NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 3,806,575
COMMITMENTS
380,186 202,127 1193142 2206727 2389789 3780055 3785058 26,520 21,517
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: 42,250)
46,693 24,264 16,323 -19,995 1,584 43,021 42,171 -771 79
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 5.3 31.3 58.0 62.8 99.3 99.4 0.7 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 215)
45 29 67 136 125 210 192
SOCAL BORDER FIN BASIS - ICE OTC Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 354,348
COMMITMENTS
39,466 12,538 12,389 296,479 326,696 348,334 351,623 6,014 2,725
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: -7,481)
-12,951 1,288 1,397 4,726 -9,504 -6,828 -6,819 -653 -662
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.1 3.5 3.5 83.7 92.2 98.3 99.2 1.7 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
7 5 7 39 41 49 50
PG&E CITYGATE FIN BASIS - ICE OTC Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 185,112
COMMITMENTS
9,012 3,699 5,929 167,718 170,897 182,659 180,525 2,453 4,587
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: -24,144)
1,174 -5,239 939 -25,661 -19,368 -23,548 -23,668 -596 -476
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 2.0 3.2 90.6 92.3 98.7 97.5 1.3 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
5 3 5 29 36 37 41
NWP ROCKIES FIN BASIS - ICE OTC Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 371,667
COMMITMENTS
17,483 1,469 8,377 338,460 358,270 364,320 368,116 7,347 3,551
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: -21,899)
-1,106 -91 331 -20,709 -22,549 -21,484 -22,309 -415 410
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 0.4 2.3 91.1 96.4 98.0 99.0 2.0 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
4 3 4 40 31 46 36
AECO FIN BASIS - ICE OTC Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 556,662
COMMITMENTS
382 34,780 26,596 526,479 491,566 553,457 552,942 3,205 3,720
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: -16,635)
-519 -10,999 4,914 -20,724 -12,209 -16,329 -18,294 -306 1,659
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 6.2 4.8 94.6 88.3 99.4 99.3 0.6 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
1 9 7 55 48 62 58
CHICAGO FIN BASIS - ICE OTC Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 196,209
COMMITMENTS
26,665 1,604 6,076 155,391 179,529 188,132 187,209 8,077 9,000
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: -7,367)
-3,629 1,063 1,326 -6,301 -11,822 -8,604 -9,433 1,237 2,066
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.6 0.8 3.1 79.2 91.5 95.9 95.4 4.1 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
5 3 4 28 26 35 31
HSC FIN BASIS - ICE OTC Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 372,956
COMMITMENTS
16,135 54,801 31,227 319,793 279,969 367,155 365,997 5,801 6,959
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: -19,809)
1,983 -2,081 -3,583 -19,311 -14,957 -20,911 -20,621 1,102 812
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 14.7 8.4 85.7 75.1 98.4 98.1 1.6 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
5 4 8 47 41 56 49
WAHA FIN BASIS - ICE OTC Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 160,010
COMMITMENTS
9,159 36,280 7,746 139,181 110,978 156,086 155,004 3,924 5,006
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: -9,859)
-3,826 5,005 143 -5,023 -14,409 -8,706 -9,261 -1,153 -598
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 22.7 4.8 87.0 69.4 97.5 96.9 2.5 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
4 2 6 35 31 41 37
Updated September 10, 2010