NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 4,656,086
COMMITMENTS
362,564 139,480 1769354 2492091 2728308 4624009 4637142 32,077 18,944
CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST: 28,877)
77,978 -34,203 -56,657 11,052 128,915 32,373 38,055 -3,496 -9,178
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 3.0 38.0 53.5 58.6 99.3 99.6 0.7 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 222)
40 31 69 134 134 207 205
SOCAL BORDER FIN BASIS - ICE OTC Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 370,031
COMMITMENTS
7,444 25,367 24,018 322,753 318,866 354,215 368,251 15,816 1,780
CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST: -6,607)
-1,430 1,609 -1,108 -1,005 -2,597 -3,543 -2,096 -3,064 -4,511
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 6.9 6.5 87.2 86.2 95.7 99.5 4.3 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
6 6 10 45 38 56 49
PG&E CITYGATE FIN BASIS - ICE OTC Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 184,613
COMMITMENTS
3,029 2,456 7,007 169,481 171,250 179,517 180,713 5,096 3,900
CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST: -1,560)
1,400 -1,059 -307 -2,680 1,705 -1,587 339 27 -1,899
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 1.3 3.8 91.8 92.8 97.2 97.9 2.8 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
4 1 5 33 33 38 38
NWP ROCKIES FIN BASIS - ICE OTC Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 313,191
COMMITMENTS
28,706 6,578 4,121 272,812 296,581 305,639 307,280 7,552 5,911
CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST: 1,654)
2,515 -3,819 -78 -381 6,693 2,056 2,796 -402 -1,142
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 2.1 1.3 87.1 94.7 97.6 98.1 2.4 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
3 3 4 35 33 40 38
AECO FIN BASIS - ICE OTC Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 715,248
COMMITMENTS
1,588 54,269 42,073 665,321 612,786 708,982 709,128 6,266 6,120
CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST: 6,445)
-3,906 17,720 -9,405 21,651 943 8,340 9,258 -1,895 -2,813
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 7.6 5.9 93.0 85.7 99.1 99.1 0.9 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
1 9 9 56 46 65 56
CHICAGO FIN BASIS - ICE OTC Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 182,099
COMMITMENTS
9,778 460 2,635 163,683 168,705 176,096 171,800 6,003 10,299
CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST: 1,699)
116 -363 942 2,654 1,876 3,712 2,455 -2,013 -756
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 0.3 1.4 89.9 92.6 96.7 94.3 3.3 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 1 3 30 22 34 25
HSC FIN BASIS - ICE OTC Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 327,711
COMMITMENTS
16,988 56,800 12,503 286,845 247,474 316,336 316,777 11,375 10,934
CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST: 4,499)
-816 -6,803 4,875 1,626 8,657 5,685 6,729 -1,186 -2,230
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 17.3 3.8 87.5 75.5 96.5 96.7 3.5 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
4 1 4 39 39 44 43
WAHA FIN BASIS - ICE OTC Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 191,569
COMMITMENTS
3,088 32,060 10,029 172,587 144,864 185,704 186,953 5,865 4,616
CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST: 5,781)
642 5,065 1,806 5,522 -1,797 7,970 5,074 -2,189 707
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 16.7 5.2 90.1 75.6 96.9 97.6 3.1 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
2 5 6 30 30 37 36
Updated March 25, 2011