NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 4,027,298
COMMITMENTS
367,057 152,464 1265193 2369875 2593716 4002125 4011373 25,173 15,925
CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: 177,308)
13,915 -60,531 67,015 95,678 173,348 176,608 179,832 700 -2,524
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.1 3.8 31.4 58.8 64.4 99.4 99.6 0.6 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 230)
43 38 73 142 129 222 205
SOCAL BORDER FIN BASIS - ICE OTC Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 373,438
COMMITMENTS
43,912 8,166 18,113 303,171 343,588 365,196 369,867 8,242 3,571
CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: 4,374)
8,892 -5,815 -478 -4,240 10,783 4,174 4,490 200 -116
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 2.2 4.9 81.2 92.0 97.8 99.0 2.2 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
6 4 8 41 42 50 51
PG&E CITYGATE FIN BASIS - ICE OTC Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 182,821
COMMITMENTS
6,753 512 6,528 167,293 171,390 180,574 178,430 2,247 4,391
CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: -5,662)
-806 -2,389 -231 -4,268 -2,649 -5,305 -5,269 -357 -393
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 0.3 3.6 91.5 93.7 98.8 97.6 1.2 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
5 2 5 32 37 39 42
NWP ROCKIES FIN BASIS - ICE OTC Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 363,437
COMMITMENTS
18,886 1,732 8,671 324,268 349,197 351,825 359,600 11,612 3,837
CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: -10,588)
455 456 1 -14,145 -11,660 -13,689 -11,203 3,101 615
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 0.5 2.4 89.2 96.1 96.8 98.9 3.2 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
3 3 5 36 32 42 37
AECO FIN BASIS - ICE OTC Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 594,314
COMMITMENTS
0 28,957 39,070 552,878 525,080 591,948 593,107 2,366 1,207
CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: 34,477)
-2,025 -327 4,846 31,917 30,273 34,738 34,792 -261 -315
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.9 6.6 93.0 88.4 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
0 10 6 57 48 63 58
CHICAGO FIN BASIS - ICE OTC Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 196,183
COMMITMENTS
27,885 1,090 5,493 154,182 181,902 187,560 188,485 8,623 7,698
CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: 1,807)
980 315 -1,218 1,070 2,131 832 1,228 975 579
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.2 0.6 2.8 78.6 92.7 95.6 96.1 4.4 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
5 3 5 28 26 36 31
HSC FIN BASIS - ICE OTC Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 390,745
COMMITMENTS
19,946 83,087 18,730 344,989 281,968 383,665 383,785 7,080 6,960
CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: -965)
-57 12,650 -8,554 9,108 -3,355 497 741 -1,462 -1,706
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 21.3 4.8 88.3 72.2 98.2 98.2 1.8 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
3 6 8 45 42 54 50
WAHA FIN BASIS - ICE OTC Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 174,463
COMMITMENTS
14,372 42,469 8,069 149,003 118,031 171,444 168,569 3,019 5,894
CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: 2,287)
1,973 -3,048 793 -757 5,269 2,009 3,014 278 -727
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 24.3 4.6 85.4 67.7 98.3 96.6 1.7 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
5 2 6 35 35 42 41
Updated September 24, 2010