NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 14, 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 : 3,849,990: 353,142 212,995 1,198,178 2,274,197 2,420,368 3,825,517 3,831,541: 24,473 18,449
Old : 3,849,990: 353,142 212,995 1,198,178 2,274,197 2,420,368 3,825,517 3,831,541: 24,473 18,449
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 7, 2010 :
: 43,415: -27,044 10,868 5,036 67,470 30,579 45,462 46,483: -2,047 -3,068
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 5.5 31.1 59.1 62.9 99.4 99.5: 0.6 0.5
Old : 100.0: 9.2 5.5 31.1 59.1 62.9 99.4 99.5: 0.6 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 : 225: 44 36 69 140 126 217 198:
Old : 225: 44 36 69 140 126 217 198:
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 : 21.3 26.9 36.5 41.2 11.0 16.1 17.3 23.8
Old : 21.3 26.9 36.5 41.2 11.0 16.1 17.3 23.8
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, September 14, 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 : 369,064: 35,020 13,981 18,591 307,411 332,805 361,022 365,377: 8,042 3,687
Old : 369,064: 35,020 13,981 18,591 307,411 332,805 361,022 365,377: 8,042 3,687
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 7, 2010 :
: 14,716: -4,446 1,443 6,202 10,932 6,109 12,688 13,754: 2,028 962
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 3.8 5.0 83.3 90.2 97.8 99.0: 2.2 1.0
Old : 100.0: 9.5 3.8 5.0 83.3 90.2 97.8 99.0: 2.2 1.0
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 : 59: 7 4 6 40 42 49 50:
Old : 59: 7 4 6 40 42 49 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 : 45.3 46.1 61.7 64.7 24.2 31.0 36.1 39.4
Old : 45.3 46.1 61.7 64.7 24.2 31.0 36.1 39.4
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, September 14, 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 : 188,483: 7,559 2,901 6,759 171,561 174,039 185,879 183,699: 2,604 4,784
Old : 188,483: 7,559 2,901 6,759 171,561 174,039 185,879 183,699: 2,604 4,784
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 7, 2010 :
: 3,371: -1,453 -798 830 3,843 3,142 3,220 3,174: 151 197
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 1.5 3.6 91.0 92.3 98.6 97.5: 1.4 2.5
Old : 100.0: 4.0 1.5 3.6 91.0 92.3 98.6 97.5: 1.4 2.5
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 : 45: 4 3 5 29 36 36 41:
Old : 45: 4 3 5 29 36 36 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 : 55.7 34.7 71.5 56.4 54.6 33.9 66.7 52.5
Old : 55.7 34.7 71.5 56.4 54.6 33.9 66.7 52.5
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, September 14, 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 : 374,025: 18,431 1,276 8,670 338,413 360,857 365,514 370,803: 8,511 3,222
Old : 374,025: 18,431 1,276 8,670 338,413 360,857 365,514 370,803: 8,511 3,222
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 7, 2010 :
: 2,358: 948 -193 293 -47 2,587 1,194 2,687: 1,164 -329
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 0.3 2.3 90.5 96.5 97.7 99.1: 2.3 0.9
Old : 100.0: 4.9 0.3 2.3 90.5 96.5 97.7 99.1: 2.3 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: 5 2 5 39 32 46 37:
Old : 48: 5 2 5 39 32 46 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 : 40.3 61.3 58.7 82.8 39.7 53.7 54.2 67.7
Old : 40.3 61.3 58.7 82.8 39.7 53.7 54.2 67.7
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 with Delta-adjusted Options and Futures Combined, September 14, 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 : 559,837: 2,025 29,284 34,224 520,961 494,807 557,210 558,315: 2,627 1,522
Old : 559,837: 2,025 29,284 34,224 520,961 494,807 557,210 558,315: 2,627 1,522
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 7, 2010 :
: 3,175: 1,643 -5,496 7,628 -5,518 3,241 3,753 5,373: -578 -2,198
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 5.2 6.1 93.1 88.4 99.5 99.7: 0.5 0.3
Old : 100.0: 0.4 5.2 6.1 93.1 88.4 99.5 99.7: 0.5 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 : 70: 2 9 7 57 49 64 60:
Old : 70: 2 9 7 57 49 64 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 : 37.6 35.5 54.0 52.9 21.6 12.7 31.2 22.8
Old : 37.6 35.5 54.0 52.9 21.6 12.7 31.2 22.8
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, September 14, 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 : 194,376: 26,905 775 6,711 153,112 179,771 186,728 187,257: 7,648 7,119
Old : 194,376: 26,905 775 6,711 153,112 179,771 186,728 187,257: 7,648 7,119
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 7, 2010 :
: -1,833: 240 -829 635 -2,279 242 -1,404 48: -429 -1,881
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 0.4 3.5 78.8 92.5 96.1 96.3: 3.9 3.7
Old : 100.0: 13.8 0.4 3.5 78.8 92.5 96.1 96.3: 3.9 3.7
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 : 43: 6 2 5 29 27 37 32:
Old : 43: 6 2 5 29 27 37 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 : 45.9 58.2 64.9 72.7 38.4 57.2 55.2 68.2
Old : 45.9 58.2 64.9 72.7 38.4 57.2 55.2 68.2
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, September 14, 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 : 391,710: 20,003 70,437 27,284 335,881 285,323 383,168 383,044: 8,542 8,666
Old : 391,710: 20,003 70,437 27,284 335,881 285,323 383,168 383,044: 8,542 8,666
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 7, 2010 :
: 18,754: 3,868 15,636 -3,943 16,088 5,354 16,013 17,047: 2,741 1,707
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 18.0 7.0 85.7 72.8 97.8 97.8: 2.2 2.2
Old : 100.0: 5.1 18.0 7.0 85.7 72.8 97.8 97.8: 2.2 2.2
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 : 59: 4 5 8 46 41 55 49:
Old : 59: 4 5 8 46 41 55 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 : 28.4 37.6 48.0 54.5 23.8 30.4 38.0 41.4
Old : 28.4 37.6 48.0 54.5 23.8 30.4 38.0 41.4
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, September 14, 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 : 172,176: 12,399 45,517 7,276 149,760 112,762 169,435 165,555: 2,741 6,621
Old : 172,176: 12,399 45,517 7,276 149,760 112,762 169,435 165,555: 2,741 6,621
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 7, 2010 :
: 12,166: 3,240 9,237 -470 10,579 1,784 13,349 10,551: -1,183 1,615
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 26.4 4.2 87.0 65.5 98.4 96.2: 1.6 3.8
Old : 100.0: 7.2 26.4 4.2 87.0 65.5 98.4 96.2: 1.6 3.8
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 : 46: 5 2 7 35 34 42 41:
Old : 46: 5 2 7 35 34 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 : 41.2 48.6 56.7 65.5 34.7 44.9 48.1 58.2
Old : 41.2 48.6 56.7 65.5 34.7 44.9 48.1 58.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 17, 2010