NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 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 : 5,205,865: 640,729 373,464 1,629,747 2,858,087 3,125,306 5,128,563 5,128,517: 77,302 77,348
Old : 5,205,865: 640,729 373,464 1,629,747 2,858,087 3,125,306 5,128,563 5,128,517: 77,302 77,348
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2012 :
: 173,926: -37,259 11,243 87,804 56,107 11,967 106,652 111,014: 67,274 62,912
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 7.2 31.3 54.9 60.0 98.5 98.5: 1.5 1.5
Old : 100.0: 12.3 7.2 31.3 54.9 60.0 98.5 98.5: 1.5 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 : 226: 27 42 61 143 134 208 202:
Old : 226: 27 42 61 143 134 208 202:
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 : 23.4 19.8 41.5 34.1 17.3 14.8 24.7 21.7
Old : 23.4 19.8 41.5 34.1 17.3 14.8 24.7 21.7
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, April 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 : 351,864: 11,076 31,977 8,414 304,088 292,382 323,578 332,773: 28,286 19,091
Old : 351,864: 11,076 31,977 8,414 304,088 292,382 323,578 332,773: 28,286 19,091
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2012 :
: -16,367: -5,112 -3,746 2,496 -27,664 -28,131 -30,280 -29,381: 13,913 13,014
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 9.1 2.4 86.4 83.1 92.0 94.6: 8.0 5.4
Old : 100.0: 3.1 9.1 2.4 86.4 83.1 92.0 94.6: 8.0 5.4
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 : 54: 4 5 7 41 38 49 46:
Old : 54: 4 5 7 41 38 49 46:
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 : 37.6 43.2 57.1 65.0 32.3 30.6 44.3 48.5
Old : 37.6 43.2 57.1 65.0 32.3 30.6 44.3 48.5
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, April 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 : 176,337: 2,122 2,625 4,562 163,848 163,796 170,532 170,983: 5,805 5,354
Old : 176,337: 2,122 2,625 4,562 163,848 163,796 170,532 170,983: 5,805 5,354
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2012 :
: -7,802: 514 1,920 -2,205 -8,547 -10,653 -10,238 -10,938: 2,436 3,136
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 1.5 2.6 92.9 92.9 96.7 97.0: 3.3 3.0
Old : 100.0: 1.2 1.5 2.6 92.9 92.9 96.7 97.0: 3.3 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 : 43: 3 2 3 35 37 39 41:
Old : 43: 3 2 3 35 37 39 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 : 57.7 42.3 72.2 57.2 48.1 36.1 54.0 44.1
Old : 57.7 42.3 72.2 57.2 48.1 36.1 54.0 44.1
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, April 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 : 288,345: 8,974 12,760 2,986 268,177 256,372 280,137 272,118: 8,208 16,227
Old : 288,345: 8,974 12,760 2,986 268,177 256,372 280,137 272,118: 8,208 16,227
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2012 :
: -20,610: -1,158 -2,624 294 -24,616 -21,346 -25,480 -23,676: 4,870 3,066
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 4.4 1.0 93.0 88.9 97.2 94.4: 2.8 5.6
Old : 100.0: 3.1 4.4 1.0 93.0 88.9 97.2 94.4: 2.8 5.6
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 : 47: 1 4 1 33 32 35 36:
Old : 47: 1 4 1 33 32 35 36:
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 : 49.1 52.0 67.3 71.4 47.0 47.1 64.3 63.0
Old : 49.1 52.0 67.3 71.4 47.0 47.1 64.3 63.0
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, April 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 : 738,011: 707 45,937 20,892 705,538 660,604 727,137 727,433: 10,874 10,578
Old : 738,011: 707 45,937 20,892 705,538 660,604 727,137 727,433: 10,874 10,578
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2012 :
: 2,996: -516 -913 4,318 -9,322 -8,309 -5,520 -4,904: 8,516 7,900
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 6.2 2.8 95.6 89.5 98.5 98.6: 1.5 1.4
Old : 100.0: 0.1 6.2 2.8 95.6 89.5 98.5 98.6: 1.5 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 : 70: 3 7 8 56 48 64 58:
Old : 70: 3 7 8 56 48 64 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 : 39.3 39.5 57.4 53.9 32.6 29.3 47.9 40.3
Old : 39.3 39.5 57.4 53.9 32.6 29.3 47.9 40.3
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, April 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 : 226,948: 15,069 0 723 203,131 217,247 218,923 217,970: 8,025 8,978
Old : 226,948: 15,069 0 723 203,131 217,247 218,923 217,970: 8,025 8,978
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2012 :
: -13,569: 1,448 -2,720 -645 -17,985 -14,009 -17,182 -17,374: 3,613 3,805
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 0.0 0.3 89.5 95.7 96.5 96.0: 3.5 4.0
Old : 100.0: 6.6 0.0 0.3 89.5 95.7 96.5 96.0: 3.5 4.0
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 : 37: 2 0 2 28 23 30 25:
Old : 37: 2 0 2 28 23 30 25:
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 : 47.1 60.1 69.8 78.8 40.6 60.0 58.0 72.1
Old : 47.1 60.1 69.8 78.8 40.6 60.0 58.0 72.1
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, April 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 : 371,585: 4,915 15,517 33,853 322,158 309,113 360,926 358,483: 10,659 13,102
Old : 371,585: 4,915 15,517 33,853 322,158 309,113 360,926 358,483: 10,659 13,102
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2012 :
: -26,755: -4,118 -3,535 1,357 -25,904 -26,761 -28,665 -28,939: 1,910 2,184
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 4.2 9.1 86.7 83.2 97.1 96.5: 2.9 3.5
Old : 100.0: 1.3 4.2 9.1 86.7 83.2 97.1 96.5: 2.9 3.5
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 : 55: 4 3 5 38 37 44 43:
Old : 55: 4 3 5 38 37 44 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 : 34.4 57.7 52.8 69.2 32.1 50.1 46.5 60.9
Old : 34.4 57.7 52.8 69.2 32.1 50.1 46.5 60.9
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, April 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 : 226,219: 19,363 25,328 4,810 196,685 188,530 220,858 218,668: 5,361 7,551
Old : 226,219: 19,363 25,328 4,810 196,685 188,530 220,858 218,668: 5,361 7,551
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2012 :
: -19,516: 2,840 -3,972 -4,633 -21,600 -13,411 -23,393 -22,016: 3,877 2,500
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 11.2 2.1 86.9 83.3 97.6 96.7: 2.4 3.3
Old : 100.0: 8.6 11.2 2.1 86.9 83.3 97.6 96.7: 2.4 3.3
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 : 47: 5 3 2 29 29 34 34:
Old : 47: 5 3 2 29 29 34 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 : 57.6 44.4 72.1 61.6 57.3 39.7 63.9 56.4
Old : 57.6 44.4 72.1 61.6 57.3 39.7 63.9 56.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 13, 2012