NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
FUTURES ONLY POSITIONS AS OF 03/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 4,512,736
COMMITMENTS
330,976 154,415 1736589 2414998 2601553 4482563 4492557 30,173 20,179
CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: -158,392)
-74,103 7,404 19,768 -86,850 -189,737 -141,185 -162,565 -17,207 4,173
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.3 3.4 38.5 53.5 57.6 99.3 99.6 0.7 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 216)
39 38 72 127 122 202 199
SOCAL BORDER FIN BASIS - ICE OTC Code-023393
FUTURES ONLY POSITIONS AS OF 03/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 379,278
COMMITMENTS
21,718 16,753 19,440 322,587 339,861 363,745 376,054 15,533 3,224
CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: 1,319)
10,643 1,010 -2,862 -3,590 4,581 4,191 2,729 -2,872 -1,410
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.7 4.4 5.1 85.1 89.6 95.9 99.1 4.1 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
6 5 10 38 36 49 46
PG&E CITYGATE FIN BASIS - ICE OTC Code-023394
FUTURES ONLY POSITIONS AS OF 03/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 199,320
COMMITMENTS
1,964 3,240 6,126 187,199 184,266 195,289 193,632 4,031 5,688
CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: -1,446)
1,000 -838 998 -2,046 -2,368 -48 -2,208 -1,398 762
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.0 1.6 3.1 93.9 92.4 98.0 97.1 2.0 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
2 3 5 33 36 38 41
NWP ROCKIES FIN BASIS - ICE OTC Code-023395
FUTURES ONLY POSITIONS AS OF 03/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 334,846
COMMITMENTS
30,142 8,681 7,191 291,105 315,286 328,438 331,158 6,408 3,688
CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: 19,136)
899 -278 900 17,183 19,984 18,982 20,606 154 -1,470
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.0 2.6 2.1 86.9 94.2 98.1 98.9 1.9 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
4 4 6 35 35 42 42
AECO FIN BASIS - ICE OTC Code-023396
FUTURES ONLY POSITIONS AS OF 03/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 739,378
COMMITMENTS
7,331 37,738 52,956 671,490 645,383 731,777 736,077 7,601 3,301
CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: 8,175)
-1,304 -1,267 6,486 -1,323 1,632 3,859 6,851 4,316 1,324
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.0 5.1 7.2 90.8 87.3 99.0 99.6 1.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
2 10 11 57 50 68 62
CHICAGO FIN BASIS - ICE OTC Code-023397
FUTURES ONLY POSITIONS AS OF 03/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 193,301
COMMITMENTS
19,965 2,235 2,076 163,975 181,105 186,016 185,416 7,285 7,885
CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: 4,328)
238 2,235 -973 7,502 4,650 6,767 5,912 -2,439 -1,584
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.3 1.2 1.1 84.8 93.7 96.2 95.9 3.8 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
3 2 3 34 25 38 29
HSC FIN BASIS - ICE OTC Code-023398
FUTURES ONLY POSITIONS AS OF 03/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 338,688
COMMITMENTS
17,377 46,418 14,412 295,299 271,436 327,088 332,266 11,600 6,422
CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: 9,269)
2,621 4,530 -3,750 9,904 8,304 8,775 9,084 494 185
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.1 13.7 4.3 87.2 80.1 96.6 98.1 3.4 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
3 3 4 41 38 46 43
WAHA FIN BASIS - ICE OTC Code-023399
FUTURES ONLY POSITIONS AS OF 03/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 187,012
COMMITMENTS
3,373 41,022 6,433 170,930 134,195 180,736 181,650 6,276 5,362
CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: 2,385)
-1,226 9,759 273 5,013 -5,539 4,060 4,493 -1,675 -2,108
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.8 21.9 3.4 91.4 71.8 96.6 97.1 3.4 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
2 4 4 30 26 35 31
Updated March 4, 2011