NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 14, 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 : 4,775,357: 625,854 217,733 1,465,212 2,666,844 3,081,049 4,757,910 4,763,994: 17,447 11,363
Old : 4,775,357: 625,854 217,733 1,465,212 2,666,844 3,081,049 4,757,910 4,763,994: 17,447 11,363
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2012 :
: -35,909: -54,508 49,964 21,335 -2,256 -106,012 -35,429 -34,713: -480 -1,196
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 4.6 30.7 55.8 64.5 99.6 99.8: 0.4 0.2
Old : 100.0: 13.1 4.6 30.7 55.8 64.5 99.6 99.8: 0.4 0.2
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 : 220: 45 22 55 143 135 207 195:
Old : 220: 45 22 55 143 135 207 195:
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 : 23.3 23.1 38.5 37.8 16.1 18.8 24.2 27.1
Old : 23.3 23.1 38.5 37.8 16.1 18.8 24.2 27.1
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, August 14, 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 : 291,666: 4,426 13,057 3,207 270,849 272,871 278,482 289,135: 13,184 2,531
Old : 291,666: 4,426 13,057 3,207 270,849 272,871 278,482 289,135: 13,184 2,531
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2012 :
: -1,505: -1,043 1,987 -602 303 -1,767 -1,342 -382: -163 -1,123
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 4.5 1.1 92.9 93.6 95.5 99.1: 4.5 0.9
Old : 100.0: 1.5 4.5 1.1 92.9 93.6 95.5 99.1: 4.5 0.9
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 : 55: 5 5 6 40 40 47 49:
Old : 55: 5 5 6 40 40 47 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 : 47.3 59.2 64.0 73.3 45.0 48.6 56.1 60.8
Old : 47.3 59.2 64.0 73.3 45.0 48.6 56.1 60.8
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, August 14, 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 : 149,740: 0 6,218 2,783 143,155 137,526 145,938 146,527: 3,802 3,213
Old : 149,740: 0 6,218 2,783 143,155 137,526 145,938 146,527: 3,802 3,213
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2012 :
: -1,599: 0 722 -235 -1,152 -1,292 -1,387 -805: -212 -794
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.2 1.9 95.6 91.8 97.5 97.9: 2.5 2.1
Old : 100.0: 0.0 4.2 1.9 95.6 91.8 97.5 97.9: 2.5 2.1
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 : 38: 0 3 2 30 33 32 36:
Old : 38: 0 3 2 30 33 32 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 : 66.0 41.2 81.9 58.6 56.9 38.8 63.7 50.7
Old : 66.0 41.2 81.9 58.6 56.9 38.8 63.7 50.7
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, August 14, 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 : 254,891: 3,402 6,779 1,850 245,301 236,803 250,553 245,432: 4,338 9,459
Old : 254,891: 3,402 6,779 1,850 245,301 236,803 250,553 245,432: 4,338 9,459
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2012 :
: 8,518: 240 52 -43 9,213 8,615 9,410 8,624: -892 -106
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 2.7 0.7 96.2 92.9 98.3 96.3: 1.7 3.7
Old : 100.0: 1.3 2.7 0.7 96.2 92.9 98.3 96.3: 1.7 3.7
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 : 45: 1 2 2 33 35 36 37:
Old : 45: 1 2 2 33 35 36 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 : 50.4 41.1 74.1 63.6 46.5 26.9 60.5 46.2
Old : 50.4 41.1 74.1 63.6 46.5 26.9 60.5 46.2
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, August 14, 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 : 738,121: 5,636 4,983 19,573 711,147 710,406 736,356 734,962: 1,765 3,159
Old : 738,121: 5,636 4,983 19,573 711,147 710,406 736,356 734,962: 1,765 3,159
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2012 :
: 10,649: 843 -979 585 9,614 11,137 11,042 10,743: -393 -94
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 0.7 2.7 96.3 96.2 99.8 99.6: 0.2 0.4
Old : 100.0: 0.8 0.7 2.7 96.3 96.2 99.8 99.6: 0.2 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 : 69: 5 3 7 58 47 65 55:
Old : 69: 5 3 7 58 47 65 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 : 37.4 39.7 55.2 59.5 23.3 35.0 38.4 46.4
Old : 37.4 39.7 55.2 59.5 23.3 35.0 38.4 46.4
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, August 14, 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 : 214,665: 2,324 393 1,804 205,048 208,799 209,176 210,996: 5,489 3,669
Old : 214,665: 2,324 393 1,804 205,048 208,799 209,176 210,996: 5,489 3,669
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2012 :
: 8,133: -1,747 393 587 10,569 7,887 9,409 8,867: -1,276 -734
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 0.2 0.8 95.5 97.3 97.4 98.3: 2.6 1.7
Old : 100.0: 1.1 0.2 0.8 95.5 97.3 97.4 98.3: 2.6 1.7
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 : 45: 2 1 2 32 32 35 34:
Old : 45: 2 1 2 32 32 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 : 47.3 57.8 71.3 76.1 37.3 57.6 57.8 69.6
Old : 47.3 57.8 71.3 76.1 37.3 57.6 57.8 69.6
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, August 14, 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 : 279,452: 22,525 1,110 17,978 233,311 251,508 273,814 270,596: 5,638 8,856
Old : 279,452: 22,525 1,110 17,978 233,311 251,508 273,814 270,596: 5,638 8,856
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2012 :
: 2,832: -4,059 150 1,997 4,671 54 2,609 2,201: 223 631
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 0.4 6.4 83.5 90.0 98.0 96.8: 2.0 3.2
Old : 100.0: 8.1 0.4 6.4 83.5 90.0 98.0 96.8: 2.0 3.2
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 : 53: 3 2 5 39 42 44 47:
Old : 53: 3 2 5 39 42 44 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 : 40.0 39.0 58.2 56.3 30.9 36.5 47.3 49.4
Old : 40.0 39.0 58.2 56.3 30.9 36.5 47.3 49.4
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, August 14, 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 : 140,894: 16,022 0 4,596 116,885 128,860 137,503 133,456: 3,391 7,438
Old : 140,894: 16,022 0 4,596 116,885 128,860 137,503 133,456: 3,391 7,438
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2012 :
: 2,415: 4,662 0 -1,350 -936 2,942 2,376 1,592: 39 823
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 0.0 3.3 83.0 91.5 97.6 94.7: 2.4 5.3
Old : 100.0: 11.4 0.0 3.3 83.0 91.5 97.6 94.7: 2.4 5.3
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: 6 0 3 33 33 39 36:
Old : 46: 6 0 3 33 33 39 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 : 51.6 45.7 66.8 64.8 43.6 42.7 54.8 52.2
Old : 51.6 45.7 66.8 64.8 43.6 42.7 54.8 52.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 17, 2012