NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 4,702,064
COMMITMENTS
591,092 242,208 1405943 2688702 3043082 4685737 4691233 16,327 10,831
CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST: -73,293)
-34,762 24,475 -59,269 21,858 -37,967 -72,173 -72,761 -1,120 -532
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.6 5.2 29.9 57.2 64.7 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 218)
42 23 58 142 136 206 199
SOCAL BORDER FIN BASIS - ICE OTC Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 295,151
COMMITMENTS
3,168 14,508 5,226 272,600 273,055 280,994 292,789 14,157 2,362
CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST: 3,485)
-1,258 1,451 2,019 1,751 184 2,512 3,654 973 -169
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 4.9 1.8 92.4 92.5 95.2 99.2 4.8 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
6 5 6 39 38 48 46
PG&E CITYGATE FIN BASIS - ICE OTC Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 157,052
COMMITMENTS
1,057 6,707 2,915 150,089 143,880 154,061 153,502 2,991 3,550
CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST: 7,312)
1,057 489 132 6,934 6,354 8,123 6,975 -811 337
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 4.3 1.9 95.6 91.6 98.1 97.7 1.9 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 3 2 30 33 33 36
NWP ROCKIES FIN BASIS - ICE OTC Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 262,934
COMMITMENTS
2,010 7,380 3,323 251,884 244,784 257,217 255,487 5,717 7,447
CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST: 8,043)
-1,392 601 1,473 6,583 7,981 6,664 10,055 1,379 -2,012
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 2.8 1.3 95.8 93.1 97.8 97.2 2.2 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
1 2 3 34 34 37 37
AECO FIN BASIS - ICE OTC Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 739,292
COMMITMENTS
5,316 4,609 20,277 711,845 711,278 737,438 736,164 1,854 3,128
CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST: 1,171)
-320 -374 704 698 872 1,082 1,202 89 -31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.6 2.7 96.3 96.2 99.7 99.6 0.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
3 5 8 57 46 65 54
CHICAGO FIN BASIS - ICE OTC Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 216,057
COMMITMENTS
2,720 0 1,608 206,545 210,780 210,873 212,388 5,184 3,669
CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST: 1,392)
396 -393 -196 1,497 1,981 1,697 1,392 -305 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 0.0 0.7 95.6 97.6 97.6 98.3 2.4 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
4 0 2 33 32 37 34
HSC FIN BASIS - ICE OTC Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 284,639
COMMITMENTS
22,383 1,588 13,395 241,819 260,676 277,597 275,659 7,042 8,980
CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST: 5,187)
-142 478 -4,583 8,508 9,168 3,783 5,063 1,404 124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 0.6 4.7 85.0 91.6 97.5 96.8 2.5 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
3 3 5 39 42 44 48
WAHA FIN BASIS - ICE OTC Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 141,903
COMMITMENTS
13,397 300 6,197 119,221 129,182 138,815 135,679 3,088 6,224
CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST: 1,009)
-2,625 300 1,601 2,336 322 1,312 2,223 -303 -1,214
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.4 0.2 4.4 84.0 91.0 97.8 95.6 2.2 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
7 1 4 35 33 42 38
Updated August 24, 2012