NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 5,570,371
COMMITMENTS
1194441 111,675 1644422 2699642 3783948 5538505 5540045 31,866 30,326
CHANGES FROM 03/05/13 (CHANGE IN OPEN INTEREST: 243,595)
144,137 -2,491 72,349 24,115 172,240 240,601 242,098 2,994 1,497
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.4 2.0 29.5 48.5 67.9 99.4 99.5 0.6 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 220)
50 21 57 136 132 203 195
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 314,290
COMMITMENTS
24,378 1,638 8,792 263,031 296,555 296,201 306,985 18,089 7,305
CHANGES FROM 03/05/13 (CHANGE IN OPEN INTEREST: 4,761)
14,176 239 472 -8,325 5,369 6,323 6,080 -1,562 -1,319
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 0.5 2.8 83.7 94.4 94.2 97.7 5.8 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
7 2 6 32 34 41 40
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 157,202
COMMITMENTS
12,990 0 2,184 138,975 151,259 154,149 153,443 3,053 3,759
CHANGES FROM 03/05/13 (CHANGE IN OPEN INTEREST: 12,494)
1,185 0 103 11,234 12,285 12,522 12,388 -28 106
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 0.0 1.4 88.4 96.2 98.1 97.6 1.9 2.4
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 03/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 242,238
COMMITMENTS
13,200 14,342 1,282 219,245 221,535 233,727 237,159 8,511 5,079
CHANGES FROM 03/05/13 (CHANGE IN OPEN INTEREST: 7,240)
2,286 2,805 50 3,292 5,495 5,628 8,350 1,612 -1,110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 5.9 0.5 90.5 91.5 96.5 97.9 3.5 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
2 3 2 32 28 36 31
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 799,125
COMMITMENTS
1,868 1,337 7,761 780,743 789,129 790,372 798,227 8,753 898
CHANGES FROM 03/05/13 (CHANGE IN OPEN INTEREST: 12,950)
-1,014 1,337 -4,657 22,282 15,767 16,611 12,447 -3,661 503
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.2 1.0 97.7 98.7 98.9 99.9 1.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
2 2 4 51 40 56 44
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 196,072
COMMITMENTS
3,852 3,335 2,072 179,114 179,713 185,038 185,120 11,034 10,952
CHANGES FROM 03/05/13 (CHANGE IN OPEN INTEREST: 5,183)
-1,450 1,195 713 4,275 645 3,538 2,553 1,645 2,630
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 1.7 1.1 91.4 91.7 94.4 94.4 5.6 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 3 2 20 23 23 26
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 212,091
COMMITMENTS
3,463 6,058 2,734 200,108 196,385 206,305 205,177 5,786 6,914
CHANGES FROM 03/05/13 (CHANGE IN OPEN INTEREST: 5,320)
-2,184 2,206 387 6,447 -221 4,650 2,372 670 2,948
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 2.9 1.3 94.4 92.6 97.3 96.7 2.7 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
2 2 3 29 35 32 39
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 92,524
COMMITMENTS
18,858 1,832 1,248 67,065 82,177 87,171 85,257 5,353 7,267
CHANGES FROM 03/05/13 (CHANGE IN OPEN INTEREST: 12,900)
9,294 1,832 -1,406 3,360 12,913 11,248 13,339 1,652 -439
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.4 2.0 1.3 72.5 88.8 94.2 92.1 5.8 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 1 2 15 23 18 26
Updated March 15, 2013