NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 4,512,736: 330,976 154,415 1,736,589 2,414,998 2,601,553 4,482,563 4,492,557: 30,173 20,179
Old : 4,512,736: 330,976 154,415 1,736,589 2,414,998 2,601,553 4,482,563 4,492,557: 30,173 20,179
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2011 :
: -158,392: -74,103 7,404 19,768 -86,850 -189,737 -141,185 -162,565: -17,207 4,173
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 3.4 38.5 53.5 57.6 99.3 99.6: 0.7 0.4
Old : 100.0: 7.3 3.4 38.5 53.5 57.6 99.3 99.6: 0.7 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 : 216: 39 38 72 127 122 202 199:
Old : 216: 39 38 72 127 122 202 199:
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 : 24.2 27.8 37.0 40.9 8.9 15.8 14.6 21.0
Old : 24.2 27.8 37.0 40.9 8.9 15.8 14.6 21.0
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, March 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 : 379,278: 21,718 16,753 19,440 322,587 339,861 363,745 376,054: 15,533 3,224
Old : 379,278: 21,718 16,753 19,440 322,587 339,861 363,745 376,054: 15,533 3,224
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2011 :
: 1,319: 10,643 1,010 -2,862 -3,590 4,581 4,191 2,729: -2,872 -1,410
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 4.4 5.1 85.1 89.6 95.9 99.1: 4.1 0.9
Old : 100.0: 5.7 4.4 5.1 85.1 89.6 95.9 99.1: 4.1 0.9
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 : 55: 6 5 10 38 36 49 46:
Old : 55: 6 5 10 38 36 49 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 : 33.0 50.8 52.7 68.9 23.7 33.8 34.4 39.8
Old : 33.0 50.8 52.7 68.9 23.7 33.8 34.4 39.8
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, March 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 : 199,320: 1,964 3,240 6,126 187,199 184,266 195,289 193,632: 4,031 5,688
Old : 199,320: 1,964 3,240 6,126 187,199 184,266 195,289 193,632: 4,031 5,688
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2011 :
: -1,446: 1,000 -838 998 -2,046 -2,368 -48 -2,208: -1,398 762
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 1.6 3.1 93.9 92.4 98.0 97.1: 2.0 2.9
Old : 100.0: 1.0 1.6 3.1 93.9 92.4 98.0 97.1: 2.0 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: 2 3 5 33 36 38 41:
Old : 44: 2 3 5 33 36 38 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 : 57.0 40.8 73.3 63.7 54.8 38.1 64.2 55.4
Old : 57.0 40.8 73.3 63.7 54.8 38.1 64.2 55.4
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, March 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 : 334,846: 30,142 8,681 7,191 291,105 315,286 328,438 331,158: 6,408 3,688
Old : 334,846: 30,142 8,681 7,191 291,105 315,286 328,438 331,158: 6,408 3,688
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2011 :
: 19,136: 899 -278 900 17,183 19,984 18,982 20,606: 154 -1,470
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 2.6 2.1 86.9 94.2 98.1 98.9: 1.9 1.1
Old : 100.0: 9.0 2.6 2.1 86.9 94.2 98.1 98.9: 1.9 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 : 48: 4 4 6 35 35 42 42:
Old : 48: 4 4 6 35 35 42 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 : 44.5 46.6 64.6 71.5 42.7 40.1 59.2 60.9
Old : 44.5 46.6 64.6 71.5 42.7 40.1 59.2 60.9
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, March 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 : 739,378: 7,331 37,738 52,956 671,490 645,383 731,777 736,077: 7,601 3,301
Old : 739,378: 7,331 37,738 52,956 671,490 645,383 731,777 736,077: 7,601 3,301
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2011 :
: 8,175: -1,304 -1,267 6,486 -1,323 1,632 3,859 6,851: 4,316 1,324
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 5.1 7.2 90.8 87.3 99.0 99.6: 1.0 0.4
Old : 100.0: 1.0 5.1 7.2 90.8 87.3 99.0 99.6: 1.0 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 : 71: 2 10 11 57 50 68 62:
Old : 71: 2 10 11 57 50 68 62:
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 : 37.5 39.6 51.9 56.2 23.6 26.6 35.0 37.0
Old : 37.5 39.6 51.9 56.2 23.6 26.6 35.0 37.0
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, March 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 : 193,301: 19,965 2,235 2,076 163,975 181,105 186,016 185,416: 7,285 7,885
Old : 193,301: 19,965 2,235 2,076 163,975 181,105 186,016 185,416: 7,285 7,885
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2011 :
: 4,328: 238 2,235 -973 7,502 4,650 6,767 5,912: -2,439 -1,584
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 1.2 1.1 84.8 93.7 96.2 95.9: 3.8 4.1
Old : 100.0: 10.3 1.2 1.1 84.8 93.7 96.2 95.9: 3.8 4.1
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 : 43: 3 2 3 34 25 38 29:
Old : 43: 3 2 3 34 25 38 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 : 43.7 64.7 59.5 79.3 39.2 61.8 54.5 69.1
Old : 43.7 64.7 59.5 79.3 39.2 61.8 54.5 69.1
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, March 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 : 338,688: 17,377 46,418 14,412 295,299 271,436 327,088 332,266: 11,600 6,422
Old : 338,688: 17,377 46,418 14,412 295,299 271,436 327,088 332,266: 11,600 6,422
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2011 :
: 9,269: 2,621 4,530 -3,750 9,904 8,304 8,775 9,084: 494 185
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 13.7 4.3 87.2 80.1 96.6 98.1: 3.4 1.9
Old : 100.0: 5.1 13.7 4.3 87.2 80.1 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 : 55: 3 3 4 41 38 46 43:
Old : 55: 3 3 4 41 38 46 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 43.3 52.9 57.1 29.7 36.8 45.9 48.9
Old : 34.5 43.3 52.9 57.1 29.7 36.8 45.9 48.9
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, March 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 : 187,012: 3,373 41,022 6,433 170,930 134,195 180,736 181,650: 6,276 5,362
Old : 187,012: 3,373 41,022 6,433 170,930 134,195 180,736 181,650: 6,276 5,362
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2011 :
: 2,385: -1,226 9,759 273 5,013 -5,539 4,060 4,493: -1,675 -2,108
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 21.9 3.4 91.4 71.8 96.6 97.1: 3.4 2.9
Old : 100.0: 1.8 21.9 3.4 91.4 71.8 96.6 97.1: 3.4 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 : 43: 2 4 4 30 26 35 31:
Old : 43: 2 4 4 30 26 35 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 : 55.2 39.9 67.4 61.9 50.6 34.7 59.6 51.2
Old : 55.2 39.9 67.4 61.9 50.6 34.7 59.6 51.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 4, 2011