NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 23, 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 : 3,985,927: 284,488 136,159 1,213,624 2,461,151 2,616,671 3,959,263 3,966,454: 26,664 19,473
Old : 3,985,927: 284,488 136,159 1,213,624 2,461,151 2,616,671 3,959,263 3,966,454: 26,664 19,473
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 16, 2010 :
: 47,121: 45,991 -32,030 6,463 13,041 90,759 65,495 65,192: -18,374 -18,071
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 3.4 30.4 61.7 65.6 99.3 99.5: 0.7 0.5
Old : 100.0: 7.1 3.4 30.4 61.7 65.6 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 : 224: 45 28 67 139 134 211 203:
Old : 224: 45 28 67 139 134 211 203:
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 : 20.3 23.0 33.1 37.3 10.8 18.2 16.0 23.7
Old : 20.3 23.0 33.1 37.3 10.8 18.2 16.0 23.7
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 23, 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 : 341,208: 27,587 10,745 9,262 291,276 315,645 328,125 335,652: 13,083 5,556
Old : 341,208: 27,587 10,745 9,262 291,276 315,645 328,125 335,652: 13,083 5,556
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 16, 2010 :
: 11,391: 8,650 -195 -2,867 5,519 14,880 11,302 11,818: 89 -427
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 3.1 2.7 85.4 92.5 96.2 98.4: 3.8 1.6
Old : 100.0: 8.1 3.1 2.7 85.4 92.5 96.2 98.4: 3.8 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 : 55: 5 4 8 41 39 49 48:
Old : 55: 5 4 8 41 39 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 : 37.6 50.1 53.1 66.4 20.4 31.6 31.6 38.8
Old : 37.6 50.1 53.1 66.4 20.4 31.6 31.6 38.8
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 23, 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 : 193,282: 7,965 4,508 4,249 178,562 179,616 190,776 188,373: 2,506 4,909
Old : 193,282: 7,965 4,508 4,249 178,562 179,616 190,776 188,373: 2,506 4,909
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 16, 2010 :
: 3,740: 3,716 98 -1,133 1,002 4,682 3,585 3,647: 155 93
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 2.3 2.2 92.4 92.9 98.7 97.5: 1.3 2.5
Old : 100.0: 4.1 2.3 2.2 92.4 92.9 98.7 97.5: 1.3 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 4 31 35 37 40:
Old : 45: 4 3 4 31 35 37 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 : 60.7 37.3 75.1 58.6 59.6 35.7 70.8 55.3
Old : 60.7 37.3 75.1 58.6 59.6 35.7 70.8 55.3
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 with Delta-adjusted Options and Futures Combined, November 23, 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 : 372,526: 6,224 10,045 32,025 328,070 324,433 366,319 366,503: 6,207 6,023
Old : 372,526: 6,224 10,045 32,025 328,070 324,433 366,319 366,503: 6,207 6,023
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 16, 2010 :
: 11,322: -1,738 4,310 321 13,067 6,079 11,650 10,710: -328 612
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 2.7 8.6 88.1 87.1 98.3 98.4: 1.7 1.6
Old : 100.0: 1.7 2.7 8.6 88.1 87.1 98.3 98.4: 1.7 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 : 46: 2 4 5 34 33 41 38:
Old : 46: 2 4 5 34 33 41 38:
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 : 42.4 46.0 61.2 69.0 40.2 38.1 52.6 51.5
Old : 42.4 46.0 61.2 69.0 40.2 38.1 52.6 51.5
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 23, 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 : 691,719: 1,162 8,855 49,842 637,266 628,634 688,270 687,331: 3,449 4,388
Old : 691,719: 1,162 8,855 49,842 637,266 628,634 688,270 687,331: 3,449 4,388
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 16, 2010 :
: 3,777: 232 -9,532 4,463 737 9,889 5,432 4,820: -1,655 -1,043
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 1.3 7.2 92.1 90.9 99.5 99.4: 0.5 0.6
Old : 100.0: 0.2 1.3 7.2 92.1 90.9 99.5 99.4: 0.5 0.6
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 : 69: 2 6 7 59 46 66 54:
Old : 69: 2 6 7 59 46 66 54:
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 : 36.0 42.9 52.9 58.0 22.8 32.4 35.2 43.4
Old : 36.0 42.9 52.9 58.0 22.8 32.4 35.2 43.4
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 23, 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 : 193,338: 21,043 2,002 3,550 161,542 180,120 186,135 185,672: 7,203 7,666
Old : 193,338: 21,043 2,002 3,550 161,542 180,120 186,135 185,672: 7,203 7,666
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 16, 2010 :
: 625: 565 -749 -255 1,587 1,570 1,897 566: -1,272 59
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 1.0 1.8 83.6 93.2 96.3 96.0: 3.7 4.0
Old : 100.0: 10.9 1.0 1.8 83.6 93.2 96.3 96.0: 3.7 4.0
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 : 44: 4 2 5 31 31 36 37:
Old : 44: 4 2 5 31 31 36 37:
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 : 47.4 61.6 66.7 75.1 44.5 60.4 61.9 72.6
Old : 47.4 61.6 66.7 75.1 44.5 60.4 61.9 72.6
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 23, 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 : 356,536: 25,485 33,300 21,804 299,064 295,946 346,353 351,050: 10,183 5,486
Old : 356,536: 25,485 33,300 21,804 299,064 295,946 346,353 351,050: 10,183 5,486
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 16, 2010 :
: 11,982: 1,954 -1,701 579 11,170 11,907 13,703 10,785: -1,721 1,197
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 9.3 6.1 83.9 83.0 97.1 98.5: 2.9 1.5
Old : 100.0: 7.1 9.3 6.1 83.9 83.0 97.1 98.5: 2.9 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 : 60: 4 3 6 45 44 52 50:
Old : 60: 4 3 6 45 44 52 50:
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 : 30.5 31.8 48.3 50.8 26.1 26.6 40.3 40.5
Old : 30.5 31.8 48.3 50.8 26.1 26.6 40.3 40.5
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 with Delta-adjusted Options and Futures Combined, November 23, 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 : 124,590: 8,824 15,705 8,891 99,473 89,049 117,188 113,645: 7,402 10,945
Old : 124,590: 8,824 15,705 8,891 99,473 89,049 117,188 113,645: 7,402 10,945
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 16, 2010 :
: -91: -1,293 -496 624 640 -6 -29 122: -62 -213
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 12.6 7.1 79.8 71.5 94.1 91.2: 5.9 8.8
Old : 100.0: 7.1 12.6 7.1 79.8 71.5 94.1 91.2: 5.9 8.8
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 : 39: 4 2 5 23 27 28 33:
Old : 39: 4 2 5 23 27 28 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 : 34.3 38.4 53.5 59.8 30.6 37.5 43.4 52.0
Old : 34.3 38.4 53.5 59.8 30.6 37.5 43.4 52.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 29, 2010