NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 4,656,086: 362,564 139,480 1,769,354 2,492,091 2,728,308 4,624,009 4,637,142: 32,077 18,944
Old : 4,656,086: 362,564 139,480 1,769,354 2,492,091 2,728,308 4,624,009 4,637,142: 32,077 18,944
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2011 :
: 28,877: 77,978 -34,203 -56,657 11,052 128,915 32,373 38,055: -3,496 -9,178
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 3.0 38.0 53.5 58.6 99.3 99.6: 0.7 0.4
Old : 100.0: 7.8 3.0 38.0 53.5 58.6 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 : 222: 40 31 69 134 134 207 205:
Old : 222: 40 31 69 134 134 207 205:
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 : 23.5 26.7 37.7 41.1 10.0 16.1 15.3 22.3
Old : 23.5 26.7 37.7 41.1 10.0 16.1 15.3 22.3
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 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 : 370,031: 7,444 25,367 24,018 322,753 318,866 354,215 368,251: 15,816 1,780
Old : 370,031: 7,444 25,367 24,018 322,753 318,866 354,215 368,251: 15,816 1,780
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2011 :
: -6,607: -1,430 1,609 -1,108 -1,005 -2,597 -3,543 -2,096: -3,064 -4,511
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 6.9 6.5 87.2 86.2 95.7 99.5: 4.3 0.5
Old : 100.0: 2.0 6.9 6.5 87.2 86.2 95.7 99.5: 4.3 0.5
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 : 59: 6 6 10 45 38 56 49:
Old : 59: 6 6 10 45 38 56 49:
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 : 29.3 47.7 48.1 69.8 22.7 30.2 32.8 38.8
Old : 29.3 47.7 48.1 69.8 22.7 30.2 32.8 38.8
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 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 : 184,613: 3,029 2,456 7,007 169,481 171,250 179,517 180,713: 5,096 3,900
Old : 184,613: 3,029 2,456 7,007 169,481 171,250 179,517 180,713: 5,096 3,900
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2011 :
: -1,560: 1,400 -1,059 -307 -2,680 1,705 -1,587 339: 27 -1,899
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 1.3 3.8 91.8 92.8 97.2 97.9: 2.8 2.1
Old : 100.0: 1.6 1.3 3.8 91.8 92.8 97.2 97.9: 2.8 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 : 42: 4 1 5 33 33 38 38:
Old : 42: 4 1 5 33 33 38 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 : 51.0 41.2 70.1 62.9 47.0 38.2 60.4 54.0
Old : 51.0 41.2 70.1 62.9 47.0 38.2 60.4 54.0
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 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 : 313,191: 28,706 6,578 4,121 272,812 296,581 305,639 307,280: 7,552 5,911
Old : 313,191: 28,706 6,578 4,121 272,812 296,581 305,639 307,280: 7,552 5,911
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2011 :
: 1,654: 2,515 -3,819 -78 -381 6,693 2,056 2,796: -402 -1,142
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 2.1 1.3 87.1 94.7 97.6 98.1: 2.4 1.9
Old : 100.0: 9.2 2.1 1.3 87.1 94.7 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 : 46: 3 3 4 35 33 40 38:
Old : 46: 3 3 4 35 33 40 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 : 45.4 46.4 65.5 72.6 43.5 41.3 60.4 64.4
Old : 45.4 46.4 65.5 72.6 43.5 41.3 60.4 64.4
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 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 : 715,248: 1,588 54,269 42,073 665,321 612,786 708,982 709,128: 6,266 6,120
Old : 715,248: 1,588 54,269 42,073 665,321 612,786 708,982 709,128: 6,266 6,120
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2011 :
: 6,445: -3,906 17,720 -9,405 21,651 943 8,340 9,258: -1,895 -2,813
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 7.6 5.9 93.0 85.7 99.1 99.1: 0.9 0.9
Old : 100.0: 0.2 7.6 5.9 93.0 85.7 99.1 99.1: 0.9 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 : 68: 1 9 9 56 46 65 56:
Old : 68: 1 9 9 56 46 65 56:
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 : 37.6 37.9 53.1 54.4 26.3 27.1 40.3 37.8
Old : 37.6 37.9 53.1 54.4 26.3 27.1 40.3 37.8
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 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 : 182,099: 9,778 460 2,635 163,683 168,705 176,096 171,800: 6,003 10,299
Old : 182,099: 9,778 460 2,635 163,683 168,705 176,096 171,800: 6,003 10,299
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2011 :
: 1,699: 116 -363 942 2,654 1,876 3,712 2,455: -2,013 -756
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 0.3 1.4 89.9 92.6 96.7 94.3: 3.3 5.7
Old : 100.0: 5.4 0.3 1.4 89.9 92.6 96.7 94.3: 3.3 5.7
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 : 37: 3 1 3 30 22 34 25:
Old : 37: 3 1 3 30 22 34 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 : 47.1 66.1 62.1 80.1 45.2 62.9 59.3 71.0
Old : 47.1 66.1 62.1 80.1 45.2 62.9 59.3 71.0
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 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 : 327,711: 16,988 56,800 12,503 286,845 247,474 316,336 316,777: 11,375 10,934
Old : 327,711: 16,988 56,800 12,503 286,845 247,474 316,336 316,777: 11,375 10,934
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2011 :
: 4,499: -816 -6,803 4,875 1,626 8,657 5,685 6,729: -1,186 -2,230
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 17.3 3.8 87.5 75.5 96.5 96.7: 3.5 3.3
Old : 100.0: 5.2 17.3 3.8 87.5 75.5 96.5 96.7: 3.5 3.3
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 : 53: 4 1 4 39 39 44 43:
Old : 53: 4 1 4 39 39 44 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 : 33.1 48.7 53.8 61.3 28.7 44.1 46.1 54.5
Old : 33.1 48.7 53.8 61.3 28.7 44.1 46.1 54.5
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 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 : 191,569: 3,088 32,060 10,029 172,587 144,864 185,704 186,953: 5,865 4,616
Old : 191,569: 3,088 32,060 10,029 172,587 144,864 185,704 186,953: 5,865 4,616
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2011 :
: 5,781: 642 5,065 1,806 5,522 -1,797 7,970 5,074: -2,189 707
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 16.7 5.2 90.1 75.6 96.9 97.6: 3.1 2.4
Old : 100.0: 1.6 16.7 5.2 90.1 75.6 96.9 97.6: 3.1 2.4
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 : 45: 2 5 6 30 30 37 36:
Old : 45: 2 5 6 30 30 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 : 55.2 36.5 67.1 58.5 51.2 32.3 59.3 48.9
Old : 55.2 36.5 67.1 58.5 51.2 32.3 59.3 48.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 25, 2011