Energy Options Daily Report

summary

nymex

as of: 2/11/2011 12:00:00 AM
volume open interest
globex total: 12,458,735
futures: 11,994,368
options: 464,367
clearport total: 2,405
floor volume: 1,973,452
total futures: 13,049,048 49,395,997
total options: 2,357,358 48,105,288
grand total: 15,408,811 97,570,224

eia padd summary


as of date: 7/16/2010
us total: 353,456
padd 1: 11,730
padd 2: 95,541
cushing, ok: 37,104
padd 3: 176,391
padd 4: 15,940
padd 5: 53,854

eia crude expectations

eia crude results

week ending: 6/11/2010
provider crude gasoline distillate refinery (%)
Dow Jones -1.30 0.00 0.80 0.10%
Bloomberg -1.00 0.00 1.00 0.00%
Reuters -1.20 0.20 1.00 0.10%
week ending: 2/4/2011
stocks change
crude: 345.1 2
gasoline: 248 5
distillate: 165.3 0
refinery: 84.70% 0.20

storage expectations


week ending: 12/10/2010
Bentek 158
PIRA 167

storage actual


week ending: 2/4/2011
east 1055
west 300
producing 789
total 2144
change -209

crude market data

crude options volatility

contractstrikevolatilitystraddleas of date
H118558.0023.5955206.41092/11/2011 12:00:00 AM
J118913.0026.4966580.97912/11/2011 12:00:00 AM
K119235.0027.4973835.39922/11/2011 12:00:00 AM
M119414.0027.55001049.38572/11/2011 12:00:00 AM
N119534.0027.70131220.27412/11/2011 12:00:00 AM
Q119605.0027.95431371.75022/11/2011 12:00:00 AM
U119652.0028.19601526.02032/11/2011 12:00:00 AM
V119693.0028.20001641.88102/11/2011 12:00:00 AM
Z119770.0028.29941868.45332/11/2011 12:00:00 AM
Z129925.0026.30002595.73092/11/2011 12:00:00 AM
Z139912.0023.90002870.61072/11/2011 12:00:00 AM
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crude blotter

top crude options volumes as of:2/10/2011

CL|7/26/2010 12:00:00 AM
contract strike type price qty notes
U10 6500.00 P 2810 Outirght


CL|7/26/2010 12:00:00 AM
contract strike type price qty notes
U10 7000.00 P 2696 Outright


CL|7/26/2010 12:00:00 AM
contract strike type price qty notes
U10 9000.00 C 1272 Outright


CL|7/26/2010 12:00:00 AM
contract strike type price qty notes
Z10 1000.00 C 2851 Outright


CL|7/26/2010 12:00:00 AM
contract strike type price qty notes
Z10 1100.00 C 4001 Outright
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products market data

heating oil options volatility

rbob options volatility

heating oil options volatility

rbob options volatility

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heating oil spreads

rbob spreads


natural gas market data

natural gas options volatility

contractstrikevolatilitystraddleas of date
H11391.0032.400019.03912/11/2011 12:00:00 AM
J11397.7032.300036.13742/11/2011 12:00:00 AM
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natural gas spreads

natural gas blotter

top natural gas options volumes as of:2/10/2011

LN|7/26/2010 12:00:00 AM
contract strike type price qty notes
Q10 4500.00 P 4360 Outright


LN|7/26/2010 12:00:00 AM
contract strike type price qty notes
U10 4000.00 P 3050 Outright


LN|7/26/2010 12:00:00 AM
contract strike type price qty notes
V10 5500.00 C 1200 Outirght


LN|7/26/2010 12:00:00 AM
contract strike type price qty notes
V10 6000.00 C 1875 Outirght


LN|7/26/2010 12:00:00 AM
contract strike type price qty notes
X10 4000.00 P 1472 Outright
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news / analysis



fmx energy news


Crude Oil Options Report – February 11, 2011


FMX | Connect (Reported 2/11/11) - The following is a report of Crude Oil Option’s activity in the Over-The-Counter and Exchange traded venues.

