NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 4,915,473
COMMITMENTS
534,170 89,488 1789445 2558574 3015291 4882189 4894224 33,284 21,249
CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: -34,575)
89,582 -9,736 -530 -124,977 -29,104 -35,925 -39,370 1,350 4,795
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 1.8 36.4 52.1 61.3 99.3 99.6 0.7 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 229)
54 24 69 134 138 209 211
SOCAL BORDER FIN BASIS - ICE OTC Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 381,990
COMMITMENTS
11,416 16,715 32,185 325,527 329,739 369,128 378,639 12,862 3,351
CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: -5,249)
-3,317 4,480 4,053 -6,762 -12,873 -6,026 -4,340 777 -909
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 4.4 8.4 85.2 86.3 96.6 99.1 3.4 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
6 5 8 45 42 55 51
PG&E CITYGATE FIN BASIS - ICE OTC Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 177,481
COMMITMENTS
4,657 6,508 4,285 163,801 164,354 172,743 175,147 4,738 2,334
CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: -10,945)
1,656 3,147 -711 -10,755 -12,183 -9,810 -9,747 -1,135 -1,198
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 3.7 2.4 92.3 92.6 97.3 98.7 2.7 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
5 3 5 39 35 45 42
NWP ROCKIES FIN BASIS - ICE OTC Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 309,416
COMMITMENTS
5,251 3,480 16,271 281,953 283,519 303,475 303,270 5,941 6,146
CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: -5,885)
-4,213 -1,452 1,678 -2,242 -7,424 -4,777 -7,198 -1,108 1,313
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 1.1 5.3 91.1 91.6 98.1 98.0 1.9 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
4 4 4 36 31 42 37
AECO FIN BASIS - ICE OTC Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 686,416
COMMITMENTS
810 30,840 28,916 651,805 623,565 681,531 683,321 4,885 3,095
CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: -70,609)
-841 -13,937 -21,009 -49,146 -34,811 -70,996 -69,757 387 -852
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 4.5 4.2 95.0 90.8 99.3 99.5 0.7 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
1 10 10 55 49 65 60
CHICAGO FIN BASIS - ICE OTC Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 189,041
COMMITMENTS
9,786 0 2,085 170,013 175,068 181,884 177,153 7,157 11,888
CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: -11,181)
-435 -4,563 530 -10,226 -9,286 -10,131 -13,319 -1,050 2,138
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 0.0 1.1 89.9 92.6 96.2 93.7 3.8 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 0 2 28 25 31 27
HSC FIN BASIS - ICE OTC Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 316,272
COMMITMENTS
13,930 43,417 6,704 289,260 259,490 309,894 309,611 6,378 6,661
CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: -16,450)
833 3,429 -5,656 -9,524 -12,662 -14,347 -14,889 -2,103 -1,561
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 13.7 2.1 91.5 82.0 98.0 97.9 2.0 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
4 1 4 44 45 49 49
WAHA FIN BASIS - ICE OTC Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 201,319
COMMITMENTS
5,869 10,629 8,220 183,472 176,820 197,561 195,669 3,758 5,650
CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: -9,387)
-851 -927 -3,135 -4,169 -7,886 -8,155 -11,948 -1,232 2,561
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 5.3 4.1 91.1 87.8 98.1 97.2 1.9 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
3 4 7 32 38 39 45
Updated May 6, 2011