NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 7, 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 : 3,919,482: 271,952 83,655 1,246,066 2,375,434 2,567,662 3,893,452 3,897,383: 26,030 22,099
Old : 3,919,482: 271,952 83,655 1,246,066 2,375,434 2,567,662 3,893,452 3,897,383: 26,030 22,099
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 30, 2010 :
: 72,477: 24,747 -29,257 48,575 1,954 52,684 75,276 72,002: -2,799 475
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 2.1 31.8 60.6 65.5 99.3 99.4: 0.7 0.6
Old : 100.0: 6.9 2.1 31.8 60.6 65.5 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 : 219: 36 35 65 135 128 206 196:
Old : 219: 36 35 65 135 128 206 196:
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 : 22.1 24.9 34.2 39.0 11.7 19.2 16.9 24.7
Old : 22.1 24.9 34.2 39.0 11.7 19.2 16.9 24.7
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, December 7, 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 : 322,034: 26,948 7,779 8,739 266,226 299,126 301,913 315,644: 20,121 6,390
Old : 322,034: 26,948 7,779 8,739 266,226 299,126 301,913 315,644: 20,121 6,390
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 30, 2010 :
: -19,753: -935 -552 -2,904 -22,156 -15,831 -25,995 -19,287: 6,242 -466
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 2.4 2.7 82.7 92.9 93.8 98.0: 6.2 2.0
Old : 100.0: 8.4 2.4 2.7 82.7 92.9 93.8 98.0: 6.2 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 : 50: 4 5 7 36 34 44 42:
Old : 50: 4 5 7 36 34 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 : 37.9 52.0 55.8 69.8 21.0 32.8 32.8 39.1
Old : 37.9 52.0 55.8 69.8 21.0 32.8 32.8 39.1
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, December 7, 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 : 184,276: 9,022 6,426 2,597 171,078 172,029 182,697 181,052: 1,579 3,224
Old : 184,276: 9,022 6,426 2,597 171,078 172,029 182,697 181,052: 1,579 3,224
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 30, 2010 :
: -11,929: 877 1,394 -1,619 -10,204 -10,081 -10,946 -10,306: -983 -1,623
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 3.5 1.4 92.8 93.4 99.1 98.3: 0.9 1.7
Old : 100.0: 4.9 3.5 1.4 92.8 93.4 99.1 98.3: 0.9 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 : 47: 5 3 4 32 35 39 40:
Old : 47: 5 3 4 32 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 : 59.7 39.1 75.2 61.1 58.6 37.6 71.0 58.1
Old : 59.7 39.1 75.2 61.1 58.6 37.6 71.0 58.1
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, December 7, 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 : 347,989: 2,857 10,229 29,973 310,830 303,432 343,660 343,634: 4,329 4,355
Old : 347,989: 2,857 10,229 29,973 310,830 303,432 343,660 343,634: 4,329 4,355
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 30, 2010 :
: -18,118: -1,409 2,314 -2,308 -13,635 -18,392 -17,352 -18,386: -766 268
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 2.9 8.6 89.3 87.2 98.8 98.7: 1.2 1.3
Old : 100.0: 0.8 2.9 8.6 89.3 87.2 98.8 98.7: 1.2 1.3
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: 2 4 4 33 30 39 35:
Old : 43: 2 4 4 33 30 39 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 : 43.7 47.4 63.2 71.3 41.5 38.8 54.2 54.4
Old : 43.7 47.4 63.2 71.3 41.5 38.8 54.2 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 with Delta-adjusted Options and Futures Combined, December 7, 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 : 667,118: 8,504 7,894 32,918 621,019 624,059 662,441 664,871: 4,677 2,247
Old : 667,118: 8,504 7,894 32,918 621,019 624,059 662,441 664,871: 4,677 2,247
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 30, 2010 :
: -36,059: 8,216 -2,422 -14,508 -30,991 -17,843 -37,283 -34,773: 1,224 -1,286
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 1.2 4.9 93.1 93.5 99.3 99.7: 0.7 0.3
Old : 100.0: 1.3 1.2 4.9 93.1 93.5 99.3 99.7: 0.7 0.3
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: 4 3 7 58 45 65 52:
Old : 68: 4 3 7 58 45 65 52:
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 : 37.0 45.9 53.8 60.7 24.9 34.4 36.6 44.9
Old : 37.0 45.9 53.8 60.7 24.9 34.4 36.6 44.9
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, December 7, 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 : 188,660: 15,317 1,801 4,737 157,661 171,825 177,715 178,363: 10,945 10,297
Old : 188,660: 15,317 1,801 4,737 157,661 171,825 177,715 178,363: 10,945 10,297
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 30, 2010 :
: -11,288: -5,934 -475 -919 -7,563 -12,401 -14,416 -13,795: 3,128 2,507
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 1.0 2.5 83.6 91.1 94.2 94.5: 5.8 5.5
Old : 100.0: 8.1 1.0 2.5 83.6 91.1 94.2 94.5: 5.8 5.5
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 : 38: 4 1 5 26 26 31 31:
Old : 38: 4 1 5 26 26 31 31:
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 : 49.1 63.9 65.2 77.8 46.7 63.7 61.1 72.9
Old : 49.1 63.9 65.2 77.8 46.7 63.7 61.1 72.9
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, December 7, 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 : 341,401: 20,971 27,563 29,270 283,776 280,816 334,017 337,649: 7,384 3,752
Old : 341,401: 20,971 27,563 29,270 283,776 280,816 334,017 337,649: 7,384 3,752
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 30, 2010 :
: -28,341: -3,879 3,519 1,424 -23,610 -31,285 -26,065 -26,342: -2,276 -1,999
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 8.1 8.6 83.1 82.3 97.8 98.9: 2.2 1.1
Old : 100.0: 6.1 8.1 8.6 83.1 82.3 97.8 98.9: 2.2 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 : 58: 5 3 7 41 39 49 46:
Old : 58: 5 3 7 41 39 49 46:
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 : 32.8 36.2 52.2 54.0 29.1 28.8 43.0 42.6
Old : 32.8 36.2 52.2 54.0 29.1 28.8 43.0 42.6
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, December 7, 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 : 116,077: 6,369 18,881 6,276 96,963 80,219 109,608 105,376: 6,469 10,701
Old : 116,077: 6,369 18,881 6,276 96,963 80,219 109,608 105,376: 6,469 10,701
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 30, 2010 :
: -9,852: -925 2,481 -3,978 -5,349 -9,385 -10,252 -10,882: 400 1,030
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 16.3 5.4 83.5 69.1 94.4 90.8: 5.6 9.2
Old : 100.0: 5.5 16.3 5.4 83.5 69.1 94.4 90.8: 5.6 9.2
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 : 36: 2 3 2 26 24 29 28:
Old : 36: 2 3 2 26 24 29 28:
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 : 36.9 39.1 55.2 65.2 27.9 38.2 39.9 54.0
Old : 36.9 39.1 55.2 65.2 27.9 38.2 39.9 54.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 10, 2010