NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 4,819,815
COMMITMENTS
435,209 133,896 1729856 2624151 2937061 4789216 4800813 30,599 19,002
CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: -19,321)
-26,247 15,330 -30,160 37,829 -6,508 -18,578 -21,338 -743 2,017
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 2.8 35.9 54.4 60.9 99.4 99.6 0.6 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 228)
44 31 68 140 138 212 210
SOCAL BORDER FIN BASIS - ICE OTC Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 390,595
COMMITMENTS
15,740 12,819 24,816 337,798 350,570 378,354 388,205 12,241 2,390
CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: 11,058)
5,745 -7,613 299 5,614 18,924 11,658 11,610 -600 -552
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 3.3 6.4 86.5 89.8 96.9 99.4 3.1 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
7 4 8 44 42 55 50
PG&E CITYGATE FIN BASIS - ICE OTC Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 180,393
COMMITMENTS
4,766 4,532 5,354 166,753 166,767 176,873 176,653 3,520 3,740
CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: -1,282)
1,009 -707 398 -2,291 -1,830 -884 -2,139 -398 857
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 2.5 3.0 92.4 92.4 98.0 97.9 2.0 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
5 2 5 40 35 45 42
NWP ROCKIES FIN BASIS - ICE OTC Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 322,887
COMMITMENTS
2,491 6,265 15,022 298,745 296,442 316,258 317,729 6,629 5,158
CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: 11,153)
-2,647 2,494 -1,963 15,277 11,841 10,667 12,372 486 -1,219
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 1.9 4.7 92.5 91.8 97.9 98.4 2.1 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
3 6 6 36 33 43 41
AECO FIN BASIS - ICE OTC Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 672,743
COMMITMENTS
1,034 25,359 28,548 637,440 613,566 667,022 667,473 5,721 5,270
CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: -16,578)
73 -15,377 5,920 -22,624 -8,978 -16,631 -18,435 53 1,857
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 3.8 4.2 94.8 91.2 99.1 99.2 0.9 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
1 9 9 57 51 66 61
CHICAGO FIN BASIS - ICE OTC Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 191,693
COMMITMENTS
10,550 3,052 1,447 171,320 176,162 183,317 180,661 8,376 11,032
CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: 1,690)
2,181 -176 -809 -660 2,283 712 1,298 978 392
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 1.6 0.8 89.4 91.9 95.6 94.2 4.4 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 1 2 28 25 31 28
HSC FIN BASIS - ICE OTC Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 338,393
COMMITMENTS
11,527 21,055 22,513 293,491 286,103 327,531 329,671 10,862 8,722
CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: -4,726)
-1,698 5,150 -2,381 -402 -8,393 -4,481 -5,624 -245 898
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 6.2 6.7 86.7 84.5 96.8 97.4 3.2 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
5 2 5 41 42 47 48
WAHA FIN BASIS - ICE OTC Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 195,882
COMMITMENTS
7,784 9,879 8,647 175,601 174,308 192,032 192,834 3,850 3,048
CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: -9,832)
-398 296 -242 -9,808 -8,506 -10,448 -8,452 616 -1,380
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 5.0 4.4 89.6 89.0 98.0 98.4 2.0 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
3 4 7 31 41 38 48
Updated May 20, 2011