NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Commitments of Traders - Futures Only, April 26, 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 : 4,950,048: 444,588 99,224 1,789,975 2,683,551 3,044,395 4,918,114 4,933,594: 31,934 16,454
Old : 4,950,048: 444,588 99,224 1,789,975 2,683,551 3,044,395 4,918,114 4,933,594: 31,934 16,454
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2011 :
: 72,837: 74,648 -12,109 -19,994 16,996 104,908 71,650 72,805: 1,187 32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 2.0 36.2 54.2 61.5 99.4 99.7: 0.6 0.3
Old : 100.0: 9.0 2.0 36.2 54.2 61.5 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 : 229: 52 26 71 135 138 210 213:
Old : 229: 52 26 71 135 138 210 213:
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 : 23.9 25.6 38.7 40.2 10.1 17.6 15.0 23.6
Old : 23.9 25.6 38.7 40.2 10.1 17.6 15.0 23.6
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, April 26, 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 : 387,239: 14,733 12,235 28,132 332,289 342,612 375,154 382,979: 12,085 4,260
Old : 387,239: 14,733 12,235 28,132 332,289 342,612 375,154 382,979: 12,085 4,260
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2011 :
: 9,146: -1,497 -22 3,930 7,485 6,217 9,918 10,125: -772 -979
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 3.2 7.3 85.8 88.5 96.9 98.9: 3.1 1.1
Old : 100.0: 3.8 3.2 7.3 85.8 88.5 96.9 98.9: 3.1 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: 6 4 6 45 42 53 50:
Old : 58: 6 4 6 45 42 53 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 : 33.5 46.3 53.3 66.3 21.2 31.4 30.9 39.1
Old : 33.5 46.3 53.3 66.3 21.2 31.4 30.9 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 - Futures Only, April 26, 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 : 188,426: 3,001 3,361 4,996 174,556 176,537 182,553 184,894: 5,873 3,532
Old : 188,426: 3,001 3,361 4,996 174,556 176,537 182,553 184,894: 5,873 3,532
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2011 :
: 4,235: -106 2,106 -119 3,675 1,394 3,450 3,381: 785 854
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 1.8 2.7 92.6 93.7 96.9 98.1: 3.1 1.9
Old : 100.0: 1.6 1.8 2.7 92.6 93.7 96.9 98.1: 3.1 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 : 45: 4 4 6 37 34 44 41:
Old : 45: 4 4 6 37 34 44 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 : 51.6 39.1 71.4 62.4 49.4 35.3 61.9 52.1
Old : 51.6 39.1 71.4 62.4 49.4 35.3 61.9 52.1
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, April 26, 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 : 315,301: 9,464 4,932 14,593 284,195 290,943 308,252 310,468: 7,049 4,833
Old : 315,301: 9,464 4,932 14,593 284,195 290,943 308,252 310,468: 7,049 4,833
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2011 :
: 2,113: -147 256 1,950 -668 218 1,135 2,424: 978 -311
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 1.6 4.6 90.1 92.3 97.8 98.5: 2.2 1.5
Old : 100.0: 3.0 1.6 4.6 90.1 92.3 97.8 98.5: 2.2 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 : 48: 4 3 5 37 32 43 38:
Old : 48: 4 3 5 37 32 43 38:
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 44.6 59.7 69.2 37.0 37.5 52.7 59.5
Old : 39.9 44.6 59.7 69.2 37.0 37.5 52.7 59.5
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, April 26, 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 : 757,025: 1,651 44,777 49,925 700,951 658,376 752,527 753,078: 4,498 3,947
Old : 757,025: 1,651 44,777 49,925 700,951 658,376 752,527 753,078: 4,498 3,947
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2011 :
: 8,053: 1,651 1,925 278 6,081 6,268 8,010 8,471: 43 -418
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 5.9 6.6 92.6 87.0 99.4 99.5: 0.6 0.5
Old : 100.0: 0.2 5.9 6.6 92.6 87.0 99.4 99.5: 0.6 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 : 73: 3 10 11 57 49 68 62:
Old : 73: 3 10 11 57 49 68 62:
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 : 40.2 38.0 54.0 54.8 27.7 26.2 39.1 36.4
Old : 40.2 38.0 54.0 54.8 27.7 26.2 39.1 36.4
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, April 26, 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 : 200,222: 10,221 4,563 1,555 180,239 184,354 192,015 190,472: 8,207 9,750
Old : 200,222: 10,221 4,563 1,555 180,239 184,354 192,015 190,472: 8,207 9,750
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2011 :
: 3,744: 838 1,836 -298 3,209 3,065 3,749 4,603: -5 -859
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 2.3 0.8 90.0 92.1 95.9 95.1: 4.1 4.9
Old : 100.0: 5.1 2.3 0.8 90.0 92.1 95.9 95.1: 4.1 4.9
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 : 38: 2 2 3 27 25 31 28:
Old : 38: 2 2 3 27 25 31 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 : 50.5 63.1 65.6 75.5 49.0 60.4 62.1 69.4
Old : 50.5 63.1 65.6 75.5 49.0 60.4 62.1 69.4
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, April 26, 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 : 332,722: 13,097 39,988 12,360 298,784 272,152 324,241 324,500: 8,481 8,222
Old : 332,722: 13,097 39,988 12,360 298,784 272,152 324,241 324,500: 8,481 8,222
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2011 :
: -11,717: -1,676 -27,469 6,973 -17,621 8,685 -12,324 -11,811: 607 94
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 12.0 3.7 89.8 81.8 97.5 97.5: 2.5 2.5
Old : 100.0: 3.9 12.0 3.7 89.8 81.8 97.5 97.5: 2.5 2.5
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 : 59: 4 1 4 43 45 48 49:
Old : 59: 4 1 4 43 45 48 49:
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 : 29.5 42.0 53.6 56.6 26.4 37.1 42.5 48.1
Old : 29.5 42.0 53.6 56.6 26.4 37.1 42.5 48.1
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, April 26, 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 : 210,706: 6,720 11,556 11,355 187,641 184,706 205,716 207,617: 4,990 3,089
Old : 210,706: 6,720 11,556 11,355 187,641 184,706 205,716 207,617: 4,990 3,089
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2011 :
: 2,358: 4,974 -1,758 286 -2,781 5,666 2,479 4,194: -121 -1,836
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 5.5 5.4 89.1 87.7 97.6 98.5: 2.4 1.5
Old : 100.0: 3.2 5.5 5.4 89.1 87.7 97.6 98.5: 2.4 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 : 48: 3 4 7 33 39 40 46:
Old : 48: 3 4 7 33 39 40 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 : 60.7 32.9 72.7 53.2 56.7 29.4 61.8 45.1
Old : 60.7 32.9 72.7 53.2 56.7 29.4 61.8 45.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 29, 2011