NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 26, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 MMBtus :
: : :
All : 5,953,891: 1,420,608 113,462 1,680,036 2,829,713 4,135,438 5,930,357 5,928,936: 23,534 24,955
Old : 5,953,891: 1,420,608 113,462 1,680,036 2,829,713 4,135,438 5,930,357 5,928,936: 23,534 24,955
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 19, 2013 :
: 110,890: 84,621 12,444 53,010 -19,585 54,116 118,046 119,570: -7,156 -8,680
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 1.9 28.2 47.5 69.5 99.6 99.6: 0.4 0.4
Old : 100.0: 23.9 1.9 28.2 47.5 69.5 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 : 228: 54 20 62 142 136 213 201:
Old : 228: 54 20 62 142 136 213 201:
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 : 24.7 23.9 38.9 41.0 12.7 21.2 20.8 29.6
Old : 24.7 23.9 38.9 41.0 12.7 21.2 20.8 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 26, 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 : 322,489: 36,598 3,165 7,134 261,044 305,333 304,776 315,632: 17,713 6,857
Old : 322,489: 36,598 3,165 7,134 261,044 305,333 304,776 315,632: 17,713 6,857
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 19, 2013 :
: 5,161: 3,349 -1,396 602 1,862 7,495 5,813 6,701: -652 -1,540
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 1.0 2.2 80.9 94.7 94.5 97.9: 5.5 2.1
Old : 100.0: 11.3 1.0 2.2 80.9 94.7 94.5 97.9: 5.5 2.1
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 : 53: 6 3 5 37 38 46 43:
Old : 53: 6 3 5 37 38 46 43:
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 : 38.3 64.0 58.1 79.1 33.3 47.7 44.5 56.8
Old : 38.3 64.0 58.1 79.1 33.3 47.7 44.5 56.8
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 26, 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 : 171,445: 17,716 0 762 149,669 167,368 168,147 168,130: 3,298 3,315
Old : 171,445: 17,716 0 762 149,669 167,368 168,147 168,130: 3,298 3,315
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 19, 2013 :
: 6,038: 1,258 0 -321 5,554 6,993 6,491 6,672: -453 -634
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 0.0 0.4 87.3 97.6 98.1 98.1: 1.9 1.9
Old : 100.0: 10.3 0.0 0.4 87.3 97.6 98.1 98.1: 1.9 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 : 39: 5 0 2 29 31 34 33:
Old : 39: 5 0 2 29 31 34 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 : 48.6 42.6 65.8 63.9 38.5 37.8 52.8 53.6
Old : 48.6 42.6 65.8 63.9 38.5 37.8 52.8 53.6
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 26, 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 : 257,485: 14,815 4,838 4,705 230,902 242,892 250,422 252,435: 7,063 5,050
Old : 257,485: 14,815 4,838 4,705 230,902 242,892 250,422 252,435: 7,063 5,050
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 19, 2013 :
: 6,054: 116 1,273 50 6,152 6,311 6,318 7,634: -264 -1,580
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 1.9 1.8 89.7 94.3 97.3 98.0: 2.7 2.0
Old : 100.0: 5.8 1.9 1.8 89.7 94.3 97.3 98.0: 2.7 2.0
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: 3 4 3 32 31 37 36:
Old : 48: 3 4 3 32 31 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 : 49.6 50.4 67.7 68.3 46.3 48.7 62.6 60.8
Old : 49.6 50.4 67.7 68.3 46.3 48.7 62.6 60.8
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, March 26, 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 : 808,823: 2,055 2,238 8,296 787,833 795,065 798,184 805,599: 10,639 3,224
Old : 808,823: 2,055 2,238 8,296 787,833 795,065 798,184 805,599: 10,639 3,224
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 19, 2013 :
: 4,189: 297 1,537 -706 4,831 2,542 4,422 3,373: -233 816
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 0.3 1.0 97.4 98.3 98.7 99.6: 1.3 0.4
Old : 100.0: 0.3 0.3 1.0 97.4 98.3 98.7 99.6: 1.3 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 : 61: 3 2 6 52 40 58 46:
Old : 61: 3 2 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 : 30.8 44.4 51.9 64.5 23.8 37.5 41.7 50.3
Old : 30.8 44.4 51.9 64.5 23.8 37.5 41.7 50.3
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 26, 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 : 217,050: 5,676 3,956 2,234 201,506 202,736 209,416 208,926: 7,634 8,124
Old : 217,050: 5,676 3,956 2,234 201,506 202,736 209,416 208,926: 7,634 8,124
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 19, 2013 :
: 10,735: -2,490 736 896 14,104 11,178 12,510 12,810: -1,775 -2,075
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 1.8 1.0 92.8 93.4 96.5 96.3: 3.5 3.7
Old : 100.0: 2.6 1.8 1.0 92.8 93.4 96.5 96.3: 3.5 3.7
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 : 43: 4 1 2 25 29 29 32:
Old : 43: 4 1 2 25 29 29 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 : 58.9 55.8 75.1 74.4 58.5 54.5 69.4 67.7
Old : 58.9 55.8 75.1 74.4 58.5 54.5 69.4 67.7
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 26, 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 : 219,221: 5,266 5,234 2,611 206,015 207,816 213,892 215,661: 5,329 3,560
Old : 219,221: 5,266 5,234 2,611 206,015 207,816 213,892 215,661: 5,329 3,560
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 19, 2013 :
: 5,280: -2,166 -437 284 7,439 5,014 5,557 4,861: -277 419
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 2.4 1.2 94.0 94.8 97.6 98.4: 2.4 1.6
Old : 100.0: 2.4 2.4 1.2 94.0 94.8 97.6 98.4: 2.4 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 : 51: 3 2 3 31 35 34 40:
Old : 51: 3 2 3 31 35 34 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 27.5 60.5 50.1 33.5 27.2 50.9 48.0
Old : 39.6 27.5 60.5 50.1 33.5 27.2 50.9 48.0
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, March 26, 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 : 99,155: 13,704 3,218 3,464 77,762 84,883 94,930 91,565: 4,225 7,590
Old : 99,155: 13,704 3,218 3,464 77,762 84,883 94,930 91,565: 4,225 7,590
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 19, 2013 :
: 3,245: 2,087 64 -69 857 3,091 2,875 3,086: 370 159
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 3.2 3.5 78.4 85.6 95.7 92.3: 4.3 7.7
Old : 100.0: 13.8 3.2 3.5 78.4 85.6 95.7 92.3: 4.3 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 : 36: 3 2 2 20 23 23 27:
Old : 36: 3 2 2 20 23 23 27:
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 : 57.6 50.7 81.2 69.8 56.6 48.9 77.4 66.6
Old : 57.6 50.7 81.2 69.8 56.6 48.9 77.4 66.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 29, 2013