NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 4,391,339: 331,171 292,870 1,413,211 2,611,301 2,658,846 4,355,683 4,364,927: 35,656 26,412
Old : 4,391,339: 331,171 292,870 1,413,211 2,611,301 2,658,846 4,355,683 4,364,927: 35,656 26,412
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2011 :
: 4,027: -49,577 19,034 24,706 37,021 -29,670 12,150 14,070: -8,123 -10,043
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 6.7 32.2 59.5 60.5 99.2 99.4: 0.8 0.6
Old : 100.0: 7.5 6.7 32.2 59.5 60.5 99.2 99.4: 0.8 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 : 227: 44 31 65 142 137 212 208:
Old : 227: 44 31 65 142 137 212 208:
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 : 22.3 21.7 36.8 37.4 12.6 16.9 19.0 24.1
Old : 22.3 21.7 36.8 37.4 12.6 16.9 19.0 24.1
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, September 6, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 334,358: 7,847 11,012 19,740 295,148 298,854 322,735 329,606: 11,623 4,752
Old : 334,358: 7,847 11,012 19,740 295,148 298,854 322,735 329,606: 11,623 4,752
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2011 :
: -15,525: -1,414 3,342 -1,825 -8,829 -15,068 -12,068 -13,551: -3,457 -1,974
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 3.3 5.9 88.3 89.4 96.5 98.6: 3.5 1.4
Old : 100.0: 2.3 3.3 5.9 88.3 89.4 96.5 98.6: 3.5 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 : 59: 6 3 7 42 41 50 49:
Old : 59: 6 3 7 42 41 50 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 48.3 54.7 63.4 31.1 41.9 43.6 50.4
Old : 37.0 48.3 54.7 63.4 31.1 41.9 43.6 50.4
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 6, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 182,752: 11,520 0 2,443 164,213 176,949 178,176 179,392: 4,576 3,360
Old : 182,752: 11,520 0 2,443 164,213 176,949 178,176 179,392: 4,576 3,360
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2011 :
: -3,850: -500 -450 -165 -2,818 -3,721 -3,483 -4,336: -367 486
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 0.0 1.3 89.9 96.8 97.5 98.2: 2.5 1.8
Old : 100.0: 6.3 0.0 1.3 89.9 96.8 97.5 98.2: 2.5 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 : 44: 4 0 3 34 36 38 39:
Old : 44: 4 0 3 34 36 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 : 55.9 52.3 71.6 71.6 50.3 51.5 63.3 65.8
Old : 55.9 52.3 71.6 71.6 50.3 51.5 63.3 65.8
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 6, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 312,737: 6,361 27,222 2,473 301,329 277,676 310,163 307,371: 2,574 5,366
Old : 312,737: 6,361 27,222 2,473 301,329 277,676 310,163 307,371: 2,574 5,366
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2011 :
: -11,178: 1,870 -1,973 -2,840 -8,635 -6,648 -9,605 -11,461: -1,573 283
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 8.7 0.8 96.4 88.8 99.2 98.3: 0.8 1.7
Old : 100.0: 2.0 8.7 0.8 96.4 88.8 99.2 98.3: 0.8 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 : 52: 1 5 4 38 40 42 46:
Old : 52: 1 5 4 38 40 42 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 : 50.1 43.3 71.2 68.4 48.9 39.6 69.0 61.4
Old : 50.1 43.3 71.2 68.4 48.9 39.6 69.0 61.4
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 6, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 584,839: 7,564 6,603 25,220 548,640 551,819 581,424 583,642: 3,415 1,197
Old : 584,839: 7,564 6,603 25,220 548,640 551,819 581,424 583,642: 3,415 1,197
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2011 :
: -32,933: 330 -3,191 -5,289 -27,013 -23,852 -31,972 -32,332: -961 -601
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 1.1 4.3 93.8 94.4 99.4 99.8: 0.6 0.2
Old : 100.0: 1.3 1.1 4.3 93.8 94.4 99.4 99.8: 0.6 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 : 70: 3 5 7 59 51 66 59:
Old : 70: 3 5 7 59 51 66 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 : 32.8 38.3 50.4 55.4 30.1 34.7 42.3 45.9
Old : 32.8 38.3 50.4 55.4 30.1 34.7 42.3 45.9
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 6, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 209,075: 3,744 12,385 7,606 189,335 182,611 200,685 202,602: 8,390 6,473
Old : 209,075: 3,744 12,385 7,606 189,335 182,611 200,685 202,602: 8,390 6,473
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2011 :
: -9,128: -151 5,090 -3,507 -6,002 -11,480 -9,660 -9,897: 532 769
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 5.9 3.6 90.6 87.3 96.0 96.9: 4.0 3.1
Old : 100.0: 1.8 5.9 3.6 90.6 87.3 96.0 96.9: 4.0 3.1
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: 1 2 3 29 27 32 30:
Old : 38: 1 2 3 29 27 32 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 : 50.8 58.8 66.0 77.6 47.6 56.0 58.7 72.6
Old : 50.8 58.8 66.0 77.6 47.6 56.0 58.7 72.6
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, September 6, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 275,594: 5,117 15,811 33,364 227,056 218,665 265,537 267,840: 10,057 7,754
Old : 275,594: 5,117 15,811 33,364 227,056 218,665 265,537 267,840: 10,057 7,754
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2011 :
: -15,293: -2,854 -3,519 297 -14,826 -13,846 -17,383 -17,068: 2,090 1,775
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 5.7 12.1 82.4 79.3 96.4 97.2: 3.6 2.8
Old : 100.0: 1.9 5.7 12.1 82.4 79.3 96.4 97.2: 3.6 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 : 58: 5 3 5 41 43 49 48:
Old : 58: 5 3 5 41 43 49 48:
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 : 35.7 32.8 56.0 50.3 23.9 18.1 35.1 31.4
Old : 35.7 32.8 56.0 50.3 23.9 18.1 35.1 31.4
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, September 6, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 157,295: 7,484 7,902 5,852 142,205 136,629 155,541 150,383: 1,754 6,912
Old : 157,295: 7,484 7,902 5,852 142,205 136,629 155,541 150,383: 1,754 6,912
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2011 :
: -10,691: -340 -597 226 -9,551 -8,024 -9,665 -8,395: -1,026 -2,296
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 5.0 3.7 90.4 86.9 98.9 95.6: 1.1 4.4
Old : 100.0: 4.8 5.0 3.7 90.4 86.9 98.9 95.6: 1.1 4.4
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 : 39: 2 2 3 27 32 30 36:
Old : 39: 2 2 3 27 32 30 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 : 65.9 31.0 80.7 50.8 62.1 28.5 72.3 46.6
Old : 65.9 31.0 80.7 50.8 62.1 28.5 72.3 46.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 9, 2011