NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Commitments of Traders - Futures Only, December 14, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 4,105,425: 295,600 64,827 1,367,081 2,414,477 2,651,319 4,077,158 4,083,227: 28,267 22,198
Old : 4,105,425: 295,600 64,827 1,367,081 2,414,477 2,651,319 4,077,158 4,083,227: 28,267 22,198
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 7, 2010 :
: 185,943: 23,648 -18,828 121,015 39,043 83,657 183,706 185,844: 2,237 99
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 1.6 33.3 58.8 64.6 99.3 99.5: 0.7 0.5
Old : 100.0: 7.2 1.6 33.3 58.8 64.6 99.3 99.5: 0.7 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 220: 43 30 70 137 129 209 201:
Old : 220: 43 30 70 137 129 209 201:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.9 24.1 34.6 38.0 11.9 19.1 17.1 24.6
Old : 22.9 24.1 34.6 38.0 11.9 19.1 17.1 24.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOCAL BORDER FIN BASIS - ICE OTC Code-023393
Commitments of Traders - Futures Only, December 14, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 319,915: 23,726 5,597 11,051 264,356 297,756 299,133 314,404: 20,782 5,511
Old : 319,915: 23,726 5,597 11,051 264,356 297,756 299,133 314,404: 20,782 5,511
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 7, 2010 :
: -2,119: -3,222 -2,182 2,312 -1,870 -1,370 -2,780 -1,240: 661 -879
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 1.7 3.5 82.6 93.1 93.5 98.3: 6.5 1.7
Old : 100.0: 7.4 1.7 3.5 82.6 93.1 93.5 98.3: 6.5 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 4 4 7 36 35 44 42:
Old : 50: 4 4 7 36 35 44 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.8 55.2 53.6 72.1 23.1 36.3 34.8 40.7
Old : 35.8 55.2 53.6 72.1 23.1 36.3 34.8 40.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE FIN BASIS - ICE OTC Code-023394
Commitments of Traders - Futures Only, December 14, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 186,149: 10,318 5,404 3,574 169,265 172,475 183,157 181,453: 2,992 4,696
Old : 186,149: 10,318 5,404 3,574 169,265 172,475 183,157 181,453: 2,992 4,696
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 7, 2010 :
: 1,873: 1,296 -1,022 977 -1,813 446 460 401: 1,413 1,472
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 2.9 1.9 90.9 92.7 98.4 97.5: 1.6 2.5
Old : 100.0: 5.5 2.9 1.9 90.9 92.7 98.4 97.5: 1.6 2.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 5 4 4 31 35 39 40:
Old : 48: 5 4 4 31 35 39 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.1 37.4 73.7 60.3 58.5 34.8 70.3 56.3
Old : 60.1 37.4 73.7 60.3 58.5 34.8 70.3 56.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NWP ROCKIES FIN BASIS - ICE OTC Code-023395
Commitments of Traders - Futures Only, December 14, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 349,181: 2,985 8,848 29,977 311,304 306,940 344,266 345,765: 4,915 3,416
Old : 349,181: 2,985 8,848 29,977 311,304 306,940 344,266 345,765: 4,915 3,416
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 7, 2010 :
: 1,192: 128 -1,381 4 474 3,508 606 2,131: 586 -939
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 2.5 8.6 89.2 87.9 98.6 99.0: 1.4 1.0
Old : 100.0: 0.9 2.5 8.6 89.2 87.9 98.6 99.0: 1.4 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 3 6 6 33 29 41 36:
Old : 45: 3 6 6 33 29 41 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.6 46.8 64.7 70.9 42.4 38.3 54.5 54.4
Old : 44.6 46.8 64.7 70.9 42.4 38.3 54.5 54.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AECO FIN BASIS - ICE OTC Code-023396
Commitments of Traders - Futures Only, December 14, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 678,939: 6,180 5,526 34,735 633,030 635,746 673,945 676,007: 4,994 2,932
Old : 678,939: 6,180 5,526 34,735 633,030 635,746 673,945 676,007: 4,994 2,932
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 7, 2010 :
: 11,821: -2,324 -2,368 1,817 12,011 11,687 11,504 11,136: 317 685
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 0.8 5.1 93.2 93.6 99.3 99.6: 0.7 0.4
Old : 100.0: 0.9 0.8 5.1 93.2 93.6 99.3 99.6: 0.7 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 67: 4 2 5 57 47 62 53:
Old : 67: 4 2 5 57 47 62 53:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.2 43.4 54.0 59.8 26.2 34.0 39.5 44.5
Old : 38.2 43.4 54.0 59.8 26.2 34.0 39.5 44.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHICAGO FIN BASIS - ICE OTC Code-023397
Commitments of Traders - Futures Only, December 14, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 190,342: 15,737 1,552 4,591 161,423 174,594 181,751 180,737: 8,591 9,605
Old : 190,342: 15,737 1,552 4,591 161,423 174,594 181,751 180,737: 8,591 9,605
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 7, 2010 :
: 1,682: 420 -249 -146 3,762 2,769 4,036 2,374: -2,354 -692
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 0.8 2.4 84.8 91.7 95.5 95.0: 4.5 5.0
Old : 100.0: 8.3 0.8 2.4 84.8 91.7 95.5 95.0: 4.5 5.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 4 1 5 27 28 32 33:
Old : 39: 4 1 5 27 28 32 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.0 63.6 64.1 77.8 45.6 63.4 60.1 72.5
Old : 48.0 63.6 64.1 77.8 45.6 63.4 60.1 72.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HSC FIN BASIS - ICE OTC Code-023398
Commitments of Traders - Futures Only, December 14, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 346,806: 19,334 43,855 22,495 296,958 274,941 338,787 341,291: 8,019 5,515
Old : 346,806: 19,334 43,855 22,495 296,958 274,941 338,787 341,291: 8,019 5,515
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 7, 2010 :
: 5,405: -1,637 16,292 -6,775 13,182 -5,875 4,770 3,642: 635 1,763
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 12.6 6.5 85.6 79.3 97.7 98.4: 2.3 1.6
Old : 100.0: 5.6 12.6 6.5 85.6 79.3 97.7 98.4: 2.3 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 59: 4 4 7 41 41 49 48:
Old : 59: 4 4 7 41 41 49 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.6 38.5 52.9 55.4 29.8 33.0 42.4 46.5
Old : 34.6 38.5 52.9 55.4 29.8 33.0 42.4 46.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA FIN BASIS - ICE OTC Code-023399
Commitments of Traders - Futures Only, December 14, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 120,487: 6,369 18,674 8,493 99,719 82,566 114,581 109,733: 5,906 10,754
Old : 120,487: 6,369 18,674 8,493 99,719 82,566 114,581 109,733: 5,906 10,754
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 7, 2010 :
: 4,410: 0 -207 2,217 2,756 2,347 4,973 4,357: -563 53
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 15.5 7.0 82.8 68.5 95.1 91.1: 4.9 8.9
Old : 100.0: 5.3 15.5 7.0 82.8 68.5 95.1 91.1: 4.9 8.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 2 3 2 28 23 31 27:
Old : 38: 2 3 2 28 23 31 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.2 37.5 55.0 64.2 26.9 36.6 37.9 52.3
Old : 37.2 37.5 55.0 64.2 26.9 36.6 37.9 52.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 17, 2010