NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 2, 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 : 3,880,086: 339,836 226,725 1,176,470 2,336,367 2,457,818 3,852,673 3,861,013: 27,413 19,073
Old : 3,880,086: 339,836 226,725 1,176,470 2,336,367 2,457,818 3,852,673 3,861,013: 27,413 19,073
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 26, 2010 :
: -107,427: 11,860 2,792 -45,671 -69,829 -61,079 -103,640 -103,958: -3,787 -3,469
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 5.8 30.3 60.2 63.3 99.3 99.5: 0.7 0.5
Old : 100.0: 8.8 5.8 30.3 60.2 63.3 99.3 99.5: 0.7 0.5
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 : 220: 39 30 68 132 129 204 199:
Old : 220: 39 30 68 132 129 204 199:
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 26.9 34.2 40.1 10.6 17.8 15.9 24.0
Old : 20.4 26.9 34.2 40.1 10.6 17.8 15.9 24.0
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, November 2, 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 : 344,501: 16,354 9,263 18,072 299,985 312,040 334,411 339,375: 10,090 5,126
Old : 344,501: 16,354 9,263 18,072 299,985 312,040 334,411 339,375: 10,090 5,126
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 26, 2010 :
: -8,860: 1,759 -1,988 -403 -7,120 -5,840 -5,764 -8,231: -3,096 -629
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 2.7 5.2 87.1 90.6 97.1 98.5: 2.9 1.5
Old : 100.0: 4.7 2.7 5.2 87.1 90.6 97.1 98.5: 2.9 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 : 59: 5 3 8 42 41 50 50:
Old : 59: 5 3 8 42 41 50 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 : 37.5 49.8 53.7 66.5 20.3 32.5 31.8 39.9
Old : 37.5 49.8 53.7 66.5 20.3 32.5 31.8 39.9
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, November 2, 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 : 193,803: 6,875 3,674 5,654 179,550 175,149 192,079 184,477: 1,724 9,326
Old : 193,803: 6,875 3,674 5,654 179,550 175,149 192,079 184,477: 1,724 9,326
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 26, 2010 :
: 6,873: -628 3,344 -231 8,037 105 7,178 3,218: -305 3,655
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 1.9 2.9 92.6 90.4 99.1 95.2: 0.9 4.8
Old : 100.0: 3.5 1.9 2.9 92.6 90.4 99.1 95.2: 0.9 4.8
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 : 47: 5 3 7 31 36 39 43:
Old : 47: 5 3 7 31 36 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 : 59.2 34.6 75.3 54.9 56.8 33.7 69.3 53.2
Old : 59.2 34.6 75.3 54.9 56.8 33.7 69.3 53.2
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, November 2, 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 : 366,252: 8,789 4,622 30,710 322,630 326,434 362,129 361,766: 4,123 4,486
Old : 366,252: 8,789 4,622 30,710 322,630 326,434 362,129 361,766: 4,123 4,486
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 26, 2010 :
: 885: -1,625 459 -206 3,511 -1,073 1,680 -820: -795 1,705
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 1.3 8.4 88.1 89.1 98.9 98.8: 1.1 1.2
Old : 100.0: 2.4 1.3 8.4 88.1 89.1 98.9 98.8: 1.1 1.2
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 : 52: 5 3 6 37 36 45 43:
Old : 52: 5 3 6 37 36 45 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 : 38.5 48.5 56.7 71.2 35.2 38.5 48.8 50.3
Old : 38.5 48.5 56.7 71.2 35.2 38.5 48.8 50.3
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, November 2, 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 : 641,675: 11,122 16,239 40,539 585,981 578,338 637,642 635,116: 4,033 6,559
Old : 641,675: 11,122 16,239 40,539 585,981 578,338 637,642 635,116: 4,033 6,559
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 26, 2010 :
: -20,990: -345 -245 -1,473 -20,114 -18,347 -21,932 -20,065: 942 -925
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 2.5 6.3 91.3 90.1 99.4 99.0: 0.6 1.0
Old : 100.0: 1.7 2.5 6.3 91.3 90.1 99.4 99.0: 0.6 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 : 67: 2 5 7 56 47 63 55:
Old : 67: 2 5 7 56 47 63 55:
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 : 35.8 42.6 51.6 57.9 24.3 31.2 36.4 41.5
Old : 35.8 42.6 51.6 57.9 24.3 31.2 36.4 41.5
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, November 2, 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 : 204,870: 21,506 465 7,910 168,737 186,439 198,153 194,814: 6,717 10,056
Old : 204,870: 21,506 465 7,910 168,737 186,439 198,153 194,814: 6,717 10,056
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 26, 2010 :
: 3,827: -977 0 802 4,186 2,101 4,011 2,903: -184 924
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 0.2 3.9 82.4 91.0 96.7 95.1: 3.3 4.9
Old : 100.0: 10.5 0.2 3.9 82.4 91.0 96.7 95.1: 3.3 4.9
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 : 42: 4 1 4 29 29 33 34:
Old : 42: 4 1 4 29 29 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 : 45.3 58.2 65.8 74.3 42.1 56.3 60.0 69.5
Old : 45.3 58.2 65.8 74.3 42.1 56.3 60.0 69.5
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, November 2, 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 : 360,692: 26,594 45,928 17,516 306,834 293,476 350,944 356,920: 9,748 3,772
Old : 360,692: 26,594 45,928 17,516 306,834 293,476 350,944 356,920: 9,748 3,772
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 26, 2010 :
: -1,428: -681 -818 -1,940 1,245 3,582 -1,376 824: -52 -2,252
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 12.7 4.9 85.1 81.4 97.3 99.0: 2.7 1.0
Old : 100.0: 7.4 12.7 4.9 85.1 81.4 97.3 99.0: 2.7 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 : 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 : 29.8 34.7 48.9 54.4 25.2 30.9 39.6 46.0
Old : 29.8 34.7 48.9 54.4 25.2 30.9 39.6 46.0
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, November 2, 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 : 136,577: 12,692 27,136 4,390 109,512 96,783 126,594 128,309: 9,983 8,268
Old : 136,577: 12,692 27,136 4,390 109,512 96,783 126,594 128,309: 9,983 8,268
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 26, 2010 :
: -441: 179 1,501 -123 -4,465 -1,440 -4,409 -62: 3,968 -379
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 19.9 3.2 80.2 70.9 92.7 93.9: 7.3 6.1
Old : 100.0: 9.3 19.9 3.2 80.2 70.9 92.7 93.9: 7.3 6.1
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: 3 4 3 30 29 34 35:
Old : 45: 3 4 3 30 29 34 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 : 36.4 40.8 55.0 62.5 31.9 39.8 45.4 55.8
Old : 36.4 40.8 55.0 62.5 31.9 39.8 45.4 55.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 5, 2010