NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 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 : 4,776,178: 446,636 402,257 1,452,609 2,774,363 2,818,059 4,673,608 4,672,925: 102,570 103,253
Old : 4,776,178: 446,636 402,257 1,452,609 2,774,363 2,818,059 4,673,608 4,672,925: 102,570 103,253
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2011 :
: 38,338: 21,844 37,941 -106,789 44,330 28,656 -40,615 -40,192: 78,953 78,530
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 8.4 30.4 58.1 59.0 97.9 97.8: 2.1 2.2
Old : 100.0: 9.4 8.4 30.4 58.1 59.0 97.9 97.8: 2.1 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 : 223: 36 31 62 140 132 205 200:
Old : 223: 36 31 62 140 132 205 200:
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 : 22.1 20.3 37.0 34.7 16.7 16.0 22.2 24.1
Old : 22.1 20.3 37.0 34.7 16.7 16.0 22.2 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, December 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 : 324,030: 12,878 24,070 7,853 290,820 285,851 311,551 317,774: 12,479 6,256
Old : 324,030: 12,878 24,070 7,853 290,820 285,851 311,551 317,774: 12,479 6,256
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2011 :
: 14,734: -2,379 4,466 1,627 15,012 8,425 14,260 14,518: 474 216
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 7.4 2.4 89.8 88.2 96.1 98.1: 3.9 1.9
Old : 100.0: 4.0 7.4 2.4 89.8 88.2 96.1 98.1: 3.9 1.9
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 : 53: 6 2 5 39 37 47 42:
Old : 53: 6 2 5 39 37 47 42:
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 : 34.9 48.5 54.3 73.0 27.8 46.4 43.4 58.7
Old : 34.9 48.5 54.3 73.0 27.8 46.4 43.4 58.7
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, December 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 : 164,610: 351 0 5,480 152,800 157,629 158,631 163,109: 5,979 1,501
Old : 164,610: 351 0 5,480 152,800 157,629 158,631 163,109: 5,979 1,501
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2011 :
: 1,922: -46 0 649 2,864 2,537 3,467 3,186: -1,545 -1,264
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 0.0 3.3 92.8 95.8 96.4 99.1: 3.6 0.9
Old : 100.0: 0.2 0.0 3.3 92.8 95.8 96.4 99.1: 3.6 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 : 45: 2 0 2 35 41 37 43:
Old : 45: 2 0 2 35 41 37 43:
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 : 57.2 43.2 72.6 60.8 49.7 41.1 59.6 54.5
Old : 57.2 43.2 72.6 60.8 49.7 41.1 59.6 54.5
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, December 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 : 319,599: 5,336 28,677 2,121 306,884 283,604 314,341 314,402: 5,258 5,197
Old : 319,599: 5,336 28,677 2,121 306,884 283,604 314,341 314,402: 5,258 5,197
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2011 :
: -3,033: -853 2,352 -460 -3,089 -4,497 -4,402 -2,605: 1,369 -428
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 9.0 0.7 96.0 88.7 98.4 98.4: 1.6 1.6
Old : 100.0: 1.7 9.0 0.7 96.0 88.7 98.4 98.4: 1.6 1.6
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 : 46: 1 4 3 35 34 38 39:
Old : 46: 1 4 3 35 34 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 : 55.5 42.4 75.5 67.4 54.9 40.2 73.4 61.9
Old : 55.5 42.4 75.5 67.4 54.9 40.2 73.4 61.9
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, December 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 : 796,297: 651 26,784 22,178 770,940 744,376 793,769 793,338: 2,528 2,959
Old : 796,297: 651 26,784 22,178 770,940 744,376 793,769 793,338: 2,528 2,959
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2011 :
: -1,350: 68 3,015 -335 -1,297 -5,958 -1,564 -3,278: 214 1,928
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 3.4 2.8 96.8 93.5 99.7 99.6: 0.3 0.4
Old : 100.0: 0.1 3.4 2.8 96.8 93.5 99.7 99.6: 0.3 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 : 67: 1 5 5 55 48 61 53:
Old : 67: 1 5 5 55 48 61 53:
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 42.7 56.8 59.1 27.6 28.5 40.9 38.0
Old : 36.8 42.7 56.8 59.1 27.6 28.5 40.9 38.0
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, December 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 : 231,825: 9,458 19,683 4,677 208,281 202,087 222,416 226,447: 9,409 5,378
Old : 231,825: 9,458 19,683 4,677 208,281 202,087 222,416 226,447: 9,409 5,378
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2011 :
: 5,838: 428 0 103 3,661 4,836 4,192 4,939: 1,646 899
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 8.5 2.0 89.8 87.2 95.9 97.7: 4.1 2.3
Old : 100.0: 4.1 8.5 2.0 89.8 87.2 95.9 97.7: 4.1 2.3
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: 2 1 2 37 34 39 37:
Old : 46: 2 1 2 37 34 39 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 : 42.7 58.3 60.9 74.7 38.7 58.1 53.5 71.3
Old : 42.7 58.3 60.9 74.7 38.7 58.1 53.5 71.3
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, December 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 : 396,521: 9,898 21 18,283 358,131 371,714 386,312 390,018: 10,209 6,503
Old : 396,521: 9,898 21 18,283 358,131 371,714 386,312 390,018: 10,209 6,503
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2011 :
: 3,467: 62 21 -2,428 6,580 5,931 4,214 3,524: -747 -57
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 0.0 4.6 90.3 93.7 97.4 98.4: 2.6 1.6
Old : 100.0: 2.5 0.0 4.6 90.3 93.7 97.4 98.4: 2.6 1.6
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 : 58: 5 2 6 41 40 48 46:
Old : 58: 5 2 6 41 40 48 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 : 32.7 62.2 50.5 73.6 30.5 61.3 46.8 69.3
Old : 32.7 62.2 50.5 73.6 30.5 61.3 46.8 69.3
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, December 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 : 170,274: 6,556 8,004 8,083 152,779 144,953 167,418 161,040: 2,856 9,234
Old : 170,274: 6,556 8,004 8,083 152,779 144,953 167,418 161,040: 2,856 9,234
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2011 :
: -12,120: -5,743 278 4,106 -10,394 -17,663 -12,031 -13,279: -89 1,159
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 4.7 4.7 89.7 85.1 98.3 94.6: 1.7 5.4
Old : 100.0: 3.9 4.7 4.7 89.7 85.1 98.3 94.6: 1.7 5.4
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: 3 2 3 26 28 29 33:
Old : 39: 3 2 3 26 28 29 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 : 43.3 39.2 64.9 56.2 32.8 32.3 49.1 46.6
Old : 43.3 39.2 64.9 56.2 32.8 32.3 49.1 46.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 23, 2011