NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 12, 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 : 4,812,603: 331,255 135,226 1,822,993 2,626,517 2,838,713 4,780,765 4,796,932: 31,838 15,671
Old : 4,812,603: 331,255 135,226 1,822,993 2,626,517 2,838,713 4,780,765 4,796,932: 31,838 15,671
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2011 :
: 175,403: -71,566 46,010 97,001 145,995 36,482 171,430 179,493: 3,973 -4,090
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 2.8 37.9 54.6 59.0 99.3 99.7: 0.7 0.3
Old : 100.0: 6.9 2.8 37.9 54.6 59.0 99.3 99.7: 0.7 0.3
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 : 221: 44 30 68 135 133 206 205:
Old : 221: 44 30 68 135 133 206 205:
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 26.4 38.2 40.7 9.9 16.6 15.1 22.3
Old : 23.5 26.4 38.2 40.7 9.9 16.6 15.1 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, April 12, 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 : 371,207: 15,681 13,786 22,714 320,750 332,193 359,145 368,693: 12,062 2,514
Old : 371,207: 15,681 13,786 22,714 320,750 332,193 359,145 368,693: 12,062 2,514
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2011 :
: 11,604: 7,152 719 -1,604 8,943 12,999 14,491 12,114: -2,887 -510
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 3.7 6.1 86.4 89.5 96.8 99.3: 3.2 0.7
Old : 100.0: 4.2 3.7 6.1 86.4 89.5 96.8 99.3: 3.2 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 : 61: 7 5 8 46 41 57 50:
Old : 61: 7 5 8 46 41 57 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 : 28.1 47.5 48.5 66.6 20.6 32.3 30.7 40.5
Old : 28.1 47.5 48.5 66.6 20.6 32.3 30.7 40.5
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 12, 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 : 176,054: 4,088 1,122 4,100 162,131 168,511 170,319 173,733: 5,735 2,321
Old : 176,054: 4,088 1,122 4,100 162,131 168,511 170,319 173,733: 5,735 2,321
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2011 :
: 803: 98 1,122 76 715 898 889 2,096: -86 -1,293
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 0.6 2.3 92.1 95.7 96.7 98.7: 3.3 1.3
Old : 100.0: 2.3 0.6 2.3 92.1 95.7 96.7 98.7: 3.3 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 : 45: 5 1 6 36 35 42 41:
Old : 45: 5 1 6 36 35 42 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 : 51.9 42.4 71.9 66.4 50.0 39.1 63.4 57.0
Old : 51.9 42.4 71.9 66.4 50.0 39.1 63.4 57.0
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, April 12, 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 : 308,179: 10,903 4,112 10,396 281,330 287,290 302,629 301,798: 5,550 6,381
Old : 308,179: 10,903 4,112 10,396 281,330 287,290 302,629 301,798: 5,550 6,381
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2011 :
: 1,102: 1,368 -805 -1,009 620 2,581 979 767: 123 335
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 1.3 3.4 91.3 93.2 98.2 97.9: 1.8 2.1
Old : 100.0: 3.5 1.3 3.4 91.3 93.2 98.2 97.9: 1.8 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 : 47: 3 2 4 37 32 41 37:
Old : 47: 3 2 4 37 32 41 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 : 43.1 45.4 62.4 70.7 40.1 39.5 55.6 62.1
Old : 43.1 45.4 62.4 70.7 40.1 39.5 55.6 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, April 12, 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 : 735,038: 391 47,716 45,994 684,188 636,198 730,573 729,908: 4,465 5,130
Old : 735,038: 391 47,716 45,994 684,188 636,198 730,573 729,908: 4,465 5,130
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2011 :
: 14,216: -106 192 1,449 13,807 12,521 15,150 14,162: -934 54
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 6.5 6.3 93.1 86.6 99.4 99.3: 0.6 0.7
Old : 100.0: 0.1 6.5 6.3 93.1 86.6 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 : 70: 1 9 9 58 49 67 59:
Old : 70: 1 9 9 58 49 67 59:
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 : 38.5 38.7 53.5 55.5 26.1 27.2 39.1 37.2
Old : 38.5 38.7 53.5 55.5 26.1 27.2 39.1 37.2
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, April 12, 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 : 194,093: 8,459 3,493 2,249 175,388 177,836 186,096 183,578: 7,997 10,515
Old : 194,093: 8,459 3,493 2,249 175,388 177,836 186,096 183,578: 7,997 10,515
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2011 :
: 3,175: -1,459 3,493 -668 5,639 -196 3,512 2,629: -337 546
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 1.8 1.2 90.4 91.6 95.9 94.6: 4.1 5.4
Old : 100.0: 4.4 1.8 1.2 90.4 91.6 95.9 94.6: 4.1 5.4
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 : 37: 2 2 3 27 24 31 27:
Old : 37: 2 2 3 27 24 31 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 : 51.1 64.7 66.3 77.7 49.6 61.9 63.4 70.8
Old : 51.1 64.7 66.3 77.7 49.6 61.9 63.4 70.8
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 12, 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 : 338,623: 14,168 62,509 10,964 303,631 253,406 328,763 326,879: 9,860 11,744
Old : 338,623: 14,168 62,509 10,964 303,631 253,406 328,763 326,879: 9,860 11,744
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2011 :
: 20,326: 449 12,827 -7,779 27,441 14,969 20,111 20,017: 215 309
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 18.5 3.2 89.7 74.8 97.1 96.5: 2.9 3.5
Old : 100.0: 4.2 18.5 3.2 89.7 74.8 97.1 96.5: 2.9 3.5
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 : 51: 3 2 4 36 38 41 42:
Old : 51: 3 2 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 : 30.2 49.3 54.5 63.5 26.8 46.2 44.8 57.3
Old : 30.2 49.3 54.5 63.5 26.8 46.2 44.8 57.3
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, April 12, 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 : 198,666: 8,811 12,776 8,404 175,543 170,763 192,758 191,943: 5,908 6,723
Old : 198,666: 8,811 12,776 8,404 175,543 170,763 192,758 191,943: 5,908 6,723
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2011 :
: 14,777: 934 4,128 -2,774 16,836 11,471 14,996 12,825: -219 1,952
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 6.4 4.2 88.4 86.0 97.0 96.6: 3.0 3.4
Old : 100.0: 4.4 6.4 4.2 88.4 86.0 97.0 96.6: 3.0 3.4
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 : 43: 3 4 7 26 30 33 37:
Old : 43: 3 4 7 26 30 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 : 65.7 36.3 78.4 57.6 62.5 33.6 68.6 50.7
Old : 65.7 36.3 78.4 57.6 62.5 33.6 68.6 50.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 15, 2011