NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 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 : 4,637,200: 402,821 89,216 1,725,992 2,480,522 2,802,231 4,609,335 4,617,439: 27,865 19,761
Old : 4,637,200: 402,821 89,216 1,725,992 2,480,522 2,802,231 4,609,335 4,617,439: 27,865 19,761
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2011 :
: 92,665: -30,195 9,678 45,698 80,395 33,958 95,898 89,334: -3,233 3,331
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 1.9 37.2 53.5 60.4 99.4 99.6: 0.6 0.4
Old : 100.0: 8.7 1.9 37.2 53.5 60.4 99.4 99.6: 0.6 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: 50 22 67 134 135 205 204:
Old : 220: 50 22 67 134 135 205 204:
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 : 23.8 27.0 37.9 41.1 9.1 17.1 14.1 23.4
Old : 23.8 27.0 37.9 41.1 9.1 17.1 14.1 23.4
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, April 5, 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 : 359,603: 8,529 13,067 24,318 311,807 319,194 344,654 356,579: 14,949 3,024
Old : 359,603: 8,529 13,067 24,318 311,807 319,194 344,654 356,579: 14,949 3,024
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2011 :
: -10,475: 3,428 -4,620 -2,833 -10,752 -4,538 -10,157 -11,991: -318 1,516
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 3.6 6.8 86.7 88.8 95.8 99.2: 4.2 0.8
Old : 100.0: 2.4 3.6 6.8 86.7 88.8 95.8 99.2: 4.2 0.8
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 : 58: 7 5 9 41 38 52 48:
Old : 58: 7 5 9 41 38 52 48:
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 : 29.9 48.3 49.0 68.5 23.2 32.3 33.6 40.9
Old : 29.9 48.3 49.0 68.5 23.2 32.3 33.6 40.9
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, April 5, 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 : 175,251: 3,990 0 4,024 161,416 167,613 169,430 171,637: 5,821 3,614
Old : 175,251: 3,990 0 4,024 161,416 167,613 169,430 171,637: 5,821 3,614
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2011 :
: -12,753: 1,203 -2,882 -2,533 -12,019 -7,451 -13,349 -12,866: 596 113
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 0.0 2.3 92.1 95.6 96.7 97.9: 3.3 2.1
Old : 100.0: 2.3 0.0 2.3 92.1 95.6 96.7 97.9: 3.3 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 : 41: 5 0 5 33 34 38 39:
Old : 41: 5 0 5 33 34 38 39:
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 : 52.3 43.3 72.2 67.0 50.2 39.9 64.0 57.6
Old : 52.3 43.3 72.2 67.0 50.2 39.9 64.0 57.6
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, April 5, 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 : 307,077: 9,535 4,917 11,405 280,710 284,709 301,650 301,031: 5,427 6,046
Old : 307,077: 9,535 4,917 11,405 280,710 284,709 301,650 301,031: 5,427 6,046
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2011 :
: -14,071: -11,121 -3,440 3,398 -6,261 -14,896 -13,984 -14,938: -87 867
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 1.6 3.7 91.4 92.7 98.2 98.0: 1.8 2.0
Old : 100.0: 3.1 1.6 3.7 91.4 92.7 98.2 98.0: 1.8 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 : 47: 3 2 3 36 30 40 34:
Old : 47: 3 2 3 36 30 40 34:
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 : 44.0 45.0 63.3 71.0 41.9 38.5 56.8 61.5
Old : 44.0 45.0 63.3 71.0 41.9 38.5 56.8 61.5
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, April 5, 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 : 720,822: 497 47,524 44,545 670,381 623,677 715,423 715,746: 5,399 5,076
Old : 720,822: 497 47,524 44,545 670,381 623,677 715,423 715,746: 5,399 5,076
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2011 :
: -9,568: -373 -12,130 -1,605 -9,637 3,069 -11,615 -10,666: 2,047 1,098
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 6.6 6.2 93.0 86.5 99.3 99.3: 0.7 0.7
Old : 100.0: 0.1 6.6 6.2 93.0 86.5 99.3 99.3: 0.7 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 : 69: 2 8 9 57 48 66 58:
Old : 69: 2 8 9 57 48 66 58:
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 : 39.0 38.5 53.8 56.0 27.4 28.0 40.7 39.1
Old : 39.0 38.5 53.8 56.0 27.4 28.0 40.7 39.1
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, April 5, 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 : 190,918: 9,918 0 2,917 169,749 178,032 182,584 180,949: 8,334 9,969
Old : 190,918: 9,918 0 2,917 169,749 178,032 182,584 180,949: 8,334 9,969
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2011 :
: 806: -3,690 0 119 3,994 -55 423 64: 383 742
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 0.0 1.5 88.9 93.3 95.6 94.8: 4.4 5.2
Old : 100.0: 5.2 0.0 1.5 88.9 93.3 95.6 94.8: 4.4 5.2
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 : 37: 4 0 3 28 24 32 27:
Old : 37: 4 0 3 28 24 32 27:
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 : 49.9 65.5 64.0 79.0 48.5 62.2 61.4 72.2
Old : 49.9 65.5 64.0 79.0 48.5 62.2 61.4 72.2
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, April 5, 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 : 318,297: 13,719 49,682 18,743 276,190 238,437 308,652 306,862: 9,645 11,435
Old : 318,297: 13,719 49,682 18,743 276,190 238,437 308,652 306,862: 9,645 11,435
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2011 :
: -20,848: -4,055 -2,366 2,034 -20,216 -22,287 -22,237 -22,619: 1,389 1,771
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 15.6 5.9 86.8 74.9 97.0 96.4: 3.0 3.6
Old : 100.0: 4.3 15.6 5.9 86.8 74.9 97.0 96.4: 3.0 3.6
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 : 51: 4 1 4 36 38 41 42:
Old : 51: 4 1 4 36 38 41 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 : 32.3 47.6 53.7 61.6 27.5 41.7 45.1 53.0
Old : 32.3 47.6 53.7 61.6 27.5 41.7 45.1 53.0
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, April 5, 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 : 183,889: 7,877 8,648 11,178 158,707 159,292 177,762 179,118: 6,127 4,771
Old : 183,889: 7,877 8,648 11,178 158,707 159,292 177,762 179,118: 6,127 4,771
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2011 :
: -12,190: 5,243 -28,974 3,432 -21,135 12,493 -12,460 -13,049: 270 859
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 4.7 6.1 86.3 86.6 96.7 97.4: 3.3 2.6
Old : 100.0: 4.3 4.7 6.1 86.3 86.6 96.7 97.4: 3.3 2.6
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 : 43: 3 4 6 26 31 33 37:
Old : 43: 3 4 6 26 31 33 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 : 62.9 32.4 76.7 54.2 58.1 29.5 64.5 46.8
Old : 62.9 32.4 76.7 54.2 58.1 29.5 64.5 46.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 8, 2011