NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
FUTURES ONLY POSITIONS AS OF 08/31/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 3,764,325
COMMITMENTS
333,493 177,863 1176819 2226722 2388205 3737034 3742887 27,291 21,438
CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: -255,458)
45,438 9,657 -136,748 -163,065 -125,010 -254,375 -252,101 -1,083 -3,357
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.9 4.7 31.3 59.2 63.4 99.3 99.4 0.7 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 215)
40 30 65 137 126 208 192
SOCAL BORDER FIN BASIS - ICE OTC Code-023393
FUTURES ONLY POSITIONS AS OF 08/31/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 361,829
COMMITMENTS
52,417 11,250 10,992 291,753 336,200 355,162 358,442 6,667 3,387
CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: 16,154)
5,789 2,256 -1,791 12,111 15,225 16,109 15,690 45 464
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.5 3.1 3.0 80.6 92.9 98.2 99.1 1.8 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
9 4 10 40 42 52 53
PG&E CITYGATE FIN BASIS - ICE OTC Code-023394
FUTURES ONLY POSITIONS AS OF 08/31/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 209,256
COMMITMENTS
7,838 8,938 4,990 193,379 190,265 206,207 204,193 3,049 5,063
CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: 6,668)
-2,059 1,233 -110 8,017 5,236 5,848 6,359 820 309
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.7 4.3 2.4 92.4 90.9 98.5 97.6 1.5 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
4 3 4 34 37 41 41
NWP ROCKIES FIN BASIS - ICE OTC Code-023395
FUTURES ONLY POSITIONS AS OF 08/31/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 393,566
COMMITMENTS
18,589 1,560 8,046 359,169 380,819 385,804 390,425 7,762 3,141
CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: 8,169)
-5,100 578 2,204 12,965 6,681 10,069 9,463 -1,900 -1,294
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.7 0.4 2.0 91.3 96.8 98.0 99.2 2.0 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
3 4 3 41 30 46 35
AECO FIN BASIS - ICE OTC Code-023396
FUTURES ONLY POSITIONS AS OF 08/31/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 573,297
COMMITMENTS
901 45,779 21,682 547,203 503,775 569,786 571,236 3,511 2,061
CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: -681)
745 -32,154 343 -862 30,759 226 -1,052 -907 371
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.2 8.0 3.8 95.4 87.9 99.4 99.6 0.6 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
2 8 8 56 48 64 58
CHICAGO FIN BASIS - ICE OTC Code-023397
FUTURES ONLY POSITIONS AS OF 08/31/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 203,576
COMMITMENTS
30,294 541 4,750 161,692 191,351 196,736 196,642 6,840 6,934
CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: 6,527)
2,141 0 -148 4,863 7,519 6,856 7,371 -329 -844
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.9 0.3 2.3 79.4 94.0 96.6 96.6 3.4 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
7 1 4 32 29 40 33
HSC FIN BASIS - ICE OTC Code-023398
FUTURES ONLY POSITIONS AS OF 08/31/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 392,765
COMMITMENTS
14,152 56,882 34,810 339,104 294,926 388,066 386,618 4,699 6,147
CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: 7,278)
-1,004 -713 4,625 4,468 4,582 8,089 8,494 -811 -1,216
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.6 14.5 8.9 86.3 75.1 98.8 98.4 1.2 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
4 5 8 50 47 59 55
WAHA FIN BASIS - ICE OTC Code-023399
FUTURES ONLY POSITIONS AS OF 08/31/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 169,869
COMMITMENTS
12,985 31,275 7,603 144,204 125,387 164,792 164,265 5,077 5,604
CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: 8,196)
2,718 7,369 -870 6,776 1,968 8,624 8,467 -428 -271
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.6 18.4 4.5 84.9 73.8 97.0 96.7 3.0 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
5 1 6 35 32 41 38
Updated September 3, 2010