NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 4,974,500
COMMITMENTS
632,784 136,776 1555290 2761454 3252639 4949528 4944705 24,972 29,795
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: -46)
11,087 -38,682 -4,812 -14,113 34,526 -7,838 -8,968 7,792 8,922
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.7 2.7 31.3 55.5 65.4 99.5 99.4 0.5 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 225)
37 33 55 141 139 205 200
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 239,508
COMMITMENTS
1,658 1,345 5,203 217,837 222,920 224,698 229,468 14,810 10,040
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: -2,765)
-2,006 1,345 476 -915 -3,691 -2,445 -1,870 -320 -895
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.6 2.2 91.0 93.1 93.8 95.8 6.2 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
4 1 4 32 33 37 37
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 152,080
COMMITMENTS
5,550 0 3,031 139,538 145,336 148,119 148,367 3,961 3,713
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: -3,480)
225 0 -712 -3,609 -3,541 -4,096 -4,253 616 773
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 0.0 2.0 91.8 95.6 97.4 97.6 2.6 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 0 2 27 30 30 32
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 216,728
COMMITMENTS
7,174 11,564 1,339 199,791 198,644 208,304 211,547 8,424 5,181
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 1,772)
770 817 -444 894 -135 1,220 238 552 1,534
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 5.3 0.6 92.2 91.7 96.1 97.6 3.9 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
1 3 3 30 33 34 36
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 701,161
COMMITMENTS
3,749 671 10,093 677,205 687,203 691,047 697,967 10,114 3,194
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 9,658)
734 -331 -125 9,230 10,143 9,839 9,687 -181 -29
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.1 1.4 96.6 98.0 98.6 99.5 1.4 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
4 1 6 52 45 59 51
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 197,531
COMMITMENTS
4,070 2,834 1,375 182,482 186,238 187,927 190,447 9,604 7,084
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 4,950)
0 -920 446 4,358 5,716 4,804 5,242 146 -292
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 1.4 0.7 92.4 94.3 95.1 96.4 4.9 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
3 2 1 26 30 30 32
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 234,001
COMMITMENTS
7,916 1,005 5,293 214,689 225,439 227,898 231,737 6,103 2,264
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 1,184)
680 0 -364 558 2,088 874 1,724 310 -540
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 0.4 2.3 91.7 96.3 97.4 99.0 2.6 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
3 1 4 32 40 36 44
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 83,736
COMMITMENTS
6,982 0 999 72,121 74,173 80,102 75,172 3,634 8,564
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 2,938)
1,169 0 -320 4,017 2,967 4,866 2,647 -1,928 291
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 0.0 1.2 86.1 88.6 95.7 89.8 4.3 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 0 1 22 23 24 24
Updated December 28, 2012