NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 11, 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 : 4,540,418: 630,236 308,796 1,252,822 2,637,432 2,951,774 4,520,490 4,513,392: 19,928 27,026
Old : 4,540,418: 630,236 308,796 1,252,822 2,637,432 2,951,774 4,520,490 4,513,392: 19,928 27,026
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2012 :
: 35,661: 16,790 10,318 -17,613 33,667 26,345 32,844 19,050: 2,817 16,611
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 6.8 27.6 58.1 65.0 99.6 99.4: 0.4 0.6
Old : 100.0: 13.9 6.8 27.6 58.1 65.0 99.6 99.4: 0.4 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 : 214: 34 32 54 139 133 200 193:
Old : 214: 34 32 54 139 133 200 193:
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 : 23.0 22.0 36.5 36.2 17.6 18.1 25.8 26.8
Old : 23.0 22.0 36.5 36.2 17.6 18.1 25.8 26.8
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, September 11, 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 : 281,211: 5,337 12,835 4,908 257,330 260,259 267,575 278,002: 13,636 3,209
Old : 281,211: 5,337 12,835 4,908 257,330 260,259 267,575 278,002: 13,636 3,209
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2012 :
: -16,787: -1,881 -3,528 287 -15,617 -14,244 -17,211 -17,485: 424 698
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 4.6 1.7 91.5 92.5 95.2 98.9: 4.8 1.1
Old : 100.0: 1.9 4.6 1.7 91.5 92.5 95.2 98.9: 4.8 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 : 48: 4 4 3 36 36 42 41:
Old : 48: 4 4 3 36 36 42 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 : 49.3 58.1 66.6 72.8 44.4 44.6 55.6 57.0
Old : 49.3 58.1 66.6 72.8 44.4 44.6 55.6 57.0
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 11, 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 : 150,655: 2,433 3,643 3,372 141,589 137,565 147,394 144,580: 3,261 6,075
Old : 150,655: 2,433 3,643 3,372 141,589 137,565 147,394 144,580: 3,261 6,075
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2012 :
: -8,753: 1,165 -1,489 -702 -8,362 -8,242 -7,899 -10,433: -854 1,680
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 2.4 2.2 94.0 91.3 97.8 96.0: 2.2 4.0
Old : 100.0: 1.6 2.4 2.2 94.0 91.3 97.8 96.0: 2.2 4.0
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 : 35: 3 2 2 29 29 32 33:
Old : 35: 3 2 2 29 29 32 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 : 64.7 40.8 82.6 60.9 48.7 32.8 57.0 42.9
Old : 64.7 40.8 82.6 60.9 48.7 32.8 57.0 42.9
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 11, 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 : 248,847: 0 8,171 2,851 239,048 229,639 241,899 240,661: 6,948 8,186
Old : 248,847: 0 8,171 2,851 239,048 229,639 241,899 240,661: 6,948 8,186
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2012 :
: -20,625: -1,952 -2,706 141 -20,046 -19,309 -21,857 -21,874: 1,232 1,249
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.3 1.1 96.1 92.3 97.2 96.7: 2.8 3.3
Old : 100.0: 0.0 3.3 1.1 96.1 92.3 97.2 96.7: 2.8 3.3
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 : 44: 0 2 1 36 37 37 39:
Old : 44: 0 2 1 36 37 37 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 : 52.0 41.5 73.9 61.8 45.5 25.5 55.5 41.3
Old : 52.0 41.5 73.9 61.8 45.5 25.5 55.5 41.3
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 11, 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 : 715,837: 2,700 4,269 18,751 686,012 679,845 707,463 702,865: 8,374 12,972
Old : 715,837: 2,700 4,269 18,751 686,012 679,845 707,463 702,865: 8,374 12,972
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2012 :
: -50,451: -2,873 38 -1,559 -51,478 -58,653 -55,910 -60,174: 5,459 9,723
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 0.6 2.6 95.8 95.0 98.8 98.2: 1.2 1.8
Old : 100.0: 0.4 0.6 2.6 95.8 95.0 98.8 98.2: 1.2 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 : 66: 4 3 6 52 45 59 52:
Old : 66: 4 3 6 52 45 59 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 : 36.8 41.5 55.6 62.8 21.3 36.1 36.7 47.9
Old : 36.8 41.5 55.6 62.8 21.3 36.1 36.7 47.9
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 11, 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 : 204,112: 1,354 0 835 195,838 196,155 198,027 196,990: 6,085 7,122
Old : 204,112: 1,354 0 835 195,838 196,155 198,027 196,990: 6,085 7,122
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2012 :
: -14,752: -1,945 0 -489 -12,198 -17,490 -14,632 -17,979: -120 3,227
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 0.0 0.4 95.9 96.1 97.0 96.5: 3.0 3.5
Old : 100.0: 0.7 0.0 0.4 95.9 96.1 97.0 96.5: 3.0 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 : 41: 2 0 1 30 31 32 32:
Old : 41: 2 0 1 30 31 32 32:
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 58.3 73.4 74.3 42.5 58.1 60.8 68.7
Old : 51.2 58.3 73.4 74.3 42.5 58.1 60.8 68.7
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 11, 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 : 275,221: 19,240 1,058 12,026 237,619 256,104 268,885 269,188: 6,336 6,033
Old : 275,221: 19,240 1,058 12,026 237,619 256,104 268,885 269,188: 6,336 6,033
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2012 :
: -21,480: 293 -489 -2,402 -18,891 -20,731 -21,000 -23,622: -480 2,142
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 0.4 4.4 86.3 93.1 97.7 97.8: 2.3 2.2
Old : 100.0: 7.0 0.4 4.4 86.3 93.1 97.7 97.8: 2.3 2.2
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 2 5 40 44 45 49:
Old : 55: 3 2 5 40 44 45 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 : 37.8 42.6 56.1 58.5 30.8 41.2 48.5 55.6
Old : 37.8 42.6 56.1 58.5 30.8 41.2 48.5 55.6
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 11, 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 : 129,887: 10,570 0 4,177 111,691 117,077 126,438 121,254: 3,449 8,633
Old : 129,887: 10,570 0 4,177 111,691 117,077 126,438 121,254: 3,449 8,633
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2012 :
: -18,174: -1,001 -600 -4,267 -13,079 -15,408 -18,347 -20,275: 173 2,101
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 0.0 3.2 86.0 90.1 97.3 93.4: 2.7 6.6
Old : 100.0: 8.1 0.0 3.2 86.0 90.1 97.3 93.4: 2.7 6.6
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: 4 0 2 30 27 34 29:
Old : 39: 4 0 2 30 27 34 29:
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 : 58.2 48.3 73.1 67.4 52.8 44.6 64.5 56.0
Old : 58.2 48.3 73.1 67.4 52.8 44.6 64.5 56.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 14, 2012