Fri Feb 10, 2012 3:56pm EST
NEW YORK, Feb 10 (Reuters) - Money managers in natural gas futures, options and swaps added to their net long position
for the third straight week, according to data from the U.S. Commodity Futures Trading Commission released on Friday.
In the week ended Feb. 7, the investor group added 2,652 contracts to their next long exposure, increasing the total to
70,172 net longs in NYMEX natural gas futures and options, NYMEX Henry Hub swaps, NYMEX Henry Hub penultimate swaps and ICE Henry
Hub swaps.
It is their largest net long position since July 2011, when they were holding 86,907 net longs.
FUTURES + OPTIONS Managed Swaps Producer
Net Chg Net Chg Net Chg
NYMEX Natural gas -70,803 3,484 132,543 -6,277 -32,611 3,222
ICE Natural gas* 61,482 -11,920 -199,529 -2,596 167,957 11,107
NYMEX Henry Hub swaps* 26,786 -5,626 -80,530 5,735 30,855 1,865
NYMEX HH penultimate* 52,709 16,715 -29,652 -6,879 -26,062 -6,456
---------- ------ -------- ----- ------- -------
Total 70,172 2,652 -177,167 -10,017 140,139 9,737
Other NonReport Open
Net Chg Net Chg Interest Chg
NYMEX Natural gas -56,909 -3,218 27,781 2,789 1,299,313 54,112
ICE Natural gas* -116,557 15,314 -3,081 -1,675 1,293,330 31,600
NYMEX Henry Hub swaps* 77,425 -8,341 14,133 450 712,060 9,623
NYMEX HH penultimate* 9,769 -13,186 2,251 -337 336,347 19,319
---------- ------ -------- ----- ------- ------
Total -64,250 -4,771 31,107 2,399 3,641,050 114,654
* Divided by four to be equivalent to NYMEX natural gas
======================
FUTURES ONLY Managed Swaps Producer
Net Chg Net Chg Net Chg
NYMEX Natural gas -72,125 4,617 135,107 -5,944 -33,511 3,124
Other NonReport Open
Net Chg Net Chg Interest Chg
NYMEX Natural gas -54,721 -4,560 25,250 2,763 1,256,019 52,689
======================
FUTURES + OPTS FUTURES ONLY
NYMEX Natural gas
ICE Natural gas
NYMEX Henry Hub swaps
NYMEX HH penultimate
Additional CFTC data can be found at or
or the CFTC website at