NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 3,917,102
COMMITMENTS
344,045 178,920 1217657 2334135 2509642 3895837 3906219 21,265 10,883
CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST: 15,275)
28,479 20,825 -27,622 14,854 25,974 15,711 19,177 -436 -3,902
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 4.6 31.1 59.6 64.1 99.5 99.7 0.5 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 218)
30 45 68 133 122 204 196
SOCAL BORDER FIN BASIS - ICE OTC Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 361,326
COMMITMENTS
17,145 10,587 15,608 320,827 331,491 353,580 357,686 7,746 3,640
CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST: 1,105)
-5,876 2,926 -2,733 10,574 1,933 1,965 2,126 -860 -1,021
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 2.9 4.3 88.8 91.7 97.9 99.0 2.1 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
5 3 6 42 40 48 48
PG&E CITYGATE FIN BASIS - ICE OTC Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 179,716
COMMITMENTS
7,808 330 4,933 165,644 169,689 178,385 174,952 1,331 4,764
CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST: -630)
-614 0 -529 900 491 -243 -38 -387 -592
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 0.2 2.7 92.2 94.4 99.3 97.3 0.7 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
6 1 6 29 35 36 41
NWP ROCKIES FIN BASIS - ICE OTC Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 364,090
COMMITMENTS
16,859 3,824 25,830 315,434 330,988 358,123 360,642 5,967 3,448
CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST: 16,978)
7,746 -289 -3,346 13,550 20,985 17,950 17,350 -972 -372
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 1.1 7.1 86.6 90.9 98.4 99.1 1.6 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
6 3 6 38 36 46 43
AECO FIN BASIS - ICE OTC Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 643,775
COMMITMENTS
6,596 18,253 38,499 594,316 581,122 639,411 637,874 4,364 5,901
CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST: 23,876)
2,407 -5,744 6,414 15,758 24,038 24,579 24,708 -703 -832
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 2.8 6.0 92.3 90.3 99.3 99.1 0.7 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
1 8 7 55 45 62 54
CHICAGO FIN BASIS - ICE OTC Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 194,807
COMMITMENTS
28,664 465 2,521 155,266 181,691 186,451 184,677 8,356 10,130
CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST: 2,174)
-1,755 465 128 3,653 1,341 2,026 1,934 148 240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.7 0.2 1.3 79.7 93.3 95.7 94.8 4.3 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
4 1 3 27 27 31 31
HSC FIN BASIS - ICE OTC Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 377,906
COMMITMENTS
28,151 81,997 21,863 317,519 268,578 367,533 372,438 10,373 5,468
CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST: 9,762)
887 8,489 2,024 7,483 537 10,394 11,050 -632 -1,288
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 21.7 5.8 84.0 71.1 97.3 98.6 2.7 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
5 3 6 48 41 56 47
WAHA FIN BASIS - ICE OTC Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 137,708
COMMITMENTS
17,141 25,133 3,786 112,234 100,026 133,161 128,945 4,547 8,763
CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST: -4,851)
1,559 -6,450 88 -3,913 1,569 -2,266 -4,793 -2,585 -58
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 18.3 2.7 81.5 72.6 96.7 93.6 3.3 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
4 3 4 32 29 37 35
Updated October 22, 2010