2/11/2011 3:53:51 PM more

Natural Gas – Options Report – February 11, 2011


FMX | Connect – www.fmxconnect.com - (Reported 2/11/2011) - The following is a report of Natural Gas Option’s activity in the Over-The-Counter and Exchange traded venues.

2/11/2011 3:50:42 PM more

Spot EFP Prices, Refinery Margins for February 11, 2011


Spot EFP Prices, Refinery Margins for February 11, 2011

2/11/2011 3:39:32 PM more

Gas Petrospective – February 11, 2011

Gas Petrospective – February 11, 2011. Natural gas prices were lower yesterday, despite bitterly cold readings outside and an EIA underground storage report that showed more cubic feet withdrawn than expected. So, prices dropped, of course.
2/11/2011 8:56:36 AM more

Cameron Hanover – Daily Energy Hedger – February 11, 2011


Daily Energy Hedger is Cameron Hanover’s flagship research document. The document provides a tightly written synopsis on the previous session’s trading activity, and gives thorough analysis for the entire energy complex from a fundamental, technical and proprietary perspective. It is mandatory reading for energy traders and industry professionals alike.

2/11/2011 8:53:29 AM more



third party news





government activity


e.i.a. crude charts


Source: Energy Information Administration

e.i.a. natural gas charts


Source: Energy Information Administration

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cftc commitment of traders (futures only):

WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE 2/8/2011 12:00:00 AM (CONTRACTS OF 1000 BARRELS)
Total Open Interest:85663 Change in OI:-1967 Total Traders:43  
Non-commercial Commercial Total Non reportable
  long short spreads long short long short long short
Commitments 5611 28126 2039 74748 49510 82398 79675 3265 5988
Changes 0 -2410 -500 -1464 526 -1964 -2384 -3 417
% of OI for each category 6.6 32.8 2.4 87.3 57.8 96.2 93 3.8 7
Number of Traders 4 10 9 27 24 39 36    
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE 2/8/2011 12:00:00 AM (CONTRACTS OF 42000 U.S. GALLONS)
Total Open Interest:264204 Change in OI:-15542 Total Traders:194  
Non-commercial Commercial Total Non reportable
  long short spreads long short long short long short
Commitments 77799 8478 21856 141835 221652 241490 251986 22714 12218
Changes -4675 -692 874 -12120 -17240 -15921 -17058 379 1516
% of OI for each category 29.4 3.2 8.3 53.7 83.9 91.4 95.4 8.6 4.6
Number of Traders 73 18 41 79 91 169 137    
Total Open Interest: Change in OI: Total Traders:  
Non-commercial Commercial Total Non reportable
  long short spreads long short long short long short
Commitments                  
Changes                  
% of OI for each category                  
Number of Traders                  
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE 2/8/2011 12:00:00 AM (CONTRACTS OF 1000 BARRELS)
Total Open Interest:32105 Change in OI:3734 Total Traders:26  
Non-commercial Commercial Total Non reportable
  long short spreads long short long short long short
Commitments 7035 1263 1675 20650 26961 29360 29899 2745 2206
Changes 2203 100 250 1764 3367 4217 3717 -483 17
% of OI for each category 21.9 3.9 5.2 64.3 84 91.4 93.1 8.6 6.9
Number of Traders 6 3 3 15 16 23 20    
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE 2/8/2011 12:00:00 AM (Contracts of 10000 MMBTU'S)
Total Open Interest:898069 Change in OI:66501 Total Traders:303  
Non-commercial Commercial Total Non reportable
  long short spreads long short long short long short
Commitments 143752 369006 285151 390365 205217 819268 859374 78801 38695
Changes 4163 10285 39909 25184 13017 69256 63211 -2755 3290
% of OI for each category 16 41.1 31.8 43.5 22.9 91.2 95.7 8.8 4.3
Number of Traders 92 104 131 82 72 261 240