NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 4,974,546
COMMITMENTS
621,697 175,458 1560102 2775567 3218113 4957366 4953673 17,180 20,873
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: -2,521)
-37,782 45,297 -42,934 74,580 -8,635 -6,136 -6,272 3,615 3,751
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.5 3.5 31.4 55.8 64.7 99.7 99.6 0.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 226)
39 32 60 142 138 210 203
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 242,273
COMMITMENTS
3,664 0 4,727 218,752 226,611 227,143 231,338 15,130 10,935
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 5,577)
-66 -2,959 1,284 3,911 2,841 5,129 1,166 448 4,411
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 0.0 2.0 90.3 93.5 93.8 95.5 6.2 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
5 0 3 33 33 38 36
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 155,560
COMMITMENTS
5,325 0 3,743 143,147 148,877 152,215 152,620 3,345 2,940
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 4,625)
-590 0 1,007 4,365 3,437 4,782 4,444 -157 181
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 0.0 2.4 92.0 95.7 97.8 98.1 2.2 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
4 0 3 28 31 32 34
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 214,956
COMMITMENTS
6,404 10,747 1,783 198,897 198,779 207,084 211,309 7,872 3,647
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 3,531)
620 -875 1,050 2,104 5,426 3,774 5,601 -243 -2,070
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 5.0 0.8 92.5 92.5 96.3 98.3 3.7 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
2 4 3 29 34 33 39
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 691,503
COMMITMENTS
3,015 1,002 10,218 667,975 677,060 681,208 688,280 10,295 3,223
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: -20,384)
292 140 306 -20,752 -19,469 -20,154 -19,023 -230 -1,361
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.1 1.5 96.6 97.9 98.5 99.5 1.5 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
3 2 6 51 44 58 50
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 192,581
COMMITMENTS
4,070 3,754 929 178,124 180,522 183,123 185,205 9,458 7,376
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 8,837)
-683 192 -1,161 9,329 9,394 7,485 8,425 1,352 412
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 1.9 0.5 92.5 93.7 95.1 96.2 4.9 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
3 2 1 25 28 29 30
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 232,817
COMMITMENTS
7,236 1,005 5,657 214,131 223,351 227,024 230,013 5,793 2,804
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 690)
3,540 553 -2,592 -289 2,729 659 690 31 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 0.4 2.4 92.0 95.9 97.5 98.8 2.5 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
3 1 4 31 39 35 43
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 80,798
COMMITMENTS
5,813 0 1,319 68,104 71,206 75,236 72,525 5,562 8,273
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 1,766)
59 -70 -373 776 -140 462 -583 1,304 2,349
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 0.0 1.6 84.3 88.1 93.1 89.8 6.9 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 0 1 19 21 21 22
Updated December 21, 2012