NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 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 : 4,544,535: 433,016 79,538 1,680,294 2,400,127 2,768,273 4,513,437 4,528,105: 31,098 16,430
Old : 4,544,535: 433,016 79,538 1,680,294 2,400,127 2,768,273 4,513,437 4,528,105: 31,098 16,430
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2011 :
: -111,551: 70,452 -59,942 -89,060 -91,964 39,965 -110,572 -109,037: -979 -2,514
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 1.8 37.0 52.8 60.9 99.3 99.6: 0.7 0.4
Old : 100.0: 9.5 1.8 37.0 52.8 60.9 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 : 220: 47 25 66 135 135 206 204:
Old : 220: 47 25 66 135 135 206 204:
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 26.6 38.4 41.8 9.9 17.0 14.8 24.2
Old : 24.0 26.6 38.4 41.8 9.9 17.0 14.8 24.2
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 29, 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 : 370,078: 5,101 17,687 27,151 322,559 323,732 354,811 368,570: 15,267 1,508
Old : 370,078: 5,101 17,687 27,151 322,559 323,732 354,811 368,570: 15,267 1,508
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2011 :
: 47: -2,343 -7,680 3,133 -194 4,866 596 319: -549 -272
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 4.8 7.3 87.2 87.5 95.9 99.6: 4.1 0.4
Old : 100.0: 1.4 4.8 7.3 87.2 87.5 95.9 99.6: 4.1 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 : 59: 5 6 8 45 40 54 50:
Old : 59: 5 6 8 45 40 54 50:
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 : 30.1 45.8 49.0 67.0 21.8 27.3 30.7 36.3
Old : 30.1 45.8 49.0 67.0 21.8 27.3 30.7 36.3
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 29, 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 : 188,004: 2,787 2,882 6,557 173,435 175,064 182,779 184,503: 5,225 3,501
Old : 188,004: 2,787 2,882 6,557 173,435 175,064 182,779 184,503: 5,225 3,501
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2011 :
: 3,391: -242 426 -450 3,954 3,814 3,262 3,790: 129 -399
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 1.5 3.5 92.3 93.1 97.2 98.1: 2.8 1.9
Old : 100.0: 1.5 1.5 3.5 92.3 93.1 97.2 98.1: 2.8 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: 4 2 6 35 34 41 40:
Old : 44: 4 2 6 35 34 41 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 : 50.6 42.3 69.6 63.7 47.7 39.2 60.6 53.9
Old : 50.6 42.3 69.6 63.7 47.7 39.2 60.6 53.9
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 29, 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 : 321,148: 20,656 8,357 8,007 286,971 299,605 315,634 315,969: 5,514 5,179
Old : 321,148: 20,656 8,357 8,007 286,971 299,605 315,634 315,969: 5,514 5,179
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2011 :
: 7,957: -8,050 1,779 3,886 14,159 3,024 9,995 8,689: -2,038 -732
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 2.6 2.5 89.4 93.3 98.3 98.4: 1.7 1.6
Old : 100.0: 6.4 2.6 2.5 89.4 93.3 98.3 98.4: 1.7 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 : 49: 3 3 4 39 36 44 41:
Old : 49: 3 3 4 39 36 44 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 : 44.7 44.9 64.3 70.6 41.5 39.6 57.6 62.1
Old : 44.7 44.9 64.3 70.6 41.5 39.6 57.6 62.1
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 29, 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 : 730,390: 870 59,654 46,150 680,018 620,608 727,038 726,412: 3,352 3,978
Old : 730,390: 870 59,654 46,150 680,018 620,608 727,038 726,412: 3,352 3,978
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2011 :
: 15,142: -718 5,385 4,077 14,697 7,822 18,056 17,284: -2,914 -2,142
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 8.2 6.3 93.1 85.0 99.5 99.5: 0.5 0.5
Old : 100.0: 0.1 8.2 6.3 93.1 85.0 99.5 99.5: 0.5 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 : 73: 3 9 11 59 49 70 61:
Old : 73: 3 9 11 59 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 : 36.6 36.4 51.5 54.2 26.6 27.4 40.2 38.0
Old : 36.6 36.4 51.5 54.2 26.6 27.4 40.2 38.0
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 29, 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 : 190,112: 13,608 0 2,798 165,755 178,087 182,161 180,885: 7,951 9,227
Old : 190,112: 13,608 0 2,798 165,755 178,087 182,161 180,885: 7,951 9,227
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2011 :
: 8,013: 3,830 -460 163 2,072 9,382 6,065 9,085: 1,948 -1,072
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 0.0 1.5 87.2 93.7 95.8 95.1: 4.2 4.9
Old : 100.0: 7.2 0.0 1.5 87.2 93.7 95.8 95.1: 4.2 4.9
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 : 39: 4 0 3 30 25 34 28:
Old : 39: 4 0 3 30 25 34 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 : 46.1 64.3 60.3 78.5 44.3 61.4 57.3 71.1
Old : 46.1 64.3 60.3 78.5 44.3 61.4 57.3 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 29, 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 : 339,145: 17,774 52,048 16,709 296,406 260,724 330,889 329,481: 8,256 9,664
Old : 339,145: 17,774 52,048 16,709 296,406 260,724 330,889 329,481: 8,256 9,664
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2011 :
: 11,434: 786 -4,752 4,206 9,561 13,250 14,553 12,704: -3,119 -1,270
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 15.3 4.9 87.4 76.9 97.6 97.2: 2.4 2.8
Old : 100.0: 5.2 15.3 4.9 87.4 76.9 97.6 97.2: 2.4 2.8
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 : 57: 5 2 6 40 40 47 46:
Old : 57: 5 2 6 40 40 47 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 : 32.3 48.1 52.9 60.8 28.0 42.8 44.3 53.4
Old : 32.3 48.1 52.9 60.8 28.0 42.8 44.3 53.4
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, March 29, 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 : 196,079: 2,634 37,622 7,746 179,842 146,799 190,222 192,167: 5,857 3,912
Old : 196,079: 2,634 37,622 7,746 179,842 146,799 190,222 192,167: 5,857 3,912
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2011 :
: 4,510: -454 5,562 -2,283 7,255 1,935 4,518 5,214: -8 -704
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 19.2 4.0 91.7 74.9 97.0 98.0: 3.0 2.0
Old : 100.0: 1.3 19.2 4.0 91.7 74.9 97.0 98.0: 3.0 2.0
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 : 46: 2 5 7 30 30 37 37:
Old : 46: 2 5 7 30 30 37 37:
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 : 58.1 36.0 68.7 57.6 53.9 32.0 61.4 48.6
Old : 58.1 36.0 68.7 57.6 53.9 32.0 61.4 48.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 1, 2011