NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 4,988,214
COMMITMENTS
579,285 166,594 1660642 2710854 3141756 4950781 4968992 37,433 19,222
CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST: -99,897)
-72,399 60,913 -74,597 50,376 -84,213 -96,620 -97,897 -3,277 -2,000
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.6 3.3 33.3 54.3 63.0 99.2 99.6 0.8 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 236)
43 37 72 143 140 219 217
SOCAL BORDER FIN BASIS - ICE OTC Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 389,682
COMMITMENTS
17,465 18,264 27,256 331,104 341,703 375,825 387,223 13,857 2,459
CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST: 6,856)
285 -430 3,112 1,899 4,602 5,296 7,284 1,560 -428
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 4.7 7.0 85.0 87.7 96.4 99.4 3.6 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
5 8 9 41 43 53 53
PG&E CITYGATE FIN BASIS - ICE OTC Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 163,754
COMMITMENTS
7,508 4,522 4,863 146,904 150,534 159,275 159,919 4,479 3,835
CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST: -4,757)
1,009 -307 -636 -6,442 -3,391 -6,069 -4,334 1,312 -423
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 2.8 3.0 89.7 91.9 97.3 97.7 2.7 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
3 4 5 36 39 42 45
NWP ROCKIES FIN BASIS - ICE OTC Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 331,638
COMMITMENTS
2,648 14,400 12,690 312,350 300,344 327,688 327,434 3,950 4,204
CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST: 3,310)
1,172 -1,297 -1,224 3,681 6,319 3,629 3,798 -319 -488
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 4.3 3.8 94.2 90.6 98.8 98.7 1.2 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
4 6 5 41 32 48 40
AECO FIN BASIS - ICE OTC Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 696,703
COMMITMENTS
15 35,360 25,634 666,666 631,287 692,315 692,281 4,388 4,422
CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST: 10,738)
-1,503 -4,172 1,368 10,001 13,741 9,866 10,937 872 -199
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.1 3.7 95.7 90.6 99.4 99.4 0.6 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
1 9 9 57 51 66 61
CHICAGO FIN BASIS - ICE OTC Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 191,567
COMMITMENTS
14,904 4,483 2,684 167,728 176,720 185,316 183,887 6,251 7,680
CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST: 9,635)
670 3,496 1,183 9,009 6,666 10,862 11,345 -1,227 -1,710
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 2.3 1.4 87.6 92.2 96.7 96.0 3.3 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 1 3 29 27 33 30
HSC FIN BASIS - ICE OTC Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 291,191
COMMITMENTS
7,699 22,881 18,224 256,742 241,524 282,665 282,629 8,526 8,562
CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST: -387)
485 -9,860 3,461 -2,318 5,858 1,628 -541 -2,015 154
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 7.9 6.3 88.2 82.9 97.1 97.1 2.9 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
5 2 6 40 41 47 47
WAHA FIN BASIS - ICE OTC Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 161,722
COMMITMENTS
5,182 14,993 6,700 146,125 135,621 158,007 157,314 3,715 4,408
CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST: -126)
-2,349 -700 -5 2,617 -524 263 -1,229 -389 1,103
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 9.3 4.1 90.4 83.9 97.7 97.3 2.3 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
4 3 5 28 39 34 45
Updated June 24, 2011