NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
FUTURES ONLY POSITIONS AS OF 01/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 4,774,766
COMMITMENTS
516,315 91,891 1765668 2470073 2903932 4752056 4761491 22,710 13,275
CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: 290,313)
38,256 -24,135 177,309 76,937 142,857 292,502 296,031 -2,189 -5,718
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.8 1.9 37.0 51.7 60.8 99.5 99.7 0.5 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 220)
39 33 71 134 127 209 199
SOCAL BORDER FIN BASIS - ICE OTC Code-023393
FUTURES ONLY POSITIONS AS OF 01/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 390,360
COMMITMENTS
52,898 12,953 8,261 310,008 365,047 371,167 386,261 19,193 4,099
CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: 26,550)
13,628 -6,611 4,261 7,556 28,699 25,445 26,349 1,105 201
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.6 3.3 2.1 79.4 93.5 95.1 98.9 4.9 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
6 4 7 37 37 46 45
PG&E CITYGATE FIN BASIS - ICE OTC Code-023394
FUTURES ONLY POSITIONS AS OF 01/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 191,588
COMMITMENTS
2,987 3,867 4,733 179,889 178,020 187,609 186,620 3,979 4,968
CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: 11,472)
-690 -164 443 12,090 11,120 11,843 11,399 -371 73
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.6 2.0 2.5 93.9 92.9 97.9 97.4 2.1 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
3 3 4 32 35 37 40
NWP ROCKIES FIN BASIS - ICE OTC Code-023395
FUTURES ONLY POSITIONS AS OF 01/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 339,948
COMMITMENTS
18,236 3,769 9,479 306,626 321,957 334,341 335,205 5,607 4,743
CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: -5,370)
7,061 -1,584 -5,042 -9,459 284 -7,440 -6,342 2,070 972
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.4 1.1 2.8 90.2 94.7 98.4 98.6 1.6 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
4 3 4 35 31 41 36
AECO FIN BASIS - ICE OTC Code-023396
FUTURES ONLY POSITIONS AS OF 01/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 733,090
COMMITMENTS
9,925 21,818 38,191 680,230 669,078 728,346 729,087 4,744 4,003
CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: 34,853)
-1,400 6,175 6,715 30,050 20,953 35,365 33,843 -512 1,010
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.4 3.0 5.2 92.8 91.3 99.4 99.5 0.6 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
4 4 7 58 48 66 55
CHICAGO FIN BASIS - ICE OTC Code-023397
FUTURES ONLY POSITIONS AS OF 01/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 197,734
COMMITMENTS
19,644 2,164 7,244 162,617 179,854 189,505 189,262 8,229 8,472
CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: -1,014)
6,080 266 -2,886 -5,233 1,153 -2,039 -1,467 1,025 453
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.9 1.1 3.7 82.2 91.0 95.8 95.7 4.2 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
3 2 4 33 29 38 33
HSC FIN BASIS - ICE OTC Code-023398
FUTURES ONLY POSITIONS AS OF 01/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 344,302
COMMITMENTS
13,549 19,877 39,246 284,327 278,187 337,122 337,310 7,180 6,992
CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: 10,227)
804 -10,528 7,573 1,628 13,152 10,005 10,197 222 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.9 5.8 11.4 82.6 80.8 97.9 98.0 2.1 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
3 4 4 45 41 51 46
WAHA FIN BASIS - ICE OTC Code-023399
FUTURES ONLY POSITIONS AS OF 01/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 184,311
COMMITMENTS
9,023 43,849 5,870 161,388 129,312 176,281 179,031 8,030 5,280
CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: 42,000)
-327 21,959 -219 41,924 22,161 41,378 43,901 622 -1,901
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.9 23.8 3.2 87.6 70.2 95.6 97.1 4.4 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
3 4 4 32 25 37 31
Updated January 28, 2011