ICAP Funds Report (Based on data from the Commodity Futures Trading Comimssion - Commitment of Traders Report)CFTC Report for: July/06/2010
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
|
|
|
| Non-Commercial |
Commercial |
Total |
Nonreportable Position |
| Long |
Short |
Spreading |
Long |
Short |
Long |
Short |
Long |
Short |
Total |
|
This Week |
155,568 |
241,076 |
286,734 |
380,800 |
331,665 |
823,102 |
859,475 |
77,856 |
41,484 |
900,958 |
|
Change |
(1,975) |
(2,750) |
3,003 |
15,456 |
13,591 |
16,484 |
13,844 |
(1,487) |
1,152 |
0 |
|
Last week |
157,543 |
243,826 |
283,731 |
365,344 |
318,074 |
806,618 |
845,631 |
79,343 |
40,332 |
885,961 |
|
% Open interest |
17.27% |
26.76% |
31.83% |
42.27% |
36.81% |
91.36% |
95.40% |
8.64% |
4.60% |
96.31% |
|
|
Concentration |
Gross |
Net |
|
|
4 or Less Traders |
8 or Less Traders |
4 or Less Traders |
8 or Less Traders |
|
Long |
Short |
Long |
Short |
Long |
Short |
Long |
Short |
|
18.6% |
33.5% |
30.5% |
46.1% |
15.2% |
23.4% |
20.5% |
29.1% |
|
|
|
Market |
This Week |
Last Week |
Weekly Change |
|
Open Interest |
900,958 |
|
|
885,961 |
|
|
14,997 |
2% |
|
|
Net Position |
Long |
Short |
% Open Interest |
Long |
Short |
% Open Interest |
Long |
Short |
% Open Interest |
|
Commercials |
49,135 |
0 |
5% |
47,270 |
0 |
5% |
1,865 |
0 |
0% |
|
|
7% |
0 |
|
7% |
0 |
|
0 |
0 |
|
|
Funds |
0 |
85,508 |
9% |
0 |
86,283 |
10% |
0 |
(775) |
-1% |
|
|
0 |
22% |
|
0 |
21% |
|
0 |
1 |
|
|
Non-Reportable |
36,372 |
0 |
4% |
39,011 |
0 |
4% |
(2,639) |
0 |
0% |
|
|
30% |
0 |
|
33% |
0 |
|
-3 |
0 |
|
|
1st 4 Traders Interest |
15.2% |
23.4% |
|
|
|
|
15.2% |
23.4% |
|
|
|
Put/Call Ratio: .87
Last Week Put/Call Ratio: .87
Sentiment: Neutral
|
|
|
Last Week Put/Call Ratio: 1.55
Put/Call Ratio: 1.55
Sentiment: Bearish
|
|
|
Put/Call Ratio: 1.04
Last Week Put/Call Ratio: 1.05
Sentiment: Bearish
|
|
|