NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 3, 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 : 4,915,473: 534,170 89,488 1,789,445 2,558,574 3,015,291 4,882,189 4,894,224: 33,284 21,249
Old : 4,915,473: 534,170 89,488 1,789,445 2,558,574 3,015,291 4,882,189 4,894,224: 33,284 21,249
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2011 :
: -34,575: 89,582 -9,736 -530 -124,977 -29,104 -35,925 -39,370: 1,350 4,795
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 1.8 36.4 52.1 61.3 99.3 99.6: 0.7 0.4
Old : 100.0: 10.9 1.8 36.4 52.1 61.3 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 : 229: 54 24 69 134 138 209 211:
Old : 229: 54 24 69 134 138 209 211:
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 : 24.8 26.1 39.1 40.7 9.8 18.2 14.8 24.7
Old : 24.8 26.1 39.1 40.7 9.8 18.2 14.8 24.7
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, May 3, 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 : 381,990: 11,416 16,715 32,185 325,527 329,739 369,128 378,639: 12,862 3,351
Old : 381,990: 11,416 16,715 32,185 325,527 329,739 369,128 378,639: 12,862 3,351
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2011 :
: -5,249: -3,317 4,480 4,053 -6,762 -12,873 -6,026 -4,340: 777 -909
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 4.4 8.4 85.2 86.3 96.6 99.1: 3.4 0.9
Old : 100.0: 3.0 4.4 8.4 85.2 86.3 96.6 99.1: 3.4 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 : 60: 6 5 8 45 42 55 51:
Old : 60: 6 5 8 45 42 55 51:
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 : 32.7 45.9 52.2 68.5 22.5 30.7 32.7 38.7
Old : 32.7 45.9 52.2 68.5 22.5 30.7 32.7 38.7
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, May 3, 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 : 177,481: 4,657 6,508 4,285 163,801 164,354 172,743 175,147: 4,738 2,334
Old : 177,481: 4,657 6,508 4,285 163,801 164,354 172,743 175,147: 4,738 2,334
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2011 :
: -10,945: 1,656 3,147 -711 -10,755 -12,183 -9,810 -9,747: -1,135 -1,198
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 3.7 2.4 92.3 92.6 97.3 98.7: 2.7 1.3
Old : 100.0: 2.6 3.7 2.4 92.3 92.6 97.3 98.7: 2.7 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 : 48: 5 3 5 39 35 45 42:
Old : 48: 5 3 5 39 35 45 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 : 52.2 39.2 73.2 62.2 49.9 35.6 62.7 53.6
Old : 52.2 39.2 73.2 62.2 49.9 35.6 62.7 53.6
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, May 3, 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 : 309,416: 5,251 3,480 16,271 281,953 283,519 303,475 303,270: 5,941 6,146
Old : 309,416: 5,251 3,480 16,271 281,953 283,519 303,475 303,270: 5,941 6,146
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2011 :
: -5,885: -4,213 -1,452 1,678 -2,242 -7,424 -4,777 -7,198: -1,108 1,313
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 1.1 5.3 91.1 91.6 98.1 98.0: 1.9 2.0
Old : 100.0: 1.7 1.1 5.3 91.1 91.6 98.1 98.0: 1.9 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 : 49: 4 4 4 36 31 42 37:
Old : 49: 4 4 4 36 31 42 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 : 41.9 46.4 60.6 70.0 39.7 38.6 53.1 59.3
Old : 41.9 46.4 60.6 70.0 39.7 38.6 53.1 59.3
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, May 3, 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 : 686,416: 810 30,840 28,916 651,805 623,565 681,531 683,321: 4,885 3,095
Old : 686,416: 810 30,840 28,916 651,805 623,565 681,531 683,321: 4,885 3,095
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2011 :
: -70,609: -841 -13,937 -21,009 -49,146 -34,811 -70,996 -69,757: 387 -852
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 4.5 4.2 95.0 90.8 99.3 99.5: 0.7 0.5
Old : 100.0: 0.1 4.5 4.2 95.0 90.8 99.3 99.5: 0.7 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 : 70: 1 10 10 55 49 65 60:
Old : 70: 1 10 10 55 49 65 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 : 42.7 38.3 56.7 54.7 31.1 27.4 43.5 38.9
Old : 42.7 38.3 56.7 54.7 31.1 27.4 43.5 38.9
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, May 3, 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 : 189,041: 9,786 0 2,085 170,013 175,068 181,884 177,153: 7,157 11,888
Old : 189,041: 9,786 0 2,085 170,013 175,068 181,884 177,153: 7,157 11,888
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2011 :
: -11,181: -435 -4,563 530 -10,226 -9,286 -10,131 -13,319: -1,050 2,138
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 0.0 1.1 89.9 92.6 96.2 93.7: 3.8 6.3
Old : 100.0: 5.2 0.0 1.1 89.9 92.6 96.2 93.7: 3.8 6.3
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 : 37: 3 0 2 28 25 31 27:
Old : 37: 3 0 2 28 25 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 : 50.9 64.2 66.1 77.1 49.5 61.6 62.6 70.4
Old : 50.9 64.2 66.1 77.1 49.5 61.6 62.6 70.4
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, May 3, 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 : 316,272: 13,930 43,417 6,704 289,260 259,490 309,894 309,611: 6,378 6,661
Old : 316,272: 13,930 43,417 6,704 289,260 259,490 309,894 309,611: 6,378 6,661
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2011 :
: -16,450: 833 3,429 -5,656 -9,524 -12,662 -14,347 -14,889: -2,103 -1,561
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 13.7 2.1 91.5 82.0 98.0 97.9: 2.0 2.1
Old : 100.0: 4.4 13.7 2.1 91.5 82.0 98.0 97.9: 2.0 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 : 59: 4 1 4 44 45 49 49:
Old : 59: 4 1 4 44 45 49 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 46.1 54.1 59.5 26.0 42.4 42.7 52.2
Old : 29.3 46.1 54.1 59.5 26.0 42.4 42.7 52.2
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, May 3, 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 : 201,319: 5,869 10,629 8,220 183,472 176,820 197,561 195,669: 3,758 5,650
Old : 201,319: 5,869 10,629 8,220 183,472 176,820 197,561 195,669: 3,758 5,650
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2011 :
: -9,387: -851 -927 -3,135 -4,169 -7,886 -8,155 -11,948: -1,232 2,561
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 5.3 4.1 91.1 87.8 98.1 97.2: 1.9 2.8
Old : 100.0: 2.9 5.3 4.1 91.1 87.8 98.1 97.2: 1.9 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 : 48: 3 4 7 32 38 39 45:
Old : 48: 3 4 7 32 38 39 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 : 63.7 33.4 74.2 53.3 59.0 28.6 64.1 45.2
Old : 63.7 33.4 74.2 53.3 59.0 28.6 64.1 45.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 6, 2011