NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 4,708,432: 439,016 364,580 1,528,589 2,722,873 2,796,687 4,690,478 4,689,856: 17,954 18,576
Old : 4,708,432: 439,016 364,580 1,528,589 2,722,873 2,796,687 4,690,478 4,689,856: 17,954 18,576
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2012 :
: 140,018: -29,049 24,352 95,063 92,282 38,134 158,296 157,549: -18,278 -17,531
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 7.7 32.5 57.8 59.4 99.6 99.6: 0.4 0.4
Old : 100.0: 9.3 7.7 32.5 57.8 59.4 99.6 99.6: 0.4 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 : 226: 35 34 60 140 135 202 204:
Old : 226: 35 34 60 140 135 202 204:
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 : 23.1 21.7 38.5 36.9 15.9 15.1 21.2 24.5
Old : 23.1 21.7 38.5 36.9 15.9 15.1 21.2 24.5
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, January 10, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 327,063: 7,916 45,356 7,549 297,131 267,909 312,596 320,814: 14,467 6,249
Old : 327,063: 7,916 45,356 7,549 297,131 267,909 312,596 320,814: 14,467 6,249
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2012 :
: -13,016: -8,088 10,776 -3,256 -2,149 -20,221 -13,493 -12,701: 477 -315
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 13.9 2.3 90.8 81.9 95.6 98.1: 4.4 1.9
Old : 100.0: 2.4 13.9 2.3 90.8 81.9 95.6 98.1: 4.4 1.9
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 : 50: 5 4 8 37 32 46 40:
Old : 50: 5 4 8 37 32 46 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 : 37.1 49.3 57.0 76.4 28.5 48.0 46.5 59.8
Old : 37.1 49.3 57.0 76.4 28.5 48.0 46.5 59.8
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, January 10, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 152,987: 2,405 0 3,719 140,372 146,351 146,496 150,070: 6,491 2,917
Old : 152,987: 2,405 0 3,719 140,372 146,351 146,496 150,070: 6,491 2,917
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2012 :
: -14,067: 245 0 -2,130 -12,040 -13,062 -13,925 -15,192: -142 1,125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 0.0 2.4 91.8 95.7 95.8 98.1: 4.2 1.9
Old : 100.0: 1.6 0.0 2.4 91.8 95.7 95.8 98.1: 4.2 1.9
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: 1 0 1 34 37 35 38:
Old : 42: 1 0 1 34 37 35 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 : 58.7 46.9 74.0 63.5 52.5 44.6 62.7 57.5
Old : 58.7 46.9 74.0 63.5 52.5 44.6 62.7 57.5
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, January 10, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 307,542: 8,341 21,067 1,649 292,267 278,951 302,257 301,667: 5,285 5,875
Old : 307,542: 8,341 21,067 1,649 292,267 278,951 302,257 301,667: 5,285 5,875
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2012 :
: -18,012: 1,079 -7,662 -813 -17,815 -8,072 -17,549 -16,547: -463 -1,465
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 6.9 0.5 95.0 90.7 98.3 98.1: 1.7 1.9
Old : 100.0: 2.7 6.9 0.5 95.0 90.7 98.3 98.1: 1.7 1.9
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 : 46: 1 4 2 32 32 34 37:
Old : 46: 1 4 2 32 32 34 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 : 57.4 46.0 76.6 70.6 57.0 43.6 74.8 66.1
Old : 57.4 46.0 76.6 70.6 57.0 43.6 74.8 66.1
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, January 10, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 785,036: 1,940 39,877 16,044 764,891 725,914 782,875 781,835: 2,161 3,201
Old : 785,036: 1,940 39,877 16,044 764,891 725,914 782,875 781,835: 2,161 3,201
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2012 :
: -51,579: 1,196 1,387 -3,964 -47,655 -48,845 -50,423 -51,422: -1,156 -157
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 5.1 2.0 97.4 92.5 99.7 99.6: 0.3 0.4
Old : 100.0: 0.2 5.1 2.0 97.4 92.5 99.7 99.6: 0.3 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 : 67: 2 4 4 56 46 61 51:
Old : 67: 2 4 4 56 46 61 51:
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 42.9 59.0 60.1 28.0 27.1 41.6 37.5
Old : 38.6 42.9 59.0 60.1 28.0 27.1 41.6 37.5
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, January 10, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 226,554: 9,942 14,418 3,163 205,168 203,654 218,273 221,235: 8,281 5,319
Old : 226,554: 9,942 14,418 3,163 205,168 203,654 218,273 221,235: 8,281 5,319
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2012 :
: -12,693: 536 -3,669 -1,769 -13,810 -6,823 -15,043 -12,261: 2,350 -432
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 6.4 1.4 90.6 89.9 96.3 97.7: 3.7 2.3
Old : 100.0: 4.4 6.4 1.4 90.6 89.9 96.3 97.7: 3.7 2.3
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 : 44: 2 1 2 35 32 37 35:
Old : 44: 2 1 2 35 32 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 : 43.4 58.8 62.4 74.6 39.3 58.6 55.5 71.5
Old : 43.4 58.8 62.4 74.6 39.3 58.6 55.5 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, January 10, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 347,182: 10,713 7,505 12,120 313,581 322,236 336,414 341,861: 10,768 5,321
Old : 347,182: 10,713 7,505 12,120 313,581 322,236 336,414 341,861: 10,768 5,321
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2012 :
: -45,075: 3,623 7,445 -5,592 -46,562 -45,097 -48,531 -43,244: 3,456 -1,831
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 2.2 3.5 90.3 92.8 96.9 98.5: 3.1 1.5
Old : 100.0: 3.1 2.2 3.5 90.3 92.8 96.9 98.5: 3.1 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 : 56: 4 3 5 41 39 48 44:
Old : 56: 4 3 5 41 39 48 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 : 33.5 54.7 50.7 68.5 31.9 54.2 46.9 62.9
Old : 33.5 54.7 50.7 68.5 31.9 54.2 46.9 62.9
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, January 10, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 217,059: 2,919 13,880 8,488 202,616 185,593 214,023 207,961: 3,036 9,098
Old : 217,059: 2,919 13,880 8,488 202,616 185,593 214,023 207,961: 3,036 9,098
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2012 :
: 42,282: -5,542 3,886 368 47,247 38,254 42,073 42,508: 209 -226
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 6.4 3.9 93.3 85.5 98.6 95.8: 1.4 4.2
Old : 100.0: 1.3 6.4 3.9 93.3 85.5 98.6 95.8: 1.4 4.2
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: 3 2 3 28 29 31 34:
Old : 40: 3 2 3 28 29 31 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 : 69.5 45.1 79.7 63.2 65.6 41.8 69.9 57.4
Old : 69.5 45.1 79.7 63.2 65.6 41.8 69.9 57.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 13, 2012