NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 3,880,086
COMMITMENTS
339,836 226,725 1176470 2336367 2457818 3852673 3861013 27,413 19,073
CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: -107,427)
11,860 2,792 -45,671 -69,829 -61,079 -103,640 -103,958 -3,787 -3,469
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 5.8 30.3 60.2 63.3 99.3 99.5 0.7 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 220)
39 30 68 132 129 204 199
SOCAL BORDER FIN BASIS - ICE OTC Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 344,501
COMMITMENTS
16,354 9,263 18,072 299,985 312,040 334,411 339,375 10,090 5,126
CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: -8,860)
1,759 -1,988 -403 -7,120 -5,840 -5,764 -8,231 -3,096 -629
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 2.7 5.2 87.1 90.6 97.1 98.5 2.9 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
5 3 8 42 41 50 50
PG&E CITYGATE FIN BASIS - ICE OTC Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 193,803
COMMITMENTS
6,875 3,674 5,654 179,550 175,149 192,079 184,477 1,724 9,326
CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: 6,873)
-628 3,344 -231 8,037 105 7,178 3,218 -305 3,655
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 1.9 2.9 92.6 90.4 99.1 95.2 0.9 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
5 3 7 31 36 39 43
NWP ROCKIES FIN BASIS - ICE OTC Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 366,252
COMMITMENTS
8,789 4,622 30,710 322,630 326,434 362,129 361,766 4,123 4,486
CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: 885)
-1,625 459 -206 3,511 -1,073 1,680 -820 -795 1,705
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 1.3 8.4 88.1 89.1 98.9 98.8 1.1 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
5 3 6 37 36 45 43
AECO FIN BASIS - ICE OTC Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 641,675
COMMITMENTS
11,122 16,239 40,539 585,981 578,338 637,642 635,116 4,033 6,559
CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: -20,990)
-345 -245 -1,473 -20,114 -18,347 -21,932 -20,065 942 -925
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 2.5 6.3 91.3 90.1 99.4 99.0 0.6 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
2 5 7 56 47 63 55
CHICAGO FIN BASIS - ICE OTC Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 204,870
COMMITMENTS
21,506 465 7,910 168,737 186,439 198,153 194,814 6,717 10,056
CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: 3,827)
-977 0 802 4,186 2,101 4,011 2,903 -184 924
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.5 0.2 3.9 82.4 91.0 96.7 95.1 3.3 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
4 1 4 29 29 33 34
HSC FIN BASIS - ICE OTC Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 360,692
COMMITMENTS
26,594 45,928 17,516 306,834 293,476 350,944 356,920 9,748 3,772
CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: -1,428)
-681 -818 -1,940 1,245 3,582 -1,376 824 -52 -2,252
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 12.7 4.9 85.1 81.4 97.3 99.0 2.7 1.0
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 11/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 136,577
COMMITMENTS
12,692 27,136 4,390 109,512 96,783 126,594 128,309 9,983 8,268
CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: -441)
179 1,501 -123 -4,465 -1,440 -4,409 -62 3,968 -379
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.3 19.9 3.2 80.2 70.9 92.7 93.9 7.3 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
3 4 3 30 29 34 35
Updated November 5, 2010