NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 15, 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 : 4,642,292: 405,370 151,836 1,709,431 2,500,881 2,765,147 4,615,682 4,626,414: 26,610 15,878
Old : 4,642,292: 405,370 151,836 1,709,431 2,500,881 2,765,147 4,615,682 4,626,414: 26,610 15,878
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2011 :
: 51,133: 15,567 26,245 -24,850 62,997 50,654 53,714 52,049: -2,581 -916
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 3.3 36.8 53.9 59.6 99.4 99.7: 0.6 0.3
Old : 100.0: 8.7 3.3 36.8 53.9 59.6 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 : 215: 32 41 67 132 126 203 197:
Old : 215: 32 41 67 132 126 203 197:
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 : 24.4 26.1 38.7 39.9 10.6 16.4 16.3 22.8
Old : 24.4 26.1 38.7 39.9 10.6 16.4 16.3 22.8
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 15, 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 : 369,412: 13,606 12,468 20,738 317,582 332,459 351,926 365,665: 17,486 3,747
Old : 369,412: 13,606 12,468 20,738 317,582 332,459 351,926 365,665: 17,486 3,747
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2011 :
: 2,195: -9,137 1,660 8,137 4,610 -6,779 3,610 3,018: -1,415 -823
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 3.4 5.6 86.0 90.0 95.3 99.0: 4.7 1.0
Old : 100.0: 3.7 3.4 5.6 86.0 90.0 95.3 99.0: 4.7 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 : 54: 6 5 8 39 34 49 43:
Old : 54: 6 5 8 39 34 49 43:
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 : 35.3 52.3 51.8 70.1 20.4 32.7 29.6 38.4
Old : 35.3 52.3 51.8 70.1 20.4 32.7 29.6 38.4
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 15, 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 : 199,349: 1,979 2,126 5,303 185,201 186,975 192,483 194,404: 6,866 4,945
Old : 199,349: 1,979 2,126 5,303 185,201 186,975 192,483 194,404: 6,866 4,945
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2011 :
: 9,972: -884 -21 487 7,278 10,540 6,881 11,006: 3,091 -1,034
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 1.1 2.7 92.9 93.8 96.6 97.5: 3.4 2.5
Old : 100.0: 1.0 1.1 2.7 92.9 93.8 96.6 97.5: 3.4 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 : 43: 2 2 4 31 36 35 40:
Old : 43: 2 2 4 31 36 35 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 : 60.6 41.7 75.2 67.3 59.5 39.7 67.3 58.5
Old : 60.6 41.7 75.2 67.3 59.5 39.7 67.3 58.5
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 15, 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 : 317,042: 26,773 7,668 6,207 279,304 297,704 312,284 311,579: 4,758 5,463
Old : 317,042: 26,773 7,668 6,207 279,304 297,704 312,284 311,579: 4,758 5,463
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2011 :
: -1,505: 2,814 2,205 -355 -3,432 -3,812 -973 -1,962: -532 457
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 2.4 2.0 88.1 93.9 98.5 98.3: 1.5 1.7
Old : 100.0: 8.4 2.4 2.0 88.1 93.9 98.5 98.3: 1.5 1.7
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 : 46: 4 3 5 36 32 42 38:
Old : 46: 4 3 5 36 32 42 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 : 44.1 48.1 64.8 74.1 42.3 41.0 58.7 61.2
Old : 44.1 48.1 64.8 74.1 42.3 41.0 58.7 61.2
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, February 15, 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 : 731,900: 12,234 38,735 43,468 672,464 648,492 728,166 730,695: 3,734 1,205
Old : 731,900: 12,234 38,735 43,468 672,464 648,492 728,166 730,695: 3,734 1,205
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2011 :
: 11,330: -219 999 4,414 7,605 6,377 11,800 11,790: -470 -460
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 5.3 5.9 91.9 88.6 99.5 99.8: 0.5 0.2
Old : 100.0: 1.7 5.3 5.9 91.9 88.6 99.5 99.8: 0.5 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 : 71: 3 8 11 59 49 70 60:
Old : 71: 3 8 11 59 49 70 60:
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 : 38.8 39.9 53.3 56.6 25.5 28.9 38.0 38.4
Old : 38.8 39.9 53.3 56.6 25.5 28.9 38.0 38.4
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 with Delta-adjusted Options and Futures Combined, February 15, 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 : 184,764: 17,973 1,849 3,693 153,567 171,306 175,233 176,848: 9,531 7,916
Old : 184,764: 17,973 1,849 3,693 153,567 171,306 175,233 176,848: 9,531 7,916
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2011 :
: -4,385: 2,751 724 -4,807 -3,033 586 -5,089 -3,497: 704 -888
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 1.0 2.0 83.1 92.7 94.8 95.7: 5.2 4.3
Old : 100.0: 9.7 1.0 2.0 83.1 92.7 94.8 95.7: 5.2 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 : 41: 4 1 4 32 25 37 29:
Old : 41: 4 1 4 32 25 37 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 : 43.4 65.1 59.2 79.8 38.7 62.0 54.0 70.6
Old : 43.4 65.1 59.2 79.8 38.7 62.0 54.0 70.6
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 15, 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 : 332,034: 17,420 43,345 19,197 283,792 262,149 320,409 324,691: 11,625 7,343
Old : 332,034: 17,420 43,345 19,197 283,792 262,149 320,409 324,691: 11,625 7,343
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2011 :
: 3,007: 1,518 15,801 -10,701 9,419 -1,137 236 3,963: 2,771 -956
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 13.1 5.8 85.5 79.0 96.5 97.8: 3.5 2.2
Old : 100.0: 5.2 13.1 5.8 85.5 79.0 96.5 97.8: 3.5 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 : 55: 3 4 5 40 36 46 42:
Old : 55: 3 4 5 40 36 46 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 : 34.3 42.6 53.6 56.1 28.8 34.9 44.3 47.1
Old : 34.3 42.6 53.6 56.1 28.8 34.9 44.3 47.1
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, February 15, 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 : 183,708: 6,222 28,294 5,762 163,593 141,694 175,577 175,750: 8,131 7,958
Old : 183,708: 6,222 28,294 5,762 163,593 141,694 175,577 175,750: 8,131 7,958
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2011 :
: -195: 1,226 -2,646 -225 -1,520 1,909 -519 -962: 324 767
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 15.4 3.1 89.1 77.1 95.6 95.7: 4.4 4.3
Old : 100.0: 3.4 15.4 3.1 89.1 77.1 95.6 95.7: 4.4 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 : 40: 3 4 4 26 23 31 29:
Old : 40: 3 4 4 26 23 31 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 : 52.7 40.8 65.5 63.5 48.6 35.3 58.1 53.4
Old : 52.7 40.8 65.5 63.5 48.6 35.3 58.1 53.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 18, 2011