NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 16, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 MMBtus :
: : :
All : 5,205,223: 619,347 104,574 1,631,334 2,935,959 3,451,427 5,186,640 5,187,335: 18,583 17,888
Old : 5,205,223: 619,347 104,574 1,631,334 2,935,959 3,451,427 5,186,640 5,187,335: 18,583 17,888
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2012 :
: 235,524: 45,071 -37,954 135,640 65,657 145,288 246,368 242,974: -10,844 -7,450
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 2.0 31.3 56.4 66.3 99.6 99.7: 0.4 0.3
Old : 100.0: 11.9 2.0 31.3 56.4 66.3 99.6 99.7: 0.4 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 : 225: 50 23 63 142 136 213 202:
Old : 225: 50 23 63 142 136 213 202:
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 : 23.9 22.3 40.2 37.1 15.7 19.0 22.3 26.1
Old : 23.9 22.3 40.2 37.1 15.7 19.0 22.3 26.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 16, 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 : 260,640: 3,411 2,558 3,572 239,628 251,432 246,611 257,562: 14,029 3,078
Old : 260,640: 3,411 2,558 3,572 239,628 251,432 246,611 257,562: 14,029 3,078
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2012 :
: -6,946: 209 -6,939 161 -8,358 -74 -7,988 -6,852: 1,042 -94
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 1.0 1.4 91.9 96.5 94.6 98.8: 5.4 1.2
Old : 100.0: 1.3 1.0 1.4 91.9 96.5 94.6 98.8: 5.4 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 : 46: 4 3 5 34 36 39 43:
Old : 46: 4 3 5 34 36 39 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 : 46.6 59.9 63.7 73.1 39.3 42.3 47.9 52.6
Old : 46.6 59.9 63.7 73.1 39.3 42.3 47.9 52.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 16, 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 : 155,509: 2,739 3,330 4,194 146,376 145,379 153,309 152,903: 2,200 2,606
Old : 155,509: 2,739 3,330 4,194 146,376 145,379 153,309 152,903: 2,200 2,606
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2012 :
: 4,629: -622 -180 933 4,442 3,602 4,753 4,355: -124 274
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 2.1 2.7 94.1 93.5 98.6 98.3: 1.4 1.7
Old : 100.0: 1.8 2.1 2.7 94.1 93.5 98.6 98.3: 1.4 1.7
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 : 40: 5 1 3 31 33 36 37:
Old : 40: 5 1 3 31 33 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 : 56.2 37.8 75.0 58.7 41.2 31.6 50.8 44.0
Old : 56.2 37.8 75.0 58.7 41.2 31.6 50.8 44.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 16, 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 : 242,291: 4,350 6,211 4,012 229,541 226,845 237,903 237,068: 4,388 5,223
Old : 242,291: 4,350 6,211 4,012 229,541 226,845 237,903 237,068: 4,388 5,223
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2012 :
: -622: 1,007 44 141 -1,557 -453 -409 -268: -213 -354
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 2.6 1.7 94.7 93.6 98.2 97.8: 1.8 2.2
Old : 100.0: 1.8 2.6 1.7 94.7 93.6 98.2 97.8: 1.8 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 : 42: 3 2 2 29 33 33 36:
Old : 42: 3 2 2 29 33 33 36:
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 : 49.8 42.9 72.7 62.9 46.8 30.0 56.2 45.7
Old : 49.8 42.9 72.7 62.9 46.8 30.0 56.2 45.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 16, 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 : 697,383: 829 3,869 14,946 676,526 677,410 692,301 696,225: 5,082 1,158
Old : 697,383: 829 3,869 14,946 676,526 677,410 692,301 696,225: 5,082 1,158
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2012 :
: 16,419: -849 1,587 1,031 13,855 14,013 14,037 16,631: 2,382 -212
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 0.6 2.1 97.0 97.1 99.3 99.8: 0.7 0.2
Old : 100.0: 0.1 0.6 2.1 97.0 97.1 99.3 99.8: 0.7 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: 1 3 5 53 45 58 51:
Old : 64: 1 3 5 53 45 58 51:
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 : 34.1 43.1 55.2 64.4 25.8 37.9 40.8 51.1
Old : 34.1 43.1 55.2 64.4 25.8 37.9 40.8 51.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 16, 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 : 205,147: 4,700 0 692 190,770 199,045 196,162 199,737: 8,985 5,410
Old : 205,147: 4,700 0 692 190,770 199,045 196,162 199,737: 8,985 5,410
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2012 :
: 6,575: 3,883 0 -364 2,811 4,564 6,330 4,200: 245 2,375
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 0.0 0.3 93.0 97.0 95.6 97.4: 4.4 2.6
Old : 100.0: 2.3 0.0 0.3 93.0 97.0 95.6 97.4: 4.4 2.6
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 : 37: 1 0 1 26 29 27 30:
Old : 37: 1 0 1 26 29 27 30:
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 : 54.1 56.3 71.2 76.8 46.9 56.3 61.3 68.3
Old : 54.1 56.3 71.2 76.8 46.9 56.3 61.3 68.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 16, 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 : 265,850: 9,425 0 7,106 243,455 255,405 259,986 262,511: 5,864 3,339
Old : 265,850: 9,425 0 7,106 243,455 255,405 259,986 262,511: 5,864 3,339
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2012 :
: 980: -5,251 -94 1,490 4,501 -1,269 740 127: 240 853
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 0.0 2.7 91.6 96.1 97.8 98.7: 2.2 1.3
Old : 100.0: 3.5 0.0 2.7 91.6 96.1 97.8 98.7: 2.2 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 : 53: 3 0 3 38 40 41 43:
Old : 53: 3 0 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 : 37.0 39.7 56.2 57.5 34.0 39.7 52.1 55.2
Old : 37.0 39.7 56.2 57.5 34.0 39.7 52.1 55.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 16, 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 : 121,115: 9,870 0 2,467 105,397 112,184 117,734 114,651: 3,381 6,464
Old : 121,115: 9,870 0 2,467 105,397 112,184 117,734 114,651: 3,381 6,464
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2012 :
: 11,189: 4,010 0 96 6,825 11,481 10,931 11,577: 258 -388
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 0.0 2.0 87.0 92.6 97.2 94.7: 2.8 5.3
Old : 100.0: 8.1 0.0 2.0 87.0 92.6 97.2 94.7: 2.8 5.3
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 : 36: 2 0 2 24 27 26 29:
Old : 36: 2 0 2 24 27 26 29:
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 : 64.4 44.9 82.3 67.8 61.5 36.8 71.0 53.9
Old : 64.4 44.9 82.3 67.8 61.5 36.8 71.0 53.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 26, 2012