NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 5, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 MMBtus :
: : :
All : 5,326,776: 1,050,304 114,166 1,572,073 2,675,527 3,611,708 5,297,904 5,297,947: 28,872 28,829
Old : 5,326,776: 1,050,304 114,166 1,572,073 2,675,527 3,611,708 5,297,904 5,297,947: 28,872 28,829
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 26, 2013 :
: -108,075: 69,490 -2,449 -64,087 -117,912 -16,758 -112,509 -83,294: 4,434 -24,781
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 2.1 29.5 50.2 67.8 99.5 99.5: 0.5 0.5
Old : 100.0: 19.7 2.1 29.5 50.2 67.8 99.5 99.5: 0.5 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 : 215: 46 21 54 137 132 201 191:
Old : 215: 46 21 54 137 132 201 191:
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 : 23.5 24.3 39.8 41.5 13.4 21.4 20.7 29.6
Old : 23.5 24.3 39.8 41.5 13.4 21.4 20.7 29.6
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 5, 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 : 309,529: 10,202 1,399 8,320 271,356 291,186 289,878 300,905: 19,651 8,624
Old : 309,529: 10,202 1,399 8,320 271,356 291,186 289,878 300,905: 19,651 8,624
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 26, 2013 :
: -10,608: 3,717 -1,444 -2,038 -12,500 -5,213 -10,821 -8,695: 213 -1,913
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 0.5 2.7 87.7 94.1 93.7 97.2: 6.3 2.8
Old : 100.0: 3.3 0.5 2.7 87.7 94.1 93.7 97.2: 6.3 2.8
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 : 45: 6 2 6 31 30 39 36:
Old : 45: 6 2 6 31 30 39 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 : 41.6 62.7 60.6 77.3 30.8 42.9 40.3 50.9
Old : 41.6 62.7 60.6 77.3 30.8 42.9 40.3 50.9
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, March 5, 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 : 144,708: 11,805 0 2,081 127,741 138,974 141,627 141,055: 3,081 3,653
Old : 144,708: 11,805 0 2,081 127,741 138,974 141,627 141,055: 3,081 3,653
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 26, 2013 :
: -15,009: -1,246 0 -170 -13,987 -14,282 -15,403 -14,452: 394 -557
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 0.0 1.4 88.3 96.0 97.9 97.5: 2.1 2.5
Old : 100.0: 8.2 0.0 1.4 88.3 96.0 97.9 97.5: 2.1 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 : 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 : 44.8 44.3 62.7 65.2 37.9 41.0 52.2 53.7
Old : 44.8 44.3 62.7 65.2 37.9 41.0 52.2 53.7
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 5, 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 : 234,998: 10,914 11,537 1,232 215,953 216,040 228,099 228,809: 6,899 6,189
Old : 234,998: 10,914 11,537 1,232 215,953 216,040 228,099 228,809: 6,899 6,189
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 26, 2013 :
: -10,003: 152 1,678 127 -11,270 -12,091 -10,991 -10,286: 988 283
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 4.9 0.5 91.9 91.9 97.1 97.4: 2.9 2.6
Old : 100.0: 4.6 4.9 0.5 91.9 91.9 97.1 97.4: 2.9 2.6
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: 1 3 1 31 28 33 31:
Old : 41: 1 3 1 31 28 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 : 54.2 47.8 74.1 65.2 50.7 41.2 68.2 56.7
Old : 54.2 47.8 74.1 65.2 50.7 41.2 68.2 56.7
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 5, 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 : 786,175: 2,882 0 12,418 758,461 773,362 773,761 785,780: 12,414 395
Old : 786,175: 2,882 0 12,418 758,461 773,362 773,761 785,780: 12,414 395
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 26, 2013 :
: -31,183: -195 -1,320 480 -32,994 -28,939 -32,709 -29,779: 1,526 -1,404
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 0.0 1.6 96.5 98.4 98.4 99.9: 1.6 0.1
Old : 100.0: 0.4 0.0 1.6 96.5 98.4 98.4 99.9: 1.6 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 : 61: 5 0 6 49 39 56 45:
Old : 61: 5 0 6 49 39 56 45:
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 : 34.4 42.0 53.8 63.3 24.0 36.3 40.7 50.1
Old : 34.4 42.0 53.8 63.3 24.0 36.3 40.7 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, March 5, 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 : 190,889: 5,302 2,140 1,359 174,839 179,068 181,500 182,567: 9,389 8,322
Old : 190,889: 5,302 2,140 1,359 174,839 179,068 181,500 182,567: 9,389 8,322
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 26, 2013 :
: -12,173: 1,952 -85 -1,211 -12,333 -12,073 -11,592 -13,369: -581 1,196
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 1.1 0.7 91.6 93.8 95.1 95.6: 4.9 4.4
Old : 100.0: 2.8 1.1 0.7 91.6 93.8 95.1 95.6: 4.9 4.4
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 : 34: 3 1 2 18 22 21 25:
Old : 34: 3 1 2 18 22 21 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 : 56.7 58.7 73.6 79.8 56.6 58.7 71.7 75.6
Old : 56.7 58.7 73.6 79.8 56.6 58.7 71.7 75.6
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 5, 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 : 206,771: 5,647 3,852 2,347 193,661 196,606 201,655 202,805: 5,116 3,966
Old : 206,771: 5,647 3,852 2,347 193,661 196,606 201,655 202,805: 5,116 3,966
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 26, 2013 :
: -17,933: 879 -1,523 -1,490 -18,962 -15,216 -19,573 -18,229: 1,640 296
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 1.9 1.1 93.7 95.1 97.5 98.1: 2.5 1.9
Old : 100.0: 2.7 1.9 1.1 93.7 95.1 97.5 98.1: 2.5 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 : 47: 3 1 3 29 35 32 39:
Old : 47: 3 1 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 : 41.4 28.0 63.4 51.2 37.5 27.2 54.3 49.8
Old : 41.4 28.0 63.4 51.2 37.5 27.2 54.3 49.8
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 5, 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 : 79,624: 9,564 0 2,654 63,705 69,264 75,923 71,918: 3,701 7,706
Old : 79,624: 9,564 0 2,654 63,705 69,264 75,923 71,918: 3,701 7,706
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 26, 2013 :
: -13,032: 4,432 -2,637 -1,942 -15,533 -9,386 -13,043 -13,965: 11 933
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 0.0 3.3 80.0 87.0 95.4 90.3: 4.6 9.7
Old : 100.0: 12.0 0.0 3.3 80.0 87.0 95.4 90.3: 4.6 9.7
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 : 31: 3 0 2 15 22 18 24:
Old : 31: 3 0 2 15 22 18 24:
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 : 56.0 50.2 80.8 70.4 54.3 48.2 75.3 68.3
Old : 56.0 50.2 80.8 70.4 54.3 48.2 75.3 68.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 8, 2013