NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 4,627,209: 284,586 173,683 1,826,011 2,481,039 2,599,393 4,591,636 4,599,087: 35,573 28,122
Old : 4,627,209: 284,586 173,683 1,826,011 2,481,039 2,599,393 4,591,636 4,599,087: 35,573 28,122
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2011 :
: 87,132: -23,203 24,205 60,282 46,264 614 83,343 85,101: 3,789 2,031
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 3.8 39.5 53.6 56.2 99.2 99.4: 0.8 0.6
Old : 100.0: 6.2 3.8 39.5 53.6 56.2 99.2 99.4: 0.8 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 : 217: 36 35 67 129 128 201 198:
Old : 217: 36 35 67 129 128 201 198:
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 : 23.3 28.2 37.3 41.7 9.6 15.3 15.0 20.9
Old : 23.3 28.2 37.3 41.7 9.6 15.3 15.0 20.9
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, March 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 : 376,638: 8,874 23,758 25,126 323,758 321,463 357,758 370,347: 18,880 6,291
Old : 376,638: 8,874 23,758 25,126 323,758 321,463 357,758 370,347: 18,880 6,291
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2011 :
: 8,824: 305 7,050 -3,457 14,044 1,554 10,892 5,147: -2,068 3,677
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 6.3 6.7 86.0 85.4 95.0 98.3: 5.0 1.7
Old : 100.0: 2.4 6.3 6.7 86.0 85.4 95.0 98.3: 5.0 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 : 55: 5 6 8 40 35 49 45:
Old : 55: 5 6 8 40 35 49 45:
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 : 30.2 49.0 49.8 70.3 21.9 30.6 31.5 37.8
Old : 30.2 49.0 49.8 70.3 21.9 30.6 31.5 37.8
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 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 : 186,173: 1,629 3,515 7,314 172,161 169,545 181,104 180,374: 5,069 5,799
Old : 186,173: 1,629 3,515 7,314 172,161 169,545 181,104 180,374: 5,069 5,799
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2011 :
: 218: 308 -296 460 -519 231 249 395: -31 -177
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 1.9 3.9 92.5 91.1 97.3 96.9: 2.7 3.1
Old : 100.0: 0.9 1.9 3.9 92.5 91.1 97.3 96.9: 2.7 3.1
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 : 40: 3 2 5 32 31 37 36:
Old : 40: 3 2 5 32 31 37 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 : 53.1 40.5 71.0 62.6 49.1 37.6 60.7 53.5
Old : 53.1 40.5 71.0 62.6 49.1 37.6 60.7 53.5
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, March 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 : 311,537: 26,191 10,397 4,199 273,193 289,888 303,583 304,484: 7,954 7,053
Old : 311,537: 26,191 10,397 4,199 273,193 289,888 303,583 304,484: 7,954 7,053
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2011 :
: 1,490: 195 210 -669 1,538 666 1,064 207: 426 1,283
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 3.3 1.3 87.7 93.1 97.4 97.7: 2.6 2.3
Old : 100.0: 8.4 3.3 1.3 87.7 93.1 97.4 97.7: 2.6 2.3
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 : 46: 3 3 4 34 33 39 38:
Old : 46: 3 3 4 34 33 39 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 : 44.7 44.4 65.2 70.5 42.8 38.5 60.3 61.2
Old : 44.7 44.4 65.2 70.5 42.8 38.5 60.3 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, March 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 : 708,803: 5,494 36,549 51,478 643,670 611,843 700,642 699,870: 8,161 8,933
Old : 708,803: 5,494 36,549 51,478 643,670 611,843 700,642 699,870: 8,161 8,933
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2011 :
: 6,343: 277 -2,452 2,818 -901 1,870 2,194 2,236: 4,149 4,107
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 5.2 7.3 90.8 86.3 98.8 98.7: 1.2 1.3
Old : 100.0: 0.8 5.2 7.3 90.8 86.3 98.8 98.7: 1.2 1.3
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 : 69: 4 6 10 56 50 66 60:
Old : 69: 4 6 10 56 50 66 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 : 37.3 38.1 52.1 54.2 25.2 26.6 38.2 36.2
Old : 37.3 38.1 52.1 54.2 25.2 26.6 38.2 36.2
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 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 : 180,400: 9,662 823 1,693 161,029 166,829 172,384 169,345: 8,016 11,055
Old : 180,400: 9,662 823 1,693 161,029 166,829 172,384 169,345: 8,016 11,055
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2011 :
: 858: -6,965 823 963 9,082 -53 3,080 1,733: -2,222 -875
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 0.5 0.9 89.3 92.5 95.6 93.9: 4.4 6.1
Old : 100.0: 5.4 0.5 0.9 89.3 92.5 95.6 93.9: 4.4 6.1
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 : 36: 3 1 3 29 22 33 25:
Old : 36: 3 1 3 29 22 33 25:
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 : 47.9 65.4 63.1 79.6 46.2 61.8 60.5 70.7
Old : 47.9 65.4 63.1 79.6 46.2 61.8 60.5 70.7
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 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 : 323,212: 17,804 63,603 7,628 285,219 238,817 310,651 310,048: 12,561 13,164
Old : 323,212: 17,804 63,603 7,628 285,219 238,817 310,651 310,048: 12,561 13,164
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2011 :
: 1,541: -336 3,816 1,346 8 -4,936 1,018 226: 523 1,315
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 19.7 2.4 88.2 73.9 96.1 95.9: 3.9 4.1
Old : 100.0: 5.5 19.7 2.4 88.2 73.9 96.1 95.9: 3.9 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 : 49: 4 1 3 37 35 42 38:
Old : 49: 4 1 3 37 35 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 : 34.2 50.0 55.5 63.0 30.6 46.0 48.9 56.9
Old : 34.2 50.0 55.5 63.0 30.6 46.0 48.9 56.9
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 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 : 185,788: 2,446 26,995 8,223 167,065 146,661 177,734 181,879: 8,054 3,909
Old : 185,788: 2,446 26,995 8,223 167,065 146,661 177,734 181,879: 8,054 3,909
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2011 :
: 4,848: 35 -394 779 3,429 5,997 4,243 6,382: 605 -1,534
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 14.5 4.4 89.9 78.9 95.7 97.9: 4.3 2.1
Old : 100.0: 1.3 14.5 4.4 89.9 78.9 95.7 97.9: 4.3 2.1
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: 2 5 6 28 29 35 35:
Old : 43: 2 5 6 28 29 35 35:
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 : 55.6 38.1 67.8 59.4 51.2 31.9 58.6 49.4
Old : 55.6 38.1 67.8 59.4 51.2 31.9 58.6 49.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 18, 2011