NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 27, 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 : 4,165,978: 291,688 67,424 1,451,697 2,378,711 2,610,877 4,122,096 4,129,998: 43,882 35,980
Old : 4,165,978: 291,688 67,424 1,451,697 2,378,711 2,610,877 4,122,096 4,129,998: 43,882 35,980
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 20, 2010 :
: -94,092: 36,249 4,423 -147,291 44,100 69,437 -66,942 -73,431: -27,150 -20,661
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 1.6 34.8 57.1 62.7 98.9 99.1: 1.1 0.9
Old : 100.0: 7.0 1.6 34.8 57.1 62.7 98.9 99.1: 1.1 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 : 224: 42 36 70 141 129 216 202:
Old : 224: 42 36 70 141 129 216 202:
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 : 23.7 24.3 40.2 40.2 9.8 14.6 14.4 19.9
Old : 23.7 24.3 40.2 40.2 9.8 14.6 14.4 19.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 30, 2010