NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 27, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 MMBtus :
: : :
All : 5,311,300: 754,730 104,706 1,630,336 2,912,880 3,562,376 5,297,946 5,297,418: 13,354 13,882
Old : 5,311,300: 754,730 104,706 1,630,336 2,912,880 3,562,376 5,297,946 5,297,418: 13,354 13,882
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2012 :
: 99,131: 90,775 -2,504 39,926 -35,162 57,798 95,539 95,220: 3,592 3,911
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 2.0 30.7 54.8 67.1 99.7 99.7: 0.3 0.3
Old : 100.0: 14.2 2.0 30.7 54.8 67.1 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 : 226: 48 27 64 140 136 214 203:
Old : 226: 48 27 64 140 136 214 203:
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 : 23.8 23.1 40.9 38.7 15.4 19.3 22.6 28.1
Old : 23.8 23.1 40.9 38.7 15.4 19.3 22.6 28.1
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, November 27, 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 : 246,698: 4,917 539 3,474 220,383 236,300 228,774 240,313: 17,924 6,385
Old : 246,698: 4,917 539 3,474 220,383 236,300 228,774 240,313: 17,924 6,385
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2012 :
: 621: 2,410 -347 -248 -3,880 -552 -1,718 -1,147: 2,339 1,768
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 0.2 1.4 89.3 95.8 92.7 97.4: 7.3 2.6
Old : 100.0: 2.0 0.2 1.4 89.3 95.8 92.7 97.4: 7.3 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 : 45: 3 2 2 33 38 37 41:
Old : 45: 3 2 2 33 38 37 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 : 44.5 59.1 62.5 72.6 40.6 47.4 50.1 58.4
Old : 44.5 59.1 62.5 72.6 40.6 47.4 50.1 58.4
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, November 27, 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 : 143,062: 1,503 7 3,886 135,348 136,070 140,737 139,963: 2,325 3,099
Old : 143,062: 1,503 7 3,886 135,348 136,070 140,737 139,963: 2,325 3,099
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2012 :
: 64: 80 -516 522 -1,140 27 -538 33: 602 31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 0.0 2.7 94.6 95.1 98.4 97.8: 1.6 2.2
Old : 100.0: 1.1 0.0 2.7 94.6 95.1 98.4 97.8: 1.6 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 : 39: 3 1 3 30 32 34 35:
Old : 39: 3 1 3 30 32 34 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 : 54.9 42.0 78.4 62.2 43.1 37.2 56.0 46.1
Old : 54.9 42.0 78.4 62.2 43.1 37.2 56.0 46.1
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, November 27, 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 : 227,336: 5,031 12,479 314 214,165 209,682 219,510 222,475: 7,826 4,861
Old : 227,336: 5,031 12,479 314 214,165 209,682 219,510 222,475: 7,826 4,861
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2012 :
: 581: -788 -1,392 -350 1,338 3,224 200 1,482: 381 -901
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 5.5 0.1 94.2 92.2 96.6 97.9: 3.4 2.1
Old : 100.0: 2.2 5.5 0.1 94.2 92.2 96.6 97.9: 3.4 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 : 38: 1 1 1 28 34 30 35:
Old : 38: 1 1 1 28 34 30 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 : 53.6 42.7 75.7 63.4 47.9 32.0 58.1 46.3
Old : 53.6 42.7 75.7 63.4 47.9 32.0 58.1 46.3
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, November 27, 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 : 714,171: 2,875 0 11,129 692,411 697,958 706,415 709,087: 7,756 5,084
Old : 714,171: 2,875 0 11,129 692,411 697,958 706,415 709,087: 7,756 5,084
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2012 :
: 6,408: 926 -22 -253 5,617 5,465 6,290 5,190: 118 1,218
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 0.0 1.6 97.0 97.7 98.9 99.3: 1.1 0.7
Old : 100.0: 0.4 0.0 1.6 97.0 97.7 98.9 99.3: 1.1 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 : 60: 3 0 5 51 43 56 48:
Old : 60: 3 0 5 51 43 56 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 : 33.6 43.7 55.7 65.1 25.9 40.1 39.9 53.4
Old : 33.6 43.7 55.7 65.1 25.9 40.1 39.9 53.4
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, November 27, 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 : 200,779: 3,504 3,121 2,296 187,059 189,683 192,859 195,100: 7,920 5,679
Old : 200,779: 3,504 3,121 2,296 187,059 189,683 192,859 195,100: 7,920 5,679
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2012 :
: -318: 205 -356 694 -2,849 2,877 -1,950 3,215: 1,632 -3,533
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 1.6 1.1 93.2 94.5 96.1 97.2: 3.9 2.8
Old : 100.0: 1.7 1.6 1.1 93.2 94.5 96.1 97.2: 3.9 2.8
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: 3 2 1 29 32 33 34:
Old : 46: 3 2 1 29 32 33 34:
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 : 54.0 56.4 70.7 73.1 49.1 56.3 61.7 66.1
Old : 54.0 56.4 70.7 73.1 49.1 56.3 61.7 66.1
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, November 27, 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 : 260,311: 6,993 1,042 5,170 241,927 251,159 254,090 257,371: 6,221 2,940
Old : 260,311: 6,993 1,042 5,170 241,927 251,159 254,090 257,371: 6,221 2,940
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2012 :
: 719: 56 11 -131 1,250 870 1,175 750: -456 -31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 0.4 2.0 92.9 96.5 97.6 98.9: 2.4 1.1
Old : 100.0: 2.7 0.4 2.0 92.9 96.5 97.6 98.9: 2.4 1.1
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 : 56: 3 1 3 36 41 39 45:
Old : 56: 3 1 3 36 41 39 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 : 38.5 32.8 56.0 53.2 35.6 31.5 51.8 49.4
Old : 38.5 32.8 56.0 53.2 35.6 31.5 51.8 49.4
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, November 27, 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 : 102,217: 1,016 1,951 4,737 91,660 87,593 97,413 94,281: 4,804 7,936
Old : 102,217: 1,016 1,951 4,737 91,660 87,593 97,413 94,281: 4,804 7,936
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2012 :
: 745: 152 -31 350 -988 -1,374 -486 -1,055: 1,231 1,800
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 1.9 4.6 89.7 85.7 95.3 92.2: 4.7 7.8
Old : 100.0: 1.0 1.9 4.6 89.7 85.7 95.3 92.2: 4.7 7.8
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 1 2 25 28 27 30:
Old : 37: 1 1 2 25 28 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 : 56.9 39.0 78.0 59.3 50.4 37.6 63.3 50.1
Old : 56.9 39.0 78.0 59.3 50.4 37.6 63.3 50.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 5, 2012