NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
FUTURES ONLY POSITIONS AS OF 01/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 4,330,901
COMMITMENTS
457,640 105,523 1500184 2344271 2704479 4302095 4310186 28,806 20,715
CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: 211,623)
35,005 21,285 110,850 61,583 78,662 207,438 210,797 4,185 826
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.6 2.4 34.6 54.1 62.4 99.3 99.5 0.7 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 217)
41 34 69 130 122 205 193
SOCAL BORDER FIN BASIS - ICE OTC Code-023393
FUTURES ONLY POSITIONS AS OF 01/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 341,442
COMMITMENTS
27,537 14,698 6,781 287,617 313,386 321,935 334,865 19,507 6,577
CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: 6,101)
5,416 11,512 -6,381 9,743 -992 8,778 4,139 -2,677 1,962
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.1 4.3 2.0 84.2 91.8 94.3 98.1 5.7 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
5 4 8 39 38 48 46
PG&E CITYGATE FIN BASIS - ICE OTC Code-023394
FUTURES ONLY POSITIONS AS OF 01/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 179,578
COMMITMENTS
5,613 4,460 4,073 165,882 166,365 175,568 174,898 4,010 4,680
CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: -9,053)
-4,238 486 -276 -4,501 -6,752 -9,015 -6,542 -38 -2,511
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.1 2.5 2.3 92.4 92.6 97.8 97.4 2.2 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
3 4 5 28 35 34 41
NWP ROCKIES FIN BASIS - ICE OTC Code-023395
FUTURES ONLY POSITIONS AS OF 01/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 347,603
COMMITMENTS
8,237 5,638 17,704 318,095 319,330 344,036 342,672 3,567 4,931
CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: -5,445)
3,333 1,740 -5,168 -883 970 -2,718 -2,458 -2,727 -2,987
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.4 1.6 5.1 91.5 91.9 99.0 98.6 1.0 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
1 6 7 34 28 41 36
AECO FIN BASIS - ICE OTC Code-023396
FUTURES ONLY POSITIONS AS OF 01/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 676,494
COMMITMENTS
15,232 16,966 27,877 627,611 629,106 670,720 673,949 5,774 2,545
CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: -28,988)
5,143 8,250 -7,426 -22,870 -23,847 -25,153 -23,023 -3,835 -5,965
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.3 2.5 4.1 92.8 93.0 99.1 99.6 0.9 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
6 3 8 58 47 67 55
CHICAGO FIN BASIS - ICE OTC Code-023397
FUTURES ONLY POSITIONS AS OF 01/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 193,990
COMMITMENTS
12,206 923 9,608 164,073 174,192 185,887 184,723 8,103 9,267
CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: 361)
-4,987 923 4,081 2,472 -5,300 1,566 -296 -1,205 657
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.3 0.5 5.0 84.6 89.8 95.8 95.2 4.2 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
4 1 4 29 28 34 32
HSC FIN BASIS - ICE OTC Code-023398
FUTURES ONLY POSITIONS AS OF 01/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 330,683
COMMITMENTS
16,147 41,092 23,911 282,575 258,991 322,633 323,994 8,050 6,689
CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: -17,398)
-1,724 -12,420 8,689 -20,338 -16,836 -13,373 -20,567 -4,025 3,169
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.9 12.4 7.2 85.5 78.3 97.6 98.0 2.4 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
3 4 6 41 40 48 46
WAHA FIN BASIS - ICE OTC Code-023399
FUTURES ONLY POSITIONS AS OF 01/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 127,249
COMMITMENTS
7,933 17,062 7,772 104,490 94,018 120,195 118,852 7,054 8,397
CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: 6,128)
401 -3,185 673 3,940 11,660 5,014 9,148 1,114 -3,020
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.2 13.4 6.1 82.1 73.9 94.5 93.4 5.5 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 2 3 29 22 33 26
Updated January 14, 2011