NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 3,964,474
COMMITMENTS
294,720 208,860 1248770 2392657 2485963 3936147 3943593 28,327 20,881
CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST: 84,388)
-45,116 -17,865 72,300 56,290 28,145 83,474 82,580 914 1,808
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 5.3 31.5 60.4 62.7 99.3 99.5 0.7 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 219)
39 31 69 133 127 205 199
SOCAL BORDER FIN BASIS - ICE OTC Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 321,489
COMMITMENTS
18,361 11,006 11,372 281,549 294,316 311,282 316,694 10,207 4,795
CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST: -23,012)
2,007 1,743 -6,700 -18,436 -17,724 -23,129 -22,681 117 -331
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 3.4 3.5 87.6 91.5 96.8 98.5 3.2 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
6 4 8 41 39 49 49
PG&E CITYGATE FIN BASIS - ICE OTC Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 183,942
COMMITMENTS
3,751 5,870 4,037 174,384 169,159 182,172 179,066 1,770 4,876
CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST: -9,861)
-3,124 2,196 -1,617 -5,166 -5,990 -9,907 -5,411 46 -4,450
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 3.2 2.2 94.8 92.0 99.0 97.3 1.0 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
3 4 4 31 34 37 39
NWP ROCKIES FIN BASIS - ICE OTC Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 363,157
COMMITMENTS
7,941 8,511 31,772 318,597 319,662 358,310 359,945 4,847 3,212
CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST: -3,095)
-848 3,889 1,062 -4,033 -6,772 -3,819 -1,821 724 -1,274
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 2.3 8.7 87.7 88.0 98.7 99.1 1.3 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
2 5 5 35 34 42 40
AECO FIN BASIS - ICE OTC Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 662,931
COMMITMENTS
10,644 15,961 45,862 600,134 593,966 656,640 655,789 6,291 7,142
CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST: 21,256)
-478 -278 5,323 14,153 15,628 18,998 20,673 2,258 583
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 2.4 6.9 90.5 89.6 99.1 98.9 0.9 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
2 6 7 57 45 64 54
CHICAGO FIN BASIS - ICE OTC Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 188,656
COMMITMENTS
21,166 1,139 3,944 154,374 175,112 179,484 180,195 9,172 8,461
CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST: -16,214)
-340 674 -3,966 -14,363 -11,327 -18,669 -14,619 2,455 -1,595
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 0.6 2.1 81.8 92.8 95.1 95.5 4.9 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
3 2 4 29 29 33 34
HSC FIN BASIS - ICE OTC Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 342,580
COMMITMENTS
23,556 41,489 19,315 288,351 275,803 331,222 336,607 11,358 5,973
CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST: -18,112)
-3,038 -4,439 1,799 -18,483 -17,673 -19,722 -20,313 1,610 2,201
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 12.1 5.6 84.2 80.5 96.7 98.3 3.3 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
4 3 5 43 42 50 47
WAHA FIN BASIS - ICE OTC Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 122,119
COMMITMENTS
10,711 16,926 6,949 94,424 89,009 112,084 112,884 10,035 9,235
CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST: -14,458)
-1,981 -10,210 2,559 -15,088 -7,774 -14,510 -15,425 52 967
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 13.9 5.7 77.3 72.9 91.8 92.4 8.2 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
4 3 5 22 27 27 34
Updated November 15, 2010