NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 12, 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 : 5,086,248: 747,617 380,016 1,344,609 2,969,367 3,342,608 5,061,593 5,067,233: 24,655 19,015
Old : 5,086,248: 747,617 380,016 1,344,609 2,969,367 3,342,608 5,061,593 5,067,233: 24,655 19,015
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2012 :
: -65,002: -50,502 44,778 -76,676 60,560 -32,669 -66,618 -64,567: 1,616 -435
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 7.5 26.4 58.4 65.7 99.5 99.6: 0.5 0.4
Old : 100.0: 14.7 7.5 26.4 58.4 65.7 99.5 99.6: 0.5 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: 28 40 62 144 139 211 205:
Old : 226: 28 40 62 144 139 211 205:
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 : 24.5 21.2 40.1 34.8 19.9 16.7 29.1 24.8
Old : 24.5 21.2 40.1 34.8 19.9 16.7 29.1 24.8
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, June 12, 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 : 312,383: 4,802 3,350 6,197 286,563 300,409 297,562 309,956: 14,821 2,427
Old : 312,383: 4,802 3,350 6,197 286,563 300,409 297,562 309,956: 14,821 2,427
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2012 :
: 11,196: 4,188 -1,154 -481 8,328 12,557 12,035 10,922: -839 274
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 1.1 2.0 91.7 96.2 95.3 99.2: 4.7 0.8
Old : 100.0: 1.5 1.1 2.0 91.7 96.2 95.3 99.2: 4.7 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 : 55: 4 5 7 39 42 48 49:
Old : 55: 4 5 7 39 42 48 49:
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 : 48.4 53.9 63.7 70.3 44.7 46.0 56.7 57.9
Old : 48.4 53.9 63.7 70.3 44.7 46.0 56.7 57.9
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, June 12, 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 : 167,376: 268 9,312 3,328 161,358 152,129 164,954 164,769: 2,422 2,607
Old : 167,376: 268 9,312 3,328 161,358 152,129 164,954 164,769: 2,422 2,607
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2012 :
: 1,930: -24 -1,221 105 1,695 2,279 1,776 1,163: 154 767
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 5.6 2.0 96.4 90.9 98.6 98.4: 1.4 1.6
Old : 100.0: 0.2 5.6 2.0 96.4 90.9 98.6 98.4: 1.4 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 : 39: 1 2 2 30 34 32 37:
Old : 39: 1 2 2 30 34 32 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 : 62.7 37.0 79.7 57.6 57.5 35.6 66.2 52.3
Old : 62.7 37.0 79.7 57.6 57.5 35.6 66.2 52.3
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, June 12, 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 : 254,645: 5,059 15,580 1,213 242,835 221,783 249,107 238,576: 5,538 16,069
Old : 254,645: 5,059 15,580 1,213 242,835 221,783 249,107 238,576: 5,538 16,069
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2012 :
: 1,016: 2,946 901 -704 -2,081 -37 161 160: 855 856
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 6.1 0.5 95.4 87.1 97.8 93.7: 2.2 6.3
Old : 100.0: 2.0 6.1 0.5 95.4 87.1 97.8 93.7: 2.2 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 : 46: 1 3 3 35 33 38 37:
Old : 46: 1 3 3 35 33 38 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 : 50.2 49.8 68.6 67.5 47.9 40.1 64.8 56.2
Old : 50.2 49.8 68.6 67.5 47.9 40.1 64.8 56.2
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, June 12, 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 : 780,799: 406 16,489 25,904 751,957 733,499 778,267 775,892: 2,532 4,907
Old : 780,799: 406 16,489 25,904 751,957 733,499 778,267 775,892: 2,532 4,907
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2012 :
: -29,951: 80 -3,038 -7,461 -23,000 -20,115 -30,381 -30,614: 430 663
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 2.1 3.3 96.3 93.9 99.7 99.4: 0.3 0.6
Old : 100.0: 0.1 2.1 3.3 96.3 93.9 99.7 99.4: 0.3 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 : 69: 2 7 8 55 50 63 59:
Old : 69: 2 7 8 55 50 63 59:
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 : 38.1 34.6 56.6 53.6 26.3 28.2 39.9 38.7
Old : 38.1 34.6 56.6 53.6 26.3 28.2 39.9 38.7
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, June 12, 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 : 220,139: 13,961 0 1,084 198,522 215,806 213,567 216,890: 6,572 3,249
Old : 220,139: 13,961 0 1,084 198,522 215,806 213,567 216,890: 6,572 3,249
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2012 :
: -2,976: -1,234 0 -34 -2,192 -3,406 -3,460 -3,440: 484 464
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 0.0 0.5 90.2 98.0 97.0 98.5: 3.0 1.5
Old : 100.0: 6.3 0.0 0.5 90.2 98.0 97.0 98.5: 3.0 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 : 39: 2 0 2 28 28 30 30:
Old : 39: 2 0 2 28 28 30 30:
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 : 47.9 58.8 69.1 77.1 38.8 57.9 55.6 69.0
Old : 47.9 58.8 69.1 77.1 38.8 57.9 55.6 69.0
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, June 12, 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 : 334,026: 3,430 3,348 41,288 282,038 280,790 326,756 325,426: 7,270 8,600
Old : 334,026: 3,430 3,348 41,288 282,038 280,790 326,756 325,426: 7,270 8,600
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2012 :
: -5,180: -3,615 456 -286 -1,735 -5,102 -5,636 -4,932: 456 -248
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 1.0 12.4 84.4 84.1 97.8 97.4: 2.2 2.6
Old : 100.0: 1.0 1.0 12.4 84.4 84.1 97.8 97.4: 2.2 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 : 57: 5 4 6 37 40 45 47:
Old : 57: 5 4 6 37 40 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 : 37.1 48.0 56.7 62.6 30.4 40.5 45.3 52.2
Old : 37.1 48.0 56.7 62.6 30.4 40.5 45.3 52.2
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, June 12, 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 : 157,733: 18,430 1,232 4,957 131,275 145,973 154,662 152,162: 3,071 5,571
Old : 157,733: 18,430 1,232 4,957 131,275 145,973 154,662 152,162: 3,071 5,571
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2012 :
: 1,209: 1,618 0 -82 -605 -208 931 -290: 278 1,499
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 0.8 3.1 83.2 92.5 98.1 96.5: 1.9 3.5
Old : 100.0: 11.7 0.8 3.1 83.2 92.5 98.1 96.5: 1.9 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 : 48: 5 2 2 33 31 38 35:
Old : 48: 5 2 2 33 31 38 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 : 52.6 37.7 68.1 56.7 43.5 30.9 52.0 44.9
Old : 52.6 37.7 68.1 56.7 43.5 30.9 52.0 44.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 15, 2012