Jan-14 -- The Commodity Futures Trading Commission (CFTC) is proposing to set position limits for futures and option contracts in the major energy markets. In addition, the proposal establishes consistent, uniform exemptions for certain swap dealer risk management transactions while maintaining exemptions for bona fide hedging.
Read more: http://www.cftc.gov/ucm/groups/public/@newsroom/documents/file/energyrrulefactsheet.pdf
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La Croix Energy Capital | Petroleum Derivative Trading
“Think like a fundamentalist; trade like a chartist.”
Dennis Gartman. Rule #8 - Gartman’s Simple Rules of Trading
Dennis Gartman. Rule #8 - Gartman’s Simple Rules of Trading
Markets 18-Jun-10
WTI
Jul10: 77.18/+0.39
Aug10: 78.26/+0.22
Sep10: 79.18/+0.06
Oct10: 79.92/-0.07
Nov10: 80.58/-0.12
Dec10: 81.15/-0.10
Dec15: 89.53/-0.27
RBOB
Jul10: 2.1476/-0.0164
Aug10: 2.1400/-0.0147
Sep10: 2.1346/-0.0123
Oct10: 2.0248/-0.0097
Nov10: 2.0168/-0.0079
Dec10: 2.0230/-0.0070
HOil
Jul10: 2.1289/-0.0185
Aug10: 2.1442/-0.0179
Sep10: 2.1633/-0.0175
Oct10: 2.1858/-0.0164
Nov10: 2.2090/-0.0153
Dec10: 2.2313/-0.0144
HHub
Jul10: 4.997/-0.165
Aug10: 5.049/-0.163
Sep10: 5.081/-0.160
Oct10: 5.144/-0.155
Nov10: 5.364/-0.136
Dec10: 5.603/-0.124
Brent
Aug10: 78.22/-0.46
Sep10: 78.74/-0.40
Oct10: 79.25/-0.39
Nov10: 79.74/-0.36
Dec10: 80.19/-0.35
Jan11: 80.63/-0.35
Dec15: 90.61/-0.50
NBP
Jul10: 44.82/-1.18
Aug10: 46.16/-1.09
Sep10: 45.70/-1.18
Oct10: 48.74/-1.30
Nov10: 53.34/-1.10
Dec10: 56.08/-1.42
Oman
Aug10: 76.35/-0.31
Sep10: 76.95/-0.29
Oct10: 77.51/-0.26
Nov10: 77.99/-0.26
Dec10: 78.44/-0.26
Jan11: 78.88/-0.26
Dec15: 89.16/-0.23
USDX: 85.699/+0.008
CAD/USD: 0.97843/-0.00033
EUR/USD: 1.2388/-0.0002
GBP/USD: 1.4821/-0.0005
TSX: 11,927.6/-18.4
TTEN: 294.10/-0.58
XEG: 18.56/-0.01
DJI: 10,450.6/+16.5
S&P500: 1,117.51/+1.47
VIX: 23.95/-1.10
CRB: 262.93/-0.37
Gold: 1,257.00/+0.38
Silver: 19.150/-0.025
Copper: 2.881/-0.022
Crude Spreads
WTI-Brent
Aug10: 0.04/+0.68
Sep10: 0.44/+0.46
Oct10: 0.67/+0.32
Oman-Brent
Aug10: -1.87/+0.15
Sep10: -1.79/+0.11
Oct10: -1.74/+0.13
Crude Front-Second Spreads
WTI: -1.08/+0.17
Brent: -0.52/-0.06
Oman: -0.60/-0.02
Crude Front-Back Spreads
WTI: -12.35/+0.66
