NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 4,642,292
COMMITMENTS
405,370 151,836 1709431 2500881 2765147 4615682 4626414 26,610 15,878
CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: 51,133)
15,567 26,245 -24,850 62,997 50,654 53,714 52,049 -2,581 -916
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 3.3 36.8 53.9 59.6 99.4 99.7 0.6 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 215)
32 41 67 132 126 203 197
SOCAL BORDER FIN BASIS - ICE OTC Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 369,412
COMMITMENTS
13,606 12,468 20,738 317,582 332,459 351,926 365,665 17,486 3,747
CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: 2,195)
-9,137 1,660 8,137 4,610 -6,779 3,610 3,018 -1,415 -823
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 3.4 5.6 86.0 90.0 95.3 99.0 4.7 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
6 5 8 39 34 49 43
PG&E CITYGATE FIN BASIS - ICE OTC Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 199,349
COMMITMENTS
1,979 2,126 5,303 185,201 186,975 192,483 194,404 6,866 4,945
CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: 9,972)
-884 -21 487 7,278 10,540 6,881 11,006 3,091 -1,034
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 1.1 2.7 92.9 93.8 96.6 97.5 3.4 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
2 2 4 31 36 35 40
NWP ROCKIES FIN BASIS - ICE OTC Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 317,042
COMMITMENTS
26,773 7,668 6,207 279,304 297,704 312,284 311,579 4,758 5,463
CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: -1,505)
2,814 2,205 -355 -3,432 -3,812 -973 -1,962 -532 457
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 2.4 2.0 88.1 93.9 98.5 98.3 1.5 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
4 3 5 36 32 42 38
AECO FIN BASIS - ICE OTC Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 731,900
COMMITMENTS
12,234 38,735 43,468 672,464 648,492 728,166 730,695 3,734 1,205
CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: 11,330)
-219 999 4,414 7,605 6,377 11,800 11,790 -470 -460
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 5.3 5.9 91.9 88.6 99.5 99.8 0.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
3 8 11 59 49 70 60
CHICAGO FIN BASIS - ICE OTC Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 184,764
COMMITMENTS
17,973 1,849 3,693 153,567 171,306 175,233 176,848 9,531 7,916
CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: -4,385)
2,751 724 -4,807 -3,033 586 -5,089 -3,497 704 -888
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 1.0 2.0 83.1 92.7 94.8 95.7 5.2 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
4 1 4 32 25 37 29
HSC FIN BASIS - ICE OTC Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 332,034
COMMITMENTS
17,420 43,345 19,197 283,792 262,149 320,409 324,691 11,625 7,343
CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: 3,007)
1,518 15,801 -10,701 9,419 -1,137 236 3,963 2,771 -956
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 13.1 5.8 85.5 79.0 96.5 97.8 3.5 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
3 4 5 40 36 46 42
WAHA FIN BASIS - ICE OTC Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 183,708
COMMITMENTS
6,222 28,294 5,762 163,593 141,694 175,577 175,750 8,131 7,958
CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: -195)
1,226 -2,646 -225 -1,520 1,909 -519 -962 324 767
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 15.4 3.1 89.1 77.1 95.6 95.7 4.4 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 4 4 26 23 31 29
Updated February 18, 2011