NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 5,326,776
COMMITMENTS
1050304 114,166 1572073 2675527 3611708 5297904 5297947 28,872 28,829
CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST: -108,075)
69,490 -2,449 -64,087 -117,912 -16,758 -112,509 -83,294 4,434 -24,781
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.7 2.1 29.5 50.2 67.8 99.5 99.5 0.5 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 215)
46 21 54 137 132 201 191
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 309,529
COMMITMENTS
10,202 1,399 8,320 271,356 291,186 289,878 300,905 19,651 8,624
CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST: -10,608)
3,717 -1,444 -2,038 -12,500 -5,213 -10,821 -8,695 213 -1,913
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 0.5 2.7 87.7 94.1 93.7 97.2 6.3 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
6 2 6 31 30 39 36
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 144,708
COMMITMENTS
11,805 0 2,081 127,741 138,974 141,627 141,055 3,081 3,653
CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST: -15,009)
-1,246 0 -170 -13,987 -14,282 -15,403 -14,452 394 -557
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 0.0 1.4 88.3 96.0 97.9 97.5 2.1 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
5 0 2 28 29 33 31
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 234,998
COMMITMENTS
10,914 11,537 1,232 215,953 216,040 228,099 228,809 6,899 6,189
CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST: -10,003)
152 1,678 127 -11,270 -12,091 -10,991 -10,286 988 283
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 4.9 0.5 91.9 91.9 97.1 97.4 2.9 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
1 3 1 31 28 33 31
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 786,175
COMMITMENTS
2,882 0 12,418 758,461 773,362 773,761 785,780 12,414 395
CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST: -31,183)
-195 -1,320 480 -32,994 -28,939 -32,709 -29,779 1,526 -1,404
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.0 1.6 96.5 98.4 98.4 99.9 1.6 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
5 0 6 49 39 56 45
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 190,889
COMMITMENTS
5,302 2,140 1,359 174,839 179,068 181,500 182,567 9,389 8,322
CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST: -12,173)
1,952 -85 -1,211 -12,333 -12,073 -11,592 -13,369 -581 1,196
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 1.1 0.7 91.6 93.8 95.1 95.6 4.9 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 1 2 18 22 21 25
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 206,771
COMMITMENTS
5,647 3,852 2,347 193,661 196,606 201,655 202,805 5,116 3,966
CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST: -17,933)
879 -1,523 -1,490 -18,962 -15,216 -19,573 -18,229 1,640 296
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 1.9 1.1 93.7 95.1 97.5 98.1 2.5 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
3 1 3 29 35 32 39
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 79,624
COMMITMENTS
9,564 0 2,654 63,705 69,264 75,923 71,918 3,701 7,706
CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST: -13,032)
4,432 -2,637 -1,942 -15,533 -9,386 -13,043 -13,965 11 933
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.0 0.0 3.3 80.0 87.0 95.4 90.3 4.6 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 0 2 15 22 18 24
Updated March 8, 2013