NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 31, 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 : 3,764,325: 333,493 177,863 1,176,819 2,226,722 2,388,205 3,737,034 3,742,887: 27,291 21,438
Old : 3,764,325: 333,493 177,863 1,176,819 2,226,722 2,388,205 3,737,034 3,742,887: 27,291 21,438
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 24, 2010 :
: -255,458: 45,438 9,657 -136,748 -163,065 -125,010 -254,375 -252,101: -1,083 -3,357
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 4.7 31.3 59.2 63.4 99.3 99.4: 0.7 0.6
Old : 100.0: 8.9 4.7 31.3 59.2 63.4 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 : 215: 40 30 65 137 126 208 192:
Old : 215: 40 30 65 137 126 208 192:
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 : 22.8 26.4 38.2 41.5 11.3 16.1 17.4 23.5
Old : 22.8 26.4 38.2 41.5 11.3 16.1 17.4 23.5
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 31, 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 : 361,829: 52,417 11,250 10,992 291,753 336,200 355,162 358,442: 6,667 3,387
Old : 361,829: 52,417 11,250 10,992 291,753 336,200 355,162 358,442: 6,667 3,387
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 24, 2010 :
: 16,154: 5,789 2,256 -1,791 12,111 15,225 16,109 15,690: 45 464
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 3.1 3.0 80.6 92.9 98.2 99.1: 1.8 0.9
Old : 100.0: 14.5 3.1 3.0 80.6 92.9 98.2 99.1: 1.8 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 : 61: 9 4 10 40 42 52 53:
Old : 61: 9 4 10 40 42 52 53:
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 : 38.9 42.8 58.7 63.4 29.3 29.9 42.8 43.4
Old : 38.9 42.8 58.7 63.4 29.3 29.9 42.8 43.4
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, August 31, 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 : 209,256: 7,838 8,938 4,990 193,379 190,265 206,207 204,193: 3,049 5,063
Old : 209,256: 7,838 8,938 4,990 193,379 190,265 206,207 204,193: 3,049 5,063
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 24, 2010 :
: 6,668: -2,059 1,233 -110 8,017 5,236 5,848 6,359: 820 309
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 4.3 2.4 92.4 90.9 98.5 97.6: 1.5 2.4
Old : 100.0: 3.7 4.3 2.4 92.4 90.9 98.5 97.6: 1.5 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: 4 3 4 34 37 41 41:
Old : 46: 4 3 4 34 37 41 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 : 51.9 34.0 70.0 54.8 49.7 31.2 64.9 48.0
Old : 51.9 34.0 70.0 54.8 49.7 31.2 64.9 48.0
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 31, 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 : 393,566: 18,589 1,560 8,046 359,169 380,819 385,804 390,425: 7,762 3,141
Old : 393,566: 18,589 1,560 8,046 359,169 380,819 385,804 390,425: 7,762 3,141
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 24, 2010 :
: 8,169: -5,100 578 2,204 12,965 6,681 10,069 9,463: -1,900 -1,294
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 0.4 2.0 91.3 96.8 98.0 99.2: 2.0 0.8
Old : 100.0: 4.7 0.4 2.0 91.3 96.8 98.0 99.2: 2.0 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 : 50: 3 4 3 41 30 46 35:
Old : 50: 3 4 3 41 30 46 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 : 40.6 63.1 59.7 82.5 38.1 56.2 53.5 69.7
Old : 40.6 63.1 59.7 82.5 38.1 56.2 53.5 69.7
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, August 31, 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 : 573,297: 901 45,779 21,682 547,203 503,775 569,786 571,236: 3,511 2,061
Old : 573,297: 901 45,779 21,682 547,203 503,775 569,786 571,236: 3,511 2,061
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 24, 2010 :
: -681: 745 -32,154 343 -862 30,759 226 -1,052: -907 371
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 8.0 3.8 95.4 87.9 99.4 99.6: 0.6 0.4
Old : 100.0: 0.2 8.0 3.8 95.4 87.9 99.4 99.6: 0.6 0.4
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 : 70: 2 8 8 56 48 64 58:
Old : 70: 2 8 8 56 48 64 58:
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 : 37.1 34.7 51.1 51.6 21.2 13.8 31.4 24.3
Old : 37.1 34.7 51.1 51.6 21.2 13.8 31.4 24.3
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 31, 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 : 203,576: 30,294 541 4,750 161,692 191,351 196,736 196,642: 6,840 6,934
Old : 203,576: 30,294 541 4,750 161,692 191,351 196,736 196,642: 6,840 6,934
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 24, 2010 :
: 6,527: 2,141 0 -148 4,863 7,519 6,856 7,371: -329 -844
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 0.3 2.3 79.4 94.0 96.6 96.6: 3.4 3.4
Old : 100.0: 14.9 0.3 2.3 79.4 94.0 96.6 96.6: 3.4 3.4
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: 7 1 4 32 29 40 33:
Old : 46: 7 1 4 32 29 40 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 : 47.2 59.5 64.7 72.2 40.3 59.2 56.0 68.7
Old : 47.2 59.5 64.7 72.2 40.3 59.2 56.0 68.7
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 31, 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 : 392,765: 14,152 56,882 34,810 339,104 294,926 388,066 386,618: 4,699 6,147
Old : 392,765: 14,152 56,882 34,810 339,104 294,926 388,066 386,618: 4,699 6,147
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 24, 2010 :
: 7,278: -1,004 -713 4,625 4,468 4,582 8,089 8,494: -811 -1,216
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.6 14.5 8.9 86.3 75.1 98.8 98.4: 1.2 1.6
Old : 100.0: 3.6 14.5 8.9 86.3 75.1 98.8 98.4: 1.2 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 : 66: 4 5 8 50 47 59 55:
Old : 66: 4 5 8 50 47 59 55:
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 : 28.0 36.2 50.6 52.7 24.3 27.0 39.4 39.1
Old : 28.0 36.2 50.6 52.7 24.3 27.0 39.4 39.1
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 with Delta-adjusted Options and Futures Combined, August 31, 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 : 169,869: 12,985 31,275 7,603 144,204 125,387 164,792 164,265: 5,077 5,604
Old : 169,869: 12,985 31,275 7,603 144,204 125,387 164,792 164,265: 5,077 5,604
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 24, 2010 :
: 8,196: 2,718 7,369 -870 6,776 1,968 8,624 8,467: -428 -271
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 18.4 4.5 84.9 73.8 97.0 96.7: 3.0 3.3
Old : 100.0: 7.6 18.4 4.5 84.9 73.8 97.0 96.7: 3.0 3.3
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 : 46: 5 1 6 35 32 41 38:
Old : 46: 5 1 6 35 32 41 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 : 41.0 43.4 56.1 60.0 37.5 36.5 49.8 50.5
Old : 41.0 43.4 56.1 60.0 37.5 36.5 49.8 50.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 3, 2010