NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 5,205,223
COMMITMENTS
619,347 104,574 1631334 2935959 3451427 5186640 5187335 18,583 17,888
CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST: 235,524)
45,071 -37,954 135,640 65,657 145,288 246,368 242,974 -10,844 -7,450
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.9 2.0 31.3 56.4 66.3 99.6 99.7 0.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 225)
50 23 63 142 136 213 202
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 260,640
COMMITMENTS
3,411 2,558 3,572 239,628 251,432 246,611 257,562 14,029 3,078
CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST: -6,946)
209 -6,939 161 -8,358 -74 -7,988 -6,852 1,042 -94
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 1.0 1.4 91.9 96.5 94.6 98.8 5.4 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
4 3 5 34 36 39 43
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 155,509
COMMITMENTS
2,739 3,330 4,194 146,376 145,379 153,309 152,903 2,200 2,606
CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST: 4,629)
-622 -180 933 4,442 3,602 4,753 4,355 -124 274
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 2.1 2.7 94.1 93.5 98.6 98.3 1.4 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
5 1 3 31 33 36 37
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 242,291
COMMITMENTS
4,350 6,211 4,012 229,541 226,845 237,903 237,068 4,388 5,223
CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST: -622)
1,007 44 141 -1,557 -453 -409 -268 -213 -354
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 2.6 1.7 94.7 93.6 98.2 97.8 1.8 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
3 2 2 29 33 33 36
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 697,383
COMMITMENTS
829 3,869 14,946 676,526 677,410 692,301 696,225 5,082 1,158
CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST: 16,419)
-849 1,587 1,031 13,855 14,013 14,037 16,631 2,382 -212
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.6 2.1 97.0 97.1 99.3 99.8 0.7 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
1 3 5 53 45 58 51
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 205,147
COMMITMENTS
4,700 0 692 190,770 199,045 196,162 199,737 8,985 5,410
CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST: 6,575)
3,883 0 -364 2,811 4,564 6,330 4,200 245 2,375
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 0.0 0.3 93.0 97.0 95.6 97.4 4.4 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 0 1 26 29 27 30
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 265,850
COMMITMENTS
9,425 0 7,106 243,455 255,405 259,986 262,511 5,864 3,339
CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST: 980)
-5,251 -94 1,490 4,501 -1,269 740 127 240 853
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 0.0 2.7 91.6 96.1 97.8 98.7 2.2 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
3 0 3 38 40 41 43
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 121,115
COMMITMENTS
9,870 0 2,467 105,397 112,184 117,734 114,651 3,381 6,464
CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST: 11,189)
4,010 0 96 6,825 11,481 10,931 11,577 258 -388
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 0.0 2.0 87.0 92.6 97.2 94.7 2.8 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 0 2 24 27 26 29
Updated June 29, 2007