NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 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 : 4,591,159: 389,803 125,591 1,734,281 2,437,884 2,714,493 4,561,968 4,574,365: 29,191 16,794
Old : 4,591,159: 389,803 125,591 1,734,281 2,437,884 2,714,493 4,561,968 4,574,365: 29,191 16,794
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2011 :
: 24,991: -90,274 34,481 6,966 104,122 -17,517 20,814 23,930: 4,177 1,061
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 2.7 37.8 53.1 59.1 99.4 99.6: 0.6 0.4
Old : 100.0: 8.5 2.7 37.8 53.1 59.1 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 : 222: 40 37 68 135 128 210 201:
Old : 222: 40 37 68 135 128 210 201:
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 : 24.6 25.3 38.9 39.9 10.7 17.1 16.4 23.7
Old : 24.6 25.3 38.9 39.9 10.7 17.1 16.4 23.7
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 8, 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 : 367,217: 22,743 10,808 12,601 312,972 339,238 348,316 362,647: 18,901 4,570
Old : 367,217: 22,743 10,808 12,601 312,972 339,238 348,316 362,647: 18,901 4,570
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2011 :
: -12,157: -5,387 -873 2,812 -8,720 -13,512 -11,295 -11,573: -862 -584
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 2.9 3.4 85.2 92.4 94.9 98.8: 5.1 1.2
Old : 100.0: 6.2 2.9 3.4 85.2 92.4 94.9 98.8: 5.1 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 : 52: 6 4 9 38 32 48 41:
Old : 52: 6 4 9 38 32 48 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 : 35.4 55.8 52.6 72.6 20.6 36.9 30.9 41.7
Old : 35.4 55.8 52.6 72.6 20.6 36.9 30.9 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, February 8, 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 : 189,377: 2,863 2,147 4,816 177,923 176,435 185,602 183,398: 3,775 5,979
Old : 189,377: 2,863 2,147 4,816 177,923 176,435 185,602 183,398: 3,775 5,979
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2011 :
: -2,105: -1,236 -52 1,124 -2,268 -4,643 -2,380 -3,571: 275 1,466
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 1.1 2.5 94.0 93.2 98.0 96.8: 2.0 3.2
Old : 100.0: 1.5 1.1 2.5 94.0 93.2 98.0 96.8: 2.0 3.2
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 : 45: 4 2 4 31 32 36 37:
Old : 45: 4 2 4 31 32 36 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 : 62.0 41.5 77.6 66.1 61.2 38.4 70.1 57.6
Old : 62.0 41.5 77.6 66.1 61.2 38.4 70.1 57.6
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 8, 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 : 318,547: 23,959 5,463 6,562 282,736 301,516 313,257 313,541: 5,290 5,006
Old : 318,547: 23,959 5,463 6,562 282,736 301,516 313,257 313,541: 5,290 5,006
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2011 :
: -24,026: 3,476 -335 -2,612 -23,889 -20,981 -23,025 -23,928: -1,001 -98
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 1.7 2.1 88.8 94.7 98.3 98.4: 1.7 1.6
Old : 100.0: 7.5 1.7 2.1 88.8 94.7 98.3 98.4: 1.7 1.6
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: 5 2 5 35 31 41 37:
Old : 45: 5 2 5 35 31 41 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 : 43.4 50.4 64.3 75.8 41.2 42.6 58.3 61.9
Old : 43.4 50.4 64.3 75.8 41.2 42.6 58.3 61.9
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 8, 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 : 720,570: 12,453 37,736 39,054 664,859 642,115 716,366 718,905: 4,204 1,665
Old : 720,570: 12,453 37,736 39,054 664,859 642,115 716,366 718,905: 4,204 1,665
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2011 :
: -24,201: 300 10,367 -3,906 -16,962 -24,476 -20,568 -18,015: -3,633 -6,186
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 5.2 5.4 92.3 89.1 99.4 99.8: 0.6 0.2
Old : 100.0: 1.7 5.2 5.4 92.3 89.1 99.4 99.8: 0.6 0.2
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 : 70: 3 7 9 57 50 67 59:
Old : 70: 3 7 9 57 50 67 59:
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 : 39.0 41.4 53.3 58.1 25.6 30.5 38.1 39.7
Old : 39.0 41.4 53.3 58.1 25.6 30.5 38.1 39.7
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 8, 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 : 189,149: 15,222 1,125 8,500 156,600 170,720 180,322 180,345: 8,827 8,804
Old : 189,149: 15,222 1,125 8,500 156,600 170,720 180,322 180,345: 8,827 8,804
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2011 :
: -9,133: -6,069 -51 680 -4,296 -9,604 -9,685 -8,975: 552 -158
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 0.6 4.5 82.8 90.3 95.3 95.3: 4.7 4.7
Old : 100.0: 8.0 0.6 4.5 82.8 90.3 95.3 95.3: 4.7 4.7
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 : 40: 3 2 4 30 26 35 30:
Old : 40: 3 2 4 30 26 35 30:
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 : 44.4 64.1 59.8 77.9 41.3 61.9 55.3 69.5
Old : 44.4 64.1 59.8 77.9 41.3 61.9 55.3 69.5
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, February 8, 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 : 329,027: 15,902 27,544 29,898 274,373 263,286 320,173 320,728: 8,854 8,299
Old : 329,027: 15,902 27,544 29,898 274,373 263,286 320,173 320,728: 8,854 8,299
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2011 :
: -24,663: -2,701 9,043 -8,561 -14,653 -26,437 -25,915 -25,955: 1,252 1,292
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 8.4 9.1 83.4 80.0 97.3 97.5: 2.7 2.5
Old : 100.0: 4.8 8.4 9.1 83.4 80.0 97.3 97.5: 2.7 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 : 53: 3 3 4 39 37 44 42:
Old : 53: 3 3 4 39 37 44 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 : 35.9 41.7 56.2 55.4 28.6 31.4 42.5 44.0
Old : 35.9 41.7 56.2 55.4 28.6 31.4 42.5 44.0
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 8, 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 : 183,903: 4,996 30,940 5,987 165,113 139,785 176,096 176,712: 7,807 7,191
Old : 183,903: 4,996 30,940 5,987 165,113 139,785 176,096 176,712: 7,807 7,191
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2011 :
: -10,142: -631 -4,890 -1,421 -7,060 -5,152 -9,112 -11,463: -1,030 1,321
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 16.8 3.3 89.8 76.0 95.8 96.1: 4.2 3.9
Old : 100.0: 2.7 16.8 3.3 89.8 76.0 95.8 96.1: 4.2 3.9
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 : 41: 2 5 4 28 23 33 29:
Old : 41: 2 5 4 28 23 33 29:
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 40.9 65.6 64.1 46.7 34.8 56.7 53.4
Old : 51.6 40.9 65.6 64.1 46.7 34.8 56.7 53.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 11, 2011