NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 25, 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 : 4,774,766: 516,315 91,891 1,765,668 2,470,073 2,903,932 4,752,056 4,761,491: 22,710 13,275
Old : 4,774,766: 516,315 91,891 1,765,668 2,470,073 2,903,932 4,752,056 4,761,491: 22,710 13,275
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2011 :
: 290,313: 38,256 -24,135 177,309 76,937 142,857 292,502 296,031: -2,189 -5,718
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 1.9 37.0 51.7 60.8 99.5 99.7: 0.5 0.3
Old : 100.0: 10.8 1.9 37.0 51.7 60.8 99.5 99.7: 0.5 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 : 220: 39 33 71 134 127 209 199:
Old : 220: 39 33 71 134 127 209 199:
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 : 25.9 24.6 41.2 40.0 13.5 17.9 18.7 25.1
Old : 25.9 24.6 41.2 40.0 13.5 17.9 18.7 25.1
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 25, 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 : 390,360: 52,898 12,953 8,261 310,008 365,047 371,167 386,261: 19,193 4,099
Old : 390,360: 52,898 12,953 8,261 310,008 365,047 371,167 386,261: 19,193 4,099
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2011 :
: 26,550: 13,628 -6,611 4,261 7,556 28,699 25,445 26,349: 1,105 201
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 3.3 2.1 79.4 93.5 95.1 98.9: 4.9 1.1
Old : 100.0: 13.6 3.3 2.1 79.4 93.5 95.1 98.9: 4.9 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 : 54: 6 4 7 37 37 46 45:
Old : 54: 6 4 7 37 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 : 38.1 55.0 56.1 72.0 28.8 42.1 39.6 50.2
Old : 38.1 55.0 56.1 72.0 28.8 42.1 39.6 50.2
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 25, 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 : 191,588: 2,987 3,867 4,733 179,889 178,020 187,609 186,620: 3,979 4,968
Old : 191,588: 2,987 3,867 4,733 179,889 178,020 187,609 186,620: 3,979 4,968
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2011 :
: 11,472: -690 -164 443 12,090 11,120 11,843 11,399: -371 73
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 2.0 2.5 93.9 92.9 97.9 97.4: 2.1 2.6
Old : 100.0: 1.6 2.0 2.5 93.9 92.9 97.9 97.4: 2.1 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 3 4 32 35 37 40:
Old : 45: 3 3 4 32 35 37 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 : 58.0 37.5 74.3 61.6 57.4 34.4 67.6 55.0
Old : 58.0 37.5 74.3 61.6 57.4 34.4 67.6 55.0
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 with Delta-adjusted Options and Futures Combined, January 25, 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 : 339,948: 18,236 3,769 9,479 306,626 321,957 334,341 335,205: 5,607 4,743
Old : 339,948: 18,236 3,769 9,479 306,626 321,957 334,341 335,205: 5,607 4,743
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2011 :
: -5,370: 7,061 -1,584 -5,042 -9,459 284 -7,440 -6,342: 2,070 972
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 1.1 2.8 90.2 94.7 98.4 98.6: 1.6 1.4
Old : 100.0: 5.4 1.1 2.8 90.2 94.7 98.4 98.6: 1.6 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 : 45: 4 3 4 35 31 41 36:
Old : 45: 4 3 4 35 31 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 : 42.1 52.8 63.5 76.2 39.8 44.8 57.1 59.7
Old : 42.1 52.8 63.5 76.2 39.8 44.8 57.1 59.7
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 with Delta-adjusted Options and Futures Combined, January 25, 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 : 733,090: 9,925 21,818 38,191 680,230 669,078 728,346 729,087: 4,744 4,003
Old : 733,090: 9,925 21,818 38,191 680,230 669,078 728,346 729,087: 4,744 4,003
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2011 :
: 34,853: -1,400 6,175 6,715 30,050 20,953 35,365 33,843: -512 1,010
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 3.0 5.2 92.8 91.3 99.4 99.5: 0.6 0.5
Old : 100.0: 1.4 3.0 5.2 92.8 91.3 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 : 69: 4 4 7 58 48 66 55:
Old : 69: 4 4 7 58 48 66 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 : 39.2 41.9 52.0 58.3 27.6 32.5 39.1 43.8
Old : 39.2 41.9 52.0 58.3 27.6 32.5 39.1 43.8
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, January 25, 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 : 197,734: 19,644 2,164 7,244 162,617 179,854 189,505 189,262: 8,229 8,472
Old : 197,734: 19,644 2,164 7,244 162,617 179,854 189,505 189,262: 8,229 8,472
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2011 :
: -1,014: 6,080 266 -2,886 -5,233 1,153 -2,039 -1,467: 1,025 453
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 1.1 3.7 82.2 91.0 95.8 95.7: 4.2 4.3
Old : 100.0: 9.9 1.1 3.7 82.2 91.0 95.8 95.7: 4.2 4.3
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 : 42: 3 2 4 33 29 38 33:
Old : 42: 3 2 4 33 29 38 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 : 43.1 64.2 59.2 77.6 40.3 62.3 54.1 71.5
Old : 43.1 64.2 59.2 77.6 40.3 62.3 54.1 71.5
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 25, 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 : 344,302: 13,549 19,877 39,246 284,327 278,187 337,122 337,310: 7,180 6,992
Old : 344,302: 13,549 19,877 39,246 284,327 278,187 337,122 337,310: 7,180 6,992
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2011 :
: 10,227: 804 -10,528 7,573 1,628 13,152 10,005 10,197: 222 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 5.8 11.4 82.6 80.8 97.9 98.0: 2.1 2.0
Old : 100.0: 3.9 5.8 11.4 82.6 80.8 97.9 98.0: 2.1 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 : 60: 3 4 4 45 41 51 46:
Old : 60: 3 4 4 45 41 51 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 : 37.9 40.4 58.0 54.4 27.9 28.2 40.0 40.1
Old : 37.9 40.4 58.0 54.4 27.9 28.2 40.0 40.1
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 with Delta-adjusted Options and Futures Combined, January 25, 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 : 184,311: 9,023 43,849 5,870 161,388 129,312 176,281 179,031: 8,030 5,280
Old : 184,311: 9,023 43,849 5,870 161,388 129,312 176,281 179,031: 8,030 5,280
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2011 :
: 42,000: -327 21,959 -219 41,924 22,161 41,378 43,901: 622 -1,901
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 23.8 3.2 87.6 70.2 95.6 97.1: 4.4 2.9
Old : 100.0: 4.9 23.8 3.2 87.6 70.2 95.6 97.1: 4.4 2.9
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 : 44: 3 4 4 32 25 37 31:
Old : 44: 3 4 4 32 25 37 31:
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 49.8 59.9 69.4 40.2 44.8 52.1 60.6
Old : 44.9 49.8 59.9 69.4 40.2 44.8 52.1 60.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 28, 2011