NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Commitments of Traders - Futures Only, April 19, 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 : 4,877,211: 369,940 111,333 1,809,969 2,666,555 2,939,487 4,846,464 4,860,789: 30,747 16,422
Old : 4,877,211: 369,940 111,333 1,809,969 2,666,555 2,939,487 4,846,464 4,860,789: 30,747 16,422
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2011 :
: 64,608: 38,685 -23,893 -13,024 40,038 100,774 65,699 63,857: -1,091 751
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 2.3 37.1 54.7 60.3 99.4 99.7: 0.6 0.3
Old : 100.0: 7.6 2.3 37.1 54.7 60.3 99.4 99.7: 0.6 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 : 219: 45 29 69 134 132 207 203:
Old : 219: 45 29 69 134 132 207 203:
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 : 23.6 25.7 38.7 39.9 10.0 17.1 14.8 22.9
Old : 23.6 25.7 38.7 39.9 10.0 17.1 14.8 22.9
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 - Futures Only, April 19, 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 : 378,093: 16,230 12,257 24,202 324,804 336,395 365,236 372,854: 12,857 5,239
Old : 378,093: 16,230 12,257 24,202 324,804 336,395 365,236 372,854: 12,857 5,239
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2011 :
: 6,886: 549 -1,529 1,488 4,054 4,202 6,091 4,161: 795 2,725
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 3.2 6.4 85.9 89.0 96.6 98.6: 3.4 1.4
Old : 100.0: 4.3 3.2 6.4 85.9 89.0 96.6 98.6: 3.4 1.4
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 : 57: 5 4 6 45 40 53 47:
Old : 57: 5 4 6 45 40 53 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 : 30.9 45.8 51.6 65.0 20.9 31.3 31.3 39.8
Old : 30.9 45.8 51.6 65.0 20.9 31.3 31.3 39.8
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 - Futures Only, April 19, 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 : 184,191: 3,107 1,255 5,115 170,881 175,143 179,103 181,513: 5,088 2,678
Old : 184,191: 3,107 1,255 5,115 170,881 175,143 179,103 181,513: 5,088 2,678
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2011 :
: 8,137: -981 133 1,015 8,750 6,632 8,784 7,780: -647 357
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 0.7 2.8 92.8 95.1 97.2 98.5: 2.8 1.5
Old : 100.0: 1.7 0.7 2.8 92.8 95.1 97.2 98.5: 2.8 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 : 46: 4 3 7 39 35 46 42:
Old : 46: 4 3 7 39 35 46 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 : 50.7 40.4 71.1 64.6 48.4 36.5 61.1 54.1
Old : 50.7 40.4 71.1 64.6 48.4 36.5 61.1 54.1
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 - Futures Only, April 19, 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 : 313,188: 9,611 4,676 12,643 284,863 290,725 307,117 308,044: 6,071 5,144
Old : 313,188: 9,611 4,676 12,643 284,863 290,725 307,117 308,044: 6,071 5,144
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2011 :
: 5,009: -1,292 564 2,247 3,533 3,435 4,488 6,246: 521 -1,237
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 1.5 4.0 91.0 92.8 98.1 98.4: 1.9 1.6
Old : 100.0: 3.1 1.5 4.0 91.0 92.8 98.1 98.4: 1.9 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 5 38 32 43 38:
Old : 49: 3 3 5 38 32 43 38:
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 : 41.5 45.2 60.3 69.8 38.7 38.6 53.9 60.7
Old : 41.5 45.2 60.3 69.8 38.7 38.6 53.9 60.7
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 - Futures Only, April 19, 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 : 748,972: 0 42,852 49,647 694,870 652,108 744,517 744,607: 4,455 4,365
Old : 748,972: 0 42,852 49,647 694,870 652,108 744,517 744,607: 4,455 4,365
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2011 :
: 13,934: -391 -4,864 3,653 10,682 15,910 13,944 14,699: -10 -765
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.7 6.6 92.8 87.1 99.4 99.4: 0.6 0.6
Old : 100.0: 0.0 5.7 6.6 92.8 87.1 99.4 99.4: 0.6 0.6
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 : 71: 0 11 10 57 50 67 61:
Old : 71: 0 11 10 57 50 67 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 : 39.9 38.3 54.0 55.0 26.7 26.6 38.6 36.5
Old : 39.9 38.3 54.0 55.0 26.7 26.6 38.6 36.5
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 - Futures Only, April 19, 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 : 196,478: 9,383 2,727 1,853 177,030 181,289 188,266 185,869: 8,212 10,609
Old : 196,478: 9,383 2,727 1,853 177,030 181,289 188,266 185,869: 8,212 10,609
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2011 :
: 2,385: 924 -766 -396 1,642 3,453 2,170 2,291: 215 94
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 1.4 0.9 90.1 92.3 95.8 94.6: 4.2 5.4
Old : 100.0: 4.8 1.4 0.9 90.1 92.3 95.8 94.6: 4.2 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 : 50.5 63.8 65.7 76.6 48.8 61.2 61.9 70.1
Old : 50.5 63.8 65.7 76.6 48.8 61.2 61.9 70.1
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 - Futures Only, April 19, 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 : 344,439: 14,773 67,457 5,387 316,405 263,467 336,565 336,311: 7,874 8,128
Old : 344,439: 14,773 67,457 5,387 316,405 263,467 336,565 336,311: 7,874 8,128
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2011 :
: 5,816: 605 4,948 -5,577 12,774 10,061 7,802 9,432: -1,986 -3,616
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 19.6 1.6 91.9 76.5 97.7 97.6: 2.3 2.4
Old : 100.0: 4.3 19.6 1.6 91.9 76.5 97.7 97.6: 2.3 2.4
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 : 56: 4 2 5 40 42 46 47:
Old : 56: 4 2 5 40 42 46 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 : 29.9 46.2 52.3 60.7 25.7 39.4 42.3 50.1
Old : 29.9 46.2 52.3 60.7 25.7 39.4 42.3 50.1
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 - Futures Only, April 19, 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 : 208,348: 1,746 13,314 11,069 190,422 179,040 203,237 203,423: 5,111 4,925
Old : 208,348: 1,746 13,314 11,069 190,422 179,040 203,237 203,423: 5,111 4,925
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2011 :
: 9,682: -7,065 538 2,665 14,879 8,277 10,479 11,480: -797 -1,798
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 6.4 5.3 91.4 85.9 97.5 97.6: 2.5 2.4
Old : 100.0: 0.8 6.4 5.3 91.4 85.9 97.5 97.6: 2.5 2.4
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 : 46: 2 5 7 29 35 36 42:
Old : 46: 2 5 7 29 35 36 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 : 67.9 34.7 78.9 55.3 64.5 32.6 68.4 48.5
Old : 67.9 34.7 78.9 55.3 64.5 32.6 68.4 48.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 22, 2011