NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
FUTURES ONLY POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 3,919,482
COMMITMENTS
271,952 83,655 1246066 2375434 2567662 3893452 3897383 26,030 22,099
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: 72,477)
24,747 -29,257 48,575 1,954 52,684 75,276 72,002 -2,799 475
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.9 2.1 31.8 60.6 65.5 99.3 99.4 0.7 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 219)
36 35 65 135 128 206 196
SOCAL BORDER FIN BASIS - ICE OTC Code-023393
FUTURES ONLY POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 322,034
COMMITMENTS
26,948 7,779 8,739 266,226 299,126 301,913 315,644 20,121 6,390
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -19,753)
-935 -552 -2,904 -22,156 -15,831 -25,995 -19,287 6,242 -466
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.4 2.4 2.7 82.7 92.9 93.8 98.0 6.2 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
4 5 7 36 34 44 42
PG&E CITYGATE FIN BASIS - ICE OTC Code-023394
FUTURES ONLY POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 184,276
COMMITMENTS
9,022 6,426 2,597 171,078 172,029 182,697 181,052 1,579 3,224
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -11,929)
877 1,394 -1,619 -10,204 -10,081 -10,946 -10,306 -983 -1,623
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.9 3.5 1.4 92.8 93.4 99.1 98.3 0.9 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
5 3 4 32 35 39 40
NWP ROCKIES FIN BASIS - ICE OTC Code-023395
FUTURES ONLY POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 347,989
COMMITMENTS
2,857 10,229 29,973 310,830 303,432 343,660 343,634 4,329 4,355
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -18,118)
-1,409 2,314 -2,308 -13,635 -18,392 -17,352 -18,386 -766 268
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.8 2.9 8.6 89.3 87.2 98.8 98.7 1.2 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
2 4 4 33 30 39 35
AECO FIN BASIS - ICE OTC Code-023396
FUTURES ONLY POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 667,118
COMMITMENTS
8,504 7,894 32,918 621,019 624,059 662,441 664,871 4,677 2,247
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -36,059)
8,216 -2,422 -14,508 -30,991 -17,843 -37,283 -34,773 1,224 -1,286
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.3 1.2 4.9 93.1 93.5 99.3 99.7 0.7 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
4 3 7 58 45 65 52
CHICAGO FIN BASIS - ICE OTC Code-023397
FUTURES ONLY POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 188,660
COMMITMENTS
15,317 1,801 4,737 157,661 171,825 177,715 178,363 10,945 10,297
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -11,288)
-5,934 -475 -919 -7,563 -12,401 -14,416 -13,795 3,128 2,507
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.1 1.0 2.5 83.6 91.1 94.2 94.5 5.8 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
4 1 5 26 26 31 31
HSC FIN BASIS - ICE OTC Code-023398
FUTURES ONLY POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 341,401
COMMITMENTS
20,971 27,563 29,270 283,776 280,816 334,017 337,649 7,384 3,752
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -28,341)
-3,879 3,519 1,424 -23,610 -31,285 -26,065 -26,342 -2,276 -1,999
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.1 8.1 8.6 83.1 82.3 97.8 98.9 2.2 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
5 3 7 41 39 49 46
WAHA FIN BASIS - ICE OTC Code-023399
FUTURES ONLY POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 116,077
COMMITMENTS
6,369 18,881 6,276 96,963 80,219 109,608 105,376 6,469 10,701
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -9,852)
-925 2,481 -3,978 -5,349 -9,385 -10,252 -10,882 400 1,030
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.5 16.3 5.4 83.5 69.1 94.4 90.8 5.6 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 3 2 26 24 29 28
Updated December 10, 2010