NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 4,637,200
COMMITMENTS
402,821 89,216 1725992 2480522 2802231 4609335 4617439 27,865 19,761
CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST: 92,665)
-30,195 9,678 45,698 80,395 33,958 95,898 89,334 -3,233 3,331
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 1.9 37.2 53.5 60.4 99.4 99.6 0.6 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 220)
50 22 67 134 135 205 204
SOCAL BORDER FIN BASIS - ICE OTC Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 359,603
COMMITMENTS
8,529 13,067 24,318 311,807 319,194 344,654 356,579 14,949 3,024
CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST: -10,475)
3,428 -4,620 -2,833 -10,752 -4,538 -10,157 -11,991 -318 1,516
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 3.6 6.8 86.7 88.8 95.8 99.2 4.2 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
7 5 9 41 38 52 48
PG&E CITYGATE FIN BASIS - ICE OTC Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 175,251
COMMITMENTS
3,990 0 4,024 161,416 167,613 169,430 171,637 5,821 3,614
CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST: -12,753)
1,203 -2,882 -2,533 -12,019 -7,451 -13,349 -12,866 596 113
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 0.0 2.3 92.1 95.6 96.7 97.9 3.3 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
5 0 5 33 34 38 39
NWP ROCKIES FIN BASIS - ICE OTC Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 307,077
COMMITMENTS
9,535 4,917 11,405 280,710 284,709 301,650 301,031 5,427 6,046
CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST: -14,071)
-11,121 -3,440 3,398 -6,261 -14,896 -13,984 -14,938 -87 867
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 1.6 3.7 91.4 92.7 98.2 98.0 1.8 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
3 2 3 36 30 40 34
AECO FIN BASIS - ICE OTC Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 720,822
COMMITMENTS
497 47,524 44,545 670,381 623,677 715,423 715,746 5,399 5,076
CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST: -9,568)
-373 -12,130 -1,605 -9,637 3,069 -11,615 -10,666 2,047 1,098
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 6.6 6.2 93.0 86.5 99.3 99.3 0.7 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
2 8 9 57 48 66 58
CHICAGO FIN BASIS - ICE OTC Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 190,918
COMMITMENTS
9,918 0 2,917 169,749 178,032 182,584 180,949 8,334 9,969
CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST: 806)
-3,690 0 119 3,994 -55 423 64 383 742
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 0.0 1.5 88.9 93.3 95.6 94.8 4.4 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
4 0 3 28 24 32 27
HSC FIN BASIS - ICE OTC Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 318,297
COMMITMENTS
13,719 49,682 18,743 276,190 238,437 308,652 306,862 9,645 11,435
CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST: -20,848)
-4,055 -2,366 2,034 -20,216 -22,287 -22,237 -22,619 1,389 1,771
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 15.6 5.9 86.8 74.9 97.0 96.4 3.0 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
4 1 4 36 38 41 42
WAHA FIN BASIS - ICE OTC Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 183,889
COMMITMENTS
7,877 8,648 11,178 158,707 159,292 177,762 179,118 6,127 4,771
CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST: -12,190)
5,243 -28,974 3,432 -21,135 12,493 -12,460 -13,049 270 859
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 4.7 6.1 86.3 86.6 96.7 97.4 3.3 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
3 4 6 26 31 33 37
Updated April 8, 2011