NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
FUTURES ONLY POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 3,748,623
COMMITMENTS
351,570 138,401 1168914 2206334 2430133 3726818 3737448 21,805 11,175
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: -278,675)
-15,487 -14,063 -96,279 -163,541 -163,583 -275,307 -273,925 -3,368 -4,750
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.4 3.7 31.2 58.9 64.8 99.4 99.7 0.6 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 229)
44 36 71 140 126 217 202
SOCAL BORDER FIN BASIS - ICE OTC Code-023393
FUTURES ONLY POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 370,784
COMMITMENTS
39,426 11,068 16,515 305,855 339,289 361,796 366,872 8,988 3,912
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: -2,654)
-4,486 2,902 -1,598 2,684 -4,299 -3,400 -2,995 746 341
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.6 3.0 4.5 82.5 91.5 97.6 98.9 2.4 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
4 4 6 42 41 49 48
PG&E CITYGATE FIN BASIS - ICE OTC Code-023394
FUTURES ONLY POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 188,361
COMMITMENTS
6,329 356 5,251 174,579 178,139 186,159 183,746 2,202 4,615
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 5,540)
-424 -156 -1,277 7,286 6,749 5,585 5,316 -45 224
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.4 0.2 2.8 92.7 94.6 98.8 97.5 1.2 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
4 2 4 33 39 39 43
NWP ROCKIES FIN BASIS - ICE OTC Code-023395
FUTURES ONLY POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 361,734
COMMITMENTS
16,476 3,128 13,885 320,760 340,839 351,121 357,852 10,613 3,882
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: -1,703)
-2,410 1,396 5,214 -3,508 -8,358 -704 -1,748 -999 45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.6 0.9 3.8 88.7 94.2 97.1 98.9 2.9 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
4 3 6 36 32 43 38
AECO FIN BASIS - ICE OTC Code-023396
FUTURES ONLY POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 614,233
COMMITMENTS
681 16,882 40,069 571,911 556,273 612,661 613,224 1,572 1,009
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 19,919)
681 -12,075 999 19,033 31,193 20,713 20,117 -794 -198
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.1 2.7 6.5 93.1 90.6 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
1 8 6 57 48 63 57
CHICAGO FIN BASIS - ICE OTC Code-023397
FUTURES ONLY POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 200,669
COMMITMENTS
29,591 0 4,034 158,627 188,272 192,252 192,306 8,417 8,363
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 4,486)
1,706 -1,090 -1,459 4,445 6,370 4,692 3,821 -206 665
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.7 0.0 2.0 79.0 93.8 95.8 95.8 4.2 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
5 0 3 29 26 34 29
HSC FIN BASIS - ICE OTC Code-023398
FUTURES ONLY POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 397,153
COMMITMENTS
20,848 89,507 18,064 352,085 283,772 390,997 391,343 6,156 5,810
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 6,408)
902 6,420 -666 7,096 1,804 7,332 7,558 -924 -1,150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.2 22.5 4.5 88.7 71.5 98.4 98.5 1.6 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
3 6 8 48 45 57 53
WAHA FIN BASIS - ICE OTC Code-023399
FUTURES ONLY POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 186,551
COMMITMENTS
20,558 33,927 8,114 152,993 138,121 181,665 180,162 4,886 6,389
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 12,088)
6,186 -8,542 45 3,990 20,090 10,221 11,593 1,867 495
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.0 18.2 4.3 82.0 74.0 97.4 96.6 2.6 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
5 2 6 33 35 40 41
Updated October 1, 2010