NATURAL GAS ICE HENRY HUB - ICE OTC Code-023391
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 9, 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 : 4,969,699: 574,276 142,528 1,495,694 2,870,302 3,306,139 4,940,272 4,944,361: 29,427 25,338
Old : 4,969,699: 574,276 142,528 1,495,694 2,870,302 3,306,139 4,940,272 4,944,361: 29,427 25,338
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2012 :
: 134,977: 3,890 -13,718 14,719 107,618 123,247 126,227 124,248: 8,750 10,729
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 2.9 30.1 57.8 66.5 99.4 99.5: 0.6 0.5
Old : 100.0: 11.6 2.9 30.1 57.8 66.5 99.4 99.5: 0.6 0.5
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 : 223: 50 24 62 139 135 210 200:
Old : 223: 50 24 62 139 135 210 200:
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 : 23.5 21.9 39.1 36.3 16.4 18.4 22.4 25.0
Old : 23.5 21.9 39.1 36.3 16.4 18.4 22.4 25.0
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, October 9, 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 : 267,586: 3,202 9,497 3,411 247,986 251,506 254,599 264,414: 12,987 3,172
Old : 267,586: 3,202 9,497 3,411 247,986 251,506 254,599 264,414: 12,987 3,172
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2012 :
: -26,095: -3,011 -5,832 -2,620 -20,466 -18,453 -26,097 -26,905: 2 810
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 3.5 1.3 92.7 94.0 95.1 98.8: 4.9 1.2
Old : 100.0: 1.2 3.5 1.3 92.7 94.0 95.1 98.8: 4.9 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 : 47: 2 5 4 35 35 39 42:
Old : 47: 2 5 4 35 35 39 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 : 48.5 59.6 65.1 72.1 41.2 41.3 49.3 51.6
Old : 48.5 59.6 65.1 72.1 41.2 41.3 49.3 51.6
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, October 9, 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 : 150,880: 3,361 3,510 3,261 141,934 141,777 148,556 148,548: 2,324 2,332
Old : 150,880: 3,361 3,510 3,261 141,934 141,777 148,556 148,548: 2,324 2,332
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2012 :
: -13,097: -1,222 -1,179 -843 -11,386 -10,148 -13,451 -12,170: 354 -927
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 2.3 2.2 94.1 94.0 98.5 98.5: 1.5 1.5
Old : 100.0: 2.2 2.3 2.2 94.1 94.0 98.5 98.5: 1.5 1.5
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 : 40: 5 1 3 32 33 37 37:
Old : 40: 5 1 3 32 33 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 : 59.5 39.4 77.7 59.6 46.0 32.2 53.5 43.8
Old : 59.5 39.4 77.7 59.6 46.0 32.2 53.5 43.8
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, October 9, 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 : 242,913: 3,343 6,167 3,871 231,098 227,298 238,312 237,336: 4,601 5,577
Old : 242,913: 3,343 6,167 3,871 231,098 227,298 238,312 237,336: 4,601 5,577
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2012 :
: -19,590: 905 -5,454 1,074 -22,185 -16,208 -20,206 -20,588: 616 998
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 2.5 1.6 95.1 93.6 98.1 97.7: 1.9 2.3
Old : 100.0: 1.4 2.5 1.6 95.1 93.6 98.1 97.7: 1.9 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 : 42: 2 2 1 30 33 33 35:
Old : 42: 2 2 1 30 33 33 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 : 52.7 43.6 75.2 63.4 46.9 30.2 55.7 44.6
Old : 52.7 43.6 75.2 63.4 46.9 30.2 55.7 44.6
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, October 9, 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 : 680,964: 1,678 2,282 13,915 662,671 663,397 678,264 679,594: 2,700 1,370
Old : 680,964: 1,678 2,282 13,915 662,671 663,397 678,264 679,594: 2,700 1,370
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2012 :
: -4,259: 33 -2,631 404 -2,871 -1,509 -2,434 -3,736: -1,825 -523
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 0.3 2.0 97.3 97.4 99.6 99.8: 0.4 0.2
Old : 100.0: 0.2 0.3 2.0 97.3 97.4 99.6 99.8: 0.4 0.2
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 : 64: 2 2 5 53 44 58 50:
Old : 64: 2 2 5 53 44 58 50:
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 : 35.6 42.9 56.5 64.6 24.5 38.2 39.8 50.8
Old : 35.6 42.9 56.5 64.6 24.5 38.2 39.8 50.8
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, October 9, 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 : 198,572: 817 0 1,056 187,959 194,481 189,832 195,537: 8,740 3,035
Old : 198,572: 817 0 1,056 187,959 194,481 189,832 195,537: 8,740 3,035
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2012 :
: -17,678: -1,590 0 27 -17,135 -17,259 -18,698 -17,232: 1,020 -446
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 0.0 0.5 94.7 97.9 95.6 98.5: 4.4 1.5
Old : 100.0: 0.4 0.0 0.5 94.7 97.9 95.6 98.5: 4.4 1.5
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 : 39: 1 0 1 27 30 28 31:
Old : 39: 1 0 1 27 30 28 31:
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 : 54.5 56.8 72.9 77.2 46.7 56.8 61.9 68.8
Old : 54.5 56.8 72.9 77.2 46.7 56.8 61.9 68.8
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, October 9, 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 : 264,870: 14,676 94 5,616 238,954 256,674 259,246 262,384: 5,624 2,486
Old : 264,870: 14,676 94 5,616 238,954 256,674 259,246 262,384: 5,624 2,486
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2012 :
: -33,919: -2,117 -4 -3,976 -27,360 -29,400 -33,453 -33,380: -466 -539
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 0.0 2.1 90.2 96.9 97.9 99.1: 2.1 0.9
Old : 100.0: 5.5 0.0 2.1 90.2 96.9 97.9 99.1: 2.1 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 : 52: 2 1 3 38 40 41 43:
Old : 52: 2 1 3 38 40 41 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 : 36.2 44.6 56.9 61.9 33.3 44.6 52.4 59.1
Old : 36.2 44.6 56.9 61.9 33.3 44.6 52.4 59.1
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, October 9, 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 : 109,926: 5,860 0 2,371 98,572 100,703 106,803 103,074: 3,123 6,852
Old : 109,926: 5,860 0 2,371 98,572 100,703 106,803 103,074: 3,123 6,852
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2012 :
: -22,117: 157 -1,674 -5,527 -16,385 -15,283 -21,755 -22,484: -362 367
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 0.0 2.2 89.7 91.6 97.2 93.8: 2.8 6.2
Old : 100.0: 5.3 0.0 2.2 89.7 91.6 97.2 93.8: 2.8 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 : 35: 2 0 1 25 26 27 27:
Old : 35: 2 0 1 25 26 27 27:
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 : 65.4 48.3 81.2 71.6 64.6 43.7 74.0 60.3
Old : 65.4 48.3 81.2 71.6 64.6 43.7 74.0 60.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 12, 2012