NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 4,591,159
COMMITMENTS
389,803 125,591 1734281 2437884 2714493 4561968 4574365 29,191 16,794
CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: 24,991)
-90,274 34,481 6,966 104,122 -17,517 20,814 23,930 4,177 1,061
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.5 2.7 37.8 53.1 59.1 99.4 99.6 0.6 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 222)
40 37 68 135 128 210 201
SOCAL BORDER FIN BASIS - ICE OTC Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 367,217
COMMITMENTS
22,743 10,808 12,601 312,972 339,238 348,316 362,647 18,901 4,570
CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: -12,157)
-5,387 -873 2,812 -8,720 -13,512 -11,295 -11,573 -862 -584
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 2.9 3.4 85.2 92.4 94.9 98.8 5.1 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
6 4 9 38 32 48 41
PG&E CITYGATE FIN BASIS - ICE OTC Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 189,377
COMMITMENTS
2,863 2,147 4,816 177,923 176,435 185,602 183,398 3,775 5,979
CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: -2,105)
-1,236 -52 1,124 -2,268 -4,643 -2,380 -3,571 275 1,466
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 1.1 2.5 94.0 93.2 98.0 96.8 2.0 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
4 2 4 31 32 36 37
NWP ROCKIES FIN BASIS - ICE OTC Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 318,547
COMMITMENTS
23,959 5,463 6,562 282,736 301,516 313,257 313,541 5,290 5,006
CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: -24,026)
3,476 -335 -2,612 -23,889 -20,981 -23,025 -23,928 -1,001 -98
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 1.7 2.1 88.8 94.7 98.3 98.4 1.7 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
5 2 5 35 31 41 37
AECO FIN BASIS - ICE OTC Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 720,570
COMMITMENTS
12,453 37,736 39,054 664,859 642,115 716,366 718,905 4,204 1,665
CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: -24,201)
300 10,367 -3,906 -16,962 -24,476 -20,568 -18,015 -3,633 -6,186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 5.2 5.4 92.3 89.1 99.4 99.8 0.6 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
3 7 9 57 50 67 59
CHICAGO FIN BASIS - ICE OTC Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 189,149
COMMITMENTS
15,222 1,125 8,500 156,600 170,720 180,322 180,345 8,827 8,804
CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: -9,133)
-6,069 -51 680 -4,296 -9,604 -9,685 -8,975 552 -158
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 0.6 4.5 82.8 90.3 95.3 95.3 4.7 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 2 4 30 26 35 30
HSC FIN BASIS - ICE OTC Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 329,027
COMMITMENTS
15,902 27,544 29,898 274,373 263,286 320,173 320,728 8,854 8,299
CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: -24,663)
-2,701 9,043 -8,561 -14,653 -26,437 -25,915 -25,955 1,252 1,292
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 8.4 9.1 83.4 80.0 97.3 97.5 2.7 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
3 3 4 39 37 44 42
WAHA FIN BASIS - ICE OTC Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 183,903
COMMITMENTS
4,996 30,940 5,987 165,113 139,785 176,096 176,712 7,807 7,191
CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST: -10,142)
-631 -4,890 -1,421 -7,060 -5,152 -9,112 -11,463 -1,030 1,321
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 16.8 3.3 89.8 76.0 95.8 96.1 4.2 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
2 5 4 28 23 33 29
Updated February 11, 2011