NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 4,504,757
COMMITMENTS
613,446 298,478 1270435 2603765 2925429 4487646 4494342 17,111 10,415
CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: -189,382)
23,851 20,940 -101,064 -110,955 -108,859 -188,168 -188,983 -1,214 -399
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.6 6.6 28.2 57.8 64.9 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 218)
37 30 56 141 134 203 197
SOCAL BORDER FIN BASIS - ICE OTC Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 297,998
COMMITMENTS
7,218 16,363 4,621 272,947 274,503 284,786 295,487 13,212 2,511
CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: 4,644)
2,109 -336 456 2,581 4,378 5,146 4,498 -502 146
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 5.5 1.6 91.6 92.1 95.6 99.2 4.4 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
6 4 6 38 38 47 45
PG&E CITYGATE FIN BASIS - ICE OTC Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 159,408
COMMITMENTS
1,268 5,132 4,074 149,951 145,807 155,293 155,013 4,115 4,395
CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: 3,767)
362 359 1,331 1,746 2,134 3,439 3,824 328 -57
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 3.2 2.6 94.1 91.5 97.4 97.2 2.6 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
1 5 3 32 32 35 38
NWP ROCKIES FIN BASIS - ICE OTC Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 269,472
COMMITMENTS
1,952 10,877 2,710 259,094 248,948 263,756 262,535 5,716 6,937
CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: -515)
302 2,176 496 -1,098 -2,431 -300 241 -215 -756
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 4.0 1.0 96.1 92.4 97.9 97.4 2.1 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
1 3 3 40 36 43 40
AECO FIN BASIS - ICE OTC Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 766,288
COMMITMENTS
5,573 4,231 20,310 737,490 738,498 763,373 763,039 2,915 3,249
CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: 22,147)
-659 -47 -115 22,166 22,213 21,392 22,051 755 96
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.6 2.7 96.2 96.4 99.6 99.6 0.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
4 4 8 57 47 65 55
CHICAGO FIN BASIS - ICE OTC Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 218,864
COMMITMENTS
3,299 0 1,324 208,036 213,645 212,659 214,969 6,205 3,895
CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: 164)
-214 0 309 133 -118 228 191 -64 -27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 0.0 0.6 95.1 97.6 97.2 98.2 2.8 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
3 0 2 31 32 34 34
HSC FIN BASIS - ICE OTC Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 296,701
COMMITMENTS
18,947 1,547 14,428 256,510 276,835 289,885 292,810 6,816 3,891
CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: 2,924)
-1,954 0 1,215 3,698 1,829 2,959 3,044 -35 -120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 0.5 4.9 86.5 93.3 97.7 98.7 2.3 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
4 2 5 42 44 47 50
WAHA FIN BASIS - ICE OTC Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 148,061
COMMITMENTS
11,571 600 8,444 124,770 132,485 144,785 141,529 3,276 6,532
CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: 778)
872 120 -4 216 662 1,084 778 -306 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 0.4 5.7 84.3 89.5 97.8 95.6 2.2 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
6 1 3 39 35 45 39
Updated September 4, 2012