,865 -499 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 5.3 2.1 95.6 91.7 98.7 99.0 1.3 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
2 2 3 34 36 37 40
NWP ROCKIES FIN BASIS - ICE OTC Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 271,295
COMMITMENTS
3,888 17,720 1,494 261,487 236,411 266,869 255,625 4,426 15,670
CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 5,213)
649 2,896 -101 4,648 1,768 5,196 4,563 17 650
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 6.5 0.6 96.4 87.1 98.4 94.2 1.6 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
2 3 4 34 33 39 37
AECO FIN BASIS - ICE OTC Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 764,949
COMMITMENTS
2,024 33,734 19,565 740,578 708,036 762,167 761,335 2,782 3,614
CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 19,080)
2,024 -12,729 10,215 7,109 20,956 19,348 18,442 -268 638
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 4.4 2.6 96.8 92.6 99.6 99.5 0.4 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
1 8 7 59 50 66 59
CHICAGO FIN BASIS - ICE OTC Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 228,135
COMMITMENTS
15,130 0 1,338 203,374 221,891 219,842 223,229 8,293 4,906
CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 2,903)
923 0 -197 2,225 2,514 2,951 2,317 -48 586
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 0.0 0.6 89.1 97.3 96.4 97.8 3.6 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 0 2 27 28 29 30
HSC FIN BASIS - ICE OTC Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 362,809
COMMITMENTS
3,305 15,711 39,698 312,430 298,825 355,433 354,234 7,376 8,575
CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: -215)
-683 2,171 2,828 -2,330 -5,214 -185 -215 -30 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 4.3 10.9 86.1 82.4 98.0 97.6 2.0 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
3 5 5 40 41 46 48
WAHA FIN BASIS - ICE OTC Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 193,977
COMMITMENTS
25,118 12,286 3,470 162,927 172,881 191,515 188,637 2,462 5,340
CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: -4,088)
4,429 -3,768 -528 -7,993 23 -4,092 -4,273 4 185
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.9 6.3 1.8 84.0 89.1 98.7 97.2 1.3 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
5 3 2 31 31 36 36
Updated May 21, 2012