NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 4,540,077: 307,789 149,478 1,765,729 2,434,775 2,598,779 4,508,293 4,513,986: 31,784 26,091
Old : 4,540,077: 307,789 149,478 1,765,729 2,434,775 2,598,779 4,508,293 4,513,986: 31,784 26,091
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2011 :
: 27,341: -23,187 -4,937 29,140 19,777 -2,774 25,730 21,429: 1,611 5,912
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 3.3 38.9 53.6 57.2 99.3 99.4: 0.7 0.6
Old : 100.0: 6.8 3.3 38.9 53.6 57.2 99.3 99.4: 0.7 0.6
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 : 215: 41 32 71 125 124 200 198:
Old : 215: 41 32 71 125 124 200 198:
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 : 24.0 27.8 36.6 41.0 9.2 15.4 14.7 20.8
Old : 24.0 27.8 36.6 41.0 9.2 15.4 14.7 20.8
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, March 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 : 367,814: 8,569 16,708 28,583 309,714 319,909 346,866 365,200: 20,948 2,614
Old : 367,814: 8,569 16,708 28,583 309,714 319,909 346,866 365,200: 20,948 2,614
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2011 :
: -11,464: -13,149 -45 9,143 -12,873 -19,952 -16,879 -10,854: 5,415 -610
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 4.5 7.8 84.2 87.0 94.3 99.3: 5.7 0.7
Old : 100.0: 2.3 4.5 7.8 84.2 87.0 94.3 99.3: 5.7 0.7
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 : 53: 5 6 10 37 33 48 43:
Old : 53: 5 6 10 37 33 48 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 : 33.0 49.4 52.8 70.9 24.1 32.0 32.9 38.3
Old : 33.0 49.4 52.8 70.9 24.1 32.0 32.9 38.3
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 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 : 185,955: 1,321 3,811 6,854 172,680 169,314 180,855 179,979: 5,100 5,976
Old : 185,955: 1,321 3,811 6,854 172,680 169,314 180,855 179,979: 5,100 5,976
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2011 :
: -13,365: -643 571 728 -14,519 -14,952 -14,434 -13,653: 1,069 288
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 2.0 3.7 92.9 91.1 97.3 96.8: 2.7 3.2
Old : 100.0: 0.7 2.0 3.7 92.9 91.1 97.3 96.8: 2.7 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 : 40: 3 2 5 29 31 34 36:
Old : 40: 3 2 5 29 31 34 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 : 54.1 40.8 71.6 64.3 50.1 38.2 61.2 55.9
Old : 54.1 40.8 71.6 64.3 50.1 38.2 61.2 55.9
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 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 : 310,047: 25,996 10,187 4,868 271,655 289,222 302,519 304,277: 7,528 5,770
Old : 310,047: 25,996 10,187 4,868 271,655 289,222 302,519 304,277: 7,528 5,770
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2011 :
: -24,799: -4,146 1,506 -2,323 -19,450 -26,064 -25,919 -26,881: 1,120 2,082
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 3.3 1.6 87.6 93.3 97.6 98.1: 2.4 1.9
Old : 100.0: 8.4 3.3 1.6 87.6 93.3 97.6 98.1: 2.4 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 : 44: 3 3 3 33 32 38 36:
Old : 44: 3 3 3 33 32 38 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 : 44.5 45.5 65.3 71.4 42.6 39.1 59.9 61.3
Old : 44.5 45.5 65.3 71.4 42.6 39.1 59.9 61.3
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 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 : 702,460: 5,217 39,001 48,660 644,571 609,973 698,448 697,634: 4,012 4,826
Old : 702,460: 5,217 39,001 48,660 644,571 609,973 698,448 697,634: 4,012 4,826
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2011 :
: -36,918: -2,114 1,263 -4,296 -26,919 -35,410 -33,329 -38,443: -3,589 1,525
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 5.6 6.9 91.8 86.8 99.4 99.3: 0.6 0.7
Old : 100.0: 0.7 5.6 6.9 91.8 86.8 99.4 99.3: 0.6 0.7
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 : 68: 5 7 12 55 45 67 57:
Old : 68: 5 7 12 55 45 67 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 : 38.2 37.4 52.2 53.8 26.7 27.6 39.1 38.5
Old : 38.2 37.4 52.2 53.8 26.7 27.6 39.1 38.5
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 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 : 179,542: 16,627 0 730 151,947 166,882 169,304 167,612: 10,238 11,930
Old : 179,542: 16,627 0 730 151,947 166,882 169,304 167,612: 10,238 11,930
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2011 :
: -13,759: -3,338 -2,235 -1,346 -12,028 -14,223 -16,712 -17,804: 2,953 4,045
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 0.0 0.4 84.6 92.9 94.3 93.4: 5.7 6.6
Old : 100.0: 9.3 0.0 0.4 84.6 92.9 94.3 93.4: 5.7 6.6
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 : 34: 4 0 2 27 21 31 23:
Old : 34: 4 0 2 27 21 31 23:
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 : 44.9 65.7 60.0 79.8 42.5 62.4 57.1 71.1
Old : 44.9 65.7 60.0 79.8 42.5 62.4 57.1 71.1
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 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 : 321,671: 18,140 59,787 6,282 285,211 243,753 309,633 309,822: 12,038 11,849
Old : 321,671: 18,140 59,787 6,282 285,211 243,753 309,633 309,822: 12,038 11,849
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2011 :
: -17,017: 763 13,369 -8,130 -10,088 -27,683 -17,455 -22,444: 438 5,427
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 18.6 2.0 88.7 75.8 96.3 96.3: 3.7 3.7
Old : 100.0: 5.6 18.6 2.0 88.7 75.8 96.3 96.3: 3.7 3.7
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 : 49: 3 2 4 37 34 42 38:
Old : 49: 3 2 4 37 34 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 : 34.3 46.5 55.6 61.0 30.7 43.3 49.1 55.3
Old : 34.3 46.5 55.6 61.0 30.7 43.3 49.1 55.3
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 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 : 180,940: 2,411 27,389 7,444 163,636 140,664 173,491 175,497: 7,449 5,443
Old : 180,940: 2,411 27,389 7,444 163,636 140,664 173,491 175,497: 7,449 5,443
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2011 :
: -6,072: -962 -13,633 1,011 -7,294 6,469 -7,245 -6,153: 1,173 81
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 15.1 4.1 90.4 77.7 95.9 97.0: 4.1 3.0
Old : 100.0: 1.3 15.1 4.1 90.4 77.7 95.9 97.0: 4.1 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 : 40: 3 3 5 25 27 31 32:
Old : 40: 3 3 5 25 27 31 32:
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 : 56.6 37.4 68.7 59.6 52.1 32.5 60.1 49.8
Old : 56.6 37.4 68.7 59.6 52.1 32.5 60.1 49.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 11, 2011