Brent: -12.39/+0.04
Oman: -12.81/-0.08
Crack Spreads
RBOB
Jul10: 13.02/-1.08
Aug10: 11.62/-0.84
Sep10: 10.47/-0.58
HOil
Jul10: 12.23/-1.17
Aug10: 11.80/-0.97
Sep10: 11.68/-0.80
321
Jul10: 12.76/-1.11
Aug10: 11.68/-0.88
Sep10: 10.88/-0.65
HH-NBP Spread $/mmBtu
Jul10: -1.6458/+0.0122
Aug10: -1.7924/+0.0009
Sep10: -1.6922/+0.0172
WTI/HH Ratio
Jul10: 15.4/+0.57
Aug10: 15.5/+0.53
Sep10: 15.6/+0.49
Jul10: 77.18/+0.39
Aug10: 78.26/+0.22
Sep10: 79.18/+0.06
Oct10: 79.92/-0.07
Nov10: 80.58/-0.12
Dec10: 81.15/-0.10
Dec15: 89.53/-0.27
RBOB
Jul10: 2.1476/-0.0164
Aug10: 2.1400/-0.0147
Sep10: 2.1346/-0.0123
Oct10: 2.0248/-0.0097
Nov10: 2.0168/-0.0079
Dec10: 2.0230/-0.0070
HOil
Jul10: 2.1289/-0.0185
Aug10: 2.1442/-0.0179
Sep10: 2.1633/-0.0175
Oct10: 2.1858/-0.0164
Nov10: 2.2090/-0.0153
Dec10: 2.2313/-0.0144
HHub
Jul10: 4.997/-0.165
Aug10: 5.049/-0.163
Sep10: 5.081/-0.160
Oct10: 5.144/-0.155
Nov10: 5.364/-0.136
Dec10: 5.603/-0.124
Brent
Aug10: 78.22/-0.46
Sep10: 78.74/-0.40
Oct10: 79.25/-0.39
Nov10: 79.74/-0.36
Dec10: 80.19/-0.35
Jan11: 80.63/-0.35
Dec15: 90.61/-0.50
NBP
Jul10: 44.82/-1.18
Aug10: 46.16/-1.09
Sep10: 45.70/-1.18
Oct10: 48.74/-1.30
Nov10: 53.34/-1.10
Dec10: 56.08/-1.42
Oman
Aug10: 76.35/-0.31
Sep10: 76.95/-0.29
Oct10: 77.51/-0.26
Nov10: 77.99/-0.26
Dec10: 78.44/-0.26
Jan11: 78.88/-0.26
Dec15: 89.16/-0.23
USDX: 85.699/+0.008
CAD/USD: 0.97843/-0.00033
EUR/USD: 1.2388/-0.0002
GBP/USD: 1.4821/-0.0005
TSX: 11,927.6/-18.4
TTEN: 294.10/-0.58
XEG: 18.56/-0.01
DJI: 10,450.6/+16.5
S&P500: 1,117.51/+1.47
VIX: 23.95/-1.10
CRB: 262.93/-0.37
Gold: 1,257.00/+0.38
Silver: 19.150/-0.025
Copper: 2.881/-0.022
Crude Spreads
WTI-Brent
Aug10: 0.04/+0.68
Sep10: 0.44/+0.46
Oct10: 0.67/+0.32
Oman-Brent
Aug10: -1.87/+0.15
Sep10: -1.79/+0.11
Oct10: -1.74/+0.13
Crude Front-Second Spreads
WTI: -1.08/+0.17
Brent: -0.52/-0.06
Oman: -0.60/-0.02
Crude Front-Back Spreads
WTI: -12.35/+0.66
Brent: -12.39/+0.04
Oman: -12.81/-0.08
Crack Spreads
RBOB
Jul10: 13.02/-1.08
Aug10: 11.62/-0.84
Sep10: 10.47/-0.58
HOil
Jul10: 12.23/-1.17
Aug10: 11.80/-0.97
Sep10: 11.68/-0.80
321
Jul10: 12.76/-1.11
Aug10: 11.68/-0.88
Sep10: 10.88/-0.65
HH-NBP Spread $/mmBtu
Jul10: -1.6458/+0.0122
Aug10: -1.7924/+0.0009
Sep10: -1.6922/+0.0172
WTI/HH Ratio
