NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 29, 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 : 5,331,752: 879,553 337,335 1,472,628 2,953,373 3,498,867 5,305,554 5,308,830: 26,198 22,922
Old : 5,331,752: 879,553 337,335 1,472,628 2,953,373 3,498,867 5,305,554 5,308,830: 26,198 22,922
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2012 :
: 115,168: 54,846 31,050 1,928 53,080 80,062 109,854 113,040: 5,314 2,128
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 6.3 27.6 55.4 65.6 99.5 99.6: 0.5 0.4
Old : 100.0: 16.5 6.3 27.6 55.4 65.6 99.5 99.6: 0.5 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 : 225: 33 36 63 143 137 211 204:
Old : 225: 33 36 63 143 137 211 204:
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 : 24.1 20.4 41.5 34.2 18.4 16.4 27.6 24.9
Old : 24.1 20.4 41.5 34.2 18.4 16.4 27.6 24.9
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, May 29, 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 : 319,862: 3,688 5,035 7,149 291,497 302,706 302,334 314,890: 17,528 4,972
Old : 319,862: 3,688 5,035 7,149 291,497 302,706 302,334 314,890: 17,528 4,972
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2012 :
: -3,529: 737 -2,944 220 -4,523 -1,011 -3,566 -3,735: 37 206
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 1.6 2.2 91.1 94.6 94.5 98.4: 5.5 1.6
Old : 100.0: 1.2 1.6 2.2 91.1 94.6 94.5 98.4: 5.5 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 : 55: 5 4 6 41 40 49 47:
Old : 55: 5 4 6 41 40 49 47:
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 : 46.7 54.1 62.2 69.6 43.1 47.4 54.4 56.3
Old : 46.7 54.1 62.2 69.6 43.1 47.4 54.4 56.3
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, May 29, 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 : 178,879: 2,735 10,264 4,546 168,389 161,701 175,670 176,511: 3,209 2,368
Old : 178,879: 2,735 10,264 4,546 168,389 161,701 175,670 176,511: 3,209 2,368
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2012 :
: 668: 1,692 188 29 -1,200 154 521 371: 147 297
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 5.7 2.5 94.1 90.4 98.2 98.7: 1.8 1.3
Old : 100.0: 1.5 5.7 2.5 94.1 90.4 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 : 40: 2 2 3 33 34 36 38:
Old : 40: 2 2 3 33 34 36 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 : 59.3 36.1 76.3 56.4 53.8 34.2 61.1 50.2
Old : 59.3 36.1 76.3 56.4 53.8 34.2 61.1 50.2
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, May 29, 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 : 272,989: 1,468 16,144 2,335 262,172 237,579 265,975 256,058: 7,014 16,931
Old : 272,989: 1,468 16,144 2,335 262,172 237,579 265,975 256,058: 7,014 16,931
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2012 :
: 353: -1,289 -208 242 238 -982 -809 -948: 1,162 1,301
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 5.9 0.9 96.0 87.0 97.4 93.8: 2.6 6.2
Old : 100.0: 0.5 5.9 0.9 96.0 87.0 97.4 93.8: 2.6 6.2
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 : 46: 1 5 4 33 31 37 37:
Old : 46: 1 5 4 33 31 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 : 49.6 50.5 68.9 70.0 47.4 40.8 64.5 56.3
Old : 49.6 50.5 68.9 70.0 47.4 40.8 64.5 56.3
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, May 29, 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 : 824,113: 2,537 23,742 29,446 788,726 767,572 820,709 820,760: 3,404 3,353
Old : 824,113: 2,537 23,742 29,446 788,726 767,572 820,709 820,760: 3,404 3,353
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2012 :
: 35,393: 1,702 -4,848 7,098 26,742 32,862 35,542 35,112: -149 281
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 2.9 3.6 95.7 93.1 99.6 99.6: 0.4 0.4
Old : 100.0: 0.3 2.9 3.6 95.7 93.1 99.6 99.6: 0.4 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: 3 7 8 56 48 65 57:
Old : 69: 3 7 8 56 48 65 57:
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 : 36.9 34.8 56.1 53.5 28.5 27.1 42.4 36.5
Old : 36.9 34.8 56.1 53.5 28.5 27.1 42.4 36.5
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, May 29, 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 : 235,199: 17,561 0 1,079 211,038 231,076 229,678 232,155: 5,521 3,044
Old : 235,199: 17,561 0 1,079 211,038 231,076 229,678 232,155: 5,521 3,044
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2012 :
: 3,141: 235 0 -244 3,394 4,571 3,385 4,327: -244 -1,186
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 0.0 0.5 89.7 98.2 97.7 98.7: 2.3 1.3
Old : 100.0: 7.5 0.0 0.5 89.7 98.2 97.7 98.7: 2.3 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 : 41: 2 0 2 31 30 33 32:
Old : 41: 2 0 2 31 30 33 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 : 47.0 57.1 67.3 76.8 39.1 57.0 55.8 68.3
Old : 47.0 57.1 67.3 76.8 39.1 57.0 55.8 68.3
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, May 29, 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 : 364,595: 3,701 5,001 45,461 308,130 305,074 357,292 355,536: 7,303 9,059
Old : 364,595: 3,701 5,001 45,461 308,130 305,074 357,292 355,536: 7,303 9,059
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2012 :
: 2,780: 1,983 -5,002 2,042 -1,245 5,496 2,780 2,536: 0 244
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 1.4 12.5 84.5 83.7 98.0 97.5: 2.0 2.5
Old : 100.0: 1.0 1.4 12.5 84.5 83.7 98.0 97.5: 2.0 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 : 58: 4 4 5 38 41 44 48:
Old : 58: 4 4 5 38 41 44 48:
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 50.7 57.7 64.3 31.8 43.4 45.6 54.1
Old : 39.0 50.7 57.7 64.3 31.8 43.4 45.6 54.1
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, May 29, 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 : 179,398: 20,840 3,240 6,568 148,932 164,158 176,340 173,966: 3,058 5,432
Old : 179,398: 20,840 3,240 6,568 148,932 164,158 176,340 173,966: 3,058 5,432
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2012 :
: -6,022: -3,014 364 2,066 -5,638 -8,452 -6,586 -6,022: 564 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 1.8 3.7 83.0 91.5 98.3 97.0: 1.7 3.0
Old : 100.0: 11.6 1.8 3.7 83.0 91.5 98.3 97.0: 1.7 3.0
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 : 49: 5 4 2 31 31 36 37:
Old : 49: 5 4 2 31 31 36 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 : 54.7 37.8 69.4 56.1 51.8 31.1 60.0 45.9
Old : 54.7 37.8 69.4 56.1 51.8 31.1 60.0 45.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 5, 2012