NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 4,950,048
COMMITMENTS
444,588 99,224 1789975 2683551 3044395 4918114 4933594 31,934 16,454
CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: 72,837)
74,648 -12,109 -19,994 16,996 104,908 71,650 72,805 1,187 32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 2.0 36.2 54.2 61.5 99.4 99.7 0.6 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 229)
52 26 71 135 138 210 213
SOCAL BORDER FIN BASIS - ICE OTC Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 387,239
COMMITMENTS
14,733 12,235 28,132 332,289 342,612 375,154 382,979 12,085 4,260
CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: 9,146)
-1,497 -22 3,930 7,485 6,217 9,918 10,125 -772 -979
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 3.2 7.3 85.8 88.5 96.9 98.9 3.1 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
6 4 6 45 42 53 50
PG&E CITYGATE FIN BASIS - ICE OTC Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 188,426
COMMITMENTS
3,001 3,361 4,996 174,556 176,537 182,553 184,894 5,873 3,532
CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: 4,235)
-106 2,106 -119 3,675 1,394 3,450 3,381 785 854
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 1.8 2.7 92.6 93.7 96.9 98.1 3.1 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
4 4 6 37 34 44 41
NWP ROCKIES FIN BASIS - ICE OTC Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 315,301
COMMITMENTS
9,464 4,932 14,593 284,195 290,943 308,252 310,468 7,049 4,833
CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: 2,113)
-147 256 1,950 -668 218 1,135 2,424 978 -311
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 1.6 4.6 90.1 92.3 97.8 98.5 2.2 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
4 3 5 37 32 43 38
AECO FIN BASIS - ICE OTC Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 757,025
COMMITMENTS
1,651 44,777 49,925 700,951 658,376 752,527 753,078 4,498 3,947
CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: 8,053)
1,651 1,925 278 6,081 6,268 8,010 8,471 43 -418
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 5.9 6.6 92.6 87.0 99.4 99.5 0.6 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
3 10 11 57 49 68 62
CHICAGO FIN BASIS - ICE OTC Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 200,222
COMMITMENTS
10,221 4,563 1,555 180,239 184,354 192,015 190,472 8,207 9,750
CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: 3,744)
838 1,836 -298 3,209 3,065 3,749 4,603 -5 -859
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 2.3 0.8 90.0 92.1 95.9 95.1 4.1 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 2 3 27 25 31 28
HSC FIN BASIS - ICE OTC Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 332,722
COMMITMENTS
13,097 39,988 12,360 298,784 272,152 324,241 324,500 8,481 8,222
CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: -11,717)
-1,676 -27,469 6,973 -17,621 8,685 -12,324 -11,811 607 94
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 12.0 3.7 89.8 81.8 97.5 97.5 2.5 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
4 1 4 43 45 48 49
WAHA FIN BASIS - ICE OTC Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 210,706
COMMITMENTS
6,720 11,556 11,355 187,641 184,706 205,716 207,617 4,990 3,089
CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: 2,358)
4,974 -1,758 286 -2,781 5,666 2,479 4,194 -121 -1,836
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 5.5 5.4 89.1 87.7 97.6 98.5 2.4 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
3 4 7 33 39 40 46
Updated April 29, 2011