NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 3,938,806
COMMITMENTS
238,497 168,189 1207161 2448110 2525912 3893768 3901262 45,038 37,544
CHANGES FROM 11/09/10 (CHANGE IN OPEN INTEREST: -25,668)
-56,223 -40,671 -41,609 55,453 39,949 -42,379 -42,331 16,711 16,663
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 4.3 30.6 62.2 64.1 98.9 99.0 1.1 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 224)
35 38 67 136 130 208 201
SOCAL BORDER FIN BASIS - ICE OTC Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 329,817
COMMITMENTS
18,937 10,940 12,129 285,757 300,765 316,823 323,834 12,994 5,983
CHANGES FROM 11/09/10 (CHANGE IN OPEN INTEREST: 8,328)
576 -66 757 4,208 6,449 5,541 7,140 2,787 1,188
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 3.3 3.7 86.6 91.2 96.1 98.2 3.9 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
6 4 8 40 38 48 48
PG&E CITYGATE FIN BASIS - ICE OTC Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 189,542
COMMITMENTS
4,249 4,410 5,382 177,560 174,934 187,191 184,726 2,351 4,816
CHANGES FROM 11/09/10 (CHANGE IN OPEN INTEREST: 5,600)
498 -1,460 1,345 3,176 5,775 5,019 5,660 581 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 2.3 2.8 93.7 92.3 98.8 97.5 1.2 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
4 3 5 31 35 37 41
NWP ROCKIES FIN BASIS - ICE OTC Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 361,204
COMMITMENTS
7,962 5,735 31,704 315,003 318,354 354,669 355,793 6,535 5,411
CHANGES FROM 11/09/10 (CHANGE IN OPEN INTEREST: -1,953)
21 -2,776 -68 -3,594 -1,308 -3,641 -4,152 1,688 2,199
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 1.6 8.8 87.2 88.1 98.2 98.5 1.8 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
3 5 6 36 35 43 42
AECO FIN BASIS - ICE OTC Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 687,942
COMMITMENTS
930 18,387 45,379 636,529 618,745 682,838 682,511 5,104 5,431
CHANGES FROM 11/09/10 (CHANGE IN OPEN INTEREST: 25,011)
-9,714 2,426 -483 36,395 24,779 26,198 26,722 -1,187 -1,711
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 2.7 6.6 92.5 89.9 99.3 99.2 0.7 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
2 6 6 59 47 65 55
CHICAGO FIN BASIS - ICE OTC Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 192,713
COMMITMENTS
20,478 2,751 3,805 159,955 178,550 184,238 185,106 8,475 7,607
CHANGES FROM 11/09/10 (CHANGE IN OPEN INTEREST: 4,057)
-688 1,612 -139 5,581 3,438 4,754 4,911 -697 -854
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.6 1.4 2.0 83.0 92.7 95.6 96.1 4.4 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
4 2 5 30 30 35 36
HSC FIN BASIS - ICE OTC Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 344,554
COMMITMENTS
23,531 35,001 21,225 287,894 284,039 332,650 340,265 11,904 4,289
CHANGES FROM 11/09/10 (CHANGE IN OPEN INTEREST: 1,974)
-25 -6,488 1,910 -457 8,236 1,428 3,658 546 -1,684
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 10.2 6.2 83.6 82.4 96.5 98.8 3.5 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
5 2 5 46 44 53 49
WAHA FIN BASIS - ICE OTC Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 124,681
COMMITMENTS
10,117 16,201 8,267 98,833 89,055 117,217 113,523 7,464 11,158
CHANGES FROM 11/09/10 (CHANGE IN OPEN INTEREST: 2,562)
-594 -725 1,318 4,409 46 5,133 639 -2,571 1,923
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 13.0 6.6 79.3 71.4 94.0 91.1 6.0 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
4 3 5 23 27 28 34
Updated November 19, 2010