NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 4,977,067
COMMITMENTS
659,479 130,161 1603036 2700987 3226748 4963502 4959945 13,565 17,122
CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: 33,396)
-61,348 17,338 42,265 52,250 -28,915 33,167 30,688 229 2,708
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.3 2.6 32.2 54.3 64.8 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 219)
42 25 55 138 135 202 195
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 236,696
COMMITMENTS
3,730 2,959 3,443 214,841 223,770 222,014 230,172 14,682 6,524
CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: -13,430)
-654 134 105 -10,242 -15,090 -10,791 -14,851 -2,639 1,421
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 1.3 1.5 90.8 94.5 93.8 97.2 6.2 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
4 2 3 32 33 36 38
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 150,935
COMMITMENTS
5,915 0 2,736 138,782 145,440 147,433 148,176 3,502 2,759
CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: 2,697)
2,759 0 -530 1,870 5,477 4,099 4,947 -1,402 -2,250
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 0.0 1.8 91.9 96.4 97.7 98.2 2.3 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 0 1 27 32 30 33
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 211,425
COMMITMENTS
5,784 11,622 733 196,793 193,353 203,310 205,708 8,115 5,717
CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: -14,077)
-220 -640 151 -13,967 -12,735 -14,036 -13,224 -41 -853
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 5.5 0.3 93.1 91.5 96.2 97.3 3.8 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 2 2 28 33 32 36
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 711,887
COMMITMENTS
2,723 862 9,912 688,727 696,529 701,362 707,303 10,525 4,584
CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: 12,532)
1,159 808 281 7,931 11,221 9,371 12,310 3,161 222
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.1 1.4 96.7 97.8 98.5 99.4 1.5 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
3 2 5 51 41 57 47
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 183,744
COMMITMENTS
4,753 3,562 2,090 168,795 171,128 175,638 176,780 8,106 6,964
CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: -14,166)
-912 1,244 -156 -12,638 -16,078 -13,706 -14,990 -460 824
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 1.9 1.1 91.9 93.1 95.6 96.2 4.4 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
3 2 2 25 27 29 30
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 232,127
COMMITMENTS
3,696 452 8,249 214,420 220,622 226,365 229,323 5,762 2,804
CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: -23,291)
-6,226 -732 3,810 -20,559 -23,670 -22,975 -20,592 -316 -2,699
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 0.2 3.6 92.4 95.0 97.5 98.8 2.5 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
3 1 4 31 40 35 44
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 79,032
COMMITMENTS
5,754 70 1,692 67,328 71,346 74,774 73,108 4,258 5,924
CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: -18,012)
2,389 -1,633 -1,769 -19,670 -13,685 -19,050 -17,087 1,038 -925
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 0.1 2.1 85.2 90.3 94.6 92.5 5.4 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 1 2 19 22 21 24
Updated December 14, 2012