NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 24, 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 : 4,019,783: 288,055 168,206 1,313,567 2,389,787 2,513,215 3,991,409 3,994,988: 28,374 24,795
Old : 4,019,783: 288,055 168,206 1,313,567 2,389,787 2,513,215 3,991,409 3,994,988: 28,374 24,795
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 17, 2010 :
: -28,045: -2,749 38,953 -68,322 44,973 -1,952 -26,098 -31,321: -1,947 3,276
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 4.2 32.7 59.5 62.5 99.3 99.4: 0.7 0.6
Old : 100.0: 7.2 4.2 32.7 59.5 62.5 99.3 99.4: 0.7 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 : 225: 38 37 72 142 131 219 203:
Old : 225: 38 37 72 142 131 219 203:
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 : 22.4 24.4 38.0 39.4 10.5 15.3 15.9 21.8
Old : 22.4 24.4 38.0 39.4 10.5 15.3 15.9 21.8
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, August 24, 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 : 345,675: 46,628 8,994 12,783 279,642 320,975 339,053 342,752: 6,622 2,923
Old : 345,675: 46,628 8,994 12,783 279,642 320,975 339,053 342,752: 6,622 2,923
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 17, 2010 :
: 11,877: 1,035 -6,763 -832 12,735 20,898 12,938 13,303: -1,061 -1,426
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 2.6 3.7 80.9 92.9 98.1 99.2: 1.9 0.8
Old : 100.0: 13.5 2.6 3.7 80.9 92.9 98.1 99.2: 1.9 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 : 62: 10 5 13 40 41 53 56:
Old : 62: 10 5 13 40 41 53 56:
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 : 38.7 38.8 58.3 61.2 27.7 31.0 41.1 44.7
Old : 38.7 38.8 58.3 61.2 27.7 31.0 41.1 44.7
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, August 24, 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 : 202,588: 9,897 7,705 5,100 185,362 185,029 200,359 197,834: 2,229 4,754
Old : 202,588: 9,897 7,705 5,100 185,362 185,029 200,359 197,834: 2,229 4,754
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 17, 2010 :
: -4,310: 570 -274 -66 -4,418 -3,578 -3,914 -3,918: -396 -392
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 3.8 2.5 91.5 91.3 98.9 97.7: 1.1 2.3
Old : 100.0: 4.9 3.8 2.5 91.5 91.3 98.9 97.7: 1.1 2.3
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 : 51: 6 5 5 36 37 46 43:
Old : 51: 6 5 5 36 37 46 43:
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 : 49.1 35.5 68.3 56.5 47.1 32.2 63.5 47.4
Old : 49.1 35.5 68.3 56.5 47.1 32.2 63.5 47.4
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, August 24, 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 : 385,397: 23,689 982 5,842 346,204 374,138 375,735 380,962: 9,662 4,435
Old : 385,397: 23,689 982 5,842 346,204 374,138 375,735 380,962: 9,662 4,435
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 17, 2010 :
: 176: -1,425 336 1,145 -1,283 -37 -1,563 1,444: 1,739 -1,268
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 0.3 1.5 89.8 97.1 97.5 98.8: 2.5 1.2
Old : 100.0: 6.1 0.3 1.5 89.8 97.1 97.5 98.8: 2.5 1.2
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 : 45: 4 2 4 37 28 43 32:
Old : 45: 4 2 4 37 28 43 32:
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 63.4 60.8 82.8 39.2 56.6 54.6 69.9
Old : 41.9 63.4 60.8 82.8 39.2 56.6 54.6 69.9
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, August 24, 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 : 573,978: 156 77,933 21,339 548,065 473,016 569,560 572,288: 4,418 1,690
Old : 573,978: 156 77,933 21,339 548,065 473,016 569,560 572,288: 4,418 1,690
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 17, 2010 :
: 3,677: 156 20,251 -17,287 21,099 1,408 3,968 4,372: -291 -695
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 13.6 3.7 95.5 82.4 99.2 99.7: 0.8 0.3
Old : 100.0: 0.0 13.6 3.7 95.5 82.4 99.2 99.7: 0.8 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 : 69: 1 9 8 55 47 63 57:
Old : 69: 1 9 8 55 47 63 57:
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 : 35.8 33.8 50.4 49.5 20.5 15.4 32.2 25.9
Old : 35.8 33.8 50.4 49.5 20.5 15.4 32.2 25.9
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, August 24, 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 : 197,049: 28,153 541 4,898 156,829 183,832 189,880 189,271: 7,169 7,778
Old : 197,049: 28,153 541 4,898 156,829 183,832 189,880 189,271: 7,169 7,778
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 17, 2010 :
: 6,855: 1,093 -122 -622 6,888 7,207 7,359 6,463: -504 392
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 0.3 2.5 79.6 93.3 96.4 96.1: 3.6 3.9
Old : 100.0: 14.3 0.3 2.5 79.6 93.3 96.4 96.1: 3.6 3.9
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 : 45: 7 1 5 31 28 39 33:
Old : 45: 7 1 5 31 28 39 33:
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 : 47.6 58.0 64.8 72.7 38.6 57.7 54.3 67.8
Old : 47.6 58.0 64.8 72.7 38.6 57.7 54.3 67.8
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, August 24, 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 : 385,487: 15,156 57,595 30,185 334,636 290,344 379,977 378,124: 5,510 7,363
Old : 385,487: 15,156 57,595 30,185 334,636 290,344 379,977 378,124: 5,510 7,363
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 17, 2010 :
: 14,132: 935 -2,800 181 14,710 17,923 15,826 15,304: -1,694 -1,172
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 14.9 7.8 86.8 75.3 98.6 98.1: 1.4 1.9
Old : 100.0: 3.9 14.9 7.8 86.8 75.3 98.6 98.1: 1.4 1.9
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 : 64: 6 3 9 48 45 57 54:
Old : 64: 6 3 9 48 45 57 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 : 29.5 35.8 50.3 52.6 24.6 28.1 40.2 39.6
Old : 29.5 35.8 50.3 52.6 24.6 28.1 40.2 39.6
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, August 24, 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 : 161,673: 10,267 23,906 8,473 137,428 123,419 156,168 155,798: 5,505 5,875
Old : 161,673: 10,267 23,906 8,473 137,428 123,419 156,168 155,798: 5,505 5,875
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 17, 2010 :
: 4,215: -5,770 -2,357 980 7,602 3,943 2,812 2,566: 1,403 1,649
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 14.8 5.2 85.0 76.3 96.6 96.4: 3.4 3.6
Old : 100.0: 6.4 14.8 5.2 85.0 76.3 96.6 96.4: 3.4 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 : 47: 5 1 6 36 33 42 39:
Old : 47: 5 1 6 36 33 42 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 : 38.6 38.4 55.3 57.3 34.2 31.2 46.1 45.5
Old : 38.6 38.4 55.3 57.3 34.2 31.2 46.1 45.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 27, 2010