NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Commitments of Traders - Futures Only, January 18, 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 : 4,484,453: 478,059 116,026 1,588,359 2,393,136 2,761,075 4,459,554 4,465,460: 24,899 18,993
Old : 4,484,453: 478,059 116,026 1,588,359 2,393,136 2,761,075 4,459,554 4,465,460: 24,899 18,993
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2011 :
: 153,552: 20,419 10,503 88,175 48,865 56,596 157,459 155,274: -3,907 -1,722
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 2.6 35.4 53.4 61.6 99.4 99.6: 0.6 0.4
Old : 100.0: 10.7 2.6 35.4 53.4 61.6 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 : 219: 38 35 73 131 124 208 198:
Old : 219: 38 35 73 131 124 208 198:
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 : 24.9 25.2 38.8 39.6 12.9 18.8 18.5 25.9
Old : 24.9 25.2 38.8 39.6 12.9 18.8 18.5 25.9
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 18, 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 : 363,810: 39,270 19,564 4,000 302,452 336,348 345,722 359,912: 18,088 3,898
Old : 363,810: 39,270 19,564 4,000 302,452 336,348 345,722 359,912: 18,088 3,898
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2011 :
: 22,368: 11,733 4,866 -2,781 14,835 22,962 23,787 25,047: -1,419 -2,679
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 5.4 1.1 83.1 92.5 95.0 98.9: 5.0 1.1
Old : 100.0: 10.8 5.4 1.1 83.1 92.5 95.0 98.9: 5.0 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 : 53: 5 4 8 38 37 47 45:
Old : 53: 5 4 8 38 37 47 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 : 35.9 53.7 55.0 71.6 24.1 38.9 37.1 47.3
Old : 35.9 53.7 55.0 71.6 24.1 38.9 37.1 47.3
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 18, 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 : 180,116: 3,677 4,031 4,290 167,799 166,900 175,766 175,221: 4,350 4,895
Old : 180,116: 3,677 4,031 4,290 167,799 166,900 175,766 175,221: 4,350 4,895
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2011 :
: 538: -1,936 -429 217 1,917 535 198 323: 340 215
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 2.2 2.4 93.2 92.7 97.6 97.3: 2.4 2.7
Old : 100.0: 2.0 2.2 2.4 93.2 92.7 97.6 97.3: 2.4 2.7
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 : 44: 2 4 4 29 34 34 39:
Old : 44: 2 4 4 29 34 34 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 : 59.7 39.1 76.3 60.4 59.4 35.6 69.4 54.0
Old : 59.7 39.1 76.3 60.4 59.4 35.6 69.4 54.0
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 18, 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 : 345,318: 11,175 5,353 14,521 316,085 321,673 341,781 341,547: 3,537 3,771
Old : 345,318: 11,175 5,353 14,521 316,085 321,673 341,781 341,547: 3,537 3,771
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2011 :
: -2,285: 2,938 -285 -3,183 -2,010 2,343 -2,255 -1,125: -30 -1,160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 1.6 4.2 91.5 93.2 99.0 98.9: 1.0 1.1
Old : 100.0: 3.2 1.6 4.2 91.5 93.2 99.0 98.9: 1.0 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 : 48: 2 5 7 37 32 44 40:
Old : 48: 2 5 7 37 32 44 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 : 44.7 50.1 65.5 73.7 41.9 41.6 57.3 56.7
Old : 44.7 50.1 65.5 73.7 41.9 41.6 57.3 56.7
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 18, 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 : 698,237: 11,325 15,643 31,476 650,180 648,125 692,981 695,244: 5,256 2,993
Old : 698,237: 11,325 15,643 31,476 650,180 648,125 692,981 695,244: 5,256 2,993
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2011 :
: 21,743: -3,907 -1,323 3,599 22,569 19,019 22,261 21,295: -518 448
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 2.2 4.5 93.1 92.8 99.2 99.6: 0.8 0.4
Old : 100.0: 1.6 2.2 4.5 93.1 92.8 99.2 99.6: 0.8 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 : 68: 5 2 6 58 47 65 53:
Old : 68: 5 2 6 58 47 65 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 : 39.9 43.3 53.3 60.8 29.0 35.0 41.0 46.9
Old : 39.9 43.3 53.3 60.8 29.0 35.0 41.0 46.9
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 - Futures Only, January 18, 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 : 198,748: 13,564 1,898 10,130 167,850 178,701 191,544 190,729: 7,204 8,019
Old : 198,748: 13,564 1,898 10,130 167,850 178,701 191,544 190,729: 7,204 8,019
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2011 :
: 4,758: 1,358 975 522 3,777 4,509 5,657 6,006: -899 -1,248
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 1.0 5.1 84.5 89.9 96.4 96.0: 3.6 4.0
Old : 100.0: 6.8 1.0 5.1 84.5 89.9 96.4 96.0: 3.6 4.0
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 : 42: 4 1 4 31 28 36 32:
Old : 42: 4 1 4 31 28 36 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 : 44.9 64.0 60.2 76.0 43.1 62.5 55.4 68.3
Old : 44.9 64.0 60.2 76.0 43.1 62.5 55.4 68.3
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 18, 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 : 334,075: 12,745 30,405 31,673 282,699 265,035 327,117 327,113: 6,958 6,962
Old : 334,075: 12,745 30,405 31,673 282,699 265,035 327,117 327,113: 6,958 6,962
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2011 :
: 3,392: -3,402 -10,687 7,762 124 6,044 4,484 3,119: -1,092 273
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 9.1 9.5 84.6 79.3 97.9 97.9: 2.1 2.1
Old : 100.0: 3.8 9.1 9.5 84.6 79.3 97.9 97.9: 2.1 2.1
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: 2 4 5 43 42 49 47:
Old : 58: 2 4 5 43 42 49 47:
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 37.6 57.6 53.1 29.2 28.4 42.6 40.5
Old : 36.2 37.6 57.6 53.1 29.2 28.4 42.6 40.5
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 18, 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 : 142,311: 9,350 21,890 6,089 119,464 107,151 134,903 135,130: 7,408 7,181
Old : 142,311: 9,350 21,890 6,089 119,464 107,151 134,903 135,130: 7,408 7,181
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2011 :
: 15,062: 1,417 4,828 -1,683 14,974 13,133 14,708 16,278: 354 -1,216
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 15.4 4.3 83.9 75.3 94.8 95.0: 5.2 5.0
Old : 100.0: 6.6 15.4 4.3 83.9 75.3 94.8 95.0: 5.2 5.0
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 : 41: 3 3 2 30 22 34 26:
Old : 41: 3 3 2 30 22 34 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 : 31.2 47.3 49.9 71.0 25.0 40.9 40.2 59.3
Old : 31.2 47.3 49.9 71.0 25.0 40.9 40.2 59.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 21, 2011