Jul10: 15.4/+0.57
Aug10: 15.5/+0.53
Sep10: 15.6/+0.49
NYMEX Mt. Belvieu NGL (OPIS) Swap Futures
Ethane
Jun10: 0.54489/-0.00539
Jul10: 0.50938/-0.00968
Aug10: 0.50500/-0.00938
Sep10: 0.50063/-0.00875
Oct10: 0.49563/-0.00875
Nov10: 0.49063/-0.00875
% cal WTI
Jul10: 27.23%/-0.58
Aug10: 26.70%/-0.50
Sep10: 26.24%/-0.43
Oct10: 25.77%/-0.42
Nov10: 25.35%/-0.42
non-LDH Propane
Jun10: 1.04784/-0.00682
Jul10: 1.02000/+0.00625
Aug10: 1.02500/+0.00750
Sep10: 1.03000/+0.00750
Oct10: 1.03625/+0.00875
Nov10: 1.04375/+0.01000
% cal WTI
Jul10: 54.53%/+0.22
Aug10: 54.20%/+0.39
Sep10: 53.98%/+0.45
Oct10: 53.88%/+0.53
Nov10: 53.94%/+0.58
Normal Butane
Jun10: 1.43946/+0.00170
Jul10: 1.42958/+0.00708
Aug10: 1.42792/+0.00625
Sep10: 1.43375/+0.00625
Oct10: 1.44000/+0.00583
Nov10: 1.44688/+0.00563
% cal WTI
Jul10: 76.42%/+0.22
Aug10: 75.51%/+0.31
Sep10: 75.14%/+0.41
Oct10: 74.88%/+0.41
Nov10: 74.77%/+0.38
Natural Gasoline
Jun10: 1.72261/unch
Jul10: 1.74375/+0.00375
Aug10: 1.73750/+0.00292
Sep10: 1.73875/+0.00333
Oct10: 1.74188/+0.00271
Nov10: 1.74688/+0.00271
% cal WTI
Jul10: 93.22%/unch
Aug10: 91.88%/+0.14
Sep10: 91.12%/+0.27
Oct10: 90.58%/+0.27
Nov10: 90.27%/+0.25
Jun10: 0.54489/-0.00539
Jul10: 0.50938/-0.00968
Aug10: 0.50500/-0.00938
Sep10: 0.50063/-0.00875
Oct10: 0.49563/-0.00875
Nov10: 0.49063/-0.00875
% cal WTI
Jul10: 27.23%/-0.58
Aug10: 26.70%/-0.50
Sep10: 26.24%/-0.43
Oct10: 25.77%/-0.42
Nov10: 25.35%/-0.42
non-LDH Propane
Jun10: 1.04784/-0.00682
Jul10: 1.02000/+0.00625
Aug10: 1.02500/+0.00750
Sep10: 1.03000/+0.00750
Oct10: 1.03625/+0.00875
Nov10: 1.04375/+0.01000
% cal WTI
Jul10: 54.53%/+0.22
Aug10: 54.20%/+0.39
Sep10: 53.98%/+0.45
Oct10: 53.88%/+0.53
Nov10: 53.94%/+0.58
Normal Butane
Jun10: 1.43946/+0.00170
Jul10: 1.42958/+0.00708
Aug10: 1.42792/+0.00625
Sep10: 1.43375/+0.00625
Oct10: 1.44000/+0.00583
Nov10: 1.44688/+0.00563
% cal WTI
Jul10: 76.42%/+0.22
Aug10: 75.51%/+0.31
Sep10: 75.14%/+0.41
Oct10: 74.88%/+0.41
Nov10: 74.77%/+0.38
Natural Gasoline
Jun10: 1.72261/unch
Jul10: 1.74375/+0.00375
Aug10: 1.73750/+0.00292
Sep10: 1.73875/+0.00333
Oct10: 1.74188/+0.00271
Nov10: 1.74688/+0.00271
% cal WTI
Jul10: 93.22%/unch
Aug10: 91.88%/+0.14
Sep10: 91.12%/+0.27
Oct10: 90.58%/+0.27
Nov10: 90.27%/+0.25
Content
Daily.
