NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 4,966,536
COMMITMENTS
667,128 93,048 1651329 2606554 3198323 4925011 4942700 41,525 23,836
CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: 236,469)
114,710 5,449 2,125 118,611 229,000 235,446 236,574 1,023 -105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.4 1.9 33.2 52.5 64.4 99.2 99.5 0.8 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 229)
54 24 70 137 138 212 212
SOCAL BORDER FIN BASIS - ICE OTC Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 375,490
COMMITMENTS
15,299 18,403 23,997 324,172 330,509 363,468 372,909 12,022 2,581
CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: -23,911)
2,141 1,915 -5,307 -20,913 -19,712 -24,079 -23,104 168 -807
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 4.9 6.4 86.3 88.0 96.8 99.3 3.2 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
7 5 9 41 40 53 49
PG&E CITYGATE FIN BASIS - ICE OTC Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 164,539
COMMITMENTS
4,351 5,447 5,704 151,330 148,493 161,385 159,644 3,154 4,895
CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: -13,168)
771 748 206 -13,571 -14,595 -12,594 -13,641 -574 473
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 3.3 3.5 92.0 90.2 98.1 97.0 1.9 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
3 4 5 33 39 39 45
NWP ROCKIES FIN BASIS - ICE OTC Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 320,669
COMMITMENTS
1,756 14,433 12,915 301,591 288,343 316,262 315,691 4,407 4,978
CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: -10,344)
-1,575 4,600 -2,082 -6,058 -13,268 -9,715 -10,750 -629 406
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 4.5 4.0 94.1 89.9 98.6 98.4 1.4 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
2 9 4 37 31 43 40
AECO FIN BASIS - ICE OTC Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 675,114
COMMITMENTS
1,795 37,475 22,275 647,371 610,735 671,441 670,485 3,673 4,629
CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: -15,100)
1,249 3,862 -4,145 -11,617 -14,435 -14,513 -14,718 -587 -382
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 5.6 3.3 95.9 90.5 99.5 99.3 0.5 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
2 8 9 57 51 66 61
CHICAGO FIN BASIS - ICE OTC Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 184,056
COMMITMENTS
13,490 3,375 1,129 161,767 170,005 176,386 174,509 7,670 9,547
CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: -12,521)
46 2,112 -1,753 -11,606 -12,587 -13,313 -12,228 792 -293
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 1.8 0.6 87.9 92.4 95.8 94.8 4.2 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 1 3 27 26 31 29
HSC FIN BASIS - ICE OTC Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 300,412
COMMITMENTS
11,207 33,650 21,975 256,517 236,323 289,699 291,948 10,713 8,464
CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: -20,527)
540 -3,315 1,863 -26,273 -18,786 -23,870 -20,238 3,343 -289
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 11.2 7.3 85.4 78.7 96.4 97.2 3.6 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
4 4 5 40 41 46 48
WAHA FIN BASIS - ICE OTC Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 153,789
COMMITMENTS
5,587 14,630 6,141 137,494 129,096 149,222 149,867 4,567 3,922
CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: -24,067)
-3,243 4,216 -1,275 -19,262 -26,075 -23,780 -23,134 -287 -933
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 9.5 4.0 89.4 83.9 97.0 97.4 3.0 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
2 4 4 30 39 35 44
Updated June 10, 2011