NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
FUTURES ONLY POSITIONS AS OF 11/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 3,847,005
COMMITMENTS
247,205 112,912 1197491 2373480 2514978 3818176 3825381 28,829 21,624
CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: -138,922)
-37,283 -23,247 -16,133 -87,671 -101,693 -141,087 -141,073 2,165 2,151
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.4 2.9 31.1 61.7 65.4 99.3 99.4 0.7 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 217)
34 37 66 135 126 204 196
SOCAL BORDER FIN BASIS - ICE OTC Code-023393
FUTURES ONLY POSITIONS AS OF 11/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 341,787
COMMITMENTS
27,883 8,331 11,643 288,382 314,957 327,908 334,931 13,879 6,856
CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: 579)
296 -2,414 2,381 -2,894 -688 -217 -721 796 1,300
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.2 2.4 3.4 84.4 92.2 95.9 98.0 4.1 2.0
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 11/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 196,205
COMMITMENTS
8,145 5,032 4,216 181,282 182,110 193,643 191,358 2,562 4,847
CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: 2,923)
180 524 -33 2,720 2,494 2,867 2,985 56 -62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.2 2.6 2.1 92.4 92.8 98.7 97.5 1.3 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
4 3 4 32 36 38 41
NWP ROCKIES FIN BASIS - ICE OTC Code-023395
FUTURES ONLY POSITIONS AS OF 11/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 366,107
COMMITMENTS
4,266 7,915 32,281 324,465 321,824 361,012 362,020 5,095 4,087
CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: -6,419)
-1,958 -2,130 256 -3,605 -2,609 -5,307 -4,483 -1,112 -1,936
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.2 2.2 8.8 88.6 87.9 98.6 98.9 1.4 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
2 4 5 35 34 42 39
AECO FIN BASIS - ICE OTC Code-023396
FUTURES ONLY POSITIONS AS OF 11/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 703,177
COMMITMENTS
288 10,316 47,426 652,010 641,902 699,724 699,644 3,453 3,533
CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: 11,458)
-874 1,461 -2,416 14,744 13,268 11,454 12,313 4 -855
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 1.5 6.7 92.7 91.3 99.5 99.5 0.5 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
1 6 7 59 47 66 54
CHICAGO FIN BASIS - ICE OTC Code-023397
FUTURES ONLY POSITIONS AS OF 11/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 199,948
COMMITMENTS
21,251 2,276 5,656 165,224 184,226 192,131 192,158 7,817 7,790
CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: 6,610)
208 274 2,106 3,682 4,106 5,996 6,486 614 124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.6 1.1 2.8 82.6 92.1 96.1 96.1 3.9 3.9
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 11/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 369,742
COMMITMENTS
24,850 24,044 27,846 307,386 312,101 360,082 363,991 9,660 5,751
CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: 13,206)
-635 -9,256 6,042 8,322 16,155 13,729 12,941 -523 265
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.7 6.5 7.5 83.1 84.4 97.4 98.4 2.6 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
5 2 6 46 44 53 50
WAHA FIN BASIS - ICE OTC Code-023399
FUTURES ONLY POSITIONS AS OF 11/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 125,929
COMMITMENTS
7,294 16,400 10,254 102,312 89,604 119,860 116,258 6,069 9,671
CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: 1,339)
-1,530 695 1,363 2,839 555 2,672 2,613 -1,333 -1,274
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.8 13.0 8.1 81.2 71.2 95.2 92.3 4.8 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
4 2 5 26 29 31 35
Updated December 3, 2010