NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 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 : 4,324,460: 308,016 302,497 1,289,127 2,692,700 2,707,347 4,289,843 4,298,971: 34,617 25,489
Old : 4,324,460: 308,016 302,497 1,289,127 2,692,700 2,707,347 4,289,843 4,298,971: 34,617 25,489
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2011 :
: -823: -38,793 20,597 -17,408 54,764 -6,730 -1,437 -3,541: 614 2,718
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 7.0 29.8 62.3 62.6 99.2 99.4: 0.8 0.6
Old : 100.0: 7.1 7.0 29.8 62.3 62.6 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 : 225: 38 35 64 140 133 209 205:
Old : 225: 38 35 64 140 133 209 205:
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 : 21.3 20.2 35.6 35.3 12.6 15.9 19.1 23.1
Old : 21.3 20.2 35.6 35.3 12.6 15.9 19.1 23.1
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 20, 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 : 338,587: 8,438 10,262 17,211 301,552 307,524 327,201 334,997: 11,386 3,590
Old : 338,587: 8,438 10,262 17,211 301,552 307,524 327,201 334,997: 11,386 3,590
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2011 :
: 6,248: 1,981 -1,900 -265 5,218 9,596 6,934 7,431: -686 -1,183
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 3.0 5.1 89.1 90.8 96.6 98.9: 3.4 1.1
Old : 100.0: 2.5 3.0 5.1 89.1 90.8 96.6 98.9: 3.4 1.1
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 : 64: 8 4 11 43 42 54 54:
Old : 64: 8 4 11 43 42 54 54:
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 : 31.6 45.8 51.8 62.4 24.0 37.5 36.6 45.5
Old : 31.6 45.8 51.8 62.4 24.0 37.5 36.6 45.5
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, September 20, 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 : 209,044: 6,055 0 3,801 195,367 202,498 205,223 206,299: 3,821 2,745
Old : 209,044: 6,055 0 3,801 195,367 202,498 205,223 206,299: 3,821 2,745
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2011 :
: 9,876: -2,760 -34 1,349 15,384 11,845 13,973 13,160: -4,097 -3,284
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 0.0 1.8 93.5 96.9 98.2 98.7: 1.8 1.3
Old : 100.0: 2.9 0.0 1.8 93.5 96.9 98.2 98.7: 1.8 1.3
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: 4 0 4 36 37 40 41:
Old : 47: 4 0 4 36 37 40 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 : 51.2 48.8 69.1 65.7 45.8 47.6 58.3 59.7
Old : 51.2 48.8 69.1 65.7 45.8 47.6 58.3 59.7
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, September 20, 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 : 325,719: 1,977 27,347 8,311 310,841 282,348 321,129 318,006: 4,590 7,713
Old : 325,719: 1,977 27,347 8,311 310,841 282,348 321,129 318,006: 4,590 7,713
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2011 :
: 8,904: -2,608 2,122 2,597 6,784 2,542 6,773 7,261: 2,131 1,643
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 8.4 2.6 95.4 86.7 98.6 97.6: 1.4 2.4
Old : 100.0: 0.6 8.4 2.6 95.4 86.7 98.6 97.6: 1.4 2.4
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 : 51: 1 4 4 37 40 41 45:
Old : 51: 1 4 4 37 40 41 45:
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 : 48.8 41.8 69.2 66.3 46.5 39.6 64.2 58.6
Old : 48.8 41.8 69.2 66.3 46.5 39.6 64.2 58.6
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 20, 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 : 607,376: 11,309 2,650 24,243 568,909 579,651 604,461 606,544: 2,915 832
Old : 607,376: 11,309 2,650 24,243 568,909 579,651 604,461 606,544: 2,915 832
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2011 :
: 14,381: 3,897 -2,684 1,904 8,702 14,339 14,503 13,559: -122 822
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 0.4 4.0 93.7 95.4 99.5 99.9: 0.5 0.1
Old : 100.0: 1.9 0.4 4.0 93.7 95.4 99.5 99.9: 0.5 0.1
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 : 72: 5 4 7 61 53 68 62:
Old : 72: 5 4 7 61 53 68 62:
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 : 31.9 35.9 50.2 54.0 30.2 33.0 42.3 45.8
Old : 31.9 35.9 50.2 54.0 30.2 33.0 42.3 45.8
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 20, 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 : 219,393: 8,299 21,352 4,282 196,169 188,006 208,750 213,640: 10,643 5,753
Old : 219,393: 8,299 21,352 4,282 196,169 188,006 208,750 213,640: 10,643 5,753
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2011 :
: 3,026: 2,126 245 -1,408 470 4,073 1,188 2,910: 1,838 116
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 9.7 2.0 89.4 85.7 95.1 97.4: 4.9 2.6
Old : 100.0: 3.8 9.7 2.0 89.4 85.7 95.1 97.4: 4.9 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 : 42: 3 1 2 30 30 33 33:
Old : 42: 3 1 2 30 30 33 33:
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 : 49.4 59.0 64.9 77.9 46.0 57.5 59.2 73.5
Old : 49.4 59.0 64.9 77.9 46.0 57.5 59.2 73.5
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 20, 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 : 318,345: 15,507 734 42,654 252,225 270,368 310,386 313,756: 7,959 4,589
Old : 318,345: 15,507 734 42,654 252,225 270,368 310,386 313,756: 7,959 4,589
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2011 :
: 18,032: 715 -327 -1,346 21,152 22,294 20,521 20,621: -2,489 -2,589
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 0.2 13.4 79.2 84.9 97.5 98.6: 2.5 1.4
Old : 100.0: 4.9 0.2 13.4 79.2 84.9 97.5 98.6: 2.5 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 1 4 44 46 51 50:
Old : 59: 6 1 4 44 46 51 50:
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 : 35.4 44.8 54.5 60.2 24.9 33.2 37.8 44.6
Old : 35.4 44.8 54.5 60.2 24.9 33.2 37.8 44.6
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 20, 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 : 163,713: 10,692 8,619 4,173 147,093 143,729 161,958 156,521: 1,755 7,192
Old : 163,713: 10,692 8,619 4,173 147,093 143,729 161,958 156,521: 1,755 7,192
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2011 :
: 4,174: -1,532 -805 1,036 4,701 3,695 4,205 3,926: -31 248
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 5.3 2.5 89.8 87.8 98.9 95.6: 1.1 4.4
Old : 100.0: 6.5 5.3 2.5 89.8 87.8 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 : 38: 2 1 2 27 32 29 35:
Old : 38: 2 1 2 27 32 29 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 : 67.7 30.1 82.1 50.1 63.9 28.1 74.7 46.2
Old : 67.7 30.1 82.1 50.1 63.9 28.1 74.7 46.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 23, 2011