NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Commitments of Traders - Futures Only, January 11, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 4,330,901: 457,640 105,523 1,500,184 2,344,271 2,704,479 4,302,095 4,310,186: 28,806 20,715
Old : 4,330,901: 457,640 105,523 1,500,184 2,344,271 2,704,479 4,302,095 4,310,186: 28,806 20,715
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2011 :
: 211,623: 35,005 21,285 110,850 61,583 78,662 207,438 210,797: 4,185 826
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 2.4 34.6 54.1 62.4 99.3 99.5: 0.7 0.5
Old : 100.0: 10.6 2.4 34.6 54.1 62.4 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 : 217: 41 34 69 130 122 205 193:
Old : 217: 41 34 69 130 122 205 193:
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 : 24.7 25.3 38.3 40.0 13.0 19.1 18.6 26.5
Old : 24.7 25.3 38.3 40.0 13.0 19.1 18.6 26.5
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 - Futures Only, January 11, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 341,442: 27,537 14,698 6,781 287,617 313,386 321,935 334,865: 19,507 6,577
Old : 341,442: 27,537 14,698 6,781 287,617 313,386 321,935 334,865: 19,507 6,577
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2011 :
: 6,101: 5,416 11,512 -6,381 9,743 -992 8,778 4,139: -2,677 1,962
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 4.3 2.0 84.2 91.8 94.3 98.1: 5.7 1.9
Old : 100.0: 8.1 4.3 2.0 84.2 91.8 94.3 98.1: 5.7 1.9
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 : 54: 5 4 8 39 38 48 46:
Old : 54: 5 4 8 39 38 48 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 : 35.3 58.2 53.0 72.5 22.5 35.9 34.0 41.9
Old : 35.3 58.2 53.0 72.5 22.5 35.9 34.0 41.9
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 - Futures Only, January 11, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 179,578: 5,613 4,460 4,073 165,882 166,365 175,568 174,898: 4,010 4,680
Old : 179,578: 5,613 4,460 4,073 165,882 166,365 175,568 174,898: 4,010 4,680
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2011 :
: -9,053: -4,238 486 -276 -4,501 -6,752 -9,015 -6,542: -38 -2,511
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 2.5 2.3 92.4 92.6 97.8 97.4: 2.2 2.6
Old : 100.0: 3.1 2.5 2.3 92.4 92.6 97.8 97.4: 2.2 2.6
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 : 45: 3 4 5 28 35 34 41:
Old : 45: 3 4 5 28 35 34 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 : 60.0 36.4 74.0 59.6 59.7 32.1 67.5 54.1
Old : 60.0 36.4 74.0 59.6 59.7 32.1 67.5 54.1
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 - Futures Only, January 11, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 347,603: 8,237 5,638 17,704 318,095 319,330 344,036 342,672: 3,567 4,931
Old : 347,603: 8,237 5,638 17,704 318,095 319,330 344,036 342,672: 3,567 4,931
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2011 :
: -5,445: 3,333 1,740 -5,168 -883 970 -2,718 -2,458: -2,727 -2,987
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 1.6 5.1 91.5 91.9 99.0 98.6: 1.0 1.4
Old : 100.0: 2.4 1.6 5.1 91.5 91.9 99.0 98.6: 1.0 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 : 45: 1 6 7 34 28 41 36:
Old : 45: 1 6 7 34 28 41 36:
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 : 44.7 49.8 65.1 73.7 42.3 41.4 57.2 57.0
Old : 44.7 49.8 65.1 73.7 42.3 41.4 57.2 57.0
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 - Futures Only, January 11, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 676,494: 15,232 16,966 27,877 627,611 629,106 670,720 673,949: 5,774 2,545
Old : 676,494: 15,232 16,966 27,877 627,611 629,106 670,720 673,949: 5,774 2,545
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2011 :
: -28,988: 5,143 8,250 -7,426 -22,870 -23,847 -25,153 -23,023: -3,835 -5,965
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 2.5 4.1 92.8 93.0 99.1 99.6: 0.9 0.4
Old : 100.0: 2.3 2.5 4.1 92.8 93.0 99.1 99.6: 0.9 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 : 70: 6 3 8 58 47 67 55:
Old : 70: 6 3 8 58 47 67 55:
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 : 39.1 44.3 53.5 61.7 27.7 35.1 40.2 46.8
Old : 39.1 44.3 53.5 61.7 27.7 35.1 40.2 46.8
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 - Futures Only, January 11, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 193,990: 12,206 923 9,608 164,073 174,192 185,887 184,723: 8,103 9,267
Old : 193,990: 12,206 923 9,608 164,073 174,192 185,887 184,723: 8,103 9,267
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2011 :
: 361: -4,987 923 4,081 2,472 -5,300 1,566 -296: -1,205 657
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 0.5 5.0 84.6 89.8 95.8 95.2: 4.2 4.8
Old : 100.0: 6.3 0.5 5.0 84.6 89.8 95.8 95.2: 4.2 4.8
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 : 41: 4 1 4 29 28 34 32:
Old : 41: 4 1 4 29 28 34 32:
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 : 44.3 62.6 61.2 75.2 41.9 61.8 55.3 67.7
Old : 44.3 62.6 61.2 75.2 41.9 61.8 55.3 67.7
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 - Futures Only, January 11, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 330,683: 16,147 41,092 23,911 282,575 258,991 322,633 323,994: 8,050 6,689
Old : 330,683: 16,147 41,092 23,911 282,575 258,991 322,633 323,994: 8,050 6,689
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2011 :
: -17,398: -1,724 -12,420 8,689 -20,338 -16,836 -13,373 -20,567: -4,025 3,169
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 12.4 7.2 85.5 78.3 97.6 98.0: 2.4 2.0
Old : 100.0: 4.9 12.4 7.2 85.5 78.3 97.6 98.0: 2.4 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 : 56: 3 4 6 41 40 48 46:
Old : 56: 3 4 6 41 40 48 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 : 36.7 36.8 56.7 52.1 30.1 30.0 43.7 42.8
Old : 36.7 36.8 56.7 52.1 30.1 30.0 43.7 42.8
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 - Futures Only, January 11, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 127,249: 7,933 17,062 7,772 104,490 94,018 120,195 118,852: 7,054 8,397
Old : 127,249: 7,933 17,062 7,772 104,490 94,018 120,195 118,852: 7,054 8,397
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2011 :
: 6,128: 401 -3,185 673 3,940 11,660 5,014 9,148: 1,114 -3,020
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 13.4 6.1 82.1 73.9 94.5 93.4: 5.5 6.6
Old : 100.0: 6.2 13.4 6.1 82.1 73.9 94.5 93.4: 5.5 6.6
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 : 39: 3 2 3 29 22 33 26:
Old : 39: 3 2 3 29 22 33 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 : 33.0 39.3 50.6 64.4 22.5 32.9 34.2 51.1
Old : 33.0 39.3 50.6 64.4 22.5 32.9 34.2 51.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 14, 2011