NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 MMBtus OPEN INTEREST: 5,434,851 COMMITMENTS 980,814 116,615 1636160 2793439 3628466 5410413 5381241 24,438 53,610 CHANGES FROM 02/19/13 (CHANGE IN OPEN INTEREST: 153,416) 93,484 1,046 42,280 23,312 87,020 159,076 130,346 -5,660 23,070 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.0 2.1 30.1 51.4 66.8 99.6 99.0 0.4 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 228) 44 29 58 147 139 214 203 SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 320,137 COMMITMENTS 6,485 2,843 10,358 283,856 296,399 300,699 309,600 19,438 10,537 CHANGES FROM 02/19/13 (CHANGE IN OPEN INTEREST: 11,243) 205 -50 1,185 7,798 9,386 9,188 10,521 2,055 722 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.0 0.9 3.2 88.7 92.6 93.9 96.7 6.1 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 5 4 7 30 30 38 38 PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 159,717 COMMITMENTS 13,051 0 2,251 141,728 153,256 157,030 155,507 2,687 4,210 CHANGES FROM 02/19/13 (CHANGE IN OPEN INTEREST: 3,514) 1,579 0 -219 2,312 2,816 3,672 2,597 -158 917 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.2 0.0 1.4 88.7 96.0 98.3 97.4 1.7 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 7 0 3 30 30 37 33 NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 245,001 COMMITMENTS 10,762 9,859 1,105 227,223 228,131 239,090 239,095 5,911 5,906 CHANGES FROM 02/19/13 (CHANGE IN OPEN INTEREST: 6,775) 580 2,479 -937 6,370 5,357 6,013 6,899 762 -124 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.4 4.0 0.5 92.7 93.1 97.6 97.6 2.4 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 1 3 1 32 29 34 32 AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 817,358 COMMITMENTS 3,077 1,320 11,938 791,455 802,301 806,470 815,559 10,888 1,799 CHANGES FROM 02/19/13 (CHANGE IN OPEN INTEREST: 24,692) 1,628 398 -747 25,434 24,164 26,315 23,815 -1,623 877 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.4 0.2 1.5 96.8 98.2 98.7 99.8 1.3 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63) 2 3 6 53 40 60 46 CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 203,062 COMMITMENTS 3,350 2,225 2,570 187,172 191,141 193,092 195,936 9,970 7,126 CHANGES FROM 02/19/13 (CHANGE IN OPEN INTEREST: 2,590) -34 -570 633 829 2,439 1,428 2,502 1,162 88 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.6 1.1 1.3 92.2 94.1 95.1 96.5 4.9 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 2 2 2 24 29 27 32 HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 224,704 COMMITMENTS 4,768 5,375 3,837 212,623 211,822 221,228 221,034 3,476 3,670 CHANGES FROM 02/19/13 (CHANGE IN OPEN INTEREST: 14,774) 3,137 3,877 -2,337 13,881 12,375 14,681 13,915 93 859 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.1 2.4 1.7 94.6 94.3 98.5 98.4 1.5 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 2 3 4 33 41 37 46 WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 92,656 COMMITMENTS 5,132 2,637 4,596 79,238 78,650 88,966 85,883 3,690 6,773 CHANGES FROM 02/19/13 (CHANGE IN OPEN INTEREST: 6,774) -1,536 2,637 2,158 5,594 2,190 6,216 6,985 558 -211 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.5 2.8 5.0 85.5 84.9 96.0 92.7 4.0 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 2 1 2 23 27 26 29
Updated March 1, 2013