NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 MMBtus :
: : :
All : 4,767,309: 667,012 99,925 1,478,416 2,601,687 3,164,500 4,747,115 4,742,841: 20,194 24,468
Old : 4,767,309: 667,012 99,925 1,478,416 2,601,687 3,164,500 4,747,115 4,742,841: 20,194 24,468
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2012 :
: -207,191: 34,228 -36,851 -76,874 -159,767 -88,139 -202,413 -201,864: -4,778 -5,327
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 2.1 31.0 54.6 66.4 99.6 99.5: 0.4 0.5
Old : 100.0: 14.0 2.1 31.0 54.6 66.4 99.6 99.5: 0.4 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 : 214: 40 24 56 136 132 200 190:
Old : 214: 40 24 56 136 132 200 190:
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 : 23.7 23.3 40.6 40.9 16.1 19.5 22.5 27.8
Old : 23.7 23.3 40.6 40.9 16.1 19.5 22.5 27.8
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, December 31, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 246,024: 2,675 173 5,137 221,874 232,709 229,686 238,019: 16,338 8,005
Old : 246,024: 2,675 173 5,137 221,874 232,709 229,686 238,019: 16,338 8,005
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2012 :
: 6,516: 1,017 -1,172 -66 4,037 9,789 4,988 8,551: 1,528 -2,035
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 0.1 2.1 90.2 94.6 93.4 96.7: 6.6 3.3
Old : 100.0: 1.1 0.1 2.1 90.2 94.6 93.4 96.7: 6.6 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 : 43: 4 1 4 32 32 37 36:
Old : 43: 4 1 4 32 32 37 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 : 44.2 62.9 62.9 76.5 38.4 49.6 49.9 60.9
Old : 44.2 62.9 62.9 76.5 38.4 49.6 49.9 60.9
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, December 31, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 157,999: 6,717 0 3,021 145,146 151,547 154,884 154,568: 3,115 3,431
Old : 157,999: 6,717 0 3,021 145,146 151,547 154,884 154,568: 3,115 3,431
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2012 :
: 5,919: 1,167 0 -10 5,608 6,211 6,765 6,201: -846 -282
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 0.0 1.9 91.9 95.9 98.0 97.8: 2.0 2.2
Old : 100.0: 4.3 0.0 1.9 91.9 95.9 98.0 97.8: 2.0 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 : 37: 3 0 2 28 32 31 34:
Old : 37: 3 0 2 28 32 31 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 : 53.7 44.9 76.6 65.3 48.5 41.2 60.3 54.3
Old : 53.7 44.9 76.6 65.3 48.5 41.2 60.3 54.3
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, December 31, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 220,589: 8,030 11,151 1,383 202,969 202,908 212,382 215,442: 8,207 5,147
Old : 220,589: 8,030 11,151 1,383 202,969 202,908 212,382 215,442: 8,207 5,147
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2012 :
: 3,861: 856 -413 44 3,178 4,264 4,078 3,895: -217 -34
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.6 5.1 0.6 92.0 92.0 96.3 97.7: 3.7 2.3
Old : 100.0: 3.6 5.1 0.6 92.0 92.0 96.3 97.7: 3.7 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 : 41: 1 3 3 30 33 34 36:
Old : 41: 1 3 3 30 33 34 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 : 58.3 41.8 76.6 63.4 54.8 33.4 67.9 52.8
Old : 58.3 41.8 76.6 63.4 54.8 33.4 67.9 52.8
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, December 31, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 711,912: 4,512 671 10,350 686,749 697,696 701,611 708,717: 10,301 3,195
Old : 711,912: 4,512 671 10,350 686,749 697,696 701,611 708,717: 10,301 3,195
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2012 :
: 10,751: 763 0 257 9,544 10,493 10,564 10,750: 187 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 0.1 1.5 96.5 98.0 98.6 99.6: 1.4 0.4
Old : 100.0: 0.6 0.1 1.5 96.5 98.0 98.6 99.6: 1.4 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 : 62: 4 1 6 51 44 58 50:
Old : 62: 4 1 6 51 44 58 50:
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 : 34.7 44.1 56.0 64.0 24.9 40.8 39.3 54.4
Old : 34.7 44.1 56.0 64.0 24.9 40.8 39.3 54.4
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, December 31, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 199,113: 4,240 1,712 1,668 183,722 188,782 189,630 192,162: 9,483 6,951
Old : 199,113: 4,240 1,712 1,668 183,722 188,782 189,630 192,162: 9,483 6,951
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2012 :
: 1,582: 170 -1,122 293 1,240 2,544 1,703 1,715: -121 -133
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 0.9 0.8 92.3 94.8 95.2 96.5: 4.8 3.5
Old : 100.0: 2.1 0.9 0.8 92.3 94.8 95.2 96.5: 4.8 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 : 43: 3 1 1 27 30 30 32:
Old : 43: 3 1 1 27 30 30 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 : 52.3 55.7 70.6 75.5 46.8 55.7 59.3 66.4
Old : 52.3 55.7 70.6 75.5 46.8 55.7 59.3 66.4
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, December 31, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 234,262: 7,539 939 5,282 215,097 225,622 227,918 231,843: 6,344 2,419
Old : 234,262: 7,539 939 5,282 215,097 225,622 227,918 231,843: 6,344 2,419
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2012 :
: 261: -377 -66 -11 408 183 20 106: 241 155
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 0.4 2.3 91.8 96.3 97.3 99.0: 2.7 1.0
Old : 100.0: 3.2 0.4 2.3 91.8 96.3 97.3 99.0: 2.7 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 : 53: 2 2 4 32 42 36 46:
Old : 53: 2 2 4 32 42 36 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 : 39.8 30.3 58.1 50.8 35.9 28.7 50.4 46.4
Old : 39.8 30.3 58.1 50.8 35.9 28.7 50.4 46.4
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, December 31, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 83,971: 6,506 0 1,698 72,068 73,554 80,272 75,252: 3,699 8,719
Old : 83,971: 6,506 0 1,698 72,068 73,554 80,272 75,252: 3,699 8,719
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2012 :
: 235: -476 0 699 -53 -619 170 80: 65 155
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 0.0 2.0 85.8 87.6 95.6 89.6: 4.4 10.4
Old : 100.0: 7.7 0.0 2.0 85.8 87.6 95.6 89.6: 4.4 10.4
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 : 35: 2 0 2 23 24 25 26:
Old : 35: 2 0 2 23 24 25 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 : 51.6 50.5 73.6 68.8 49.4 47.7 67.0 61.5
Old : 51.6 50.5 73.6 68.8 49.4 47.7 67.0 61.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 4, 2013