NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 22, 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 : 4,671,128: 405,079 147,011 1,716,821 2,501,848 2,791,290 4,623,748 4,655,122: 47,380 16,006
Old : 4,671,128: 405,079 147,011 1,716,821 2,501,848 2,791,290 4,623,748 4,655,122: 47,380 16,006
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2011 :
: 28,836: -291 -4,825 7,390 967 26,143 8,066 28,708: 20,770 128
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 3.1 36.8 53.6 59.8 99.0 99.7: 1.0 0.3
Old : 100.0: 8.7 3.1 36.8 53.6 59.8 99.0 99.7: 1.0 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 : 214: 32 41 71 131 122 205 195:
Old : 214: 32 41 71 131 122 205 195:
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 : 24.3 26.8 37.9 40.6 10.7 15.9 16.2 21.9
Old : 24.3 26.8 37.9 40.6 10.7 15.9 16.2 21.9
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 22, 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 : 377,959: 11,075 15,743 22,302 326,177 335,280 359,554 373,325: 18,405 4,634
Old : 377,959: 11,075 15,743 22,302 326,177 335,280 359,554 373,325: 18,405 4,634
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2011 :
: 8,547: -2,531 3,275 1,564 8,595 2,821 7,628 7,660: 919 887
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 4.2 5.9 86.3 88.7 95.1 98.8: 4.9 1.2
Old : 100.0: 2.9 4.2 5.9 86.3 88.7 95.1 98.8: 4.9 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 : 53: 5 4 8 38 35 47 43:
Old : 53: 5 4 8 38 35 47 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 : 34.5 50.8 51.2 68.1 20.0 31.5 28.8 35.9
Old : 34.5 50.8 51.2 68.1 20.0 31.5 28.8 35.9
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 22, 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 : 200,766: 964 4,078 5,128 189,245 186,634 195,337 195,840: 5,429 4,926
Old : 200,766: 964 4,078 5,128 189,245 186,634 195,337 195,840: 5,429 4,926
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2011 :
: 1,417: -1,015 1,952 -175 4,044 -341 2,854 1,436: -1,437 -19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 2.0 2.6 94.3 93.0 97.3 97.5: 2.7 2.5
Old : 100.0: 0.5 2.0 2.6 94.3 93.0 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 : 43: 1 3 4 33 36 37 40:
Old : 43: 1 3 4 33 36 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 : 57.4 40.6 72.7 65.2 55.6 37.7 64.3 56.5
Old : 57.4 40.6 72.7 65.2 55.6 37.7 64.3 56.5
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 22, 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 : 315,710: 29,243 8,959 6,291 273,922 295,302 309,456 310,552: 6,254 5,158
Old : 315,710: 29,243 8,959 6,291 273,922 295,302 309,456 310,552: 6,254 5,158
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2011 :
: -1,332: 2,470 1,291 84 -5,382 -2,402 -2,828 -1,027: 1,496 -305
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 2.8 2.0 86.8 93.5 98.0 98.4: 2.0 1.6
Old : 100.0: 9.3 2.8 2.0 86.8 93.5 98.0 98.4: 2.0 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 : 46: 4 4 6 35 33 42 40:
Old : 46: 4 4 6 35 33 42 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 : 45.2 45.3 65.6 71.7 43.7 40.4 59.4 61.5
Old : 45.2 45.3 65.6 71.7 43.7 40.4 59.4 61.5
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 22, 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 : 731,203: 8,635 39,005 46,470 672,813 643,751 727,918 729,226: 3,285 1,977
Old : 731,203: 8,635 39,005 46,470 672,813 643,751 727,918 729,226: 3,285 1,977
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2011 :
: -697: -3,599 270 3,002 349 -4,741 -248 -1,469: -449 772
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 5.3 6.4 92.0 88.0 99.6 99.7: 0.4 0.3
Old : 100.0: 1.2 5.3 6.4 92.0 88.0 99.6 99.7: 0.4 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 : 71: 4 8 12 58 49 70 61:
Old : 71: 4 8 12 58 49 70 61:
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 39.8 52.7 56.4 24.1 27.6 36.6 37.3
Old : 38.1 39.8 52.7 56.4 24.1 27.6 36.6 37.3
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 22, 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 : 188,973: 19,727 0 3,049 156,473 176,455 179,249 179,504: 9,724 9,469
Old : 188,973: 19,727 0 3,049 156,473 176,455 179,249 179,504: 9,724 9,469
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2011 :
: 4,209: 1,754 -1,849 -644 2,906 5,149 4,016 2,656: 193 1,553
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 0.0 1.6 82.8 93.4 94.9 95.0: 5.1 5.0
Old : 100.0: 10.4 0.0 1.6 82.8 93.4 94.9 95.0: 5.1 5.0
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 : 40: 4 0 3 32 25 36 28:
Old : 40: 4 0 3 32 25 36 28:
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 : 43.9 64.9 58.7 79.7 38.8 61.7 53.2 68.9
Old : 43.9 64.9 58.7 79.7 38.8 61.7 53.2 68.9
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 22, 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 : 329,419: 14,756 41,888 18,162 285,395 263,132 318,313 323,182: 11,106 6,237
Old : 329,419: 14,756 41,888 18,162 285,395 263,132 318,313 323,182: 11,106 6,237
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2011 :
: -2,615: -2,664 -1,457 -1,035 1,603 983 -2,096 -1,509: -519 -1,106
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 12.7 5.5 86.6 79.9 96.6 98.1: 3.4 1.9
Old : 100.0: 4.5 12.7 5.5 86.6 79.9 96.6 98.1: 3.4 1.9
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 : 56: 3 4 5 41 38 47 44:
Old : 56: 3 4 5 41 38 47 44:
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 42.5 53.7 56.2 29.9 35.6 45.3 47.4
Old : 34.9 42.5 53.7 56.2 29.9 35.6 45.3 47.4
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 22, 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 : 184,627: 4,599 31,263 6,160 165,917 139,734 176,676 177,157: 7,951 7,470
Old : 184,627: 4,599 31,263 6,160 165,917 139,734 176,676 177,157: 7,951 7,470
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2011 :
: 919: -1,623 2,969 398 2,324 -1,960 1,099 1,407: -180 -488
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 16.9 3.3 89.9 75.7 95.7 96.0: 4.3 4.0
Old : 100.0: 2.5 16.9 3.3 89.9 75.7 95.7 96.0: 4.3 4.0
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 : 40: 2 5 5 27 23 33 29:
Old : 40: 2 5 5 27 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 : 54.3 39.8 66.8 61.7 49.7 34.4 58.9 52.4
Old : 54.3 39.8 66.8 61.7 49.7 34.4 58.9 52.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 25, 2011