NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
FUTURES ONLY POSITIONS AS OF 11/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 3,985,927
COMMITMENTS
284,488 136,159 1213624 2461151 2616671 3959263 3966454 26,664 19,473
CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST: 47,121)
45,991 -32,030 6,463 13,041 90,759 65,495 65,192 -18,374 -18,071
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.1 3.4 30.4 61.7 65.6 99.3 99.5 0.7 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 224)
45 28 67 139 134 211 203
SOCAL BORDER FIN BASIS - ICE OTC Code-023393
FUTURES ONLY POSITIONS AS OF 11/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 341,208
COMMITMENTS
27,587 10,745 9,262 291,276 315,645 328,125 335,652 13,083 5,556
CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST: 11,391)
8,650 -195 -2,867 5,519 14,880 11,302 11,818 89 -427
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.1 3.1 2.7 85.4 92.5 96.2 98.4 3.8 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
5 4 8 41 39 49 48
PG&E CITYGATE FIN BASIS - ICE OTC Code-023394
FUTURES ONLY POSITIONS AS OF 11/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 193,282
COMMITMENTS
7,965 4,508 4,249 178,562 179,616 190,776 188,373 2,506 4,909
CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST: 3,740)
3,716 98 -1,133 1,002 4,682 3,585 3,647 155 93
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.1 2.3 2.2 92.4 92.9 98.7 97.5 1.3 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
4 3 4 31 35 37 40
NWP ROCKIES FIN BASIS - ICE OTC Code-023395
FUTURES ONLY POSITIONS AS OF 11/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 372,526
COMMITMENTS
6,224 10,045 32,025 328,070 324,433 366,319 366,503 6,207 6,023
CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST: 11,322)
-1,738 4,310 321 13,067 6,079 11,650 10,710 -328 612
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.7 2.7 8.6 88.1 87.1 98.3 98.4 1.7 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
2 4 5 34 33 41 38
AECO FIN BASIS - ICE OTC Code-023396
FUTURES ONLY POSITIONS AS OF 11/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 691,719
COMMITMENTS
1,162 8,855 49,842 637,266 628,634 688,270 687,331 3,449 4,388
CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST: 3,777)
232 -9,532 4,463 737 9,889 5,432 4,820 -1,655 -1,043
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.2 1.3 7.2 92.1 90.9 99.5 99.4 0.5 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
2 6 7 59 46 66 54
CHICAGO FIN BASIS - ICE OTC Code-023397
FUTURES ONLY POSITIONS AS OF 11/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 193,338
COMMITMENTS
21,043 2,002 3,550 161,542 180,120 186,135 185,672 7,203 7,666
CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST: 625)
565 -749 -255 1,587 1,570 1,897 566 -1,272 59
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.9 1.0 1.8 83.6 93.2 96.3 96.0 3.7 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
4 2 5 31 31 36 37
HSC FIN BASIS - ICE OTC Code-023398
FUTURES ONLY POSITIONS AS OF 11/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 356,536
COMMITMENTS
25,485 33,300 21,804 299,064 295,946 346,353 351,050 10,183 5,486
CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST: 11,982)
1,954 -1,701 579 11,170 11,907 13,703 10,785 -1,721 1,197
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.1 9.3 6.1 83.9 83.0 97.1 98.5 2.9 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
4 3 6 45 44 52 50
WAHA FIN BASIS - ICE OTC Code-023399
FUTURES ONLY POSITIONS AS OF 11/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 124,590
COMMITMENTS
8,824 15,705 8,891 99,473 89,049 117,188 113,645 7,402 10,945
CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST: -91)
-1,293 -496 624 640 -6 -29 122 -62 -213
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.1 12.6 7.1 79.8 71.5 94.1 91.2 5.9 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
4 2 5 23 27 28 33
Updated November 29, 2010