NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 24, 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 : 5,096,629: 473,802 392,119 1,659,763 2,938,138 3,012,630 5,071,703 5,064,512: 24,926 32,117
Old : 5,096,629: 473,802 392,119 1,659,763 2,938,138 3,012,630 5,071,703 5,064,512: 24,926 32,117
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: 133,972: 38,619 59,001 -3,598 102,738 82,714 137,759 138,117: -3,787 -4,145
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 7.7 32.6 57.6 59.1 99.5 99.4: 0.5 0.6
Old : 100.0: 9.3 7.7 32.6 57.6 59.1 99.5 99.4: 0.5 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 : 229: 31 40 60 144 136 208 205:
Old : 229: 31 40 60 144 136 208 205:
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 : 23.5 20.0 38.7 33.5 16.6 13.8 21.5 21.2
Old : 23.5 20.0 38.7 33.5 16.6 13.8 21.5 21.2
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 24, 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 : 366,276: 4,792 56,179 13,963 331,331 291,895 350,086 362,037: 16,190 4,239
Old : 366,276: 4,792 56,179 13,963 331,331 291,895 350,086 362,037: 16,190 4,239
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: 15,592: 938 3,790 429 13,910 12,742 15,277 16,961: 315 -1,369
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 15.3 3.8 90.5 79.7 95.6 98.8: 4.4 1.2
Old : 100.0: 1.3 15.3 3.8 90.5 79.7 95.6 98.8: 4.4 1.2
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 : 54: 3 5 7 42 34 49 42:
Old : 54: 3 5 7 42 34 49 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 : 33.0 46.1 52.2 70.8 25.6 42.2 42.3 57.4
Old : 33.0 46.1 52.2 70.8 25.6 42.2 42.3 57.4
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, January 24, 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 : 162,206: 325 317 5,382 150,588 153,045 156,295 158,744: 5,911 3,462
Old : 162,206: 325 317 5,382 150,588 153,045 156,295 158,744: 5,911 3,462
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: 6,295: -1,106 26 1,082 7,217 5,913 7,193 7,021: -898 -726
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 0.2 3.3 92.8 94.4 96.4 97.9: 3.6 2.1
Old : 100.0: 0.2 0.2 3.3 92.8 94.4 96.4 97.9: 3.6 2.1
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 : 42: 1 1 2 35 35 37 37:
Old : 42: 1 1 2 35 35 37 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 : 58.0 45.1 72.8 62.7 55.3 42.1 61.9 54.6
Old : 58.0 45.1 72.8 62.7 55.3 42.1 61.9 54.6
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 24, 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 : 316,432: 6,629 16,829 4,089 299,039 287,729 309,757 308,647: 6,675 7,785
Old : 316,432: 6,629 16,829 4,089 299,039 287,729 309,757 308,647: 6,675 7,785
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: 1,764: -2,140 -7,019 2,840 267 3,187 967 -992: 797 2,756
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 5.3 1.3 94.5 90.9 97.9 97.5: 2.1 2.5
Old : 100.0: 2.1 5.3 1.3 94.5 90.9 97.9 97.5: 2.1 2.5
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 : 45: 1 3 4 36 35 40 39:
Old : 45: 1 3 4 36 35 40 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 : 55.6 46.1 75.6 69.4 55.1 43.4 74.3 64.9
Old : 55.6 46.1 75.6 69.4 55.1 43.4 74.3 64.9
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 24, 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 : 778,294: 683 34,630 20,147 754,925 720,848 775,755 775,625: 2,539 2,669
Old : 778,294: 683 34,630 20,147 754,925 720,848 775,755 775,625: 2,539 2,669
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: -7,596: -391 -145 1,931 -9,253 -8,578 -7,713 -6,792: 117 -804
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 4.4 2.6 97.0 92.6 99.7 99.7: 0.3 0.3
Old : 100.0: 0.1 4.4 2.6 97.0 92.6 99.7 99.7: 0.3 0.3
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 : 69: 1 5 6 59 47 65 53:
Old : 69: 1 5 6 59 47 65 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 : 39.0 38.2 58.1 58.0 30.6 28.2 43.6 39.1
Old : 39.0 38.2 58.1 58.0 30.6 28.2 43.6 39.1
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 24, 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 : 230,297: 10,776 14,084 3,419 212,393 210,677 226,588 228,180: 3,709 2,117
Old : 230,297: 10,776 14,084 3,419 212,393 210,677 226,588 228,180: 3,709 2,117
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: -2,332: 2,670 899 -924 102 -55 1,848 -80: -4,180 -2,252
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 6.1 1.5 92.2 91.5 98.4 99.1: 1.6 0.9
Old : 100.0: 4.7 6.1 1.5 92.2 91.5 98.4 99.1: 1.6 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 : 49: 2 1 2 40 37 42 40:
Old : 49: 2 1 2 40 37 42 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 : 44.7 57.1 65.0 73.5 39.9 56.9 57.5 70.2
Old : 44.7 57.1 65.0 73.5 39.9 56.9 57.5 70.2
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 24, 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 : 365,274: 7,630 6,301 18,651 331,617 332,232 357,898 357,184: 7,376 8,090
Old : 365,274: 7,630 6,301 18,651 331,617 332,232 357,898 357,184: 7,376 8,090
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: 19,135: 2,090 -2,781 -496 18,897 22,270 20,491 18,993: -1,356 142
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 1.7 5.1 90.8 91.0 98.0 97.8: 2.0 2.2
Old : 100.0: 2.1 1.7 5.1 90.8 91.0 98.0 97.8: 2.0 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 : 57: 3 4 6 42 39 49 45:
Old : 57: 3 4 6 42 39 49 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 : 37.4 56.8 53.8 69.0 35.6 54.9 50.2 63.7
Old : 37.4 56.8 53.8 69.0 35.6 54.9 50.2 63.7
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 24, 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 : 227,734: 6,112 14,913 8,082 209,734 199,021 223,928 222,016: 3,806 5,718
Old : 227,734: 6,112 14,913 8,082 209,734 199,021 223,928 222,016: 3,806 5,718
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: 14,226: -3,976 2,150 2,246 15,748 12,380 14,018 16,776: 208 -2,550
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 6.5 3.5 92.1 87.4 98.3 97.5: 1.7 2.5
Old : 100.0: 2.7 6.5 3.5 92.1 87.4 98.3 97.5: 1.7 2.5
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 : 42: 3 3 3 25 30 29 35:
Old : 42: 3 3 3 25 30 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 : 70.5 44.1 81.3 60.1 66.5 40.9 71.3 54.9
Old : 70.5 44.1 81.3 60.1 66.5 40.9 71.3 54.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 27, 2012