NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 21, 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 : 4,027,298: 367,057 152,464 1,265,193 2,369,875 2,593,716 4,002,125 4,011,373: 25,173 15,925
Old : 4,027,298: 367,057 152,464 1,265,193 2,369,875 2,593,716 4,002,125 4,011,373: 25,173 15,925
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2010 :
: 177,308: 13,915 -60,531 67,015 95,678 173,348 176,608 179,832: 700 -2,524
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 3.8 31.4 58.8 64.4 99.4 99.6: 0.6 0.4
Old : 100.0: 9.1 3.8 31.4 58.8 64.4 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 : 230: 43 38 73 142 129 222 205:
Old : 230: 43 38 73 142 129 222 205:
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 : 21.1 26.8 36.2 41.3 11.1 16.8 16.8 22.6
Old : 21.1 26.8 36.2 41.3 11.1 16.8 16.8 22.6
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 21, 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 : 373,438: 43,912 8,166 18,113 303,171 343,588 365,196 369,867: 8,242 3,571
Old : 373,438: 43,912 8,166 18,113 303,171 343,588 365,196 369,867: 8,242 3,571
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2010 :
: 4,374: 8,892 -5,815 -478 -4,240 10,783 4,174 4,490: 200 -116
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 2.2 4.9 81.2 92.0 97.8 99.0: 2.2 1.0
Old : 100.0: 11.8 2.2 4.9 81.2 92.0 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: 6 4 8 41 42 50 51:
Old : 59: 6 4 8 41 42 50 51:
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 : 40.4 45.7 59.9 64.3 24.9 29.3 37.1 37.0
Old : 40.4 45.7 59.9 64.3 24.9 29.3 37.1 37.0
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 21, 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 : 182,821: 6,753 512 6,528 167,293 171,390 180,574 178,430: 2,247 4,391
Old : 182,821: 6,753 512 6,528 167,293 171,390 180,574 178,430: 2,247 4,391
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2010 :
: -5,662: -806 -2,389 -231 -4,268 -2,649 -5,305 -5,269: -357 -393
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 0.3 3.6 91.5 93.7 98.8 97.6: 1.2 2.4
Old : 100.0: 3.7 0.3 3.6 91.5 93.7 98.8 97.6: 1.2 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: 5 2 5 32 37 39 42:
Old : 46: 5 2 5 32 37 39 42:
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 : 55.9 35.1 71.3 56.6 55.5 34.3 66.2 52.0
Old : 55.9 35.1 71.3 56.6 55.5 34.3 66.2 52.0
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, September 21, 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 : 363,437: 18,886 1,732 8,671 324,268 349,197 351,825 359,600: 11,612 3,837
Old : 363,437: 18,886 1,732 8,671 324,268 349,197 351,825 359,600: 11,612 3,837
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2010 :
: -10,588: 455 456 1 -14,145 -11,660 -13,689 -11,203: 3,101 615
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 0.5 2.4 89.2 96.1 96.8 98.9: 3.2 1.1
Old : 100.0: 5.2 0.5 2.4 89.2 96.1 96.8 98.9: 3.2 1.1
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 : 44: 3 3 5 36 32 42 37:
Old : 44: 3 3 5 36 32 42 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 : 39.1 59.4 58.9 81.5 38.4 51.1 53.7 66.0
Old : 39.1 59.4 58.9 81.5 38.4 51.1 53.7 66.0
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 21, 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 : 594,314: 0 28,957 39,070 552,878 525,080 591,948 593,107: 2,366 1,207
Old : 594,314: 0 28,957 39,070 552,878 525,080 591,948 593,107: 2,366 1,207
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2010 :
: 34,477: -2,025 -327 4,846 31,917 30,273 34,738 34,792: -261 -315
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.9 6.6 93.0 88.4 99.6 99.8: 0.4 0.2
Old : 100.0: 0.0 4.9 6.6 93.0 88.4 99.6 99.8: 0.4 0.2
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 : 69: 0 10 6 57 48 63 58:
Old : 69: 0 10 6 57 48 63 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 : 38.0 43.0 54.5 57.6 23.1 24.1 33.5 33.1
Old : 38.0 43.0 54.5 57.6 23.1 24.1 33.5 33.1
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 21, 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 : 196,183: 27,885 1,090 5,493 154,182 181,902 187,560 188,485: 8,623 7,698
Old : 196,183: 27,885 1,090 5,493 154,182 181,902 187,560 188,485: 8,623 7,698
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2010 :
: 1,807: 980 315 -1,218 1,070 2,131 832 1,228: 975 579
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 0.6 2.8 78.6 92.7 95.6 96.1: 4.4 3.9
Old : 100.0: 14.2 0.6 2.8 78.6 92.7 95.6 96.1: 4.4 3.9
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 : 43: 5 3 5 28 26 36 31:
Old : 43: 5 3 5 28 26 36 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 : 44.3 59.2 64.0 72.0 38.3 58.2 57.3 68.5
Old : 44.3 59.2 64.0 72.0 38.3 58.2 57.3 68.5
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 21, 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 : 390,745: 19,946 83,087 18,730 344,989 281,968 383,665 383,785: 7,080 6,960
Old : 390,745: 19,946 83,087 18,730 344,989 281,968 383,665 383,785: 7,080 6,960
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2010 :
: -965: -57 12,650 -8,554 9,108 -3,355 497 741: -1,462 -1,706
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 21.3 4.8 88.3 72.2 98.2 98.2: 1.8 1.8
Old : 100.0: 5.1 21.3 4.8 88.3 72.2 98.2 98.2: 1.8 1.8
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 : 60: 3 6 8 45 42 54 50:
Old : 60: 3 6 8 45 42 54 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 : 28.5 38.2 48.7 54.1 23.6 34.1 38.0 44.4
Old : 28.5 38.2 48.7 54.1 23.6 34.1 38.0 44.4
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 21, 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 : 174,463: 14,372 42,469 8,069 149,003 118,031 171,444 168,569: 3,019 5,894
Old : 174,463: 14,372 42,469 8,069 149,003 118,031 171,444 168,569: 3,019 5,894
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2010 :
: 2,287: 1,973 -3,048 793 -757 5,269 2,009 3,014: 278 -727
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 24.3 4.6 85.4 67.7 98.3 96.6: 1.7 3.4
Old : 100.0: 8.2 24.3 4.6 85.4 67.7 98.3 96.6: 1.7 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 : 48: 5 2 6 35 35 42 41:
Old : 48: 5 2 6 35 35 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 : 40.5 48.4 56.5 64.4 33.7 46.8 47.6 60.4
Old : 40.5 48.4 56.5 64.4 33.7 46.8 47.6 60.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 24, 2010