NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 4,019,783
COMMITMENTS
288,055 168,206 1313567 2389787 2513215 3991409 3994988 28,374 24,795
CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: -28,045)
-2,749 38,953 -68,322 44,973 -1,952 -26,098 -31,321 -1,947 3,276
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 4.2 32.7 59.5 62.5 99.3 99.4 0.7 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 225)
38 37 72 142 131 219 203
SOCAL BORDER FIN BASIS - ICE OTC Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 345,675
COMMITMENTS
46,628 8,994 12,783 279,642 320,975 339,053 342,752 6,622 2,923
CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: 11,877)
1,035 -6,763 -832 12,735 20,898 12,938 13,303 -1,061 -1,426
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.5 2.6 3.7 80.9 92.9 98.1 99.2 1.9 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
10 5 13 40 41 53 56
PG&E CITYGATE FIN BASIS - ICE OTC Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 202,588
COMMITMENTS
9,897 7,705 5,100 185,362 185,029 200,359 197,834 2,229 4,754
CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: -4,310)
570 -274 -66 -4,418 -3,578 -3,914 -3,918 -396 -392
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 3.8 2.5 91.5 91.3 98.9 97.7 1.1 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
6 5 5 36 37 46 43
NWP ROCKIES FIN BASIS - ICE OTC Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 385,397
COMMITMENTS
23,689 982 5,842 346,204 374,138 375,735 380,962 9,662 4,435
CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: 176)
-1,425 336 1,145 -1,283 -37 -1,563 1,444 1,739 -1,268
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 0.3 1.5 89.8 97.1 97.5 98.8 2.5 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
4 2 4 37 28 43 32
AECO FIN BASIS - ICE OTC Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 573,978
COMMITMENTS
156 77,933 21,339 548,065 473,016 569,560 572,288 4,418 1,690
CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: 3,677)
156 20,251 -17,287 21,099 1,408 3,968 4,372 -291 -695
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 13.6 3.7 95.5 82.4 99.2 99.7 0.8 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
1 9 8 55 47 63 57
CHICAGO FIN BASIS - ICE OTC Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 197,049
COMMITMENTS
28,153 541 4,898 156,829 183,832 189,880 189,271 7,169 7,778
CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: 6,855)
1,093 -122 -622 6,888 7,207 7,359 6,463 -504 392
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.3 0.3 2.5 79.6 93.3 96.4 96.1 3.6 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
7 1 5 31 28 39 33
HSC FIN BASIS - ICE OTC Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 385,487
COMMITMENTS
15,156 57,595 30,185 334,636 290,344 379,977 378,124 5,510 7,363
CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: 14,132)
935 -2,800 181 14,710 17,923 15,826 15,304 -1,694 -1,172
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 14.9 7.8 86.8 75.3 98.6 98.1 1.4 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
6 3 9 48 45 57 54
WAHA FIN BASIS - ICE OTC Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 161,673
COMMITMENTS
10,267 23,906 8,473 137,428 123,419 156,168 155,798 5,505 5,875
CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: 4,215)
-5,770 -2,357 980 7,602 3,943 2,812 2,566 1,403 1,649
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 14.8 5.2 85.0 76.3 96.6 96.4 3.4 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
5 1 6 36 33 42 39
Updated August 27, 2010