NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 19, 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 : 3,917,102: 344,045 178,920 1,217,657 2,334,135 2,509,642 3,895,837 3,906,219: 21,265 10,883
Old : 3,917,102: 344,045 178,920 1,217,657 2,334,135 2,509,642 3,895,837 3,906,219: 21,265 10,883
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2010 :
: 15,275: 28,479 20,825 -27,622 14,854 25,974 15,711 19,177: -436 -3,902
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 4.6 31.1 59.6 64.1 99.5 99.7: 0.5 0.3
Old : 100.0: 8.8 4.6 31.1 59.6 64.1 99.5 99.7: 0.5 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 : 218: 30 45 68 133 122 204 196:
Old : 218: 30 45 68 133 122 204 196:
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 : 20.4 25.8 34.4 39.0 11.2 17.0 16.8 23.1
Old : 20.4 25.8 34.4 39.0 11.2 17.0 16.8 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 19, 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 : 361,326: 17,145 10,587 15,608 320,827 331,491 353,580 357,686: 7,746 3,640
Old : 361,326: 17,145 10,587 15,608 320,827 331,491 353,580 357,686: 7,746 3,640
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2010 :
: 1,105: -5,876 2,926 -2,733 10,574 1,933 1,965 2,126: -860 -1,021
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 2.9 4.3 88.8 91.7 97.9 99.0: 2.1 1.0
Old : 100.0: 4.7 2.9 4.3 88.8 91.7 97.9 99.0: 2.1 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 : 57: 5 3 6 42 40 48 48:
Old : 57: 5 3 6 42 40 48 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 : 42.1 52.2 57.4 68.1 19.5 29.2 30.1 36.5
Old : 42.1 52.2 57.4 68.1 19.5 29.2 30.1 36.5
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, October 19, 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 : 179,716: 7,808 330 4,933 165,644 169,689 178,385 174,952: 1,331 4,764
Old : 179,716: 7,808 330 4,933 165,644 169,689 178,385 174,952: 1,331 4,764
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2010 :
: -630: -614 0 -529 900 491 -243 -38: -387 -592
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 0.2 2.7 92.2 94.4 99.3 97.3: 0.7 2.7
Old : 100.0: 4.3 0.2 2.7 92.2 94.4 99.3 97.3: 0.7 2.7
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 : 46: 6 1 6 29 35 36 41:
Old : 46: 6 1 6 29 35 36 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 : 56.3 35.9 72.5 57.6 55.0 35.0 68.0 55.0
Old : 56.3 35.9 72.5 57.6 55.0 35.0 68.0 55.0
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, October 19, 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 : 364,090: 16,859 3,824 25,830 315,434 330,988 358,123 360,642: 5,967 3,448
Old : 364,090: 16,859 3,824 25,830 315,434 330,988 358,123 360,642: 5,967 3,448
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2010 :
: 16,978: 7,746 -289 -3,346 13,550 20,985 17,950 17,350: -972 -372
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 1.1 7.1 86.6 90.9 98.4 99.1: 1.6 0.9
Old : 100.0: 4.6 1.1 7.1 86.6 90.9 98.4 99.1: 1.6 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 : 51: 6 3 6 38 36 46 43:
Old : 51: 6 3 6 38 36 46 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 : 41.0 48.6 58.4 71.8 37.5 38.9 50.3 53.6
Old : 41.0 48.6 58.4 71.8 37.5 38.9 50.3 53.6
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 19, 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 : 643,775: 6,596 18,253 38,499 594,316 581,122 639,411 637,874: 4,364 5,901
Old : 643,775: 6,596 18,253 38,499 594,316 581,122 639,411 637,874: 4,364 5,901
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2010 :
: 23,876: 2,407 -5,744 6,414 15,758 24,038 24,579 24,708: -703 -832
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 2.8 6.0 92.3 90.3 99.3 99.1: 0.7 0.9
Old : 100.0: 1.0 2.8 6.0 92.3 90.3 99.3 99.1: 0.7 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 : 66: 1 8 7 55 45 62 54:
Old : 66: 1 8 7 55 45 62 54:
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 : 37.8 43.6 52.2 59.9 26.1 31.9 37.7 42.9
Old : 37.8 43.6 52.2 59.9 26.1 31.9 37.7 42.9
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 19, 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 : 194,807: 28,664 465 2,521 155,266 181,691 186,451 184,677: 8,356 10,130
Old : 194,807: 28,664 465 2,521 155,266 181,691 186,451 184,677: 8,356 10,130
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2010 :
: 2,174: -1,755 465 128 3,653 1,341 2,026 1,934: 148 240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 0.2 1.3 79.7 93.3 95.7 94.8: 4.3 5.2
Old : 100.0: 14.7 0.2 1.3 79.7 93.3 95.7 94.8: 4.3 5.2
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 : 40: 4 1 3 27 27 31 31:
Old : 40: 4 1 3 27 27 31 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 : 45.8 61.1 68.0 76.7 42.1 59.5 63.8 71.6
Old : 45.8 61.1 68.0 76.7 42.1 59.5 63.8 71.6
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, October 19, 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 : 377,906: 28,151 81,997 21,863 317,519 268,578 367,533 372,438: 10,373 5,468
Old : 377,906: 28,151 81,997 21,863 317,519 268,578 367,533 372,438: 10,373 5,468
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2010 :
: 9,762: 887 8,489 2,024 7,483 537 10,394 11,050: -632 -1,288
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 21.7 5.8 84.0 71.1 97.3 98.6: 2.7 1.4
Old : 100.0: 7.4 21.7 5.8 84.0 71.1 97.3 98.6: 2.7 1.4
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 : 61: 5 3 6 48 41 56 47:
Old : 61: 5 3 6 48 41 56 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 : 28.0 41.9 46.8 59.7 23.9 37.2 39.2 49.1
Old : 28.0 41.9 46.8 59.7 23.9 37.2 39.2 49.1
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, October 19, 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 : 137,708: 17,141 25,133 3,786 112,234 100,026 133,161 128,945: 4,547 8,763
Old : 137,708: 17,141 25,133 3,786 112,234 100,026 133,161 128,945: 4,547 8,763
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2010 :
: -4,851: 1,559 -6,450 88 -3,913 1,569 -2,266 -4,793: -2,585 -58
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 18.3 2.7 81.5 72.6 96.7 93.6: 3.3 6.4
Old : 100.0: 12.4 18.3 2.7 81.5 72.6 96.7 93.6: 3.3 6.4
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 : 45: 4 3 4 32 29 37 35:
Old : 45: 4 3 4 32 29 37 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 : 37.8 39.0 56.1 61.1 32.7 37.9 46.5 53.9
Old : 37.8 39.0 56.1 61.1 32.7 37.9 46.5 53.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 22, 2010