NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 4,540,077
COMMITMENTS
307,789 149,478 1765729 2434775 2598779 4508293 4513986 31,784 26,091
CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: 27,341)
-23,187 -4,937 29,140 19,777 -2,774 25,730 21,429 1,611 5,912
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 3.3 38.9 53.6 57.2 99.3 99.4 0.7 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 215)
41 32 71 125 124 200 198
SOCAL BORDER FIN BASIS - ICE OTC Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 367,814
COMMITMENTS
8,569 16,708 28,583 309,714 319,909 346,866 365,200 20,948 2,614
CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: -11,464)
-13,149 -45 9,143 -12,873 -19,952 -16,879 -10,854 5,415 -610
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 4.5 7.8 84.2 87.0 94.3 99.3 5.7 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
5 6 10 37 33 48 43
PG&E CITYGATE FIN BASIS - ICE OTC Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 185,955
COMMITMENTS
1,321 3,811 6,854 172,680 169,314 180,855 179,979 5,100 5,976
CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: -13,365)
-643 571 728 -14,519 -14,952 -14,434 -13,653 1,069 288
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 2.0 3.7 92.9 91.1 97.3 96.8 2.7 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 2 5 29 31 34 36
NWP ROCKIES FIN BASIS - ICE OTC Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 310,047
COMMITMENTS
25,996 10,187 4,868 271,655 289,222 302,519 304,277 7,528 5,770
CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: -24,799)
-4,146 1,506 -2,323 -19,450 -26,064 -25,919 -26,881 1,120 2,082
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 3.3 1.6 87.6 93.3 97.6 98.1 2.4 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
3 3 3 33 32 38 36
AECO FIN BASIS - ICE OTC Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 702,460
COMMITMENTS
5,217 39,001 48,660 644,571 609,973 698,448 697,634 4,012 4,826
CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: -36,918)
-2,114 1,263 -4,296 -26,919 -35,410 -33,329 -38,443 -3,589 1,525
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 5.6 6.9 91.8 86.8 99.4 99.3 0.6 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
5 7 12 55 45 67 57
CHICAGO FIN BASIS - ICE OTC Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 179,542
COMMITMENTS
16,627 0 730 151,947 166,882 169,304 167,612 10,238 11,930
CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: -13,759)
-3,338 -2,235 -1,346 -12,028 -14,223 -16,712 -17,804 2,953 4,045
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.3 0.0 0.4 84.6 92.9 94.3 93.4 5.7 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
4 0 2 27 21 31 23
HSC FIN BASIS - ICE OTC Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 321,671
COMMITMENTS
18,140 59,787 6,282 285,211 243,753 309,633 309,822 12,038 11,849
CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: -17,017)
763 13,369 -8,130 -10,088 -27,683 -17,455 -22,444 438 5,427
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 18.6 2.0 88.7 75.8 96.3 96.3 3.7 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
3 2 4 37 34 42 38
WAHA FIN BASIS - ICE OTC Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 180,940
COMMITMENTS
2,411 27,389 7,444 163,636 140,664 173,491 175,497 7,449 5,443
CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: -6,072)
-962 -13,633 1,011 -7,294 6,469 -7,245 -6,153 1,173 81
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 15.1 4.1 90.4 77.7 95.9 97.0 4.1 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 3 5 25 27 31 32
Updated March 11, 2011