NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 3,849,990
COMMITMENTS
353,142 212,995 1198178 2274197 2420368 3825517 3831541 24,473 18,449
CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: 43,415)
-27,044 10,868 5,036 67,470 30,579 45,462 46,483 -2,047 -3,068
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 5.5 31.1 59.1 62.9 99.4 99.5 0.6 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 225)
44 36 69 140 126 217 198
SOCAL BORDER FIN BASIS - ICE OTC Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 369,064
COMMITMENTS
35,020 13,981 18,591 307,411 332,805 361,022 365,377 8,042 3,687
CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: 14,716)
-4,446 1,443 6,202 10,932 6,109 12,688 13,754 2,028 962
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 3.8 5.0 83.3 90.2 97.8 99.0 2.2 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
7 4 6 40 42 49 50
PG&E CITYGATE FIN BASIS - ICE OTC Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 188,483
COMMITMENTS
7,559 2,901 6,759 171,561 174,039 185,879 183,699 2,604 4,784
CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: 3,371)
-1,453 -798 830 3,843 3,142 3,220 3,174 151 197
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 1.5 3.6 91.0 92.3 98.6 97.5 1.4 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
4 3 5 29 36 36 41
NWP ROCKIES FIN BASIS - ICE OTC Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 374,025
COMMITMENTS
18,431 1,276 8,670 338,413 360,857 365,514 370,803 8,511 3,222
CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: 2,358)
948 -193 293 -47 2,587 1,194 2,687 1,164 -329
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 0.3 2.3 90.5 96.5 97.7 99.1 2.3 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
5 2 5 39 32 46 37
AECO FIN BASIS - ICE OTC Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 559,837
COMMITMENTS
2,025 29,284 34,224 520,961 494,807 557,210 558,315 2,627 1,522
CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: 3,175)
1,643 -5,496 7,628 -5,518 3,241 3,753 5,373 -578 -2,198
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 5.2 6.1 93.1 88.4 99.5 99.7 0.5 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
2 9 7 57 49 64 60
CHICAGO FIN BASIS - ICE OTC Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 194,376
COMMITMENTS
26,905 775 6,711 153,112 179,771 186,728 187,257 7,648 7,119
CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: -1,833)
240 -829 635 -2,279 242 -1,404 48 -429 -1,881
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.8 0.4 3.5 78.8 92.5 96.1 96.3 3.9 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
6 2 5 29 27 37 32
HSC FIN BASIS - ICE OTC Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 391,710
COMMITMENTS
20,003 70,437 27,284 335,881 285,323 383,168 383,044 8,542 8,666
CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: 18,754)
3,868 15,636 -3,943 16,088 5,354 16,013 17,047 2,741 1,707
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 18.0 7.0 85.7 72.8 97.8 97.8 2.2 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
4 5 8 46 41 55 49
WAHA FIN BASIS - ICE OTC Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 172,176
COMMITMENTS
12,399 45,517 7,276 149,760 112,762 169,435 165,555 2,741 6,621
CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: 12,166)
3,240 9,237 -470 10,579 1,784 13,349 10,551 -1,183 1,615
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 26.4 4.2 87.0 65.5 98.4 96.2 1.6 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
5 2 7 35 34 42 41
Updated September 17, 2010