NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 12, 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 : 3,901,827: 315,566 158,095 1,245,279 2,319,281 2,483,668 3,880,126 3,887,042: 21,701 14,785
Old : 3,901,827: 315,566 158,095 1,245,279 2,319,281 2,483,668 3,880,126 3,887,042: 21,701 14,785
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 5, 2010 :
: 98,142: -6,261 11,449 61,836 47,597 30,000 103,172 103,285: -5,030 -5,143
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 4.1 31.9 59.4 63.7 99.4 99.6: 0.6 0.4
Old : 100.0: 8.1 4.1 31.9 59.4 63.7 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 : 218: 33 43 68 133 123 206 195:
Old : 218: 33 43 68 133 123 206 195:
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 : 20.1 25.5 34.6 40.4 10.7 16.7 16.0 23.1
Old : 20.1 25.5 34.6 40.4 10.7 16.7 16.0 23.1
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, October 12, 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 : 360,221: 23,021 7,661 18,341 310,253 329,558 351,615 355,560: 8,606 4,661
Old : 360,221: 23,021 7,661 18,341 310,253 329,558 351,615 355,560: 8,606 4,661
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 5, 2010 :
: 24,349: 3,823 -205 4,268 16,523 19,854 24,614 23,917: -265 432
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 2.1 5.1 86.1 91.5 97.6 98.7: 2.4 1.3
Old : 100.0: 6.4 2.1 5.1 86.1 91.5 97.6 98.7: 2.4 1.3
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 : 55: 6 2 6 42 39 48 47:
Old : 55: 6 2 6 42 39 48 47:
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 : 42.6 48.4 58.4 67.9 18.2 26.6 29.7 34.4
Old : 42.6 48.4 58.4 67.9 18.2 26.6 29.7 34.4
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, October 12, 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 : 180,346: 8,422 330 5,462 164,744 169,198 178,628 174,990: 1,718 5,356
Old : 180,346: 8,422 330 5,462 164,744 169,198 178,628 174,990: 1,718 5,356
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 5, 2010 :
: 396: 1,292 0 398 -1,441 -421 249 -23: 147 419
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 0.2 3.0 91.3 93.8 99.0 97.0: 1.0 3.0
Old : 100.0: 4.7 0.2 3.0 91.3 93.8 99.0 97.0: 1.0 3.0
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 : 44: 6 1 6 29 34 36 40:
Old : 44: 6 1 6 29 34 36 40:
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 35.9 72.1 57.1 54.5 35.0 67.7 54.9
Old : 56.0 35.9 72.1 57.1 54.5 35.0 67.7 54.9
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, October 12, 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 : 347,112: 9,113 4,113 29,176 301,884 310,003 340,173 343,292: 6,939 3,820
Old : 347,112: 9,113 4,113 29,176 301,884 310,003 340,173 343,292: 6,939 3,820
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 5, 2010 :
: 8,628: -134 4,113 3,962 7,192 1,452 11,020 9,527: -2,392 -899
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 1.2 8.4 87.0 89.3 98.0 98.9: 2.0 1.1
Old : 100.0: 2.6 1.2 8.4 87.0 89.3 98.0 98.9: 2.0 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 : 46: 5 2 6 35 31 43 37:
Old : 46: 5 2 6 35 31 43 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 : 41.9 46.8 59.5 70.8 38.7 37.3 50.0 52.4
Old : 41.9 46.8 59.5 70.8 38.7 37.3 50.0 52.4
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, October 12, 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 : 619,899: 4,189 23,997 32,085 578,558 557,084 614,832 613,166: 5,067 6,733
Old : 619,899: 4,189 23,997 32,085 578,558 557,084 614,832 613,166: 5,067 6,733
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 5, 2010 :
: 21,876: 1,253 3,522 1,364 19,329 17,425 21,946 22,311: -70 -435
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 3.9 5.2 93.3 89.9 99.2 98.9: 0.8 1.1
Old : 100.0: 0.7 3.9 5.2 93.3 89.9 99.2 98.9: 0.8 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 : 66: 1 8 7 55 44 62 53:
Old : 66: 1 8 7 55 44 62 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 : 38.2 44.1 52.4 60.2 27.4 33.1 39.0 43.0
Old : 38.2 44.1 52.4 60.2 27.4 33.1 39.0 43.0
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, October 12, 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 : 192,633: 30,419 0 2,393 151,613 180,350 184,425 182,743: 8,208 9,890
Old : 192,633: 30,419 0 2,393 151,613 180,350 184,425 182,743: 8,208 9,890
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 5, 2010 :
: 5,910: 194 0 13 8,082 5,994 8,289 6,007: -2,379 -97
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 0.0 1.2 78.7 93.6 95.7 94.9: 4.3 5.1
Old : 100.0: 15.8 0.0 1.2 78.7 93.6 95.7 94.9: 4.3 5.1
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 : 39: 4 0 3 29 27 33 30:
Old : 39: 4 0 3 29 27 33 30:
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 60.6 67.7 76.9 42.6 58.9 63.5 71.5
Old : 45.2 60.6 67.7 76.9 42.6 58.9 63.5 71.5
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, October 12, 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 : 368,144: 27,264 73,508 19,839 310,036 268,041 357,139 361,388: 11,005 6,756
Old : 368,144: 27,264 73,508 19,839 310,036 268,041 357,139 361,388: 11,005 6,756
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 5, 2010 :
: 9,814: 2,626 -6,620 8,466 -4,181 8,351 6,911 10,197: 2,903 -383
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 20.0 5.4 84.2 72.8 97.0 98.2: 3.0 1.8
Old : 100.0: 7.4 20.0 5.4 84.2 72.8 97.0 98.2: 3.0 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 : 59: 5 3 5 46 38 53 44:
Old : 59: 5 3 5 46 38 53 44:
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 : 28.6 40.3 47.2 59.1 24.7 34.9 38.8 47.3
Old : 28.6 40.3 47.2 59.1 24.7 34.9 38.8 47.3
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, October 12, 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 : 142,559: 15,582 31,583 3,698 116,147 98,457 135,427 133,738: 7,132 8,821
Old : 142,559: 15,582 31,583 3,698 116,147 98,457 135,427 133,738: 7,132 8,821
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 5, 2010 :
: -4,610: 2,494 2,245 -1,595 -5,443 -6,320 -4,544 -5,670: -66 1,060
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 22.2 2.6 81.5 69.1 95.0 93.8: 5.0 6.2
Old : 100.0: 10.9 22.2 2.6 81.5 69.1 95.0 93.8: 5.0 6.2
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 : 43: 4 2 4 29 31 34 36:
Old : 43: 4 2 4 29 31 34 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 : 41.8 43.1 60.8 64.3 34.3 41.9 50.6 57.3
Old : 41.8 43.1 60.8 64.3 34.3 41.9 50.6 57.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 15, 2010