NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 3,819,617
COMMITMENTS
331,864 104,276 1255758 2207815 2438389 3795437 3798423 24,180 21,194
CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST: -190,249)
74,858 6,164 -55,353 -210,161 -145,464 -190,656 -194,653 407 4,404
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 2.7 32.9 57.8 63.8 99.4 99.4 0.6 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 215)
39 29 59 133 129 200 191
SOCAL BORDER FIN BASIS - ICE OTC Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 330,210
COMMITMENTS
20,016 2,987 11,734 278,060 310,837 309,810 325,558 20,400 4,652
CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST: 7,695)
-1,889 -324 1,128 8,550 7,769 7,789 8,573 -94 -878
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 0.9 3.6 84.2 94.1 93.8 98.6 6.2 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
5 3 8 38 37 46 45
PG&E CITYGATE FIN BASIS - ICE OTC Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 189,077
COMMITMENTS
9,733 5,947 3,456 173,178 175,137 186,367 184,540 2,710 4,537
CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST: 2,683)
-230 -404 -76 2,900 3,101 2,594 2,621 89 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 3.1 1.8 91.6 92.6 98.6 97.6 1.4 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
4 4 5 33 36 40 42
NWP ROCKIES FIN BASIS - ICE OTC Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 355,708
COMMITMENTS
2,973 4,549 29,609 317,863 317,466 350,445 351,624 5,263 4,084
CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST: 1,657)
630 -2,892 -777 1,521 5,355 1,374 1,686 283 -29
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 1.3 8.3 89.4 89.2 98.5 98.9 1.5 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
3 6 7 32 27 41 34
AECO FIN BASIS - ICE OTC Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 682,469
COMMITMENTS
1,548 7,827 37,671 638,988 634,587 678,207 680,085 4,262 2,384
CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST: -17,126)
49 2,760 -1,996 -6,454 -9,054 -8,401 -8,290 -8,725 -8,836
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 1.1 5.5 93.6 93.0 99.4 99.7 0.6 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
2 4 6 57 47 63 53
CHICAGO FIN BASIS - ICE OTC Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 193,593
COMMITMENTS
15,022 0 6,137 164,015 177,420 185,174 183,557 8,419 10,036
CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST: 2,541)
-1,832 0 1,921 1,044 -602 1,133 1,319 1,408 1,222
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 0.0 3.2 84.7 91.6 95.7 94.8 4.3 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
5 0 5 28 29 33 34
HSC FIN BASIS - ICE OTC Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 351,586
COMMITMENTS
16,807 51,914 17,902 310,087 276,570 344,796 346,386 6,790 5,200
CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST: 5,690)
-1,312 3,402 177 6,763 1,407 5,628 4,986 62 704
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 14.8 5.1 88.2 78.7 98.1 98.5 1.9 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
4 4 6 44 45 52 51
WAHA FIN BASIS - ICE OTC Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 122,116
COMMITMENTS
7,532 20,742 7,158 100,442 82,563 115,132 110,463 6,984 11,653
CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST: 540)
-248 1,308 -217 299 -1,447 -166 -356 706 896
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 17.0 5.9 82.3 67.6 94.3 90.5 5.7 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 3 1 29 22 32 25
Updated January 3, 2011