- Market Prices
- In the News
- Adhoc Analyses
Weekly.
Monday:
- Prior Week Market Review
- Prior Week Energy Review
- Overnight Int'l Markets (email)
Tuesday:
- API Weekly Stocks
Wednesday:
- EIA Weekly Petroleum
- Intra-day CL Price Review
Thursday:
- EIA Weekly NatGas
- NOAA Outlook
- Intra-day NG Price Review
Friday:
- Smith International Rig Activity
- Baker Hughes Rig Count
- CFTC Commitment of Traders
Monthly.
- EIA Short-Term Energy Outlook
- EIA Petroleum Supply Monthly
- EIA Natural Gas Monthly
- IEA Oil Market Report
- OPEC Oil Market Report
- Market Prices
- In the News
- Adhoc Analyses
Weekly.
Monday:
- Prior Week Market Review
- Prior Week Energy Review
- Overnight Int'l Markets (email)
Tuesday:
- API Weekly Stocks
Wednesday:
- EIA Weekly Petroleum
- Intra-day CL Price Review
Thursday:
- EIA Weekly NatGas
- NOAA Outlook
- Intra-day NG Price Review
Friday:
- Smith International Rig Activity
- Baker Hughes Rig Count
- CFTC Commitment of Traders
Monthly.
- EIA Short-Term Energy Outlook
- EIA Petroleum Supply Monthly
- EIA Natural Gas Monthly
- IEA Oil Market Report
- OPEC Oil Market Report
Archive
- June 2010 (36)
- May 2010 (34)
- April 2010 (48)
- March 2010 (27)
- February 2010 (41)
- January 2010 (52)
- December 2009 (18)
About La Croix Energy Capital
Market Analysis.
Proprietary Trading.
Proprietary Trading.
Contact
Jeff G. Giesbrecht
Petroleum Derivatives Trader
jeff.giesbrecht@hotmail.com
YahooIM: jeffg_lacroix
Mobile: 403.470.8615
Blog: lacroixenergy.blogspot.com
Website: lacroixenergy.com (tbd)
Petroleum Derivatives Trader
jeff.giesbrecht@hotmail.com
YahooIM: jeffg_lacroix
Mobile: 403.470.8615
Blog: lacroixenergy.blogspot.com
Website: lacroixenergy.com (tbd)
Links
- American Gas Association
- American Petroleum Institute
- Asset Risk Management
- Baker Hughes, Inc.
- BP Statistical Review Of World Energy
- Canadian Association of Petroleum Producers
- Canadian Gas Association
- Centre for Energy
- Chicago Board Options Exchange
- CME Group
- Commodity Futures Trading Commission
- Dubai Mercantile Exchange
- Energy Information Agency
- Intercontinental Exchange
- International Energy Agency
- International Monetary Fund
- Jeff Rubin's Smaller World
- Joint Oil Data Initiative
- National Energy Board
- Natural Gas Exchange
- Oil & Gas Journal
- Organization of the Petroleum Exporting Countries
- Petroleum Association of Japan
- Railroad Commission of Texas
- Smith International, Inc.
- UK Petroleum Industry Association
Disclaimer
Market commentary and/or views contained in this report represent the interpretation and opinion of the author. Such interpretations and opinions are subject to change without notice. Past performance is not necessarily a guide to future performance. Estimates of future performance are based on assumptions that may not be realized. The information contained in this report is taken from sources believed to be reliable, but it is not guaranteed as to the accuracy or completeness thereof and is published in this report for information purposes only, and as such, it is not an offer to buy or sell or a solicitation of any offer to buy or sell any security, commodity or instrument or related derivative or to participate in any trading strategy. Commodity trading involves substantial risk and is not suitable for all investors.