NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 4,119,278
COMMITMENTS
422,635 84,238 1389334 2282688 2625817 4094657 4099389 24,621 19,889
CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: 299,661)
90,771 -20,038 133,576 74,873 187,428 299,220 300,966 441 -1,305
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 2.0 33.7 55.4 63.7 99.4 99.5 0.6 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 216)
46 29 68 128 122 202 193
SOCAL BORDER FIN BASIS - ICE OTC Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 335,341
COMMITMENTS
22,121 3,186 13,162 277,874 314,378 313,157 330,726 22,184 4,615
CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: 5,131)
2,105 199 1,428 -186 3,541 3,347 5,168 1,784 -37
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 1.0 3.9 82.9 93.7 93.4 98.6 6.6 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
6 3 9 39 37 48 46
PG&E CITYGATE FIN BASIS - ICE OTC Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 188,631
COMMITMENTS
9,851 3,974 4,349 170,383 173,117 184,583 181,440 4,048 7,191
CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: -446)
118 -1,973 893 -2,795 -2,020 -1,784 -3,100 1,338 2,654
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 2.1 2.3 90.3 91.8 97.9 96.2 2.1 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
4 4 5 31 36 38 42
NWP ROCKIES FIN BASIS - ICE OTC Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 353,048
COMMITMENTS
4,904 3,898 22,872 318,978 318,360 346,754 345,130 6,294 7,918
CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: -2,660)
1,931 -651 -6,737 1,115 894 -3,691 -6,494 1,031 3,834
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 1.1 6.5 90.3 90.2 98.2 97.8 1.8 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
3 5 7 32 26 40 33
AECO FIN BASIS - ICE OTC Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 705,482
COMMITMENTS
10,089 8,716 35,303 650,481 652,953 695,873 696,972 9,609 8,510
CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: 23,013)
8,541 889 -2,368 11,493 18,366 17,666 16,887 5,347 6,126
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 1.2 5.0 92.2 92.6 98.6 98.8 1.4 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
4 2 5 58 47 64 52
CHICAGO FIN BASIS - ICE OTC Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 193,629
COMMITMENTS
17,193 0 5,527 161,601 179,492 184,321 185,019 9,308 8,610
CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: 36)
2,171 0 -610 -2,414 2,072 -853 1,462 889 -1,426
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 0.0 2.9 83.5 92.7 95.2 95.6 4.8 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
5 0 4 28 29 33 33
HSC FIN BASIS - ICE OTC Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 348,081
COMMITMENTS
17,871 53,512 15,222 302,913 275,827 336,006 344,561 12,075 3,520
CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: -3,505)
1,064 1,598 -2,680 -7,174 -743 -8,790 -1,825 5,285 -1,680
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 15.4 4.4 87.0 79.2 96.5 99.0 3.5 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
4 4 6 44 45 52 51
WAHA FIN BASIS - ICE OTC Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 121,121
COMMITMENTS
7,532 20,247 7,099 100,550 82,358 115,181 109,704 5,940 11,417
CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: -995)
0 -495 -59 108 -205 49 -759 -1,044 -236
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 16.7 5.9 83.0 68.0 95.1 90.6 4.9 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 3 1 29 21 32 24
Updated January 7, 2011