NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 4,105,425
COMMITMENTS
295,600 64,827 1367081 2414477 2651319 4077158 4083227 28,267 22,198
CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 185,943)
23,648 -18,828 121,015 39,043 83,657 183,706 185,844 2,237 99
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 1.6 33.3 58.8 64.6 99.3 99.5 0.7 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 220)
43 30 70 137 129 209 201
SOCAL BORDER FIN BASIS - ICE OTC Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 319,915
COMMITMENTS
23,726 5,597 11,051 264,356 297,756 299,133 314,404 20,782 5,511
CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: -2,119)
-3,222 -2,182 2,312 -1,870 -1,370 -2,780 -1,240 661 -879
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 1.7 3.5 82.6 93.1 93.5 98.3 6.5 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
4 4 7 36 35 44 42
PG&E CITYGATE FIN BASIS - ICE OTC Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 186,149
COMMITMENTS
10,318 5,404 3,574 169,265 172,475 183,157 181,453 2,992 4,696
CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 1,873)
1,296 -1,022 977 -1,813 446 460 401 1,413 1,472
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 2.9 1.9 90.9 92.7 98.4 97.5 1.6 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
5 4 4 31 35 39 40
NWP ROCKIES FIN BASIS - ICE OTC Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 349,181
COMMITMENTS
2,985 8,848 29,977 311,304 306,940 344,266 345,765 4,915 3,416
CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 1,192)
128 -1,381 4 474 3,508 606 2,131 586 -939
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 2.5 8.6 89.2 87.9 98.6 99.0 1.4 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
3 6 6 33 29 41 36
AECO FIN BASIS - ICE OTC Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 678,939
COMMITMENTS
6,180 5,526 34,735 633,030 635,746 673,945 676,007 4,994 2,932
CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 11,821)
-2,324 -2,368 1,817 12,011 11,687 11,504 11,136 317 685
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.8 5.1 93.2 93.6 99.3 99.6 0.7 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
4 2 5 57 47 62 53
CHICAGO FIN BASIS - ICE OTC Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 190,342
COMMITMENTS
15,737 1,552 4,591 161,423 174,594 181,751 180,737 8,591 9,605
CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 1,682)
420 -249 -146 3,762 2,769 4,036 2,374 -2,354 -692
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 0.8 2.4 84.8 91.7 95.5 95.0 4.5 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
4 1 5 27 28 32 33
HSC FIN BASIS - ICE OTC Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 346,806
COMMITMENTS
19,334 43,855 22,495 296,958 274,941 338,787 341,291 8,019 5,515
CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 5,405)
-1,637 16,292 -6,775 13,182 -5,875 4,770 3,642 635 1,763
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 12.6 6.5 85.6 79.3 97.7 98.4 2.3 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
4 4 7 41 41 49 48
WAHA FIN BASIS - ICE OTC Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 120,487
COMMITMENTS
6,369 18,674 8,493 99,719 82,566 114,581 109,733 5,906 10,754
CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 4,410)
0 -207 2,217 2,756 2,347 4,973 4,357 -563 53
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 15.5 7.0 82.8 68.5 95.1 91.1 4.9 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 3 2 28 23 31 27
Updated December 17, 2010