NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
FUTURES ONLY POSITIONS AS OF 10/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 3,803,685
COMMITMENTS
321,827 146,646 1183443 2271684 2453668 3776954 3783757 26,731 19,928
CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: 55,062)
-29,743 8,245 14,529 65,350 23,535 50,136 46,309 4,926 8,753
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.5 3.9 31.1 59.7 64.5 99.3 99.5 0.7 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 216)
36 37 68 135 123 206 194
SOCAL BORDER FIN BASIS - ICE OTC Code-023393
FUTURES ONLY POSITIONS AS OF 10/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 335,872
COMMITMENTS
19,198 7,866 14,073 293,730 309,704 327,001 331,643 8,871 4,229
CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: -34,912)
-20,228 -3,202 -2,442 -12,125 -29,585 -34,795 -35,229 -117 317
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.7 2.3 4.2 87.5 92.2 97.4 98.7 2.6 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
4 3 5 43 39 48 46
PG&E CITYGATE FIN BASIS - ICE OTC Code-023394
FUTURES ONLY POSITIONS AS OF 10/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 179,950
COMMITMENTS
7,130 330 5,064 166,185 169,619 178,379 175,013 1,571 4,937
CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: -8,411)
801 -26 -187 -8,394 -8,520 -7,780 -8,733 -631 322
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.0 0.2 2.8 92.4 94.3 99.1 97.3 0.9 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
5 1 4 29 34 35 38
NWP ROCKIES FIN BASIS - ICE OTC Code-023395
FUTURES ONLY POSITIONS AS OF 10/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 338,484
COMMITMENTS
9,247 0 25,214 294,692 308,551 329,153 333,765 9,331 4,719
CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: -23,250)
-7,229 -3,128 11,329 -26,068 -32,288 -21,968 -24,087 -1,282 837
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.7 0.0 7.4 87.1 91.2 97.2 98.6 2.8 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
6 0 5 34 31 41 36
AECO FIN BASIS - ICE OTC Code-023396
FUTURES ONLY POSITIONS AS OF 10/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 598,023
COMMITMENTS
2,936 20,475 30,721 559,229 539,659 592,886 590,855 5,137 7,168
CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: -16,210)
2,255 3,593 -9,348 -12,682 -16,614 -19,775 -22,369 3,565 6,159
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.5 3.4 5.1 93.5 90.2 99.1 98.8 0.9 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
1 8 6 53 45 59 54
CHICAGO FIN BASIS - ICE OTC Code-023397
FUTURES ONLY POSITIONS AS OF 10/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 186,723
COMMITMENTS
30,225 0 2,380 143,531 174,356 176,136 176,736 10,587 9,987
CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: -13,946)
634 0 -1,654 -15,096 -13,916 -16,116 -15,570 2,170 1,624
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.2 0.0 1.3 76.9 93.4 94.3 94.7 5.7 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
4 0 3 25 23 29 26
HSC FIN BASIS - ICE OTC Code-023398
FUTURES ONLY POSITIONS AS OF 10/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 358,330
COMMITMENTS
24,638 80,128 11,373 314,217 259,690 350,228 351,191 8,102 7,139
CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: -38,823)
3,790 -9,379 -6,691 -37,868 -24,082 -40,769 -40,152 1,946 1,329
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.9 22.4 3.2 87.7 72.5 97.7 98.0 2.3 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
4 4 5 47 38 54 44
WAHA FIN BASIS - ICE OTC Code-023399
FUTURES ONLY POSITIONS AS OF 10/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 147,169
COMMITMENTS
13,088 29,338 5,293 121,590 104,777 139,971 139,408 7,198 7,761
CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: -39,382)
-7,470 -4,589 -2,821 -31,403 -33,344 -41,694 -40,754 2,312 1,372
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.9 19.9 3.6 82.6 71.2 95.1 94.7 4.9 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
4 2 4 29 30 34 35
Updated October 8, 2010