NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 28, 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 : 3,748,623: 351,570 138,401 1,168,914 2,206,334 2,430,133 3,726,818 3,737,448: 21,805 11,175
Old : 3,748,623: 351,570 138,401 1,168,914 2,206,334 2,430,133 3,726,818 3,737,448: 21,805 11,175
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 21, 2010 :
: -278,675: -15,487 -14,063 -96,279 -163,541 -163,583 -275,307 -273,925: -3,368 -4,750
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 3.7 31.2 58.9 64.8 99.4 99.7: 0.6 0.3
Old : 100.0: 9.4 3.7 31.2 58.9 64.8 99.4 99.7: 0.6 0.3
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 : 229: 44 36 71 140 126 217 202:
Old : 229: 44 36 71 140 126 217 202:
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 : 22.2 27.0 37.4 42.0 11.3 17.8 16.5 23.2
Old : 22.2 27.0 37.4 42.0 11.3 17.8 16.5 23.2
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 28, 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 : 370,784: 39,426 11,068 16,515 305,855 339,289 361,796 366,872: 8,988 3,912
Old : 370,784: 39,426 11,068 16,515 305,855 339,289 361,796 366,872: 8,988 3,912
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 21, 2010 :
: -2,654: -4,486 2,902 -1,598 2,684 -4,299 -3,400 -2,995: 746 341
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 3.0 4.5 82.5 91.5 97.6 98.9: 2.4 1.1
Old : 100.0: 10.6 3.0 4.5 82.5 91.5 97.6 98.9: 2.4 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 : 56: 4 4 6 42 41 49 48:
Old : 56: 4 4 6 42 41 49 48:
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 44.8 59.6 63.2 21.6 27.7 34.1 34.6
Old : 40.5 44.8 59.6 63.2 21.6 27.7 34.1 34.6
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 28, 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 : 188,361: 6,329 356 5,251 174,579 178,139 186,159 183,746: 2,202 4,615
Old : 188,361: 6,329 356 5,251 174,579 178,139 186,159 183,746: 2,202 4,615
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 21, 2010 :
: 5,540: -424 -156 -1,277 7,286 6,749 5,585 5,316: -45 224
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 0.2 2.8 92.7 94.6 98.8 97.5: 1.2 2.5
Old : 100.0: 3.4 0.2 2.8 92.7 94.6 98.8 97.5: 1.2 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: 4 2 4 33 39 39 43:
Old : 46: 4 2 4 33 39 39 43:
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 : 56.0 35.0 71.7 56.6 54.8 34.2 66.7 51.6
Old : 56.0 35.0 71.7 56.6 54.8 34.2 66.7 51.6
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 28, 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 : 361,734: 16,476 3,128 13,885 320,760 340,839 351,121 357,852: 10,613 3,882
Old : 361,734: 16,476 3,128 13,885 320,760 340,839 351,121 357,852: 10,613 3,882
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 21, 2010 :
: -1,703: -2,410 1,396 5,214 -3,508 -8,358 -704 -1,748: -999 45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 0.9 3.8 88.7 94.2 97.1 98.9: 2.9 1.1
Old : 100.0: 4.6 0.9 3.8 88.7 94.2 97.1 98.9: 2.9 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 : 45: 4 3 6 36 32 43 38:
Old : 45: 4 3 6 36 32 43 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 : 39.7 54.3 58.7 77.8 37.1 47.2 51.4 62.4
Old : 39.7 54.3 58.7 77.8 37.1 47.2 51.4 62.4
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 28, 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 : 614,233: 681 16,882 40,069 571,911 556,273 612,661 613,224: 1,572 1,009
Old : 614,233: 681 16,882 40,069 571,911 556,273 612,661 613,224: 1,572 1,009
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 21, 2010 :
: 19,919: 681 -12,075 999 19,033 31,193 20,713 20,117: -794 -198
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 2.7 6.5 93.1 90.6 99.7 99.8: 0.3 0.2
Old : 100.0: 0.1 2.7 6.5 93.1 90.6 99.7 99.8: 0.3 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 : 68: 1 8 6 57 48 63 57:
Old : 68: 1 8 6 57 48 63 57:
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 : 38.5 45.9 54.5 60.3 24.2 30.2 35.0 39.4
Old : 38.5 45.9 54.5 60.3 24.2 30.2 35.0 39.4
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 28, 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 : 200,669: 29,591 0 4,034 158,627 188,272 192,252 192,306: 8,417 8,363
Old : 200,669: 29,591 0 4,034 158,627 188,272 192,252 192,306: 8,417 8,363
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 21, 2010 :
: 4,486: 1,706 -1,090 -1,459 4,445 6,370 4,692 3,821: -206 665
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 0.0 2.0 79.0 93.8 95.8 95.8: 4.2 4.2
Old : 100.0: 14.7 0.0 2.0 79.0 93.8 95.8 95.8: 4.2 4.2
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 : 41: 5 0 3 29 26 34 29:
Old : 41: 5 0 3 29 26 34 29:
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 : 45.2 60.4 64.6 74.3 40.4 59.0 59.8 69.0
Old : 45.2 60.4 64.6 74.3 40.4 59.0 59.8 69.0
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 28, 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 : 397,153: 20,848 89,507 18,064 352,085 283,772 390,997 391,343: 6,156 5,810
Old : 397,153: 20,848 89,507 18,064 352,085 283,772 390,997 391,343: 6,156 5,810
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 21, 2010 :
: 6,408: 902 6,420 -666 7,096 1,804 7,332 7,558: -924 -1,150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 22.5 4.5 88.7 71.5 98.4 98.5: 1.6 1.5
Old : 100.0: 5.2 22.5 4.5 88.7 71.5 98.4 98.5: 1.6 1.5
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 : 63: 3 6 8 48 45 57 53:
Old : 63: 3 6 8 48 45 57 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 : 28.5 38.6 48.1 53.6 22.3 33.9 36.9 44.3
Old : 28.5 38.6 48.1 53.6 22.3 33.9 36.9 44.3
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 28, 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 : 186,551: 20,558 33,927 8,114 152,993 138,121 181,665 180,162: 4,886 6,389
Old : 186,551: 20,558 33,927 8,114 152,993 138,121 181,665 180,162: 4,886 6,389
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 21, 2010 :
: 12,088: 6,186 -8,542 45 3,990 20,090 10,221 11,593: 1,867 495
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 18.2 4.3 82.0 74.0 97.4 96.6: 2.6 3.4
Old : 100.0: 11.0 18.2 4.3 82.0 74.0 97.4 96.6: 2.6 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 33 35 40 41:
Old : 48: 5 2 6 33 35 40 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 : 39.2 48.2 56.3 65.2 32.6 47.4 45.7 62.0
Old : 39.2 48.2 56.3 65.2 32.6 47.4 45.7 62.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 1, 2010