NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 4,877,211
COMMITMENTS
369,940 111,333 1809969 2666555 2939487 4846464 4860789 30,747 16,422
CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST: 64,608)
38,685 -23,893 -13,024 40,038 100,774 65,699 63,857 -1,091 751
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 2.3 37.1 54.7 60.3 99.4 99.7 0.6 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 219)
45 29 69 134 132 207 203
SOCAL BORDER FIN BASIS - ICE OTC Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 378,093
COMMITMENTS
16,230 12,257 24,202 324,804 336,395 365,236 372,854 12,857 5,239
CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST: 6,886)
549 -1,529 1,488 4,054 4,202 6,091 4,161 795 2,725
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 3.2 6.4 85.9 89.0 96.6 98.6 3.4 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
5 4 6 45 40 53 47
PG&E CITYGATE FIN BASIS - ICE OTC Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 184,191
COMMITMENTS
3,107 1,255 5,115 170,881 175,143 179,103 181,513 5,088 2,678
CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST: 8,137)
-981 133 1,015 8,750 6,632 8,784 7,780 -647 357
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 0.7 2.8 92.8 95.1 97.2 98.5 2.8 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
4 3 7 39 35 46 42
NWP ROCKIES FIN BASIS - ICE OTC Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 313,188
COMMITMENTS
9,611 4,676 12,643 284,863 290,725 307,117 308,044 6,071 5,144
CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST: 5,009)
-1,292 564 2,247 3,533 3,435 4,488 6,246 521 -1,237
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 1.5 4.0 91.0 92.8 98.1 98.4 1.9 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
3 3 5 38 32 43 38
AECO FIN BASIS - ICE OTC Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 748,972
COMMITMENTS
0 42,852 49,647 694,870 652,108 744,517 744,607 4,455 4,365
CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST: 13,934)
-391 -4,864 3,653 10,682 15,910 13,944 14,699 -10 -765
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.7 6.6 92.8 87.1 99.4 99.4 0.6 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
0 11 10 57 50 67 61
CHICAGO FIN BASIS - ICE OTC Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 196,478
COMMITMENTS
9,383 2,727 1,853 177,030 181,289 188,266 185,869 8,212 10,609
CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST: 2,385)
924 -766 -396 1,642 3,453 2,170 2,291 215 94
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 1.4 0.9 90.1 92.3 95.8 94.6 4.2 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 2 3 27 24 31 27
HSC FIN BASIS - ICE OTC Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 344,439
COMMITMENTS
14,773 67,457 5,387 316,405 263,467 336,565 336,311 7,874 8,128
CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST: 5,816)
605 4,948 -5,577 12,774 10,061 7,802 9,432 -1,986 -3,616
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 19.6 1.6 91.9 76.5 97.7 97.6 2.3 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
4 2 5 40 42 46 47
WAHA FIN BASIS - ICE OTC Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 208,348
COMMITMENTS
1,746 13,314 11,069 190,422 179,040 203,237 203,423 5,111 4,925
CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST: 9,682)
-7,065 538 2,665 14,879 8,277 10,479 11,480 -797 -1,798
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 6.4 5.3 91.4 85.9 97.5 97.6 2.5 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
2 5 7 29 35 36 42
Updated April 22, 2011