NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 4,484,453
COMMITMENTS
478,059 116,026 1588359 2393136 2761075 4459554 4465460 24,899 18,993
CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 153,552)
20,419 10,503 88,175 48,865 56,596 157,459 155,274 -3,907 -1,722
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.7 2.6 35.4 53.4 61.6 99.4 99.6 0.6 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 219)
38 35 73 131 124 208 198
SOCAL BORDER FIN BASIS - ICE OTC Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 363,810
COMMITMENTS
39,270 19,564 4,000 302,452 336,348 345,722 359,912 18,088 3,898
CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 22,368)
11,733 4,866 -2,781 14,835 22,962 23,787 25,047 -1,419 -2,679
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 5.4 1.1 83.1 92.5 95.0 98.9 5.0 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
5 4 8 38 37 47 45
PG&E CITYGATE FIN BASIS - ICE OTC Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 180,116
COMMITMENTS
3,677 4,031 4,290 167,799 166,900 175,766 175,221 4,350 4,895
CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 538)
-1,936 -429 217 1,917 535 198 323 340 215
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 2.2 2.4 93.2 92.7 97.6 97.3 2.4 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
2 4 4 29 34 34 39
NWP ROCKIES FIN BASIS - ICE OTC Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 345,318
COMMITMENTS
11,175 5,353 14,521 316,085 321,673 341,781 341,547 3,537 3,771
CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: -2,285)
2,938 -285 -3,183 -2,010 2,343 -2,255 -1,125 -30 -1,160
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 1.6 4.2 91.5 93.2 99.0 98.9 1.0 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
2 5 7 37 32 44 40
AECO FIN BASIS - ICE OTC Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 698,237
COMMITMENTS
11,325 15,643 31,476 650,180 648,125 692,981 695,244 5,256 2,993
CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 21,743)
-3,907 -1,323 3,599 22,569 19,019 22,261 21,295 -518 448
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 2.2 4.5 93.1 92.8 99.2 99.6 0.8 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
5 2 6 58 47 65 53
CHICAGO FIN BASIS - ICE OTC Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 198,748
COMMITMENTS
13,564 1,898 10,130 167,850 178,701 191,544 190,729 7,204 8,019
CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 4,758)
1,358 975 522 3,777 4,509 5,657 6,006 -899 -1,248
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 1.0 5.1 84.5 89.9 96.4 96.0 3.6 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
4 1 4 31 28 36 32
HSC FIN BASIS - ICE OTC Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 334,075
COMMITMENTS
12,745 30,405 31,673 282,699 265,035 327,117 327,113 6,958 6,962
CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 3,392)
-3,402 -10,687 7,762 124 6,044 4,484 3,119 -1,092 273
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 9.1 9.5 84.6 79.3 97.9 97.9 2.1 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
2 4 5 43 42 49 47
WAHA FIN BASIS - ICE OTC Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 142,311
COMMITMENTS
9,350 21,890 6,089 119,464 107,151 134,903 135,130 7,408 7,181
CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 15,062)
1,417 4,828 -1,683 14,974 13,133 14,708 16,278 354 -1,216
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 15.4 4.3 83.9 75.3 94.8 95.0 5.2 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
3 3 2 30 22 34 26
Updated January 21, 2011