NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 4,627,209
COMMITMENTS
284,586 173,683 1826011 2481039 2599393 4591636 4599087 35,573 28,122
CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: 87,132)
-23,203 24,205 60,282 46,264 614 83,343 85,101 3,789 2,031
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 3.8 39.5 53.6 56.2 99.2 99.4 0.8 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 217)
36 35 67 129 128 201 198
SOCAL BORDER FIN BASIS - ICE OTC Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 376,638
COMMITMENTS
8,874 23,758 25,126 323,758 321,463 357,758 370,347 18,880 6,291
CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: 8,824)
305 7,050 -3,457 14,044 1,554 10,892 5,147 -2,068 3,677
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 6.3 6.7 86.0 85.4 95.0 98.3 5.0 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
5 6 8 40 35 49 45
PG&E CITYGATE FIN BASIS - ICE OTC Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 186,173
COMMITMENTS
1,629 3,515 7,314 172,161 169,545 181,104 180,374 5,069 5,799
CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: 218)
308 -296 460 -519 231 249 395 -31 -177
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 1.9 3.9 92.5 91.1 97.3 96.9 2.7 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 2 5 32 31 37 36
NWP ROCKIES FIN BASIS - ICE OTC Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 311,537
COMMITMENTS
26,191 10,397 4,199 273,193 289,888 303,583 304,484 7,954 7,053
CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: 1,490)
195 210 -669 1,538 666 1,064 207 426 1,283
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 3.3 1.3 87.7 93.1 97.4 97.7 2.6 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
3 3 4 34 33 39 38
AECO FIN BASIS - ICE OTC Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 708,803
COMMITMENTS
5,494 36,549 51,478 643,670 611,843 700,642 699,870 8,161 8,933
CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: 6,343)
277 -2,452 2,818 -901 1,870 2,194 2,236 4,149 4,107
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 5.2 7.3 90.8 86.3 98.8 98.7 1.2 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
4 6 10 56 50 66 60
CHICAGO FIN BASIS - ICE OTC Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 180,400
COMMITMENTS
9,662 823 1,693 161,029 166,829 172,384 169,345 8,016 11,055
CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: 858)
-6,965 823 963 9,082 -53 3,080 1,733 -2,222 -875
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 0.5 0.9 89.3 92.5 95.6 93.9 4.4 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 1 3 29 22 33 25
HSC FIN BASIS - ICE OTC Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 323,212
COMMITMENTS
17,804 63,603 7,628 285,219 238,817 310,651 310,048 12,561 13,164
CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: 1,541)
-336 3,816 1,346 8 -4,936 1,018 226 523 1,315
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 19.7 2.4 88.2 73.9 96.1 95.9 3.9 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
4 1 3 37 35 42 38
WAHA FIN BASIS - ICE OTC Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 185,788
COMMITMENTS
2,446 26,995 8,223 167,065 146,661 177,734 181,879 8,054 3,909
CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: 4,848)
35 -394 779 3,429 5,997 4,243 6,382 605 -1,534
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 14.5 4.4 89.9 78.9 95.7 97.9 4.3 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
2 5 6 28 29 35 35
Updated March 18, 2011