NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 26, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 MMBtus :
: : :
All : 5,434,851: 980,814 116,615 1,636,160 2,793,439 3,628,466 5,410,413 5,381,241: 24,438 53,610
Old : 5,434,851: 980,814 116,615 1,636,160 2,793,439 3,628,466 5,410,413 5,381,241: 24,438 53,610
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2013 :
: 153,416: 93,484 1,046 42,280 23,312 87,020 159,076 130,346: -5,660 23,070
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 2.1 30.1 51.4 66.8 99.6 99.0: 0.4 1.0
Old : 100.0: 18.0 2.1 30.1 51.4 66.8 99.6 99.0: 0.4 1.0
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 : 228: 44 29 58 147 139 214 203:
Old : 228: 44 29 58 147 139 214 203:
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 : 22.3 23.6 38.2 40.2 13.3 20.8 21.5 29.0
Old : 22.3 23.6 38.2 40.2 13.3 20.8 21.5 29.0
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, February 26, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 320,137: 6,485 2,843 10,358 283,856 296,399 300,699 309,600: 19,438 10,537
Old : 320,137: 6,485 2,843 10,358 283,856 296,399 300,699 309,600: 19,438 10,537
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2013 :
: 11,243: 205 -50 1,185 7,798 9,386 9,188 10,521: 2,055 722
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 0.9 3.2 88.7 92.6 93.9 96.7: 6.1 3.3
Old : 100.0: 2.0 0.9 3.2 88.7 92.6 93.9 96.7: 6.1 3.3
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 : 45: 5 4 7 30 30 38 38:
Old : 45: 5 4 7 30 30 38 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 : 38.6 63.0 57.9 77.8 28.9 41.6 39.4 50.6
Old : 38.6 63.0 57.9 77.8 28.9 41.6 39.4 50.6
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, February 26, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 159,717: 13,051 0 2,251 141,728 153,256 157,030 155,507: 2,687 4,210
Old : 159,717: 13,051 0 2,251 141,728 153,256 157,030 155,507: 2,687 4,210
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2013 :
: 3,514: 1,579 0 -219 2,312 2,816 3,672 2,597: -158 917
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 0.0 1.4 88.7 96.0 98.3 97.4: 1.7 2.6
Old : 100.0: 8.2 0.0 1.4 88.7 96.0 98.3 97.4: 1.7 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 : 41: 7 0 3 30 30 37 33:
Old : 41: 7 0 3 30 30 37 33:
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 : 42.6 46.7 60.4 66.8 35.1 41.6 48.3 55.0
Old : 42.6 46.7 60.4 66.8 35.1 41.6 48.3 55.0
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, February 26, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 245,001: 10,762 9,859 1,105 227,223 228,131 239,090 239,095: 5,911 5,906
Old : 245,001: 10,762 9,859 1,105 227,223 228,131 239,090 239,095: 5,911 5,906
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2013 :
: 6,775: 580 2,479 -937 6,370 5,357 6,013 6,899: 762 -124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 4.0 0.5 92.7 93.1 97.6 97.6: 2.4 2.4
Old : 100.0: 4.4 4.0 0.5 92.7 93.1 97.6 97.6: 2.4 2.4
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 : 42: 1 3 1 32 29 34 32:
Old : 42: 1 3 1 32 29 34 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 : 54.9 47.7 74.4 66.3 50.9 40.7 66.8 57.6
Old : 54.9 47.7 74.4 66.3 50.9 40.7 66.8 57.6
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, February 26, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 817,358: 3,077 1,320 11,938 791,455 802,301 806,470 815,559: 10,888 1,799
Old : 817,358: 3,077 1,320 11,938 791,455 802,301 806,470 815,559: 10,888 1,799
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2013 :
: 24,692: 1,628 398 -747 25,434 24,164 26,315 23,815: -1,623 877
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 0.2 1.5 96.8 98.2 98.7 99.8: 1.3 0.2
Old : 100.0: 0.4 0.2 1.5 96.8 98.2 98.7 99.8: 1.3 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 : 63: 2 3 6 53 40 60 46:
Old : 63: 2 3 6 53 40 60 46:
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 : 36.3 41.8 55.7 62.4 25.1 35.5 41.4 50.4
Old : 36.3 41.8 55.7 62.4 25.1 35.5 41.4 50.4
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, February 26, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 203,062: 3,350 2,225 2,570 187,172 191,141 193,092 195,936: 9,970 7,126
Old : 203,062: 3,350 2,225 2,570 187,172 191,141 193,092 195,936: 9,970 7,126
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2013 :
: 2,590: -34 -570 633 829 2,439 1,428 2,502: 1,162 88
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 1.1 1.3 92.2 94.1 95.1 96.5: 4.9 3.5
Old : 100.0: 1.6 1.1 1.3 92.2 94.1 95.1 96.5: 4.9 3.5
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: 2 2 2 24 29 27 32:
Old : 40: 2 2 2 24 29 27 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 : 56.1 56.3 72.8 78.4 55.4 55.2 68.9 72.5
Old : 56.1 56.3 72.8 78.4 55.4 55.2 68.9 72.5
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, February 26, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 224,704: 4,768 5,375 3,837 212,623 211,822 221,228 221,034: 3,476 3,670
Old : 224,704: 4,768 5,375 3,837 212,623 211,822 221,228 221,034: 3,476 3,670
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2013 :
: 14,774: 3,137 3,877 -2,337 13,881 12,375 14,681 13,915: 93 859
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 2.4 1.7 94.6 94.3 98.5 98.4: 1.5 1.6
Old : 100.0: 2.1 2.4 1.7 94.6 94.3 98.5 98.4: 1.5 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 : 53: 2 3 4 33 41 37 46:
Old : 53: 2 3 4 33 41 37 46:
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 : 41.2 26.8 62.8 48.9 36.0 26.7 53.5 47.8
Old : 41.2 26.8 62.8 48.9 36.0 26.7 53.5 47.8
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, February 26, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 92,656: 5,132 2,637 4,596 79,238 78,650 88,966 85,883: 3,690 6,773
Old : 92,656: 5,132 2,637 4,596 79,238 78,650 88,966 85,883: 3,690 6,773
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2013 :
: 6,774: -1,536 2,637 2,158 5,594 2,190 6,216 6,985: 558 -211
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 2.8 5.0 85.5 84.9 96.0 92.7: 4.0 7.3
Old : 100.0: 5.5 2.8 5.0 85.5 84.9 96.0 92.7: 4.0 7.3
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 : 37: 2 1 2 23 27 26 29:
Old : 37: 2 1 2 23 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 : 55.7 46.3 75.5 68.6 55.2 43.0 68.9 59.0
Old : 55.7 46.3 75.5 68.6 55.2 43.0 68.9 59.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 1, 2013