NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391 Commitments of Traders with Delta-adjusted Options and Futures Combined, November 9, 2010 ------------------------------------------------------------------------------------------------------------------- : 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 : 3,964,474: 294,720 208,860 1,248,770 2,392,657 2,485,963 3,936,147 3,943,593: 28,327 20,881 Old : 3,964,474: 294,720 208,860 1,248,770 2,392,657 2,485,963 3,936,147 3,943,593: 28,327 20,881 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 2, 2010 : : 84,388: -45,116 -17,865 72,300 56,290 28,145 83,474 82,580: 914 1,808 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.4 5.3 31.5 60.4 62.7 99.3 99.5: 0.7 0.5 Old : 100.0: 7.4 5.3 31.5 60.4 62.7 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 : 219: 39 31 69 133 127 205 199: Old : 219: 39 31 69 133 127 205 199: 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 : 20.4 26.7 34.3 40.2 10.4 18.1 15.6 24.0 Old : 20.4 26.7 34.3 40.2 10.4 18.1 15.6 24.0 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, November 9, 2010 ------------------------------------------------------------------------------------------------------------------- : 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 : 321,489: 18,361 11,006 11,372 281,549 294,316 311,282 316,694: 10,207 4,795 Old : 321,489: 18,361 11,006 11,372 281,549 294,316 311,282 316,694: 10,207 4,795 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 2, 2010 : : -23,012: 2,007 1,743 -6,700 -18,436 -17,724 -23,129 -22,681: 117 -331 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.7 3.4 3.5 87.6 91.5 96.8 98.5: 3.2 1.5 Old : 100.0: 5.7 3.4 3.5 87.6 91.5 96.8 98.5: 3.2 1.5 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 : 57: 6 4 8 41 39 49 49: Old : 57: 6 4 8 41 39 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 : 39.0 50.8 54.2 67.4 20.3 32.0 32.5 39.1 Old : 39.0 50.8 54.2 67.4 20.3 32.0 32.5 39.1 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, November 9, 2010 ------------------------------------------------------------------------------------------------------------------- : 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 : 183,942: 3,751 5,870 4,037 174,384 169,159 182,172 179,066: 1,770 4,876 Old : 183,942: 3,751 5,870 4,037 174,384 169,159 182,172 179,066: 1,770 4,876 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 2, 2010 : : -9,861: -3,124 2,196 -1,617 -5,166 -5,990 -9,907 -5,411: 46 -4,450 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.0 3.2 2.2 94.8 92.0 99.0 97.3: 1.0 2.7 Old : 100.0: 2.0 3.2 2.2 94.8 92.0 99.0 97.3: 1.0 2.7 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 : 45: 3 4 4 31 34 37 39: Old : 45: 3 4 4 31 34 37 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 : 63.0 35.8 78.9 57.9 62.1 33.8 73.9 54.9 Old : 63.0 35.8 78.9 57.9 62.1 33.8 73.9 54.9 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, November 9, 2010 ------------------------------------------------------------------------------------------------------------------- : 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 : 363,157: 7,941 8,511 31,772 318,597 319,662 358,310 359,945: 4,847 3,212 Old : 363,157: 7,941 8,511 31,772 318,597 319,662 358,310 359,945: 4,847 3,212 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 2, 2010 : : -3,095: -848 3,889 1,062 -4,033 -6,772 -3,819 -1,821: 724 -1,274 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.2 2.3 8.7 87.7 88.0 98.7 99.1: 1.3 0.9 Old : 100.0: 2.2 2.3 8.7 87.7 88.0 98.7 99.1: 1.3 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 : 48: 2 5 5 35 34 42 40: Old : 48: 2 5 5 35 34 42 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 : 40.6 47.7 59.8 70.1 38.1 38.0 51.0 49.9 Old : 40.6 47.7 59.8 70.1 38.1 38.0 51.0 49.9 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, November 9, 2010 ------------------------------------------------------------------------------------------------------------------- : 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 : 662,931: 10,644 15,961 45,862 600,134 593,966 656,640 655,789: 6,291 7,142 Old : 662,931: 10,644 15,961 45,862 600,134 593,966 656,640 655,789: 6,291 7,142 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 2, 2010 : : 21,256: -478 -278 5,323 14,153 15,628 18,998 20,673: 2,258 583 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.6 2.4 6.9 90.5 89.6 99.1 98.9: 0.9 1.1 Old : 100.0: 1.6 2.4 6.9 90.5 89.6 99.1 98.9: 0.9 1.1 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 : 68: 2 6 7 57 45 64 54: Old : 68: 2 6 7 57 45 64 54: 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 : 35.7 42.0 52.8 57.1 23.9 31.0 36.3 41.2 Old : 35.7 42.0 52.8 57.1 23.9 31.0 36.3 41.2 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, November 9, 2010 ------------------------------------------------------------------------------------------------------------------- : 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 : 188,656: 21,166 1,139 3,944 154,374 175,112 179,484 180,195: 9,172 8,461 Old : 188,656: 21,166 1,139 3,944 154,374 175,112 179,484 180,195: 9,172 8,461 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 2, 2010 : : -16,214: -340 674 -3,966 -14,363 -11,327 -18,669 -14,619: 2,455 -1,595 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 11.2 0.6 2.1 81.8 92.8 95.1 95.5: 4.9 4.5 Old : 100.0: 11.2 0.6 2.1 81.8 92.8 95.1 95.5: 4.9 4.5 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 : 41: 3 2 4 29 29 33 34: Old : 41: 3 2 4 29 29 33 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 : 48.4 61.1 69.0 75.4 45.8 60.1 64.2 72.9 Old : 48.4 61.1 69.0 75.4 45.8 60.1 64.2 72.9 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, November 9, 2010 ------------------------------------------------------------------------------------------------------------------- : 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 : 342,580: 23,556 41,489 19,315 288,351 275,803 331,222 336,607: 11,358 5,973 Old : 342,580: 23,556 41,489 19,315 288,351 275,803 331,222 336,607: 11,358 5,973 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 2, 2010 : : -18,112: -3,038 -4,439 1,799 -18,483 -17,673 -19,722 -20,313: 1,610 2,201 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.9 12.1 5.6 84.2 80.5 96.7 98.3: 3.3 1.7 Old : 100.0: 6.9 12.1 5.6 84.2 80.5 96.7 98.3: 3.3 1.7 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 : 58: 4 3 5 43 42 50 47: Old : 58: 4 3 5 43 42 50 47: 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 : 29.5 34.7 48.3 53.9 24.9 30.2 40.4 44.8 Old : 29.5 34.7 48.3 53.9 24.9 30.2 40.4 44.8 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, November 9, 2010 ------------------------------------------------------------------------------------------------------------------- : 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 : 122,119: 10,711 16,926 6,949 94,424 89,009 112,084 112,884: 10,035 9,235 Old : 122,119: 10,711 16,926 6,949 94,424 89,009 112,084 112,884: 10,035 9,235 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 2, 2010 : : -14,458: -1,981 -10,210 2,559 -15,088 -7,774 -14,510 -15,425: 52 967 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.8 13.9 5.7 77.3 72.9 91.8 92.4: 8.2 7.6 Old : 100.0: 8.8 13.9 5.7 77.3 72.9 91.8 92.4: 8.2 7.6 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 : 40: 4 3 5 22 27 27 34: Old : 40: 4 3 5 22 27 27 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 : 36.6 39.2 54.9 60.7 31.8 38.2 44.4 54.1 Old : 36.6 39.2 54.9 60.7 31.8 38.2 44.4 54.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 15, 2010