NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 4,566,168
COMMITMENTS
480,077 91,110 1727315 2333762 2732010 4541154 4550435 25,014 15,733
CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST: -208,598)
-36,238 -781 -38,353 -136,311 -171,922 -210,902 -211,056 2,304 2,458
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.5 2.0 37.8 51.1 59.8 99.5 99.7 0.5 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 217)
46 28 69 132 125 206 196
SOCAL BORDER FIN BASIS - ICE OTC Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 379,374
COMMITMENTS
28,130 11,681 9,789 321,692 352,750 359,611 374,220 19,763 5,154
CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST: -10,986)
-24,768 -1,272 1,528 11,684 -12,297 -11,556 -12,041 570 1,055
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 3.1 2.6 84.8 93.0 94.8 98.6 5.2 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
6 4 8 40 36 49 45
PG&E CITYGATE FIN BASIS - ICE OTC Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 191,482
COMMITMENTS
4,099 2,199 3,692 180,191 181,078 187,982 186,969 3,500 4,513
CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST: -106)
1,112 -1,668 -1,041 302 3,058 373 349 -479 -455
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 1.1 1.9 94.1 94.6 98.2 97.6 1.8 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
4 2 5 32 35 37 41
NWP ROCKIES FIN BASIS - ICE OTC Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 342,573
COMMITMENTS
20,483 5,798 9,174 306,625 322,497 336,282 337,469 6,291 5,104
CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST: 2,625)
2,247 2,029 -305 -1 540 1,941 2,264 684 361
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 1.7 2.7 89.5 94.1 98.2 98.5 1.8 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
5 2 4 36 32 42 37
AECO FIN BASIS - ICE OTC Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 744,771
COMMITMENTS
12,153 27,369 42,960 681,821 666,591 736,934 736,920 7,837 7,851
CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST: 11,681)
2,228 5,551 4,769 1,591 -2,487 8,588 7,833 3,093 3,848
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 3.7 5.8 91.5 89.5 98.9 98.9 1.1 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
3 6 8 57 49 66 57
CHICAGO FIN BASIS - ICE OTC Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 198,282
COMMITMENTS
21,291 1,176 7,820 160,896 180,324 190,007 189,320 8,275 8,962
CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST: 548)
1,647 -988 576 -1,721 470 502 58 46 490
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.7 0.6 3.9 81.1 90.9 95.8 95.5 4.2 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
3 2 4 33 29 38 33
HSC FIN BASIS - ICE OTC Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 353,690
COMMITMENTS
18,603 18,501 38,459 289,026 289,723 346,088 346,683 7,602 7,007
CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST: 9,388)
5,054 -1,376 -787 4,699 11,536 8,966 9,373 422 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 5.2 10.9 81.7 81.9 97.9 98.0 2.1 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
4 3 4 43 43 49 48
WAHA FIN BASIS - ICE OTC Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 194,045
COMMITMENTS
5,627 35,830 7,408 172,173 144,937 185,208 188,175 8,837 5,870
CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST: 9,734)
-3,396 -8,019 1,538 10,785 15,625 8,927 9,144 807 590
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 18.5 3.8 88.7 74.7 95.4 97.0 4.6 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
3 5 5 33 29 39 36
Updated February 4, 2011