NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 4, 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 : 4,119,278: 422,635 84,238 1,389,334 2,282,688 2,625,817 4,094,657 4,099,389: 24,621 19,889
Old : 4,119,278: 422,635 84,238 1,389,334 2,282,688 2,625,817 4,094,657 4,099,389: 24,621 19,889
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2010 :
: 299,661: 90,771 -20,038 133,576 74,873 187,428 299,220 300,966: 441 -1,305
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 2.0 33.7 55.4 63.7 99.4 99.5: 0.6 0.5
Old : 100.0: 10.3 2.0 33.7 55.4 63.7 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 : 216: 46 29 68 128 122 202 193:
Old : 216: 46 29 68 128 122 202 193:
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 : 24.2 24.9 37.0 39.6 12.9 19.8 18.5 27.0
Old : 24.2 24.9 37.0 39.6 12.9 19.8 18.5 27.0
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, January 4, 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 : 335,341: 22,121 3,186 13,162 277,874 314,378 313,157 330,726: 22,184 4,615
Old : 335,341: 22,121 3,186 13,162 277,874 314,378 313,157 330,726: 22,184 4,615
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2010 :
: 5,131: 2,105 199 1,428 -186 3,541 3,347 5,168: 1,784 -37
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 1.0 3.9 82.9 93.7 93.4 98.6: 6.6 1.4
Old : 100.0: 6.6 1.0 3.9 82.9 93.7 93.4 98.6: 6.6 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 : 54: 6 3 9 39 37 48 46:
Old : 54: 6 3 9 39 37 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 : 34.2 55.1 51.6 72.6 23.7 35.3 35.0 41.7
Old : 34.2 55.1 51.6 72.6 23.7 35.3 35.0 41.7
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, January 4, 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 : 188,631: 9,851 3,974 4,349 170,383 173,117 184,583 181,440: 4,048 7,191
Old : 188,631: 9,851 3,974 4,349 170,383 173,117 184,583 181,440: 4,048 7,191
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2010 :
: -446: 118 -1,973 893 -2,795 -2,020 -1,784 -3,100: 1,338 2,654
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 2.1 2.3 90.3 91.8 97.9 96.2: 2.1 3.8
Old : 100.0: 5.2 2.1 2.3 90.3 91.8 97.9 96.2: 2.1 3.8
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 : 47: 4 4 5 31 36 38 42:
Old : 47: 4 4 5 31 36 38 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 : 57.8 34.6 72.2 57.6 56.9 31.1 68.6 52.9
Old : 57.8 34.6 72.2 57.6 56.9 31.1 68.6 52.9
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, January 4, 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 : 353,048: 4,904 3,898 22,872 318,978 318,360 346,754 345,130: 6,294 7,918
Old : 353,048: 4,904 3,898 22,872 318,978 318,360 346,754 345,130: 6,294 7,918
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2010 :
: -2,660: 1,931 -651 -6,737 1,115 894 -3,691 -6,494: 1,031 3,834
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 1.1 6.5 90.3 90.2 98.2 97.8: 1.8 2.2
Old : 100.0: 1.4 1.1 6.5 90.3 90.2 98.2 97.8: 1.8 2.2
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 : 43: 3 5 7 32 26 40 33:
Old : 43: 3 5 7 32 26 40 33:
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 : 44.8 46.3 64.5 70.7 42.6 38.0 56.6 54.2
Old : 44.8 46.3 64.5 70.7 42.6 38.0 56.6 54.2
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, January 4, 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 : 705,482: 10,089 8,716 35,303 650,481 652,953 695,873 696,972: 9,609 8,510
Old : 705,482: 10,089 8,716 35,303 650,481 652,953 695,873 696,972: 9,609 8,510
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2010 :
: 23,013: 8,541 889 -2,368 11,493 18,366 17,666 16,887: 5,347 6,126
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 1.2 5.0 92.2 92.6 98.6 98.8: 1.4 1.2
Old : 100.0: 1.4 1.2 5.0 92.2 92.6 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 : 67: 4 2 5 58 47 64 52:
Old : 67: 4 2 5 58 47 64 52:
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 : 38.2 43.3 52.6 60.2 26.1 32.8 39.0 44.2
Old : 38.2 43.3 52.6 60.2 26.1 32.8 39.0 44.2
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, January 4, 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 : 193,629: 17,193 0 5,527 161,601 179,492 184,321 185,019: 9,308 8,610
Old : 193,629: 17,193 0 5,527 161,601 179,492 184,321 185,019: 9,308 8,610
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2010 :
: 36: 2,171 0 -610 -2,414 2,072 -853 1,462: 889 -1,426
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 0.0 2.9 83.5 92.7 95.2 95.6: 4.8 4.4
Old : 100.0: 8.9 0.0 2.9 83.5 92.7 95.2 95.6: 4.8 4.4
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 : 40: 5 0 4 28 29 33 33:
Old : 40: 5 0 4 28 29 33 33:
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 : 44.1 65.6 59.6 78.5 42.2 65.4 56.0 71.0
Old : 44.1 65.6 59.6 78.5 42.2 65.4 56.0 71.0
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, January 4, 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 : 348,081: 17,871 53,512 15,222 302,913 275,827 336,006 344,561: 12,075 3,520
Old : 348,081: 17,871 53,512 15,222 302,913 275,827 336,006 344,561: 12,075 3,520
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2010 :
: -3,505: 1,064 1,598 -2,680 -7,174 -743 -8,790 -1,825: 5,285 -1,680
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 15.4 4.4 87.0 79.2 96.5 99.0: 3.5 1.0
Old : 100.0: 5.1 15.4 4.4 87.0 79.2 96.5 99.0: 3.5 1.0
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 : 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 : 34.9 38.4 53.6 54.6 29.4 34.0 44.1 47.5
Old : 34.9 38.4 53.6 54.6 29.4 34.0 44.1 47.5
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 with Delta-adjusted Options and Futures Combined, January 4, 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 : 121,121: 7,532 20,247 7,099 100,550 82,358 115,181 109,704: 5,940 11,417
Old : 121,121: 7,532 20,247 7,099 100,550 82,358 115,181 109,704: 5,940 11,417
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2010 :
: -995: 0 -495 -59 108 -205 49 -759: -1,044 -236
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 16.7 5.9 83.0 68.0 95.1 90.6: 4.9 9.4
Old : 100.0: 6.2 16.7 5.9 83.0 68.0 95.1 90.6: 4.9 9.4
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 : 39: 2 3 1 29 21 32 24:
Old : 39: 2 3 1 29 21 32 24:
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 : 35.6 38.1 52.7 64.7 26.1 36.9 37.4 53.0
Old : 35.6 38.1 52.7 64.7 26.1 36.9 37.4 53.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 7, 2011