NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 9, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 MMBtus :
: : :
All : 6,164,964: 1,375,922 75,353 1,885,158 2,882,052 4,182,530 6,143,132 6,143,041: 21,832 21,923
Old : 6,164,964: 1,375,922 75,353 1,885,158 2,882,052 4,182,530 6,143,132 6,143,041: 21,832 21,923
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 2, 2013 :
: 291,594: -643 -16,230 156,882 132,178 149,223 288,417 289,875: 3,177 1,719
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 1.2 30.6 46.7 67.8 99.6 99.6: 0.4 0.4
Old : 100.0: 22.3 1.2 30.6 46.7 67.8 99.6 99.6: 0.4 0.4
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 : 225: 58 12 61 142 136 212 199:
Old : 225: 58 12 61 142 136 212 199:
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 : 24.4 23.6 39.2 40.9 11.9 20.4 19.0 28.8
Old : 24.4 23.6 39.2 40.9 11.9 20.4 19.0 28.8
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 9, 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 : 280,915: 40,743 1,381 4,492 217,195 266,511 262,430 272,384: 18,485 8,531
Old : 280,915: 40,743 1,381 4,492 217,195 266,511 262,430 272,384: 18,485 8,531
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 2, 2013 :
: -36,974: -6,272 -217 -2,902 -28,293 -35,465 -37,467 -38,584: 493 1,610
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 0.5 1.6 77.3 94.9 93.4 97.0: 6.6 3.0
Old : 100.0: 14.5 0.5 1.6 77.3 94.9 93.4 97.0: 6.6 3.0
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 : 48: 8 2 7 34 29 44 36:
Old : 48: 8 2 7 34 29 44 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 : 35.8 68.9 56.8 83.9 29.6 51.7 42.4 58.7
Old : 35.8 68.9 56.8 83.9 29.6 51.7 42.4 58.7
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 9, 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 : 180,213: 6,734 0 1,349 169,044 176,296 177,127 177,645: 3,086 2,568
Old : 180,213: 6,734 0 1,349 169,044 176,296 177,127 177,645: 3,086 2,568
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 2, 2013 :
: 1,127: -5,834 0 -197 7,336 3,168 1,305 2,971: -178 -1,844
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 0.0 0.7 93.8 97.8 98.3 98.6: 1.7 1.4
Old : 100.0: 3.7 0.0 0.7 93.8 97.8 98.3 98.6: 1.7 1.4
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 : 39: 4 0 2 33 31 37 33:
Old : 39: 4 0 2 33 31 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 : 62.2 44.0 76.0 63.9 51.5 39.9 63.3 56.0
Old : 62.2 44.0 76.0 63.9 51.5 39.9 63.3 56.0
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, April 9, 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 : 235,869: 18,016 3,121 3,324 206,684 223,557 228,024 230,002: 7,845 5,867
Old : 235,869: 18,016 3,121 3,324 206,684 223,557 228,024 230,002: 7,845 5,867
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 2, 2013 :
: -11,128: 292 -2,018 -1,004 -11,524 -8,230 -12,236 -11,252: 1,108 124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 1.3 1.4 87.6 94.8 96.7 97.5: 3.3 2.5
Old : 100.0: 7.6 1.3 1.4 87.6 94.8 96.7 97.5: 3.3 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 : 41: 3 3 4 29 29 35 33:
Old : 41: 3 3 4 29 29 35 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 : 48.9 48.9 71.2 67.6 42.7 45.1 59.6 56.0
Old : 48.9 48.9 71.2 67.6 42.7 45.1 59.6 56.0
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 9, 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 : 763,743: 8,088 2,010 6,569 737,643 751,931 752,300 760,510: 11,443 3,233
Old : 763,743: 8,088 2,010 6,569 737,643 751,931 752,300 760,510: 11,443 3,233
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 2, 2013 :
: 13,598: 5,267 -2,428 715 8,035 15,870 14,017 14,157: -419 -559
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 0.3 0.9 96.6 98.5 98.5 99.6: 1.5 0.4
Old : 100.0: 1.1 0.3 0.9 96.6 98.5 98.5 99.6: 1.5 0.4
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 : 58: 4 1 4 48 36 54 40:
Old : 58: 4 1 4 48 36 54 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 : 31.8 43.2 53.0 64.1 25.9 37.3 42.0 50.1
Old : 31.8 43.2 53.0 64.1 25.9 37.3 42.0 50.1
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, April 9, 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 : 216,848: 8,771 4,204 1,645 198,974 201,047 209,390 206,896: 7,458 9,952
Old : 216,848: 8,771 4,204 1,645 198,974 201,047 209,390 206,896: 7,458 9,952
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 2, 2013 :
: -15,887: -490 248 -134 -13,672 -16,204 -14,296 -16,090: -1,591 203
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 1.9 0.8 91.8 92.7 96.6 95.4: 3.4 4.6
Old : 100.0: 4.0 1.9 0.8 91.8 92.7 96.6 95.4: 3.4 4.6
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: 4 2 2 22 27 26 31:
Old : 41: 4 2 2 22 27 26 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 : 59.2 53.6 75.4 75.8 59.0 51.9 71.1 69.8
Old : 59.2 53.6 75.4 75.8 59.0 51.9 71.1 69.8
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 9, 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 : 212,611: 5,135 5,879 3,513 199,334 199,796 207,982 209,188: 4,629 3,423
Old : 212,611: 5,135 5,879 3,513 199,334 199,796 207,982 209,188: 4,629 3,423
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 2, 2013 :
: -8,692: 943 94 -2 -8,870 -8,075 -7,929 -7,983: -763 -709
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 2.8 1.7 93.8 94.0 97.8 98.4: 2.2 1.6
Old : 100.0: 2.4 2.8 1.7 93.8 94.0 97.8 98.4: 2.2 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 : 49: 3 2 4 29 36 33 41:
Old : 49: 3 2 4 29 36 33 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 : 39.0 27.4 59.2 48.5 31.6 26.8 47.9 46.0
Old : 39.0 27.4 59.2 48.5 31.6 26.8 47.9 46.0
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 9, 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 : 101,630: 13,027 2,746 4,048 80,696 85,341 97,771 92,135: 3,859 9,495
Old : 101,630: 13,027 2,746 4,048 80,696 85,341 97,771 92,135: 3,859 9,495
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 2, 2013 :
: -7,239: -1,579 -698 -225 -5,505 -7,971 -7,309 -8,894: 70 1,655
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 2.7 4.0 79.4 84.0 96.2 90.7: 3.8 9.3
Old : 100.0: 12.8 2.7 4.0 79.4 84.0 96.2 90.7: 3.8 9.3
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 : 35: 4 1 4 18 21 23 25:
Old : 35: 4 1 4 18 21 23 25:
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 : 57.5 48.6 82.1 67.7 57.3 46.9 78.8 63.1
Old : 57.5 48.6 82.1 67.7 57.3 46.9 78.8 63.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 17, 2013