NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 3,987,513
COMMITMENTS
327,976 223,933 1222141 2406196 2518897 3956313 3964971 31,200 22,542
CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: 70,411)
-16,069 45,013 4,484 72,061 9,255 60,476 58,752 9,935 11,659
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 5.6 30.6 60.3 63.2 99.2 99.4 0.8 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 221)
33 41 73 133 125 209 200
SOCAL BORDER FIN BASIS - ICE OTC Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 353,361
COMMITMENTS
14,595 11,251 18,475 307,105 317,880 340,175 347,606 13,186 5,755
CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: -7,965)
-2,550 664 2,867 -13,722 -13,611 -13,405 -10,080 5,440 2,115
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 3.2 5.2 86.9 90.0 96.3 98.4 3.7 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
4 5 9 40 40 49 50
PG&E CITYGATE FIN BASIS - ICE OTC Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 186,930
COMMITMENTS
7,503 330 5,885 171,513 175,044 184,901 181,259 2,029 5,671
CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: 7,214)
-305 0 952 5,869 5,355 6,516 6,307 698 907
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 0.2 3.1 91.8 93.6 98.9 97.0 1.1 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
7 1 8 30 36 38 44
NWP ROCKIES FIN BASIS - ICE OTC Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 365,367
COMMITMENTS
10,414 4,163 30,916 319,119 327,507 360,449 362,586 4,918 2,781
CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: 1,277)
-6,445 339 5,086 3,685 -3,481 2,326 1,944 -1,049 -667
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 1.1 8.5 87.3 89.6 98.7 99.2 1.3 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
6 3 6 37 35 45 42
AECO FIN BASIS - ICE OTC Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 662,665
COMMITMENTS
11,467 16,484 42,012 606,095 596,685 659,574 655,181 3,091 7,484
CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: 18,890)
4,871 -1,769 3,513 11,779 15,563 20,163 17,307 -1,273 1,583
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 2.5 6.3 91.5 90.0 99.5 98.9 0.5 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
2 6 7 56 45 63 53
CHICAGO FIN BASIS - ICE OTC Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 201,043
COMMITMENTS
22,483 465 7,108 164,551 184,338 194,142 191,911 6,901 9,132
CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: 6,236)
-6,181 0 4,587 9,285 2,647 7,691 7,234 -1,455 -998
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 0.2 3.5 81.8 91.7 96.6 95.5 3.4 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
4 1 3 29 30 33 34
HSC FIN BASIS - ICE OTC Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 362,120
COMMITMENTS
27,275 46,746 19,456 305,589 289,894 352,320 356,096 9,800 6,024
CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: -15,786)
-876 -35,251 -2,407 -11,930 21,316 -15,213 -16,342 -573 556
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 12.9 5.4 84.4 80.1 97.3 98.3 2.7 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
5 3 6 47 41 55 47
WAHA FIN BASIS - ICE OTC Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 137,018
COMMITMENTS
12,513 25,635 4,513 113,977 98,223 131,003 128,371 6,015 8,647
CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: -690)
-4,628 502 727 1,743 -1,803 -2,158 -574 1,468 -116
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.1 18.7 3.3 83.2 71.7 95.6 93.7 4.4 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
3 3 3 32 30 36 35
Updated October 29, 2010