NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 5,091,335
COMMITMENTS
564,128 114,386 1634514 2884935 3334994 5083577 5083894 7,758 7,441
CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST: 8,914)
-19,986 -13,583 30,663 -923 -7,001 9,754 10,079 -840 -1,165
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.1 2.2 32.1 56.7 65.5 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 220)
44 28 61 137 136 206 201
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 245,172
COMMITMENTS
3,390 1,496 2,614 223,182 236,544 229,186 240,654 15,986 4,518
CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST: -1,178)
586 670 -100 -2,427 -3,505 -1,941 -2,935 763 1,757
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.6 1.1 91.0 96.5 93.5 98.2 6.5 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
3 3 4 33 37 38 42
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 129,065
COMMITMENTS
1,476 693 3,007 122,361 120,926 126,844 124,626 2,221 4,439
CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST: -3,009)
-386 693 -111 -2,021 -4,454 -2,518 -3,872 -491 863
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.5 2.3 94.8 93.7 98.3 96.6 1.7 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 1 3 28 29 32 32
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 222,497
COMMITMENTS
5,608 8,116 2,273 207,890 207,034 215,771 217,423 6,726 5,074
CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST: 3,014)
87 4,152 -783 2,749 -1,493 2,053 1,876 961 1,138
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 3.6 1.0 93.4 93.1 97.0 97.7 3.0 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
2 1 2 28 34 31 36
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 696,413
COMMITMENTS
1,530 423 10,397 675,833 680,132 687,760 690,952 8,653 5,461
CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST: 4,617)
-166 45 -719 6,609 5,964 5,724 5,290 -1,107 -673
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.1 1.5 97.0 97.7 98.8 99.2 1.2 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
1 2 5 52 44 57 49
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 200,377
COMMITMENTS
880 1,801 1,999 190,291 187,220 193,170 191,020 7,207 9,357
CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST: 3,813)
-2,541 1,801 1,646 7,268 -1,770 6,373 1,677 -2,560 2,136
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.9 1.0 95.0 93.4 96.4 95.3 3.6 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
1 2 1 27 29 29 31
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 263,425
COMMITMENTS
6,961 1,091 5,450 245,009 254,006 257,420 260,547 6,005 2,878
CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST: 13,449)
-368 298 -1,031 14,848 14,182 13,449 13,449 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 0.4 2.1 93.0 96.4 97.7 98.9 2.3 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
2 2 3 38 39 41 43
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 98,137
COMMITMENTS
5,464 871 1,369 86,641 88,293 93,474 90,533 4,663 7,604
CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST: -11,205)
-626 400 -1,723 -8,840 -9,398 -11,189 -10,721 -16 -484
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 0.9 1.4 88.3 90.0 95.2 92.3 4.8 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 1 2 24 27 26 29
Updated November 16, 2012