NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 7, 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 : 3,806,575: 380,186 202,127 1,193,142 2,206,727 2,389,789 3,780,055 3,785,058: 26,520 21,517
Old : 3,806,575: 380,186 202,127 1,193,142 2,206,727 2,389,789 3,780,055 3,785,058: 26,520 21,517
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2010 :
: 42,250: 46,693 24,264 16,323 -19,995 1,584 43,021 42,171: -771 79
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 5.3 31.3 58.0 62.8 99.3 99.4: 0.7 0.6
Old : 100.0: 10.0 5.3 31.3 58.0 62.8 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: 45 29 67 136 125 210 192:
Old : 215: 45 29 67 136 125 210 192:
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 : 22.3 26.8 37.7 41.6 10.6 16.3 16.8 23.5
Old : 22.3 26.8 37.7 41.6 10.6 16.3 16.8 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, September 7, 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 : 354,348: 39,466 12,538 12,389 296,479 326,696 348,334 351,623: 6,014 2,725
Old : 354,348: 39,466 12,538 12,389 296,479 326,696 348,334 351,623: 6,014 2,725
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2010 :
: -7,481: -12,951 1,288 1,397 4,726 -9,504 -6,828 -6,819: -653 -662
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 3.5 3.5 83.7 92.2 98.3 99.2: 1.7 0.8
Old : 100.0: 11.1 3.5 3.5 83.7 92.2 98.3 99.2: 1.7 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 : 59: 7 5 7 39 41 49 50:
Old : 59: 7 5 7 39 41 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 : 45.1 47.5 62.4 65.4 24.5 31.0 38.1 39.5
Old : 45.1 47.5 62.4 65.4 24.5 31.0 38.1 39.5
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 7, 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 : 185,112: 9,012 3,699 5,929 167,718 170,897 182,659 180,525: 2,453 4,587
Old : 185,112: 9,012 3,699 5,929 167,718 170,897 182,659 180,525: 2,453 4,587
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2010 :
: -24,144: 1,174 -5,239 939 -25,661 -19,368 -23,548 -23,668: -596 -476
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 2.0 3.2 90.6 92.3 98.7 97.5: 1.3 2.5
Old : 100.0: 4.9 2.0 3.2 90.6 92.3 98.7 97.5: 1.3 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 : 46: 5 3 5 29 36 37 41:
Old : 46: 5 3 5 29 36 37 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 : 53.9 35.7 71.0 58.6 52.5 34.5 67.4 55.2
Old : 53.9 35.7 71.0 58.6 52.5 34.5 67.4 55.2
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 7, 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 : 371,667: 17,483 1,469 8,377 338,460 358,270 364,320 368,116: 7,347 3,551
Old : 371,667: 17,483 1,469 8,377 338,460 358,270 364,320 368,116: 7,347 3,551
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2010 :
: -21,899: -1,106 -91 331 -20,709 -22,549 -21,484 -22,309: -415 410
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 0.4 2.3 91.1 96.4 98.0 99.0: 2.0 1.0
Old : 100.0: 4.7 0.4 2.3 91.1 96.4 98.0 99.0: 2.0 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 : 49: 4 3 4 40 31 46 36:
Old : 49: 4 3 4 40 31 46 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 : 41.2 63.0 59.4 83.6 40.5 56.4 55.0 70.5
Old : 41.2 63.0 59.4 83.6 40.5 56.4 55.0 70.5
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, September 7, 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 : 556,662: 382 34,780 26,596 526,479 491,566 553,457 552,942: 3,205 3,720
Old : 556,662: 382 34,780 26,596 526,479 491,566 553,457 552,942: 3,205 3,720
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2010 :
: -16,635: -519 -10,999 4,914 -20,724 -12,209 -16,329 -18,294: -306 1,659
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 6.2 4.8 94.6 88.3 99.4 99.3: 0.6 0.7
Old : 100.0: 0.1 6.2 4.8 94.6 88.3 99.4 99.3: 0.6 0.7
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 : 69: 1 9 7 55 48 62 58:
Old : 69: 1 9 7 55 48 62 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 : 37.3 38.3 51.9 55.9 21.5 14.1 31.2 24.6
Old : 37.3 38.3 51.9 55.9 21.5 14.1 31.2 24.6
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 7, 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 : 196,209: 26,665 1,604 6,076 155,391 179,529 188,132 187,209: 8,077 9,000
Old : 196,209: 26,665 1,604 6,076 155,391 179,529 188,132 187,209: 8,077 9,000
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2010 :
: -7,367: -3,629 1,063 1,326 -6,301 -11,822 -8,604 -9,433: 1,237 2,066
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 0.8 3.1 79.2 91.5 95.9 95.4: 4.1 4.6
Old : 100.0: 13.6 0.8 3.1 79.2 91.5 95.9 95.4: 4.1 4.6
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 : 43: 5 3 4 28 26 35 31:
Old : 43: 5 3 4 28 26 35 31:
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 : 49.0 59.6 67.5 73.0 42.2 59.4 57.7 69.6
Old : 49.0 59.6 67.5 73.0 42.2 59.4 57.7 69.6
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 7, 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 : 372,956: 16,135 54,801 31,227 319,793 279,969 367,155 365,997: 5,801 6,959
Old : 372,956: 16,135 54,801 31,227 319,793 279,969 367,155 365,997: 5,801 6,959
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2010 :
: -19,809: 1,983 -2,081 -3,583 -19,311 -14,957 -20,911 -20,621: 1,102 812
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 14.7 8.4 85.7 75.1 98.4 98.1: 1.6 1.9
Old : 100.0: 4.3 14.7 8.4 85.7 75.1 98.4 98.1: 1.6 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 : 61: 5 4 8 47 41 56 49:
Old : 61: 5 4 8 47 41 56 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 : 29.1 38.3 50.5 55.4 24.4 28.0 40.0 41.4
Old : 29.1 38.3 50.5 55.4 24.4 28.0 40.0 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 7, 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 : 160,010: 9,159 36,280 7,746 139,181 110,978 156,086 155,004: 3,924 5,006
Old : 160,010: 9,159 36,280 7,746 139,181 110,978 156,086 155,004: 3,924 5,006
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2010 :
: -9,859: -3,826 5,005 143 -5,023 -14,409 -8,706 -9,261: -1,153 -598
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 22.7 4.8 87.0 69.4 97.5 96.9: 2.5 3.1
Old : 100.0: 5.7 22.7 4.8 87.0 69.4 97.5 96.9: 2.5 3.1
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 6 35 31 41 37:
Old : 45: 4 2 6 35 31 41 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 : 43.0 50.0 58.3 66.2 37.8 46.6 47.5 57.0
Old : 43.0 50.0 58.3 66.2 37.8 46.6 47.5 57.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 10, 2010