NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 27, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 4,334,771: 305,219 321,769 1,309,846 2,684,982 2,677,537 4,300,047 4,309,152: 34,724 25,619
Old : 4,334,771: 305,219 321,769 1,309,846 2,684,982 2,677,537 4,300,047 4,309,152: 34,724 25,619
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2011 :
: 10,311: -2,797 19,272 20,719 -7,718 -29,810 10,204 10,181: 107 130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 7.4 30.2 61.9 61.8 99.2 99.4: 0.8 0.6
Old : 100.0: 7.0 7.4 30.2 61.9 61.8 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 : 222: 36 35 63 140 134 206 206:
Old : 222: 36 35 63 140 134 206 206:
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 : 21.4 21.1 35.7 35.9 12.8 16.8 18.9 23.5
Old : 21.4 21.1 35.7 35.9 12.8 16.8 18.9 23.5
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 27, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 338,833: 11,139 8,188 16,454 296,559 310,446 324,152 335,088: 14,681 3,745
Old : 338,833: 11,139 8,188 16,454 296,559 310,446 324,152 335,088: 14,681 3,745
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2011 :
: 246: 2,701 -2,074 -757 -4,993 2,922 -3,049 91: 3,295 155
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 2.4 4.9 87.5 91.6 95.7 98.9: 4.3 1.1
Old : 100.0: 3.3 2.4 4.9 87.5 91.6 95.7 98.9: 4.3 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 : 64: 7 4 11 44 45 55 56:
Old : 64: 7 4 11 44 45 55 56:
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 : 32.0 46.2 50.9 63.3 23.0 37.4 35.5 45.2
Old : 32.0 46.2 50.9 63.3 23.0 37.4 35.5 45.2
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 27, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 210,908: 6,174 173 3,786 197,886 204,506 207,846 208,465: 3,062 2,443
Old : 210,908: 6,174 173 3,786 197,886 204,506 207,846 208,465: 3,062 2,443
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2011 :
: 1,864: 119 173 -15 2,519 2,008 2,623 2,166: -759 -302
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 0.1 1.8 93.8 97.0 98.5 98.8: 1.5 1.2
Old : 100.0: 2.9 0.1 1.8 93.8 97.0 98.5 98.8: 1.5 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 : 49: 4 1 4 37 38 42 42:
Old : 49: 4 1 4 37 38 42 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 : 50.6 48.9 67.4 64.7 43.3 47.7 56.4 58.7
Old : 50.6 48.9 67.4 64.7 43.3 47.7 56.4 58.7
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 27, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 338,999: 3,155 30,703 7,164 324,096 291,467 334,415 329,334: 4,584 9,665
Old : 338,999: 3,155 30,703 7,164 324,096 291,467 334,415 329,334: 4,584 9,665
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2011 :
: 13,280: 1,178 3,356 -1,147 13,255 9,119 13,286 11,328: -6 1,952
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 9.1 2.1 95.6 86.0 98.6 97.1: 1.4 2.9
Old : 100.0: 0.9 9.1 2.1 95.6 86.0 98.6 97.1: 1.4 2.9
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 : 53: 1 5 5 40 41 45 47:
Old : 53: 1 5 5 40 41 45 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 : 47.2 41.8 67.5 65.7 46.3 39.4 64.6 58.0
Old : 47.2 41.8 67.5 65.7 46.3 39.4 64.6 58.0
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 27, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 641,454: 13,245 2,666 22,805 600,747 613,035 636,797 638,506: 4,657 2,948
Old : 641,454: 13,245 2,666 22,805 600,747 613,035 636,797 638,506: 4,657 2,948
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2011 :
: 34,078: 1,936 16 -1,438 31,838 33,384 32,336 31,962: 1,742 2,116
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 0.4 3.6 93.7 95.6 99.3 99.5: 0.7 0.5
Old : 100.0: 2.1 0.4 3.6 93.7 95.6 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 : 69: 5 3 6 57 50 63 58:
Old : 69: 5 3 6 57 50 63 58:
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 : 31.1 36.4 50.4 55.1 29.7 33.3 41.3 46.5
Old : 31.1 36.4 50.4 55.1 29.7 33.3 41.3 46.5
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, September 27, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 226,841: 12,072 18,444 3,477 200,944 199,133 216,493 221,054: 10,348 5,787
Old : 226,841: 12,072 18,444 3,477 200,944 199,133 216,493 221,054: 10,348 5,787
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2011 :
: 7,448: 3,773 -2,908 -805 4,775 11,127 7,743 7,414: -295 34
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 8.1 1.5 88.6 87.8 95.4 97.4: 4.6 2.6
Old : 100.0: 5.3 8.1 1.5 88.6 87.8 95.4 97.4: 4.6 2.6
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 : 44: 3 1 2 32 31 35 34:
Old : 44: 3 1 2 32 31 35 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 : 47.2 56.6 63.6 76.8 41.8 56.4 55.6 71.8
Old : 47.2 56.6 63.6 76.8 41.8 56.4 55.6 71.8
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 27, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 326,455: 13,473 5,359 38,405 265,255 273,790 317,133 317,554: 9,322 8,901
Old : 326,455: 13,473 5,359 38,405 265,255 273,790 317,133 317,554: 9,322 8,901
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2011 :
: 8,110: -2,034 4,625 -4,249 13,030 3,422 6,747 3,798: 1,363 4,312
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 1.6 11.8 81.3 83.9 97.1 97.3: 2.9 2.7
Old : 100.0: 4.1 1.6 11.8 81.3 83.9 97.1 97.3: 2.9 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 : 58: 4 2 4 46 44 52 48:
Old : 58: 4 2 4 46 44 52 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 : 33.9 46.6 52.8 61.6 25.7 36.2 39.1 47.2
Old : 33.9 46.6 52.8 61.6 25.7 36.2 39.1 47.2
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 27, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 167,507: 310 14,256 9,820 155,530 137,344 165,660 161,420: 1,847 6,087
Old : 167,507: 310 14,256 9,820 155,530 137,344 165,660 161,420: 1,847 6,087
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2011 :
: 3,794: -10,382 5,637 5,647 8,437 -6,385 3,702 4,899: 92 -1,105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 8.5 5.9 92.8 82.0 98.9 96.4: 1.1 3.6
Old : 100.0: 0.2 8.5 5.9 92.8 82.0 98.9 96.4: 1.1 3.6
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 : 44: 1 3 3 32 35 36 38:
Old : 44: 1 3 3 32 35 36 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 : 64.1 28.2 76.2 47.2 57.4 27.2 63.4 44.1
Old : 64.1 28.2 76.2 47.2 57.4 27.2 63.4 44.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 30, 2011