NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 2, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 MMBtus :
: : :
All : 5,873,370: 1,376,565 91,583 1,728,276 2,749,874 4,033,307 5,854,715 5,853,166: 18,655 20,204
Old : 5,873,370: 1,376,565 91,583 1,728,276 2,749,874 4,033,307 5,854,715 5,853,166: 18,655 20,204
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 26, 2013 :
: -80,521: -44,043 -21,879 48,240 -79,839 -102,131 -75,642 -75,770: -4,879 -4,751
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 1.6 29.4 46.8 68.7 99.7 99.7: 0.3 0.3
Old : 100.0: 23.4 1.6 29.4 46.8 68.7 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 : 225: 56 15 58 139 136 207 199:
Old : 225: 56 15 58 139 136 207 199:
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 : 24.8 24.0 39.4 41.8 12.5 21.3 19.8 29.4
Old : 24.8 24.0 39.4 41.8 12.5 21.3 19.8 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, April 2, 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 : 317,889: 47,015 1,598 7,394 245,488 301,976 299,897 310,968: 17,992 6,921
Old : 317,889: 47,015 1,598 7,394 245,488 301,976 299,897 310,968: 17,992 6,921
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 26, 2013 :
: -4,600: 10,417 -1,567 260 -15,556 -3,357 -4,879 -4,664: 279 64
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 0.5 2.3 77.2 95.0 94.3 97.8: 5.7 2.2
Old : 100.0: 14.8 0.5 2.3 77.2 95.0 94.3 97.8: 5.7 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 : 54: 9 1 5 37 36 47 41:
Old : 54: 9 1 5 37 36 47 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 : 38.2 65.5 56.0 82.2 32.9 51.5 45.1 59.0
Old : 38.2 65.5 56.0 82.2 32.9 51.5 45.1 59.0
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, April 2, 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 : 179,086: 12,568 0 1,546 161,708 173,128 175,822 174,674: 3,264 4,412
Old : 179,086: 12,568 0 1,546 161,708 173,128 175,822 174,674: 3,264 4,412
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 26, 2013 :
: 7,641: -5,148 0 784 12,039 5,760 7,675 6,544: -34 1,097
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 0.0 0.9 90.3 96.7 98.2 97.5: 1.8 2.5
Old : 100.0: 7.0 0.0 0.9 90.3 96.7 98.2 97.5: 1.8 2.5
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 0 1 32 31 37 32:
Old : 40: 5 0 1 32 31 37 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 : 51.5 42.2 66.8 61.6 40.7 36.7 53.3 52.3
Old : 51.5 42.2 66.8 61.6 40.7 36.7 53.3 52.3
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, April 2, 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 : 246,997: 17,724 5,139 4,328 218,208 231,787 240,260 241,254: 6,737 5,743
Old : 246,997: 17,724 5,139 4,328 218,208 231,787 240,260 241,254: 6,737 5,743
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 26, 2013 :
: -10,488: 2,909 301 -377 -12,694 -11,105 -10,162 -11,181: -326 693
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 2.1 1.8 88.3 93.8 97.3 97.7: 2.7 2.3
Old : 100.0: 7.2 2.1 1.8 88.3 93.8 97.3 97.7: 2.7 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 : 50: 3 5 4 34 32 40 38:
Old : 50: 3 5 4 34 32 40 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 : 50.3 48.8 69.0 66.4 45.1 46.7 60.4 57.9
Old : 50.3 48.8 69.0 66.4 45.1 46.7 60.4 57.9
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, April 2, 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 : 750,145: 2,821 4,438 5,854 729,608 736,061 738,283 746,353: 11,862 3,792
Old : 750,145: 2,821 4,438 5,854 729,608 736,061 738,283 746,353: 11,862 3,792
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 26, 2013 :
: -58,678: 766 2,200 -2,442 -58,225 -59,004 -59,901 -59,246: 1,223 568
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 0.6 0.8 97.3 98.1 98.4 99.5: 1.6 0.5
Old : 100.0: 0.4 0.6 0.8 97.3 98.1 98.4 99.5: 1.6 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 : 58: 2 3 4 48 38 53 43:
Old : 58: 2 3 4 48 38 53 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 : 30.3 42.5 51.8 62.9 24.9 37.1 43.3 50.5
Old : 30.3 42.5 51.8 62.9 24.9 37.1 43.3 50.5
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, April 2, 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 : 232,735: 9,261 3,956 1,779 212,646 217,251 223,686 222,986: 9,049 9,749
Old : 232,735: 9,261 3,956 1,779 212,646 217,251 223,686 222,986: 9,049 9,749
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 26, 2013 :
: 15,685: 3,585 0 -455 11,140 14,515 14,270 14,060: 1,415 1,625
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 1.7 0.8 91.4 93.3 96.1 95.8: 3.9 4.2
Old : 100.0: 4.0 1.7 0.8 91.4 93.3 96.1 95.8: 3.9 4.2
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 : 43: 4 1 2 24 31 28 34:
Old : 43: 4 1 2 24 31 28 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 : 59.0 52.3 74.7 74.2 58.6 51.0 69.4 68.5
Old : 59.0 52.3 74.7 74.2 58.6 51.0 69.4 68.5
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, April 2, 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 : 221,303: 4,192 5,785 3,515 208,204 207,871 215,911 217,171: 5,392 4,132
Old : 221,303: 4,192 5,785 3,515 208,204 207,871 215,911 217,171: 5,392 4,132
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 26, 2013 :
: 2,082: -1,074 551 904 2,189 55 2,019 1,510: 63 572
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 2.6 1.6 94.1 93.9 97.6 98.1: 2.4 1.9
Old : 100.0: 1.9 2.6 1.6 94.1 93.9 97.6 98.1: 2.4 1.9
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 : 51: 2 3 3 31 35 34 40:
Old : 51: 2 3 3 31 35 34 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 : 39.0 27.2 59.6 49.6 32.5 27.1 50.0 47.6
Old : 39.0 27.2 59.6 49.6 32.5 27.1 50.0 47.6
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, April 2, 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 : 108,869: 14,606 3,444 4,273 86,201 93,312 105,080 101,029: 3,789 7,840
Old : 108,869: 14,606 3,444 4,273 86,201 93,312 105,080 101,029: 3,789 7,840
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 26, 2013 :
: 9,714: 902 226 809 8,439 8,429 10,150 9,464: -436 250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 3.2 3.9 79.2 85.7 96.5 92.8: 3.5 7.2
Old : 100.0: 13.4 3.2 3.9 79.2 85.7 96.5 92.8: 3.5 7.2
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 : 37: 3 2 3 19 25 23 29:
Old : 37: 3 2 3 19 25 23 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 : 57.8 46.2 82.0 65.4 57.6 44.5 78.3 60.9
Old : 57.8 46.2 82.0 65.4 57.6 44.5 78.3 60.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 5, 2013