NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 19, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 MMBtus :
: : :
All : 5,843,001: 1,335,987 101,018 1,627,026 2,849,298 4,081,322 5,812,311 5,809,366: 30,690 33,635
Old : 5,843,001: 1,335,987 101,018 1,627,026 2,849,298 4,081,322 5,812,311 5,809,366: 30,690 33,635
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2013 :
: 272,630: 141,546 -10,657 -17,396 149,656 297,374 273,806 269,321: -1,176 3,309
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 1.7 27.8 48.8 69.8 99.5 99.4: 0.5 0.6
Old : 100.0: 22.9 1.7 27.8 48.8 69.8 99.5 99.4: 0.5 0.6
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 : 222: 51 19 58 140 136 208 197:
Old : 222: 51 19 58 140 136 208 197:
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 : 25.3 24.4 40.5 41.3 13.2 21.6 21.7 30.3
Old : 25.3 24.4 40.5 41.3 13.2 21.6 21.7 30.3
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 19, 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 : 317,328: 33,249 4,561 6,532 259,182 297,838 298,963 308,931: 18,365 8,397
Old : 317,328: 33,249 4,561 6,532 259,182 297,838 298,963 308,931: 18,365 8,397
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2013 :
: 3,038: 8,871 2,923 -2,260 -3,849 1,283 2,762 1,946: 276 1,092
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 1.4 2.1 81.7 93.9 94.2 97.4: 5.8 2.6
Old : 100.0: 10.5 1.4 2.1 81.7 93.9 94.2 97.4: 5.8 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 : 47: 6 3 7 33 33 42 40:
Old : 47: 6 3 7 33 33 42 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 : 39.6 62.3 59.0 76.9 31.7 45.5 43.6 54.4
Old : 39.6 62.3 59.0 76.9 31.7 45.5 43.6 54.4
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 19, 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 : 165,407: 16,458 0 1,083 144,115 160,375 161,656 161,458: 3,751 3,949
Old : 165,407: 16,458 0 1,083 144,115 160,375 161,656 161,458: 3,751 3,949
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2013 :
: 8,205: 3,468 0 -1,101 5,140 9,116 7,507 8,015: 698 190
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 0.0 0.7 87.1 97.0 97.7 97.6: 2.3 2.4
Old : 100.0: 10.0 0.0 0.7 87.1 97.0 97.7 97.6: 2.3 2.4
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 : 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 : 49.3 42.6 66.7 63.7 39.2 39.4 52.8 52.8
Old : 49.3 42.6 66.7 63.7 39.2 39.4 52.8 52.8
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 19, 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 : 251,431: 14,699 3,565 4,655 224,750 236,581 244,104 244,801: 7,327 6,630
Old : 251,431: 14,699 3,565 4,655 224,750 236,581 244,104 244,801: 7,327 6,630
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2013 :
: 9,193: 1,499 -10,777 3,373 5,505 15,046 10,377 7,642: -1,184 1,551
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 1.4 1.9 89.4 94.1 97.1 97.4: 2.9 2.6
Old : 100.0: 5.8 1.4 1.9 89.4 94.1 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 : 43: 3 2 3 33 28 38 31:
Old : 43: 3 2 3 33 28 38 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 : 51.9 49.0 69.5 66.8 48.8 46.8 63.4 59.7
Old : 51.9 49.0 69.5 66.8 48.8 46.8 63.4 59.7
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 19, 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 : 804,634: 1,758 701 9,002 783,002 792,523 793,762 802,226: 10,872 2,408
Old : 804,634: 1,758 701 9,002 783,002 792,523 793,762 802,226: 10,872 2,408
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2013 :
: 5,509: -110 -636 1,241 2,259 3,394 3,390 3,999: 2,119 1,510
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 0.1 1.1 97.3 98.5 98.6 99.7: 1.4 0.3
Old : 100.0: 0.2 0.1 1.1 97.3 98.5 98.6 99.7: 1.4 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 : 61: 4 1 6 52 40 58 46:
Old : 61: 4 1 6 52 40 58 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 : 32.8 43.3 53.0 64.5 23.8 36.6 41.9 49.6
Old : 32.8 43.3 53.0 64.5 23.8 36.6 41.9 49.6
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 19, 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 : 206,315: 8,166 3,220 1,338 187,402 191,558 196,906 196,116: 9,409 10,199
Old : 206,315: 8,166 3,220 1,338 187,402 191,558 196,906 196,116: 9,409 10,199
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2013 :
: 10,243: 4,314 -115 -734 8,288 11,845 11,868 10,996: -1,625 -753
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 1.6 0.6 90.8 92.8 95.4 95.1: 4.6 4.9
Old : 100.0: 4.0 1.6 0.6 90.8 92.8 95.4 95.1: 4.6 4.9
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 : 41: 4 1 2 23 26 27 29:
Old : 41: 4 1 2 23 26 27 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 56.0 73.7 75.0 57.6 55.5 69.3 69.8
Old : 57.8 56.0 73.7 75.0 57.6 55.5 69.3 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, March 19, 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 : 213,941: 7,432 5,671 2,327 198,576 202,802 208,335 210,800: 5,606 3,141
Old : 213,941: 7,432 5,671 2,327 198,576 202,802 208,335 210,800: 5,606 3,141
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2013 :
: 1,850: 3,969 -387 -407 -1,532 6,417 2,030 5,623: -180 -3,773
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 2.7 1.1 92.8 94.8 97.4 98.5: 2.6 1.5
Old : 100.0: 3.5 2.7 1.1 92.8 94.8 97.4 98.5: 2.6 1.5
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 : 48: 3 2 4 27 35 31 40:
Old : 48: 3 2 4 27 35 31 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 : 40.9 27.0 61.7 49.6 35.7 26.2 52.3 47.5
Old : 40.9 27.0 61.7 49.6 35.7 26.2 52.3 47.5
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 19, 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 : 95,910: 11,617 3,154 3,533 76,905 81,792 92,055 88,479: 3,855 7,431
Old : 95,910: 11,617 3,154 3,533 76,905 81,792 92,055 88,479: 3,855 7,431
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2013 :
: 3,386: -7,241 1,322 2,285 9,840 -385 4,884 3,222: -1,498 164
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 3.3 3.7 80.2 85.3 96.0 92.3: 4.0 7.7
Old : 100.0: 12.1 3.3 3.7 80.2 85.3 96.0 92.3: 4.0 7.7
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 : 35: 3 2 2 17 22 20 26:
Old : 35: 3 2 2 17 22 20 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 : 55.4 50.9 79.5 69.8 55.2 49.2 76.3 67.6
Old : 55.4 50.9 79.5 69.8 55.2 49.2 76.3 67.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 22, 2013