NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
FUTURES ONLY POSITIONS AS OF 02/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 4,671,128
COMMITMENTS
405,079 147,011 1716821 2501848 2791290 4623748 4655122 47,380 16,006
CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST: 28,836)
-291 -4,825 7,390 967 26,143 8,066 28,708 20,770 128
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.7 3.1 36.8 53.6 59.8 99.0 99.7 1.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 214)
32 41 71 131 122 205 195
SOCAL BORDER FIN BASIS - ICE OTC Code-023393
FUTURES ONLY POSITIONS AS OF 02/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 377,959
COMMITMENTS
11,075 15,743 22,302 326,177 335,280 359,554 373,325 18,405 4,634
CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST: 8,547)
-2,531 3,275 1,564 8,595 2,821 7,628 7,660 919 887
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.9 4.2 5.9 86.3 88.7 95.1 98.8 4.9 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
5 4 8 38 35 47 43
PG&E CITYGATE FIN BASIS - ICE OTC Code-023394
FUTURES ONLY POSITIONS AS OF 02/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 200,766
COMMITMENTS
964 4,078 5,128 189,245 186,634 195,337 195,840 5,429 4,926
CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST: 1,417)
-1,015 1,952 -175 4,044 -341 2,854 1,436 -1,437 -19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.5 2.0 2.6 94.3 93.0 97.3 97.5 2.7 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
1 3 4 33 36 37 40
NWP ROCKIES FIN BASIS - ICE OTC Code-023395
FUTURES ONLY POSITIONS AS OF 02/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 315,710
COMMITMENTS
29,243 8,959 6,291 273,922 295,302 309,456 310,552 6,254 5,158
CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST: -1,332)
2,470 1,291 84 -5,382 -2,402 -2,828 -1,027 1,496 -305
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.3 2.8 2.0 86.8 93.5 98.0 98.4 2.0 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
4 4 6 35 33 42 40
AECO FIN BASIS - ICE OTC Code-023396
FUTURES ONLY POSITIONS AS OF 02/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 731,203
COMMITMENTS
8,635 39,005 46,470 672,813 643,751 727,918 729,226 3,285 1,977
CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST: -697)
-3,599 270 3,002 349 -4,741 -248 -1,469 -449 772
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.2 5.3 6.4 92.0 88.0 99.6 99.7 0.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
4 8 12 58 49 70 61
CHICAGO FIN BASIS - ICE OTC Code-023397
FUTURES ONLY POSITIONS AS OF 02/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 188,973
COMMITMENTS
19,727 0 3,049 156,473 176,455 179,249 179,504 9,724 9,469
CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST: 4,209)
1,754 -1,849 -644 2,906 5,149 4,016 2,656 193 1,553
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.4 0.0 1.6 82.8 93.4 94.9 95.0 5.1 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
4 0 3 32 25 36 28
HSC FIN BASIS - ICE OTC Code-023398
FUTURES ONLY POSITIONS AS OF 02/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 329,419
COMMITMENTS
14,756 41,888 18,162 285,395 263,132 318,313 323,182 11,106 6,237
CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST: -2,615)
-2,664 -1,457 -1,035 1,603 983 -2,096 -1,509 -519 -1,106
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.5 12.7 5.5 86.6 79.9 96.6 98.1 3.4 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
3 4 5 41 38 47 44
WAHA FIN BASIS - ICE OTC Code-023399
FUTURES ONLY POSITIONS AS OF 02/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 184,627
COMMITMENTS
4,599 31,263 6,160 165,917 139,734 176,676 177,157 7,951 7,470
CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST: 919)
-1,623 2,969 398 2,324 -1,960 1,099 1,407 -180 -488
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.5 16.9 3.3 89.9 75.7 95.7 96.0 4.3 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
2 5 5 27 23 33 29
Updated February 25, 2011