NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 18, 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 : 4,579,643: 525,353 260,080 1,308,365 2,726,741 3,001,252 4,560,459 4,569,697: 19,184 9,946
Old : 4,579,643: 525,353 260,080 1,308,365 2,726,741 3,001,252 4,560,459 4,569,697: 19,184 9,946
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2012 :
: 39,225: -104,883 -48,716 55,543 89,309 49,478 39,969 56,305: -744 -17,080
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 5.7 28.6 59.5 65.5 99.6 99.8: 0.4 0.2
Old : 100.0: 11.5 5.7 28.6 59.5 65.5 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: 41 27 57 141 135 205 198:
Old : 220: 41 27 57 141 135 205 198:
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 : 21.5 21.4 34.7 34.8 16.0 17.6 24.0 25.4
Old : 21.5 21.4 34.7 34.8 16.0 17.6 24.0 25.4
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 18, 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 : 285,048: 5,720 13,090 5,333 260,841 264,349 271,894 282,772: 13,154 2,276
Old : 285,048: 5,720 13,090 5,333 260,841 264,349 271,894 282,772: 13,154 2,276
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2012 :
: 3,837: 383 255 425 3,511 4,090 4,319 4,770: -482 -933
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 4.6 1.9 91.5 92.7 95.4 99.2: 4.6 0.8
Old : 100.0: 2.0 4.6 1.9 91.5 92.7 95.4 99.2: 4.6 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 : 50: 5 4 4 37 38 44 44:
Old : 50: 5 4 4 37 38 44 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 : 47.2 57.0 64.3 71.9 42.1 42.9 52.3 56.1
Old : 47.2 57.0 64.3 71.9 42.1 42.9 52.3 56.1
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 18, 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 : 157,412: 2,825 3,306 3,780 148,104 146,089 154,709 153,175: 2,703 4,237
Old : 157,412: 2,825 3,306 3,780 148,104 146,089 154,709 153,175: 2,703 4,237
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2012 :
: 6,757: 392 -337 408 6,515 8,524 7,315 8,595: -558 -1,838
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 2.1 2.4 94.1 92.8 98.3 97.3: 1.7 2.7
Old : 100.0: 1.8 2.1 2.4 94.1 92.8 98.3 97.3: 1.7 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 : 37: 3 2 3 30 32 34 36:
Old : 37: 3 2 3 30 32 34 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 : 62.5 41.7 80.3 60.5 47.2 33.4 55.1 43.4
Old : 62.5 41.7 80.3 60.5 47.2 33.4 55.1 43.4
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 18, 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 : 250,433: 0 9,754 1,963 242,972 231,632 244,935 243,349: 5,498 7,084
Old : 250,433: 0 9,754 1,963 242,972 231,632 244,935 243,349: 5,498 7,084
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2012 :
: 1,586: 0 1,583 -888 3,924 1,993 3,036 2,688: -1,450 -1,102
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.9 0.8 97.0 92.5 97.8 97.2: 2.2 2.8
Old : 100.0: 0.0 3.9 0.8 97.0 92.5 97.8 97.2: 2.2 2.8
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 : 45: 0 2 1 37 37 38 39:
Old : 45: 0 2 1 37 37 38 39:
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 : 51.3 41.3 73.1 61.8 45.0 26.1 55.1 41.1
Old : 51.3 41.3 73.1 61.8 45.0 26.1 55.1 41.1
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, September 18, 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 : 715,237: 4,798 3,761 19,234 687,507 689,908 711,539 712,903: 3,698 2,334
Old : 715,237: 4,798 3,761 19,234 687,507 689,908 711,539 712,903: 3,698 2,334
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2012 :
: -600: 2,098 -508 483 1,495 10,063 4,076 10,038: -4,676 -10,638
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 0.5 2.7 96.1 96.5 99.5 99.7: 0.5 0.3
Old : 100.0: 0.7 0.5 2.7 96.1 96.5 99.5 99.7: 0.5 0.3
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 : 67: 4 3 6 53 45 60 52:
Old : 67: 4 3 6 53 45 60 52:
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 : 34.8 42.6 55.4 63.5 23.2 36.6 39.6 48.3
Old : 34.8 42.6 55.4 63.5 23.2 36.6 39.6 48.3
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, September 18, 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 : 210,662: 991 0 1,198 202,747 205,617 204,936 206,815: 5,726 3,847
Old : 210,662: 991 0 1,198 202,747 205,617 204,936 206,815: 5,726 3,847
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2012 :
: 6,550: -363 0 363 6,909 9,462 6,909 9,825: -359 -3,275
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 0.0 0.6 96.2 97.6 97.3 98.2: 2.7 1.8
Old : 100.0: 0.5 0.0 0.6 96.2 97.6 97.3 98.2: 2.7 1.8
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 : 41: 2 0 1 31 30 33 31:
Old : 41: 2 0 1 31 30 33 31:
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 : 51.8 57.2 71.9 75.8 43.4 57.2 58.0 69.1
Old : 51.8 57.2 71.9 75.8 43.4 57.2 58.0 69.1
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, September 18, 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 : 281,581: 20,905 792 11,874 243,400 265,492 276,179 278,158: 5,402 3,423
Old : 281,581: 20,905 792 11,874 243,400 265,492 276,179 278,158: 5,402 3,423
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2012 :
: 6,360: 1,665 -266 -152 5,781 9,388 7,294 8,970: -934 -2,610
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 0.3 4.2 86.4 94.3 98.1 98.8: 1.9 1.2
Old : 100.0: 7.4 0.3 4.2 86.4 94.3 98.1 98.8: 1.9 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 : 55: 3 1 4 42 45 46 49:
Old : 55: 3 1 4 42 45 46 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 : 37.0 43.9 55.5 59.9 30.6 43.6 48.7 57.0
Old : 37.0 43.9 55.5 59.9 30.6 43.6 48.7 57.0
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 18, 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 : 131,527: 10,986 0 4,381 113,111 119,779 128,478 124,160: 3,049 7,367
Old : 131,527: 10,986 0 4,381 113,111 119,779 128,478 124,160: 3,049 7,367
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2012 :
: 1,640: 416 0 204 1,420 2,702 2,040 2,906: -400 -1,266
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 0.0 3.3 86.0 91.1 97.7 94.4: 2.3 5.6
Old : 100.0: 8.4 0.0 3.3 86.0 91.1 97.7 94.4: 2.3 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 : 42: 5 0 2 33 29 38 31:
Old : 42: 5 0 2 33 29 38 31:
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 : 58.9 47.6 72.9 66.8 53.3 44.0 64.0 55.8
Old : 58.9 47.6 72.9 66.8 53.3 44.0 64.0 55.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 21, 2012