NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 16, 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 : 3,938,806: 238,497 168,189 1,207,161 2,448,110 2,525,912 3,893,768 3,901,262: 45,038 37,544
Old : 3,938,806: 238,497 168,189 1,207,161 2,448,110 2,525,912 3,893,768 3,901,262: 45,038 37,544
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2010 :
: -25,668: -56,223 -40,671 -41,609 55,453 39,949 -42,379 -42,331: 16,711 16,663
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 4.3 30.6 62.2 64.1 98.9 99.0: 1.1 1.0
Old : 100.0: 6.1 4.3 30.6 62.2 64.1 98.9 99.0: 1.1 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 : 224: 35 38 67 136 130 208 201:
Old : 224: 35 38 67 136 130 208 201:
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 : 20.2 24.1 32.8 38.5 10.8 17.5 15.9 22.8
Old : 20.2 24.1 32.8 38.5 10.8 17.5 15.9 22.8
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 with Delta-adjusted Options and Futures Combined, November 16, 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 : 329,817: 18,937 10,940 12,129 285,757 300,765 316,823 323,834: 12,994 5,983
Old : 329,817: 18,937 10,940 12,129 285,757 300,765 316,823 323,834: 12,994 5,983
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2010 :
: 8,328: 576 -66 757 4,208 6,449 5,541 7,140: 2,787 1,188
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 3.3 3.7 86.6 91.2 96.1 98.2: 3.9 1.8
Old : 100.0: 5.7 3.3 3.7 86.6 91.2 96.1 98.2: 3.9 1.8
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 : 56: 6 4 8 40 38 48 48:
Old : 56: 6 4 8 40 38 48 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 : 38.5 50.3 54.0 66.8 20.3 31.0 31.9 38.2
Old : 38.5 50.3 54.0 66.8 20.3 31.0 31.9 38.2
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 with Delta-adjusted Options and Futures Combined, November 16, 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 : 189,542: 4,249 4,410 5,382 177,560 174,934 187,191 184,726: 2,351 4,816
Old : 189,542: 4,249 4,410 5,382 177,560 174,934 187,191 184,726: 2,351 4,816
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2010 :
: 5,600: 498 -1,460 1,345 3,176 5,775 5,019 5,660: 581 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 2.3 2.8 93.7 92.3 98.8 97.5: 1.2 2.5
Old : 100.0: 2.2 2.3 2.8 93.7 92.3 98.8 97.5: 1.2 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 : 45: 4 3 5 31 35 37 41:
Old : 45: 4 3 5 31 35 37 41:
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 : 63.4 37.2 79.0 58.7 62.3 35.7 73.7 55.8
Old : 63.4 37.2 79.0 58.7 62.3 35.7 73.7 55.8
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 with Delta-adjusted Options and Futures Combined, November 16, 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 : 361,204: 7,962 5,735 31,704 315,003 318,354 354,669 355,793: 6,535 5,411
Old : 361,204: 7,962 5,735 31,704 315,003 318,354 354,669 355,793: 6,535 5,411
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2010 :
: -1,953: 21 -2,776 -68 -3,594 -1,308 -3,641 -4,152: 1,688 2,199
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 1.6 8.8 87.2 88.1 98.2 98.5: 1.8 1.5
Old : 100.0: 2.2 1.6 8.8 87.2 88.1 98.2 98.5: 1.8 1.5
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 : 49: 3 5 6 36 35 43 42:
Old : 49: 3 5 6 36 35 43 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 : 40.7 45.7 60.7 68.8 38.2 37.0 50.1 49.9
Old : 40.7 45.7 60.7 68.8 38.2 37.0 50.1 49.9
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 with Delta-adjusted Options and Futures Combined, November 16, 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 : 687,942: 930 18,387 45,379 636,529 618,745 682,838 682,511: 5,104 5,431
Old : 687,942: 930 18,387 45,379 636,529 618,745 682,838 682,511: 5,104 5,431
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2010 :
: 25,011: -9,714 2,426 -483 36,395 24,779 26,198 26,722: -1,187 -1,711
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 2.7 6.6 92.5 89.9 99.3 99.2: 0.7 0.8
Old : 100.0: 0.1 2.7 6.6 92.5 89.9 99.3 99.2: 0.7 0.8
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 : 69: 2 6 6 59 47 65 55:
Old : 69: 2 6 6 59 47 65 55:
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 : 36.2 42.5 53.0 57.5 23.2 31.2 35.8 41.3
Old : 36.2 42.5 53.0 57.5 23.2 31.2 35.8 41.3
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 with Delta-adjusted Options and Futures Combined, November 16, 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 : 192,713: 20,478 2,751 3,805 159,955 178,550 184,238 185,106: 8,475 7,607
Old : 192,713: 20,478 2,751 3,805 159,955 178,550 184,238 185,106: 8,475 7,607
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2010 :
: 4,057: -688 1,612 -139 5,581 3,438 4,754 4,911: -697 -854
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 1.4 2.0 83.0 92.7 95.6 96.1: 4.4 3.9
Old : 100.0: 10.6 1.4 2.0 83.0 92.7 95.6 96.1: 4.4 3.9
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 : 43: 4 2 5 30 30 35 36:
Old : 43: 4 2 5 30 30 35 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 : 47.9 61.8 67.5 75.5 45.2 60.7 62.7 73.2
Old : 47.9 61.8 67.5 75.5 45.2 60.7 62.7 73.2
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 with Delta-adjusted Options and Futures Combined, November 16, 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 : 344,554: 23,531 35,001 21,225 287,894 284,039 332,650 340,265: 11,904 4,289
Old : 344,554: 23,531 35,001 21,225 287,894 284,039 332,650 340,265: 11,904 4,289
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2010 :
: 1,974: -25 -6,488 1,910 -457 8,236 1,428 3,658: 546 -1,684
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 10.2 6.2 83.6 82.4 96.5 98.8: 3.5 1.2
Old : 100.0: 6.8 10.2 6.2 83.6 82.4 96.5 98.8: 3.5 1.2
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 : 61: 5 2 5 46 44 53 49:
Old : 61: 5 2 5 46 44 53 49:
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 : 29.4 32.5 47.2 51.6 25.6 27.2 39.2 41.6
Old : 29.4 32.5 47.2 51.6 25.6 27.2 39.2 41.6
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 with Delta-adjusted Options and Futures Combined, November 16, 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 : 124,681: 10,117 16,201 8,267 98,833 89,055 117,217 113,523: 7,464 11,158
Old : 124,681: 10,117 16,201 8,267 98,833 89,055 117,217 113,523: 7,464 11,158
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2010 :
: 2,562: -594 -725 1,318 4,409 46 5,133 639: -2,571 1,923
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 13.0 6.6 79.3 71.4 94.0 91.1: 6.0 8.9
Old : 100.0: 8.1 13.0 6.6 79.3 71.4 94.0 91.1: 6.0 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 : 40: 4 3 5 23 27 28 34:
Old : 40: 4 3 5 23 27 28 34:
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 : 35.6 38.7 53.9 59.7 31.5 37.6 43.9 52.0
Old : 35.6 38.7 53.9 59.7 31.5 37.6 43.9 52.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 19, 2010