NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 4,786,182
COMMITMENTS
555,621 221,246 1507027 2683664 3031645 4746312 4759918 39,870 26,264
CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: 132,043)
23,058 -31,033 45,325 60,012 114,459 128,395 128,751 3,648 3,292
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.6 4.6 31.5 56.1 63.3 99.2 99.5 0.8 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 232)
47 32 69 142 140 216 215
SOCAL BORDER FIN BASIS - ICE OTC Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 368,356
COMMITMENTS
12,198 18,325 20,755 321,868 325,619 354,821 364,699 13,535 3,657
CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: -5,160)
-4,564 -9,458 3,084 -4,694 -485 -6,174 -6,859 1,014 1,699
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 5.0 5.6 87.4 88.4 96.3 99.0 3.7 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
7 5 11 42 44 54 55
PG&E CITYGATE FIN BASIS - ICE OTC Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 188,902
COMMITMENTS
9,583 4,529 4,593 170,697 176,324 184,873 185,446 4,029 3,456
CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: 12,270)
-914 1,185 1,032 12,120 10,486 12,238 12,703 32 -433
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 2.4 2.4 90.4 93.3 97.9 98.2 2.1 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
5 2 4 40 40 46 45
NWP ROCKIES FIN BASIS - ICE OTC Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 317,418
COMMITMENTS
0 18,813 10,575 303,517 282,519 314,092 311,907 3,326 5,511
CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: 4,463)
0 1,328 1,197 3,959 -115 5,156 2,410 -693 2,053
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.9 3.3 95.6 89.0 99.0 98.3 1.0 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
0 8 4 41 36 45 44
AECO FIN BASIS - ICE OTC Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 661,151
COMMITMENTS
149 40,727 23,312 633,007 592,847 656,468 656,886 4,683 4,265
CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: 3,308)
125 -3,598 3,594 -569 2,395 3,150 2,391 158 917
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.2 3.5 95.7 89.7 99.3 99.4 0.7 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
2 9 10 58 50 68 61
CHICAGO FIN BASIS - ICE OTC Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 197,327
COMMITMENTS
6,401 11,197 4,423 180,545 174,554 191,369 190,174 5,958 7,153
CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: 1,764)
-5,273 -1,105 73 8,387 4,658 3,187 3,626 -1,423 -1,862
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 5.7 2.2 91.5 88.5 97.0 96.4 3.0 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
2 2 4 31 26 35 30
HSC FIN BASIS - ICE OTC Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 318,353
COMMITMENTS
3,623 33,928 18,348 287,398 258,627 309,369 310,903 8,984 7,450
CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: 5,105)
-1,399 -2,861 331 5,745 6,682 4,677 4,152 428 953
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 10.7 5.8 90.3 81.2 97.2 97.7 2.8 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
3 4 5 42 43 48 49
WAHA FIN BASIS - ICE OTC Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 151,545
COMMITMENTS
9,948 15,850 6,202 130,742 125,097 146,892 147,149 4,653 4,396
CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: -215)
1,857 267 -616 -2,650 318 -1,409 -31 1,194 -184
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 10.5 4.1 86.3 82.5 96.9 97.1 3.1 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
3 4 5 28 39 34 45
Updated July 22, 2011