NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391 Commitments of Traders with Delta-adjusted Options and Futures Combined, January 17, 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 : 4,962,657: 435,183 333,118 1,663,361 2,835,400 2,929,916 4,933,944 4,926,395: 28,713 36,262 Old : 4,962,657: 435,183 333,118 1,663,361 2,835,400 2,929,916 4,933,944 4,926,395: 28,713 36,262 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 10, 2012 : : 254,225: -3,833 -31,462 134,772 112,527 133,229 243,466 236,539: 10,759 17,686 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.8 6.7 33.5 57.1 59.0 99.4 99.3: 0.6 0.7 Old : 100.0: 8.8 6.7 33.5 57.1 59.0 99.4 99.3: 0.6 0.7 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 : 228: 32 39 61 143 134 208 203: Old : 228: 32 39 61 143 134 208 203: 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 : 24.3 20.6 39.2 35.0 14.6 14.5 19.2 21.9 Old : 24.3 20.6 39.2 35.0 14.6 14.5 19.2 21.9 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, January 17, 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 : 350,684: 3,854 52,389 13,534 317,421 279,153 334,809 345,076: 15,875 5,608 Old : 350,684: 3,854 52,389 13,534 317,421 279,153 334,809 345,076: 15,875 5,608 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 10, 2012 : : 23,621: -4,062 7,033 5,985 20,290 11,244 22,213 24,262: 1,408 -641 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.1 14.9 3.9 90.5 79.6 95.5 98.4: 4.5 1.6 Old : 100.0: 1.1 14.9 3.9 90.5 79.6 95.5 98.4: 4.5 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 : 50: 2 5 7 39 34 46 41: Old : 50: 2 5 7 39 34 46 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 : 34.5 48.1 53.2 73.0 26.8 45.0 42.4 57.6 Old : 34.5 48.1 53.2 73.0 26.8 45.0 42.4 57.6 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, January 17, 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 : 155,911: 1,431 291 4,300 143,371 147,132 149,102 151,723: 6,809 4,188 Old : 155,911: 1,431 291 4,300 143,371 147,132 149,102 151,723: 6,809 4,188 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 10, 2012 : : 2,924: -974 291 581 2,999 781 2,606 1,653: 318 1,271 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.9 0.2 2.8 92.0 94.4 95.6 97.3: 4.4 2.7 Old : 100.0: 0.9 0.2 2.8 92.0 94.4 95.6 97.3: 4.4 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 : 43: 1 1 2 35 36 37 38: Old : 43: 1 1 2 35 36 37 38: 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 : 58.0 46.2 71.4 64.0 54.0 43.5 61.3 55.8 Old : 58.0 46.2 71.4 64.0 54.0 43.5 61.3 55.8 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, January 17, 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 : 314,668: 8,769 23,848 1,249 298,772 284,542 308,790 309,639: 5,878 5,029 Old : 314,668: 8,769 23,848 1,249 298,772 284,542 308,790 309,639: 5,878 5,029 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 10, 2012 : : 7,126: 428 2,781 -400 6,505 5,591 6,533 7,972: 593 -846 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.8 7.6 0.4 94.9 90.4 98.1 98.4: 1.9 1.6 Old : 100.0: 2.8 7.6 0.4 94.9 90.4 98.1 98.4: 1.9 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 : 47: 1 3 2 34 36 36 40: Old : 47: 1 3 2 34 36 36 40: 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 : 56.1 43.6 75.6 67.9 55.8 41.5 74.2 62.9 Old : 56.1 43.6 75.6 67.9 55.8 41.5 74.2 62.9 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, January 17, 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 : 785,890: 1,074 34,775 18,216 764,178 729,426 783,468 782,417: 2,422 3,473 Old : 785,890: 1,074 34,775 18,216 764,178 729,426 783,468 782,417: 2,422 3,473 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 10, 2012 : : 854: -866 -5,102 2,172 -713 3,512 593 582: 261 272 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.1 4.4 2.3 97.2 92.8 99.7 99.6: 0.3 0.4 Old : 100.0: 0.1 4.4 2.3 97.2 92.8 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 : 69: 2 4 5 56 47 62 52: Old : 69: 2 4 5 56 47 62 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 : 38.5 40.6 58.8 58.9 30.5 27.2 43.6 37.5 Old : 38.5 40.6 58.8 58.9 30.5 27.2 43.6 37.5 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, January 17, 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 : 232,629: 8,106 13,185 4,343 212,291 210,732 224,740 228,260: 7,889 4,369 Old : 232,629: 8,106 13,185 4,343 212,291 210,732 224,740 228,260: 7,889 4,369 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 10, 2012 : : 6,075: -1,836 -1,233 1,180 7,123 7,078 6,467 7,025: -392 -950 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.5 5.7 1.9 91.3 90.6 96.6 98.1: 3.4 1.9 Old : 100.0: 3.5 5.7 1.9 91.3 90.6 96.6 98.1: 3.4 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 : 45: 2 1 2 36 35 38 38: Old : 45: 2 1 2 36 35 38 38: 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 : 44.1 57.0 63.7 72.6 38.8 56.8 55.3 69.4 Old : 44.1 57.0 63.7 72.6 38.8 56.8 55.3 69.4 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, January 17, 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 : 346,139: 5,540 9,082 19,147 312,720 309,962 337,407 338,191: 8,732 7,948 Old : 346,139: 5,540 9,082 19,147 312,720 309,962 337,407 338,191: 8,732 7,948 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 10, 2012 : : -1,043: -5,173 1,577 7,027 -861 -12,274 993 -3,670: -2,036 2,627 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.6 2.6 5.5 90.3 89.5 97.5 97.7: 2.5 2.3 Old : 100.0: 1.6 2.6 5.5 90.3 89.5 97.5 97.7: 2.5 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 : 56: 2 4 5 42 38 48 43: Old : 56: 2 4 5 42 38 48 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 : 34.8 49.0 52.0 63.5 32.3 47.1 47.0 57.7 Old : 34.8 49.0 52.0 63.5 32.3 47.1 47.0 57.7 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, January 17, 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 : 213,508: 10,088 12,763 5,836 193,986 186,641 209,910 205,240: 3,598 8,268 Old : 213,508: 10,088 12,763 5,836 193,986 186,641 209,910 205,240: 3,598 8,268 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 10, 2012 : : -3,551: 7,169 -1,117 -2,652 -8,630 1,048 -4,113 -2,721: 562 -830 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.7 6.0 2.7 90.9 87.4 98.3 96.1: 1.7 3.9 Old : 100.0: 4.7 6.0 2.7 90.9 87.4 98.3 96.1: 1.7 3.9 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 : 40: 3 2 2 26 29 29 33: Old : 40: 3 2 2 26 29 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 : 67.4 45.4 79.8 61.6 63.3 42.2 69.7 56.4 Old : 67.4 45.4 79.8 61.6 63.3 42.2 69.7 56.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 20, 2012