NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 4,756,106
COMMITMENTS
594,651 227,253 1523490 2603161 2979157 4721302 4729900 34,804 26,206
CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: -232,108)
15,366 60,659 -137,152 -107,693 -162,599 -229,479 -239,092 -2,629 6,984
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.5 4.8 32.0 54.7 62.6 99.3 99.4 0.7 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 236)
44 36 67 146 141 219 215
SOCAL BORDER FIN BASIS - ICE OTC Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 401,220
COMMITMENTS
17,093 16,272 31,292 339,120 352,219 387,505 399,783 13,715 1,437
CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: 11,538)
-372 -1,992 4,036 8,016 10,516 11,680 12,560 -142 -1,022
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 4.1 7.8 84.5 87.8 96.6 99.6 3.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
7 6 11 45 44 58 55
PG&E CITYGATE FIN BASIS - ICE OTC Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 163,270
COMMITMENTS
8,163 3,407 4,670 147,811 151,978 160,644 160,055 2,626 3,215
CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: -484)
655 -1,115 -193 907 1,444 1,369 136 -1,853 -620
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 2.1 2.9 90.5 93.1 98.4 98.0 1.6 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
4 2 4 37 40 42 45
NWP ROCKIES FIN BASIS - ICE OTC Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 337,440
COMMITMENTS
2,069 16,897 12,825 320,047 304,248 334,941 333,970 2,499 3,470
CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: 5,802)
-579 2,497 135 7,697 3,904 7,253 6,536 -1,451 -734
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 5.0 3.8 94.8 90.2 99.3 99.0 0.7 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
2 7 5 41 35 47 43
AECO FIN BASIS - ICE OTC Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 698,685
COMMITMENTS
15 38,533 26,118 668,417 630,048 694,550 694,699 4,135 3,986
CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: 1,982)
0 3,173 484 1,751 -1,239 2,235 2,418 -253 -436
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.5 3.7 95.7 90.2 99.4 99.4 0.6 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
1 9 9 57 53 66 63
CHICAGO FIN BASIS - ICE OTC Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 195,759
COMMITMENTS
15,094 10,569 1,834 172,670 175,864 189,598 188,267 6,161 7,492
CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: 4,192)
190 6,086 -850 4,942 -856 4,282 4,380 -90 -188
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 5.4 0.9 88.2 89.8 96.9 96.2 3.1 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 1 3 30 26 34 29
HSC FIN BASIS - ICE OTC Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 322,625
COMMITMENTS
5,592 33,833 14,894 294,284 266,897 314,770 315,624 7,855 7,001
CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: 31,434)
-2,107 10,952 -3,330 37,542 25,373 32,105 32,995 -671 -1,561
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 10.5 4.6 91.2 82.7 97.6 97.8 2.4 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
3 4 5 42 44 48 50
WAHA FIN BASIS - ICE OTC Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 170,046
COMMITMENTS
5,772 21,405 6,108 154,516 138,832 166,396 166,345 3,650 3,701
CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: 8,324)
590 6,412 -592 8,391 3,211 8,389 9,031 -65 -707
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 12.6 3.6 90.9 81.6 97.9 97.8 2.1 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
3 4 5 31 40 37 46
Updated July 1, 2011