NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 4,881,057
COMMITMENTS
674,585 119,471 1423652 2765332 3315371 4863569 4858494 17,488 22,563
CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST: 76,319)
60,099 8,187 -58,704 74,917 124,327 76,312 73,810 7 2,509
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.8 2.4 29.2 56.7 67.9 99.6 99.5 0.4 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 230)
41 31 62 141 137 213 203
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 257,896
COMMITMENTS
1,859 5,226 6,212 228,670 235,590 236,741 247,028 21,155 10,868
CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST: 12,638)
-2,803 5,133 -151 13,996 7,332 11,042 12,314 1,596 324
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 2.0 2.4 88.7 91.4 91.8 95.8 8.2 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
5 5 8 31 30 41 38
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 153,060
COMMITMENTS
2,769 280 3,570 145,759 149,095 152,098 152,945 962 115
CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST: 7,321)
-620 280 120 7,062 7,979 6,562 8,379 759 -1,058
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 0.2 2.3 95.2 97.4 99.4 99.9 0.6 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
3 1 2 29 34 32 37
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 221,185
COMMITMENTS
9,564 7,420 1,320 204,757 207,158 215,641 215,898 5,544 5,287
CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST: 3,017)
650 -2,888 -32 3,027 6,029 3,645 3,109 -628 -92
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 3.4 0.6 92.6 93.7 97.5 97.6 2.5 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
2 2 2 30 31 33 34
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 702,695
COMMITMENTS
5,602 1,994 9,825 676,367 686,931 691,794 698,750 10,901 3,945
CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST: 24,011)
2,986 1,322 -456 19,522 21,764 22,052 22,630 1,959 1,381
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.3 1.4 96.3 97.8 98.4 99.4 1.6 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
3 2 6 49 41 56 47
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 189,571
COMMITMENTS
3,668 4,254 650 176,457 178,164 180,775 183,068 8,796 6,503
CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST: 5,914)
466 2,459 -630 5,660 4,112 5,496 5,941 418 -27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 2.2 0.3 93.1 94.0 95.4 96.6 4.6 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
3 2 1 25 30 29 32
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 210,219
COMMITMENTS
6,370 0 4,822 193,058 200,944 204,250 205,766 5,969 4,453
CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST: 511)
-748 -862 -57 978 -24 173 -943 338 1,454
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 0.0 2.3 91.8 95.6 97.2 97.9 2.8 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
3 0 3 32 40 35 43
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 86,045
COMMITMENTS
3,597 0 2,629 75,079 76,703 81,305 79,332 4,740 6,713
CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST: 6,355)
-3,242 0 1,822 6,717 5,059 5,297 6,881 1,058 -526
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 0.0 3.1 87.3 89.1 94.5 92.2 5.5 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 0 2 23 23 25 25
Updated January 18, 2013