NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 1, 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 : 4,566,168: 480,077 91,110 1,727,315 2,333,762 2,732,010 4,541,154 4,550,435: 25,014 15,733
Old : 4,566,168: 480,077 91,110 1,727,315 2,333,762 2,732,010 4,541,154 4,550,435: 25,014 15,733
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2011 :
: -208,598: -36,238 -781 -38,353 -136,311 -171,922 -210,902 -211,056: 2,304 2,458
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 2.0 37.8 51.1 59.8 99.5 99.7: 0.5 0.3
Old : 100.0: 10.5 2.0 37.8 51.1 59.8 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 : 217: 46 28 69 132 125 206 196:
Old : 217: 46 28 69 132 125 206 196:
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 : 25.1 24.9 40.0 40.4 12.1 17.8 17.5 24.8
Old : 25.1 24.9 40.0 40.4 12.1 17.8 17.5 24.8
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, February 1, 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 : 379,374: 28,130 11,681 9,789 321,692 352,750 359,611 374,220: 19,763 5,154
Old : 379,374: 28,130 11,681 9,789 321,692 352,750 359,611 374,220: 19,763 5,154
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2011 :
: -10,986: -24,768 -1,272 1,528 11,684 -12,297 -11,556 -12,041: 570 1,055
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 3.1 2.6 84.8 93.0 94.8 98.6: 5.2 1.4
Old : 100.0: 7.4 3.1 2.6 84.8 93.0 94.8 98.6: 5.2 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 : 55: 6 4 8 40 36 49 45:
Old : 55: 6 4 8 40 36 49 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 : 34.9 54.0 52.8 72.2 22.2 36.0 32.6 43.5
Old : 34.9 54.0 52.8 72.2 22.2 36.0 32.6 43.5
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, February 1, 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 : 191,482: 4,099 2,199 3,692 180,191 181,078 187,982 186,969: 3,500 4,513
Old : 191,482: 4,099 2,199 3,692 180,191 181,078 187,982 186,969: 3,500 4,513
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2011 :
: -106: 1,112 -1,668 -1,041 302 3,058 373 349: -479 -455
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 1.1 1.9 94.1 94.6 98.2 97.6: 1.8 2.4
Old : 100.0: 2.1 1.1 1.9 94.1 94.6 98.2 97.6: 1.8 2.4
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 2 5 32 35 37 41:
Old : 45: 4 2 5 32 35 37 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 : 59.9 38.7 76.6 63.8 59.2 37.0 69.2 57.0
Old : 59.9 38.7 76.6 63.8 59.2 37.0 69.2 57.0
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, February 1, 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 : 342,573: 20,483 5,798 9,174 306,625 322,497 336,282 337,469: 6,291 5,104
Old : 342,573: 20,483 5,798 9,174 306,625 322,497 336,282 337,469: 6,291 5,104
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2011 :
: 2,625: 2,247 2,029 -305 -1 540 1,941 2,264: 684 361
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 1.7 2.7 89.5 94.1 98.2 98.5: 1.8 1.5
Old : 100.0: 6.0 1.7 2.7 89.5 94.1 98.2 98.5: 1.8 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 : 46: 5 2 4 36 32 42 37:
Old : 46: 5 2 4 36 32 42 37:
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 : 41.8 50.6 62.5 75.0 39.6 42.1 56.0 58.0
Old : 41.8 50.6 62.5 75.0 39.6 42.1 56.0 58.0
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 with Delta-adjusted Options and Futures Combined, February 1, 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 : 744,771: 12,153 27,369 42,960 681,821 666,591 736,934 736,920: 7,837 7,851
Old : 744,771: 12,153 27,369 42,960 681,821 666,591 736,934 736,920: 7,837 7,851
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2011 :
: 11,681: 2,228 5,551 4,769 1,591 -2,487 8,588 7,833: 3,093 3,848
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 3.7 5.8 91.5 89.5 98.9 98.9: 1.1 1.1
Old : 100.0: 1.6 3.7 5.8 91.5 89.5 98.9 98.9: 1.1 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 : 69: 3 6 8 57 49 66 57:
Old : 69: 3 6 8 57 49 66 57:
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 : 38.7 41.7 52.2 57.1 24.7 29.6 36.6 40.0
Old : 38.7 41.7 52.2 57.1 24.7 29.6 36.6 40.0
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, February 1, 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 : 198,282: 21,291 1,176 7,820 160,896 180,324 190,007 189,320: 8,275 8,962
Old : 198,282: 21,291 1,176 7,820 160,896 180,324 190,007 189,320: 8,275 8,962
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2011 :
: 548: 1,647 -988 576 -1,721 470 502 58: 46 490
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 0.6 3.9 81.1 90.9 95.8 95.5: 4.2 4.5
Old : 100.0: 10.7 0.6 3.9 81.1 90.9 95.8 95.5: 4.2 4.5
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 : 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 : 41.7 63.8 58.7 77.6 38.6 61.7 53.3 69.9
Old : 41.7 63.8 58.7 77.6 38.6 61.7 53.3 69.9
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, February 1, 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 : 353,690: 18,603 18,501 38,459 289,026 289,723 346,088 346,683: 7,602 7,007
Old : 353,690: 18,603 18,501 38,459 289,026 289,723 346,088 346,683: 7,602 7,007
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2011 :
: 9,388: 5,054 -1,376 -787 4,699 11,536 8,966 9,373: 422 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 5.2 10.9 81.7 81.9 97.9 98.0: 2.1 2.0
Old : 100.0: 5.3 5.2 10.9 81.7 81.9 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: 4 3 4 43 43 49 48:
Old : 60: 4 3 4 43 43 49 48:
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 : 36.8 42.7 57.1 56.2 27.9 30.6 39.5 42.7
Old : 36.8 42.7 57.1 56.2 27.9 30.6 39.5 42.7
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, February 1, 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 : 194,045: 5,627 35,830 7,408 172,173 144,937 185,208 188,175: 8,837 5,870
Old : 194,045: 5,627 35,830 7,408 172,173 144,937 185,208 188,175: 8,837 5,870
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2011 :
: 9,734: -3,396 -8,019 1,538 10,785 15,625 8,927 9,144: 807 590
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 18.5 3.8 88.7 74.7 95.4 97.0: 4.6 3.0
Old : 100.0: 2.9 18.5 3.8 88.7 74.7 95.4 97.0: 4.6 3.0
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 : 47: 3 5 5 33 29 39 36:
Old : 47: 3 5 5 33 29 39 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 : 46.0 42.2 61.3 63.4 41.5 36.6 51.3 52.1
Old : 46.0 42.2 61.3 63.4 41.5 36.6 51.3 52.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 4, 2011