NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 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 : 4,009,866: 257,006 98,112 1,311,111 2,417,976 2,583,853 3,986,093 3,993,076: 23,773 16,790
Old : 4,009,866: 257,006 98,112 1,311,111 2,417,976 2,583,853 3,986,093 3,993,076: 23,773 16,790
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 14, 2010 :
: -95,559: -38,594 33,285 -55,970 3,499 -67,466 -91,065 -90,151: -4,494 -5,408
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 2.4 32.7 60.3 64.4 99.4 99.6: 0.6 0.4
Old : 100.0: 6.4 2.4 32.7 60.3 64.4 99.4 99.6: 0.6 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 : 216: 38 32 66 136 130 205 198:
Old : 216: 38 32 66 136 130 205 198:
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 : 23.0 25.0 34.5 39.2 12.4 19.3 17.8 25.3
Old : 23.0 25.0 34.5 39.2 12.4 19.3 17.8 25.3
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 21, 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 : 322,515: 21,905 3,311 10,606 269,510 303,068 302,021 316,985: 20,494 5,530
Old : 322,515: 21,905 3,311 10,606 269,510 303,068 302,021 316,985: 20,494 5,530
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 14, 2010 :
: 2,600: -1,821 -2,286 -445 5,154 5,312 2,888 2,581: -288 19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 1.0 3.3 83.6 94.0 93.6 98.3: 6.4 1.7
Old : 100.0: 6.8 1.0 3.3 83.6 94.0 93.6 98.3: 6.4 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 : 51: 5 3 7 37 36 45 43:
Old : 51: 5 3 7 37 36 45 43:
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 : 35.3 54.8 54.6 71.6 23.9 35.5 35.0 39.9
Old : 35.3 54.8 54.6 71.6 23.9 35.5 35.0 39.9
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, December 21, 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 : 186,394: 9,963 6,351 3,532 170,278 172,036 183,773 181,919: 2,621 4,475
Old : 186,394: 9,963 6,351 3,532 170,278 172,036 183,773 181,919: 2,621 4,475
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 14, 2010 :
: 245: -355 947 -42 1,013 -439 616 466: -371 -221
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 3.4 1.9 91.4 92.3 98.6 97.6: 1.4 2.4
Old : 100.0: 5.3 3.4 1.9 91.4 92.3 98.6 97.6: 1.4 2.4
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 : 47: 4 4 5 32 36 39 42:
Old : 47: 4 4 5 32 36 39 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 : 60.0 37.1 73.9 59.5 59.1 34.0 70.2 54.7
Old : 60.0 37.1 73.9 59.5 59.1 34.0 70.2 54.7
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 21, 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 : 354,051: 2,343 7,441 30,386 316,342 312,111 349,071 349,938: 4,980 4,113
Old : 354,051: 2,343 7,441 30,386 316,342 312,111 349,071 349,938: 4,980 4,113
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 14, 2010 :
: 4,870: -642 -1,407 409 5,038 5,171 4,805 4,173: 65 697
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 2.1 8.6 89.3 88.2 98.6 98.8: 1.4 1.2
Old : 100.0: 0.7 2.1 8.6 89.3 88.2 98.6 98.8: 1.4 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 : 45: 2 6 6 33 28 41 35:
Old : 45: 2 6 6 33 28 41 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 : 43.9 46.4 64.1 70.4 41.8 38.3 54.8 53.9
Old : 43.9 46.4 64.1 70.4 41.8 38.3 54.8 53.9
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, December 21, 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 : 699,595: 1,499 5,067 39,667 645,442 643,641 686,608 688,375: 12,987 11,220
Old : 699,595: 1,499 5,067 39,667 645,442 643,641 686,608 688,375: 12,987 11,220
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 14, 2010 :
: 20,656: -4,681 -459 4,932 12,412 7,895 12,663 12,368: 7,993 8,288
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 0.7 5.7 92.3 92.0 98.1 98.4: 1.9 1.6
Old : 100.0: 0.2 0.7 5.7 92.3 92.0 98.1 98.4: 1.9 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 : 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 : 37.1 42.0 51.9 58.6 26.1 32.8 39.3 45.5
Old : 37.1 42.0 51.9 58.6 26.1 32.8 39.3 45.5
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 with Delta-adjusted Options and Futures Combined, December 21, 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 : 191,052: 16,854 0 4,216 162,971 178,022 184,041 182,238: 7,011 8,814
Old : 191,052: 16,854 0 4,216 162,971 178,022 184,041 182,238: 7,011 8,814
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 14, 2010 :
: 710: 1,117 -1,552 -375 1,548 3,428 2,290 1,501: -1,580 -791
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 0.0 2.2 85.3 93.2 96.3 95.4: 3.7 4.6
Old : 100.0: 8.8 0.0 2.2 85.3 93.2 96.3 95.4: 3.7 4.6
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 : 40: 5 0 5 28 29 33 34:
Old : 40: 5 0 5 28 29 33 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 : 46.2 65.7 61.6 78.9 44.2 65.3 58.6 71.2
Old : 46.2 65.7 61.6 78.9 44.2 65.3 58.6 71.2
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, December 21, 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 : 345,896: 18,119 48,512 17,725 303,324 275,163 339,168 341,400: 6,728 4,496
Old : 345,896: 18,119 48,512 17,725 303,324 275,163 339,168 341,400: 6,728 4,496
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 14, 2010 :
: -910: -1,215 4,657 -4,770 6,366 222 381 109: -1,291 -1,019
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 14.0 5.1 87.7 79.6 98.1 98.7: 1.9 1.3
Old : 100.0: 5.2 14.0 5.1 87.7 79.6 98.1 98.7: 1.9 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 : 61: 4 3 6 43 44 50 50:
Old : 61: 4 3 6 43 44 50 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 : 35.1 38.1 52.9 54.4 29.9 33.5 42.9 47.0
Old : 35.1 38.1 52.9 54.4 29.9 33.5 42.9 47.0
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 21, 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 : 121,576: 7,780 19,434 7,375 100,143 84,010 115,298 110,819: 6,278 10,757
Old : 121,576: 7,780 19,434 7,375 100,143 84,010 115,298 110,819: 6,278 10,757
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 14, 2010 :
: 1,089: 1,411 760 -1,118 424 1,444 717 1,086: 372 3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 16.0 6.1 82.4 69.1 94.8 91.2: 5.2 8.8
Old : 100.0: 6.4 16.0 6.1 82.4 69.1 94.8 91.2: 5.2 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 : 38: 2 3 1 28 23 31 26:
Old : 38: 2 3 1 28 23 31 26:
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 : 35.1 37.5 52.4 63.7 26.1 36.6 37.7 52.3
Old : 35.1 37.5 52.4 63.7 26.1 36.6 37.7 52.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 27, 2010