NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 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 : 3,819,617: 331,864 104,276 1,255,758 2,207,815 2,438,389 3,795,437 3,798,423: 24,180 21,194
Old : 3,819,617: 331,864 104,276 1,255,758 2,207,815 2,438,389 3,795,437 3,798,423: 24,180 21,194
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2010 :
: -190,249: 74,858 6,164 -55,353 -210,161 -145,464 -190,656 -194,653: 407 4,404
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 2.7 32.9 57.8 63.8 99.4 99.4: 0.6 0.6
Old : 100.0: 8.7 2.7 32.9 57.8 63.8 99.4 99.4: 0.6 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 : 215: 39 29 59 133 129 200 191:
Old : 215: 39 29 59 133 129 200 191:
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 : 23.5 26.0 35.2 40.4 11.7 19.7 17.5 26.2
Old : 23.5 26.0 35.2 40.4 11.7 19.7 17.5 26.2
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 28, 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 : 330,210: 20,016 2,987 11,734 278,060 310,837 309,810 325,558: 20,400 4,652
Old : 330,210: 20,016 2,987 11,734 278,060 310,837 309,810 325,558: 20,400 4,652
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2010 :
: 7,695: -1,889 -324 1,128 8,550 7,769 7,789 8,573: -94 -878
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 0.9 3.6 84.2 94.1 93.8 98.6: 6.2 1.4
Old : 100.0: 6.1 0.9 3.6 84.2 94.1 93.8 98.6: 6.2 1.4
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 : 52: 5 3 8 38 37 46 45:
Old : 52: 5 3 8 38 37 46 45:
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 55.2 54.0 71.7 23.0 34.6 33.6 39.1
Old : 35.3 55.2 54.0 71.7 23.0 34.6 33.6 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 28, 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 : 189,077: 9,733 5,947 3,456 173,178 175,137 186,367 184,540: 2,710 4,537
Old : 189,077: 9,733 5,947 3,456 173,178 175,137 186,367 184,540: 2,710 4,537
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2010 :
: 2,683: -230 -404 -76 2,900 3,101 2,594 2,621: 89 62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 3.1 1.8 91.6 92.6 98.6 97.6: 1.4 2.4
Old : 100.0: 5.1 3.1 1.8 91.6 92.6 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 33 36 40 42:
Old : 47: 4 4 5 33 36 40 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 : 58.5 36.5 73.2 58.9 57.6 33.3 69.7 54.2
Old : 58.5 36.5 73.2 58.9 57.6 33.3 69.7 54.2
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 28, 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 : 355,708: 2,973 4,549 29,609 317,863 317,466 350,445 351,624: 5,263 4,084
Old : 355,708: 2,973 4,549 29,609 317,863 317,466 350,445 351,624: 5,263 4,084
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2010 :
: 1,657: 630 -2,892 -777 1,521 5,355 1,374 1,686: 283 -29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 1.3 8.3 89.4 89.2 98.5 98.9: 1.5 1.1
Old : 100.0: 0.8 1.3 8.3 89.4 89.2 98.5 98.9: 1.5 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 : 44: 3 6 7 32 27 41 34:
Old : 44: 3 6 7 32 27 41 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 : 44.2 46.8 64.0 70.7 42.0 39.2 55.8 54.6
Old : 44.2 46.8 64.0 70.7 42.0 39.2 55.8 54.6
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 28, 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 : 682,469: 1,548 7,827 37,671 638,988 634,587 678,207 680,085: 4,262 2,384
Old : 682,469: 1,548 7,827 37,671 638,988 634,587 678,207 680,085: 4,262 2,384
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2010 :
: -17,126: 49 2,760 -1,996 -6,454 -9,054 -8,401 -8,290: -8,725 -8,836
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 1.1 5.5 93.6 93.0 99.4 99.7: 0.6 0.3
Old : 100.0: 0.2 1.1 5.5 93.6 93.0 99.4 99.7: 0.6 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 : 67: 2 4 6 57 47 63 53:
Old : 67: 2 4 6 57 47 63 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 : 38.1 43.1 53.0 60.2 26.7 33.5 40.3 44.8
Old : 38.1 43.1 53.0 60.2 26.7 33.5 40.3 44.8
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 28, 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 : 193,593: 15,022 0 6,137 164,015 177,420 185,174 183,557: 8,419 10,036
Old : 193,593: 15,022 0 6,137 164,015 177,420 185,174 183,557: 8,419 10,036
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2010 :
: 2,541: -1,832 0 1,921 1,044 -602 1,133 1,319: 1,408 1,222
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 0.0 3.2 84.7 91.6 95.7 94.8: 4.3 5.2
Old : 100.0: 7.8 0.0 3.2 84.7 91.6 95.7 94.8: 4.3 5.2
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 : 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 : 45.9 65.3 61.0 78.2 44.7 64.6 57.9 70.2
Old : 45.9 65.3 61.0 78.2 44.7 64.6 57.9 70.2
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 28, 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 : 351,586: 16,807 51,914 17,902 310,087 276,570 344,796 346,386: 6,790 5,200
Old : 351,586: 16,807 51,914 17,902 310,087 276,570 344,796 346,386: 6,790 5,200
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2010 :
: 5,690: -1,312 3,402 177 6,763 1,407 5,628 4,986: 62 704
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 14.8 5.1 88.2 78.7 98.1 98.5: 1.9 1.5
Old : 100.0: 4.8 14.8 5.1 88.2 78.7 98.1 98.5: 1.9 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 : 62: 4 4 6 44 45 52 51:
Old : 62: 4 4 6 44 45 52 51:
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 53.3 54.2 29.9 33.7 43.5 47.0
Old : 35.1 38.1 53.3 54.2 29.9 33.7 43.5 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 28, 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 : 122,116: 7,532 20,742 7,158 100,442 82,563 115,132 110,463: 6,984 11,653
Old : 122,116: 7,532 20,742 7,158 100,442 82,563 115,132 110,463: 6,984 11,653
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2010 :
: 540: -248 1,308 -217 299 -1,447 -166 -356: 706 896
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 17.0 5.9 82.3 67.6 94.3 90.5: 5.7 9.5
Old : 100.0: 6.2 17.0 5.9 82.3 67.6 94.3 90.5: 5.7 9.5
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 : 39: 2 3 1 29 22 32 25:
Old : 39: 2 3 1 29 22 32 25:
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 : 34.8 37.8 51.9 64.4 25.9 36.6 37.6 52.3
Old : 34.8 37.8 51.9 64.4 25.9 36.6 37.6 52.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 3, 2011