NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 30, 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 : 3,847,005: 247,205 112,912 1,197,491 2,373,480 2,514,978 3,818,176 3,825,381: 28,829 21,624
Old : 3,847,005: 247,205 112,912 1,197,491 2,373,480 2,514,978 3,818,176 3,825,381: 28,829 21,624
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 23, 2010 :
: -138,922: -37,283 -23,247 -16,133 -87,671 -101,693 -141,087 -141,073: 2,165 2,151
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 2.9 31.1 61.7 65.4 99.3 99.4: 0.7 0.6
Old : 100.0: 6.4 2.9 31.1 61.7 65.4 99.3 99.4: 0.7 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 : 217: 34 37 66 135 126 204 196:
Old : 217: 34 37 66 135 126 204 196:
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 : 21.3 24.3 33.7 38.5 11.0 18.3 16.4 23.7
Old : 21.3 24.3 33.7 38.5 11.0 18.3 16.4 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 30, 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 : 341,787: 27,883 8,331 11,643 288,382 314,957 327,908 334,931: 13,879 6,856
Old : 341,787: 27,883 8,331 11,643 288,382 314,957 327,908 334,931: 13,879 6,856
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 23, 2010 :
: 579: 296 -2,414 2,381 -2,894 -688 -217 -721: 796 1,300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 2.4 3.4 84.4 92.2 95.9 98.0: 4.1 2.0
Old : 100.0: 8.2 2.4 3.4 84.4 92.2 95.9 98.0: 4.1 2.0
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 : 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 : 36.2 49.2 52.8 65.6 20.6 31.7 32.4 37.9
Old : 36.2 49.2 52.8 65.6 20.6 31.7 32.4 37.9
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 30, 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 : 196,205: 8,145 5,032 4,216 181,282 182,110 193,643 191,358: 2,562 4,847
Old : 196,205: 8,145 5,032 4,216 181,282 182,110 193,643 191,358: 2,562 4,847
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 23, 2010 :
: 2,923: 180 524 -33 2,720 2,494 2,867 2,985: 56 -62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 2.6 2.1 92.4 92.8 98.7 97.5: 1.3 2.5
Old : 100.0: 4.2 2.6 2.1 92.4 92.8 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 : 46: 4 3 4 32 36 38 41:
Old : 46: 4 3 4 32 36 38 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 : 59.9 36.9 74.7 58.0 59.1 35.3 70.1 54.9
Old : 59.9 36.9 74.7 58.0 59.1 35.3 70.1 54.9
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 30, 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 : 366,107: 4,266 7,915 32,281 324,465 321,824 361,012 362,020: 5,095 4,087
Old : 366,107: 4,266 7,915 32,281 324,465 321,824 361,012 362,020: 5,095 4,087
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 23, 2010 :
: -6,419: -1,958 -2,130 256 -3,605 -2,609 -5,307 -4,483: -1,112 -1,936
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 2.2 8.8 88.6 87.9 98.6 98.9: 1.4 1.1
Old : 100.0: 1.2 2.2 8.8 88.6 87.9 98.6 98.9: 1.4 1.1
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 : 47: 2 4 5 35 34 42 39:
Old : 47: 2 4 5 35 34 42 39:
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 : 43.0 46.3 61.0 69.9 40.7 39.2 53.7 53.4
Old : 43.0 46.3 61.0 69.9 40.7 39.2 53.7 53.4
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 with Delta-adjusted Options and Futures Combined, November 30, 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 : 703,177: 288 10,316 47,426 652,010 641,902 699,724 699,644: 3,453 3,533
Old : 703,177: 288 10,316 47,426 652,010 641,902 699,724 699,644: 3,453 3,533
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 23, 2010 :
: 11,458: -874 1,461 -2,416 14,744 13,268 11,454 12,313: 4 -855
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.5 6.7 92.7 91.3 99.5 99.5: 0.5 0.5
Old : 100.0: 0.0 1.5 6.7 92.7 91.3 99.5 99.5: 0.5 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 : 68: 1 6 7 59 47 66 54:
Old : 68: 1 6 7 59 47 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 : 36.4 42.8 53.0 58.7 24.8 34.0 37.4 44.7
Old : 36.4 42.8 53.0 58.7 24.8 34.0 37.4 44.7
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 30, 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 : 199,948: 21,251 2,276 5,656 165,224 184,226 192,131 192,158: 7,817 7,790
Old : 199,948: 21,251 2,276 5,656 165,224 184,226 192,131 192,158: 7,817 7,790
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 23, 2010 :
: 6,610: 208 274 2,106 3,682 4,106 5,996 6,486: 614 124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 1.1 2.8 82.6 92.1 96.1 96.1: 3.9 3.9
Old : 100.0: 10.6 1.1 2.8 82.6 92.1 96.1 96.1: 3.9 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 : 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 : 47.2 61.4 65.9 74.8 43.5 60.7 60.0 70.8
Old : 47.2 61.4 65.9 74.8 43.5 60.7 60.0 70.8
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 30, 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 : 369,742: 24,850 24,044 27,846 307,386 312,101 360,082 363,991: 9,660 5,751
Old : 369,742: 24,850 24,044 27,846 307,386 312,101 360,082 363,991: 9,660 5,751
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 23, 2010 :
: 13,206: -635 -9,256 6,042 8,322 16,155 13,729 12,941: -523 265
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 6.5 7.5 83.1 84.4 97.4 98.4: 2.6 1.6
Old : 100.0: 6.7 6.5 7.5 83.1 84.4 97.4 98.4: 2.6 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 : 61: 5 2 6 46 44 53 50:
Old : 61: 5 2 6 46 44 53 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 : 30.8 33.3 49.1 51.8 26.6 26.9 40.5 40.4
Old : 30.8 33.3 49.1 51.8 26.6 26.9 40.5 40.4
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 30, 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 : 125,929: 7,294 16,400 10,254 102,312 89,604 119,860 116,258: 6,069 9,671
Old : 125,929: 7,294 16,400 10,254 102,312 89,604 119,860 116,258: 6,069 9,671
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 23, 2010 :
: 1,339: -1,530 695 1,363 2,839 555 2,672 2,613: -1,333 -1,274
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 13.0 8.1 81.2 71.2 95.2 92.3: 4.8 7.7
Old : 100.0: 5.8 13.0 8.1 81.2 71.2 95.2 92.3: 4.8 7.7
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 : 41: 4 2 5 26 29 31 35:
Old : 41: 4 2 5 26 29 31 35:
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 : 34.2 38.3 52.7 61.1 30.1 37.4 42.2 51.1
Old : 34.2 38.3 52.7 61.1 30.1 37.4 42.2 51.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 3, 2010