NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 12, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 MMBtus :
: : :
All : 5,570,371: 1,194,441 111,675 1,644,422 2,699,642 3,783,948 5,538,505 5,540,045: 31,866 30,326
Old : 5,570,371: 1,194,441 111,675 1,644,422 2,699,642 3,783,948 5,538,505 5,540,045: 31,866 30,326
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 5, 2013 :
: 243,595: 144,137 -2,491 72,349 24,115 172,240 240,601 242,098: 2,994 1,497
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 2.0 29.5 48.5 67.9 99.4 99.5: 0.6 0.5
Old : 100.0: 21.4 2.0 29.5 48.5 67.9 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 : 220: 50 21 57 136 132 203 195:
Old : 220: 50 21 57 136 132 203 195:
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 : 24.9 24.5 40.5 41.1 13.0 21.4 20.5 29.4
Old : 24.9 24.5 40.5 41.1 13.0 21.4 20.5 29.4
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, March 12, 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 : 314,290: 24,378 1,638 8,792 263,031 296,555 296,201 306,985: 18,089 7,305
Old : 314,290: 24,378 1,638 8,792 263,031 296,555 296,201 306,985: 18,089 7,305
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 5, 2013 :
: 4,761: 14,176 239 472 -8,325 5,369 6,323 6,080: -1,562 -1,319
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 0.5 2.8 83.7 94.4 94.2 97.7: 5.8 2.3
Old : 100.0: 7.8 0.5 2.8 83.7 94.4 94.2 97.7: 5.8 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 : 48: 7 2 6 32 34 41 40:
Old : 48: 7 2 6 32 34 41 40:
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 : 40.9 61.2 59.8 77.3 31.4 44.6 42.5 53.8
Old : 40.9 61.2 59.8 77.3 31.4 44.6 42.5 53.8
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, March 12, 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 : 157,202: 12,990 0 2,184 138,975 151,259 154,149 153,443: 3,053 3,759
Old : 157,202: 12,990 0 2,184 138,975 151,259 154,149 153,443: 3,053 3,759
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 5, 2013 :
: 12,494: 1,185 0 103 11,234 12,285 12,522 12,388: -28 106
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 0.0 1.4 88.4 96.2 98.1 97.6: 1.9 2.4
Old : 100.0: 8.3 0.0 1.4 88.4 96.2 98.1 97.6: 1.9 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 : 37: 5 0 2 28 29 33 31:
Old : 37: 5 0 2 28 29 33 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 : 47.7 41.6 64.4 61.7 36.3 38.8 49.4 51.5
Old : 47.7 41.6 64.4 61.7 36.3 38.8 49.4 51.5
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, March 12, 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 : 242,238: 13,200 14,342 1,282 219,245 221,535 233,727 237,159: 8,511 5,079
Old : 242,238: 13,200 14,342 1,282 219,245 221,535 233,727 237,159: 8,511 5,079
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 5, 2013 :
: 7,240: 2,286 2,805 50 3,292 5,495 5,628 8,350: 1,612 -1,110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 5.9 0.5 90.5 91.5 96.5 97.9: 3.5 2.1
Old : 100.0: 5.4 5.9 0.5 90.5 91.5 96.5 97.9: 3.5 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 : 42: 2 3 2 32 28 36 31:
Old : 42: 2 3 2 32 28 36 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 : 54.6 44.7 73.0 62.9 51.5 40.3 65.5 54.4
Old : 54.6 44.7 73.0 62.9 51.5 40.3 65.5 54.4
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, March 12, 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 : 799,125: 1,868 1,337 7,761 780,743 789,129 790,372 798,227: 8,753 898
Old : 799,125: 1,868 1,337 7,761 780,743 789,129 790,372 798,227: 8,753 898
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 5, 2013 :
: 12,950: -1,014 1,337 -4,657 22,282 15,767 16,611 12,447: -3,661 503
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 0.2 1.0 97.7 98.7 98.9 99.9: 1.1 0.1
Old : 100.0: 0.2 0.2 1.0 97.7 98.7 98.9 99.9: 1.1 0.1
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 : 59: 2 2 4 51 40 56 44:
Old : 59: 2 2 4 51 40 56 44:
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 : 32.9 42.9 52.9 64.4 24.1 35.5 41.4 49.3
Old : 32.9 42.9 52.9 64.4 24.1 35.5 41.4 49.3
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, March 12, 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 : 196,072: 3,852 3,335 2,072 179,114 179,713 185,038 185,120: 11,034 10,952
Old : 196,072: 3,852 3,335 2,072 179,114 179,713 185,038 185,120: 11,034 10,952
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 5, 2013 :
: 5,183: -1,450 1,195 713 4,275 645 3,538 2,553: 1,645 2,630
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 1.7 1.1 91.4 91.7 94.4 94.4: 5.6 5.6
Old : 100.0: 2.0 1.7 1.1 91.4 91.7 94.4 94.4: 5.6 5.6
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 : 35: 1 3 2 20 23 23 26:
Old : 35: 1 3 2 20 23 23 26:
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 : 58.1 57.3 74.6 77.0 58.0 57.1 70.6 72.9
Old : 58.1 57.3 74.6 77.0 58.0 57.1 70.6 72.9
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, March 12, 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 : 212,091: 3,463 6,058 2,734 200,108 196,385 206,305 205,177: 5,786 6,914
Old : 212,091: 3,463 6,058 2,734 200,108 196,385 206,305 205,177: 5,786 6,914
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 5, 2013 :
: 5,320: -2,184 2,206 387 6,447 -221 4,650 2,372: 670 2,948
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 2.9 1.3 94.4 92.6 97.3 96.7: 2.7 3.3
Old : 100.0: 1.6 2.9 1.3 94.4 92.6 97.3 96.7: 2.7 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 : 47: 2 2 3 29 35 32 39:
Old : 47: 2 2 3 29 35 32 39:
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 : 40.9 26.9 61.8 50.4 36.4 26.4 52.3 48.5
Old : 40.9 26.9 61.8 50.4 36.4 26.4 52.3 48.5
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, March 12, 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 : 92,524: 18,858 1,832 1,248 67,065 82,177 87,171 85,257: 5,353 7,267
Old : 92,524: 18,858 1,832 1,248 67,065 82,177 87,171 85,257: 5,353 7,267
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 5, 2013 :
: 12,900: 9,294 1,832 -1,406 3,360 12,913 11,248 13,339: 1,652 -439
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 2.0 1.3 72.5 88.8 94.2 92.1: 5.8 7.9
Old : 100.0: 20.4 2.0 1.3 72.5 88.8 94.2 92.1: 5.8 7.9
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 : 32: 3 1 2 15 23 18 26:
Old : 32: 3 1 2 15 23 18 26:
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 : 57.3 52.9 82.2 72.4 55.5 51.3 78.4 70.6
Old : 57.3 52.9 82.2 72.4 55.5 51.3 78.4 70.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 15, 2013