NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 5,088,111
COMMITMENTS
651,684 105,681 1735239 2660478 3225969 5047401 5066889 40,710 21,222
CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: 121,575)
-15,444 12,633 83,910 53,924 27,646 122,390 124,189 -815 -2,614
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.8 2.1 34.1 52.3 63.4 99.2 99.6 0.8 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 232)
53 24 71 141 142 217 215
SOCAL BORDER FIN BASIS - ICE OTC Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 382,826
COMMITMENTS
17,180 18,694 24,144 329,205 337,101 370,529 379,939 12,297 2,887
CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: 7,336)
1,881 291 147 5,033 6,592 7,061 7,030 275 306
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 4.9 6.3 86.0 88.1 96.8 99.2 3.2 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
7 6 9 41 41 53 51
PG&E CITYGATE FIN BASIS - ICE OTC Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 168,511
COMMITMENTS
6,499 4,829 5,499 153,346 153,925 165,344 164,253 3,167 4,258
CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: 3,972)
2,148 -618 -205 2,016 5,432 3,959 4,609 13 -637
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 2.9 3.3 91.0 91.3 98.1 97.5 1.9 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
3 4 5 34 39 40 45
NWP ROCKIES FIN BASIS - ICE OTC Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 328,328
COMMITMENTS
1,476 15,697 13,914 308,669 294,025 324,059 323,636 4,269 4,692
CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: 7,659)
-280 1,264 999 7,078 5,682 7,797 7,945 -138 -286
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 4.8 4.2 94.0 89.6 98.7 98.6 1.3 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
2 8 5 38 30 45 39
AECO FIN BASIS - ICE OTC Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 685,965
COMMITMENTS
1,518 39,532 24,266 656,665 617,546 682,449 681,344 3,516 4,621
CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: 10,851)
-277 2,057 1,991 9,294 6,811 11,008 10,859 -157 -8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 5.8 3.5 95.7 90.0 99.5 99.3 0.5 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
1 8 8 57 52 65 61
CHICAGO FIN BASIS - ICE OTC Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 181,932
COMMITMENTS
14,234 987 1,501 158,719 170,054 174,454 172,542 7,478 9,390
CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: -2,124)
744 -2,388 372 -3,048 49 -1,932 -1,967 -192 -157
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 0.5 0.8 87.2 93.5 95.9 94.8 4.1 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 1 3 28 26 32 29
HSC FIN BASIS - ICE OTC Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 291,578
COMMITMENTS
7,214 32,741 14,763 259,060 235,666 281,037 283,170 10,541 8,408
CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: -8,834)
-3,993 -909 -7,212 2,543 -657 -8,662 -8,778 -172 -56
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 11.2 5.1 88.8 80.8 96.4 97.1 3.6 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
5 3 6 39 40 46 47
WAHA FIN BASIS - ICE OTC Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 161,848
COMMITMENTS
7,531 15,693 6,705 143,508 136,145 157,744 158,543 4,104 3,305
CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: 8,059)
1,944 1,063 564 6,014 7,049 8,522 8,676 -463 -617
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 9.7 4.1 88.7 84.1 97.5 98.0 2.5 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
4 3 5 29 40 35 46
Updated Jun 17, 2011