NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 26, 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 : 3,987,513: 327,976 223,933 1,222,141 2,406,196 2,518,897 3,956,313 3,964,971: 31,200 22,542
Old : 3,987,513: 327,976 223,933 1,222,141 2,406,196 2,518,897 3,956,313 3,964,971: 31,200 22,542
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 19, 2010 :
: 70,411: -16,069 45,013 4,484 72,061 9,255 60,476 58,752: 9,935 11,659
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 5.6 30.6 60.3 63.2 99.2 99.4: 0.8 0.6
Old : 100.0: 8.2 5.6 30.6 60.3 63.2 99.2 99.4: 0.8 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 : 221: 33 41 73 133 125 209 200:
Old : 221: 33 41 73 133 125 209 200:
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 : 20.5 25.9 34.4 38.6 10.9 16.5 16.5 22.6
Old : 20.5 25.9 34.4 38.6 10.9 16.5 16.5 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, October 26, 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 : 353,361: 14,595 11,251 18,475 307,105 317,880 340,175 347,606: 13,186 5,755
Old : 353,361: 14,595 11,251 18,475 307,105 317,880 340,175 347,606: 13,186 5,755
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 19, 2010 :
: -7,965: -2,550 664 2,867 -13,722 -13,611 -13,405 -10,080: 5,440 2,115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 3.2 5.2 86.9 90.0 96.3 98.4: 3.7 1.6
Old : 100.0: 4.1 3.2 5.2 86.9 90.0 96.3 98.4: 3.7 1.6
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 : 58: 4 5 9 40 40 49 50:
Old : 58: 4 5 9 40 40 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 : 38.6 49.7 55.2 65.5 20.9 31.1 31.0 38.6
Old : 38.6 49.7 55.2 65.5 20.9 31.1 31.0 38.6
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, October 26, 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 : 186,930: 7,503 330 5,885 171,513 175,044 184,901 181,259: 2,029 5,671
Old : 186,930: 7,503 330 5,885 171,513 175,044 184,901 181,259: 2,029 5,671
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 19, 2010 :
: 7,214: -305 0 952 5,869 5,355 6,516 6,307: 698 907
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 0.2 3.1 91.8 93.6 98.9 97.0: 1.1 3.0
Old : 100.0: 4.0 0.2 3.1 91.8 93.6 98.9 97.0: 1.1 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 : 47: 7 1 8 30 36 38 44:
Old : 47: 7 1 8 30 36 38 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 : 57.9 36.7 73.4 57.5 56.0 35.7 67.4 55.5
Old : 57.9 36.7 73.4 57.5 56.0 35.7 67.4 55.5
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 26, 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 : 365,367: 10,414 4,163 30,916 319,119 327,507 360,449 362,586: 4,918 2,781
Old : 365,367: 10,414 4,163 30,916 319,119 327,507 360,449 362,586: 4,918 2,781
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 19, 2010 :
: 1,277: -6,445 339 5,086 3,685 -3,481 2,326 1,944: -1,049 -667
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 1.1 8.5 87.3 89.6 98.7 99.2: 1.3 0.8
Old : 100.0: 2.9 1.1 8.5 87.3 89.6 98.7 99.2: 1.3 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 : 50: 6 3 6 37 35 45 42:
Old : 50: 6 3 6 37 35 45 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 : 40.0 48.7 58.7 71.6 36.8 38.3 49.9 52.5
Old : 40.0 48.7 58.7 71.6 36.8 38.3 49.9 52.5
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, October 26, 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 : 662,665: 11,467 16,484 42,012 606,095 596,685 659,574 655,181: 3,091 7,484
Old : 662,665: 11,467 16,484 42,012 606,095 596,685 659,574 655,181: 3,091 7,484
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 19, 2010 :
: 18,890: 4,871 -1,769 3,513 11,779 15,563 20,163 17,307: -1,273 1,583
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 2.5 6.3 91.5 90.0 99.5 98.9: 0.5 1.1
Old : 100.0: 1.7 2.5 6.3 91.5 90.0 99.5 98.9: 0.5 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: 2 6 7 56 45 63 53:
Old : 66: 2 6 7 56 45 63 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 : 35.9 42.0 51.0 58.6 24.3 31.2 36.3 40.4
Old : 35.9 42.0 51.0 58.6 24.3 31.2 36.3 40.4
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, October 26, 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 : 201,043: 22,483 465 7,108 164,551 184,338 194,142 191,911: 6,901 9,132
Old : 201,043: 22,483 465 7,108 164,551 184,338 194,142 191,911: 6,901 9,132
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 19, 2010 :
: 6,236: -6,181 0 4,587 9,285 2,647 7,691 7,234: -1,455 -998
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 0.2 3.5 81.8 91.7 96.6 95.5: 3.4 4.5
Old : 100.0: 11.2 0.2 3.5 81.8 91.7 96.6 95.5: 3.4 4.5
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 : 42: 4 1 3 29 30 33 34:
Old : 42: 4 1 3 29 30 33 34:
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 : 44.6 59.2 66.5 75.6 42.0 57.4 61.0 71.0
Old : 44.6 59.2 66.5 75.6 42.0 57.4 61.0 71.0
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, October 26, 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 : 362,120: 27,275 46,746 19,456 305,589 289,894 352,320 356,096: 9,800 6,024
Old : 362,120: 27,275 46,746 19,456 305,589 289,894 352,320 356,096: 9,800 6,024
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 19, 2010 :
: -15,786: -876 -35,251 -2,407 -11,930 21,316 -15,213 -16,342: -573 556
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 12.9 5.4 84.4 80.1 97.3 98.3: 2.7 1.7
Old : 100.0: 7.5 12.9 5.4 84.4 80.1 97.3 98.3: 2.7 1.7
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 : 60: 5 3 6 47 41 55 47:
Old : 60: 5 3 6 47 41 55 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 : 28.7 35.5 47.0 55.0 25.3 31.1 39.8 46.1
Old : 28.7 35.5 47.0 55.0 25.3 31.1 39.8 46.1
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 26, 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 : 137,018: 12,513 25,635 4,513 113,977 98,223 131,003 128,371: 6,015 8,647
Old : 137,018: 12,513 25,635 4,513 113,977 98,223 131,003 128,371: 6,015 8,647
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 19, 2010 :
: -690: -4,628 502 727 1,743 -1,803 -2,158 -574: 1,468 -116
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 18.7 3.3 83.2 71.7 95.6 93.7: 4.4 6.3
Old : 100.0: 9.1 18.7 3.3 83.2 71.7 95.6 93.7: 4.4 6.3
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 : 45: 3 3 3 32 30 36 35:
Old : 45: 3 3 3 32 30 36 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 : 36.0 39.9 54.6 62.2 31.9 38.9 45.5 55.0
Old : 36.0 39.9 54.6 62.2 31.9 38.9 45.5 55.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 29, 2010