NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 5, 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 : 3,803,685: 321,827 146,646 1,183,443 2,271,684 2,453,668 3,776,954 3,783,757: 26,731 19,928
Old : 3,803,685: 321,827 146,646 1,183,443 2,271,684 2,453,668 3,776,954 3,783,757: 26,731 19,928
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 28, 2010 :
: 55,062: -29,743 8,245 14,529 65,350 23,535 50,136 46,309: 4,926 8,753
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 3.9 31.1 59.7 64.5 99.3 99.5: 0.7 0.5
Old : 100.0: 8.5 3.9 31.1 59.7 64.5 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 : 216: 36 37 68 135 123 206 194:
Old : 216: 36 37 68 135 123 206 194:
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 : 20.7 26.8 36.2 41.8 11.0 17.1 16.2 22.7
Old : 20.7 26.8 36.2 41.8 11.0 17.1 16.2 22.7
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, October 5, 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 : 335,872: 19,198 7,866 14,073 293,730 309,704 327,001 331,643: 8,871 4,229
Old : 335,872: 19,198 7,866 14,073 293,730 309,704 327,001 331,643: 8,871 4,229
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 28, 2010 :
: -34,912: -20,228 -3,202 -2,442 -12,125 -29,585 -34,795 -35,229: -117 317
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 2.3 4.2 87.5 92.2 97.4 98.7: 2.6 1.3
Old : 100.0: 5.7 2.3 4.2 87.5 92.2 97.4 98.7: 2.6 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 : 54: 4 3 5 43 39 48 46:
Old : 54: 4 3 5 43 39 48 46:
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 : 42.5 50.1 59.0 68.3 19.9 30.6 32.2 37.1
Old : 42.5 50.1 59.0 68.3 19.9 30.6 32.2 37.1
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, October 5, 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 : 179,950: 7,130 330 5,064 166,185 169,619 178,379 175,013: 1,571 4,937
Old : 179,950: 7,130 330 5,064 166,185 169,619 178,379 175,013: 1,571 4,937
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 28, 2010 :
: -8,411: 801 -26 -187 -8,394 -8,520 -7,780 -8,733: -631 322
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 0.2 2.8 92.4 94.3 99.1 97.3: 0.9 2.7
Old : 100.0: 4.0 0.2 2.8 92.4 94.3 99.1 97.3: 0.9 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 : 43: 5 1 4 29 34 35 38:
Old : 43: 5 1 4 29 34 35 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 : 58.1 36.3 74.1 59.1 56.6 35.0 69.7 54.5
Old : 58.1 36.3 74.1 59.1 56.6 35.0 69.7 54.5
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, October 5, 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 : 338,484: 9,247 0 25,214 294,692 308,551 329,153 333,765: 9,331 4,719
Old : 338,484: 9,247 0 25,214 294,692 308,551 329,153 333,765: 9,331 4,719
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 28, 2010 :
: -23,250: -7,229 -3,128 11,329 -26,068 -32,288 -21,968 -24,087: -1,282 837
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 0.0 7.4 87.1 91.2 97.2 98.6: 2.8 1.4
Old : 100.0: 2.7 0.0 7.4 87.1 91.2 97.2 98.6: 2.8 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 : 44: 6 0 5 34 31 41 36:
Old : 44: 6 0 5 34 31 41 36:
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 : 42.5 50.4 60.1 74.8 39.3 42.3 51.5 57.5
Old : 42.5 50.4 60.1 74.8 39.3 42.3 51.5 57.5
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, October 5, 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 : 598,023: 2,936 20,475 30,721 559,229 539,659 592,886 590,855: 5,137 7,168
Old : 598,023: 2,936 20,475 30,721 559,229 539,659 592,886 590,855: 5,137 7,168
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 28, 2010 :
: -16,210: 2,255 3,593 -9,348 -12,682 -16,614 -19,775 -22,369: 3,565 6,159
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 3.4 5.1 93.5 90.2 99.1 98.8: 0.9 1.2
Old : 100.0: 0.5 3.4 5.1 93.5 90.2 99.1 98.8: 0.9 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 : 65: 1 8 6 53 45 59 54:
Old : 65: 1 8 6 53 45 59 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 : 38.2 45.9 52.7 60.4 25.6 31.8 36.2 41.7
Old : 38.2 45.9 52.7 60.4 25.6 31.8 36.2 41.7
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, October 5, 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 : 186,723: 30,225 0 2,380 143,531 174,356 176,136 176,736: 10,587 9,987
Old : 186,723: 30,225 0 2,380 143,531 174,356 176,136 176,736: 10,587 9,987
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 28, 2010 :
: -13,946: 634 0 -1,654 -15,096 -13,916 -16,116 -15,570: 2,170 1,624
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 0.0 1.3 76.9 93.4 94.3 94.7: 5.7 5.3
Old : 100.0: 16.2 0.0 1.3 76.9 93.4 94.3 94.7: 5.7 5.3
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: 4 0 3 25 23 29 26:
Old : 37: 4 0 3 25 23 29 26:
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 : 47.3 63.3 68.1 77.8 44.3 61.7 65.0 73.9
Old : 47.3 63.3 68.1 77.8 44.3 61.7 65.0 73.9
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, October 5, 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 : 358,330: 24,638 80,128 11,373 314,217 259,690 350,228 351,191: 8,102 7,139
Old : 358,330: 24,638 80,128 11,373 314,217 259,690 350,228 351,191: 8,102 7,139
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 28, 2010 :
: -38,823: 3,790 -9,379 -6,691 -37,868 -24,082 -40,769 -40,152: 1,946 1,329
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 22.4 3.2 87.7 72.5 97.7 98.0: 2.3 2.0
Old : 100.0: 6.9 22.4 3.2 87.7 72.5 97.7 98.0: 2.3 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 : 59: 4 4 5 47 38 54 44:
Old : 59: 4 4 5 47 38 54 44:
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 : 30.2 39.5 50.4 57.5 26.3 36.2 41.9 48.7
Old : 30.2 39.5 50.4 57.5 26.3 36.2 41.9 48.7
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, October 5, 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 : 147,169: 13,088 29,338 5,293 121,590 104,777 139,971 139,408: 7,198 7,761
Old : 147,169: 13,088 29,338 5,293 121,590 104,777 139,971 139,408: 7,198 7,761
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 28, 2010 :
: -39,382: -7,470 -4,589 -2,821 -31,403 -33,344 -41,694 -40,754: 2,312 1,372
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 19.9 3.6 82.6 71.2 95.1 94.7: 4.9 5.3
Old : 100.0: 8.9 19.9 3.6 82.6 71.2 95.1 94.7: 4.9 5.3
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 : 43: 4 2 4 29 30 34 35:
Old : 43: 4 2 4 29 30 34 35:
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 41.0 61.5 62.6 35.4 39.5 50.6 58.0
Old : 41.2 41.0 61.5 62.6 35.4 39.5 50.6 58.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 8, 2010