NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 4,943,671
COMMITMENTS
720,827 112,823 1560771 2648737 3255663 4930335 4929257 13,336 14,414
CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -367,629)
-33,903 8,117 -69,565 -264,143 -306,713 -367,611 -368,161 -18 532
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.6 2.3 31.6 53.6 65.9 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 220)
39 26 58 137 134 203 196
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 250,126
COMMITMENTS
4,384 2,825 3,338 225,083 238,860 232,805 245,023 17,321 5,103
CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: 3,428)
-533 2,286 -136 4,700 2,560 4,031 4,710 -603 -1,282
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 1.1 1.3 90.0 95.5 93.1 98.0 6.9 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
4 3 2 34 38 39 42
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 148,238
COMMITMENTS
3,156 0 3,266 136,912 139,963 143,334 143,229 4,904 5,009
CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: 5,176)
1,653 -7 -620 1,564 3,893 2,597 3,266 2,579 1,910
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 0.0 2.2 92.4 94.4 96.7 96.6 3.3 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
4 0 3 29 32 33 35
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 225,502
COMMITMENTS
6,004 12,262 582 210,760 206,088 217,346 218,932 8,156 6,570
CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -1,834)
973 -217 268 -3,405 -3,594 -2,164 -3,543 330 1,709
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 5.4 0.3 93.5 91.4 96.4 97.1 3.6 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
4 1 2 30 35 35 37
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 699,355
COMMITMENTS
1,564 54 9,631 680,796 685,308 691,991 694,993 7,364 4,362
CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -14,816)
-1,311 54 -1,498 -11,615 -12,650 -14,424 -14,094 -392 -722
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.0 1.4 97.3 98.0 98.9 99.4 1.1 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
2 1 5 51 42 56 47
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 197,910
COMMITMENTS
5,665 2,318 2,246 181,433 187,206 189,344 191,770 8,566 6,140
CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -2,869)
2,161 -803 -50 -5,626 -2,477 -3,515 -3,330 646 461
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 1.2 1.1 91.7 94.6 95.7 96.9 4.3 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
4 2 1 29 31 34 33
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 255,418
COMMITMENTS
9,922 1,184 4,439 234,979 244,292 249,340 249,915 6,078 5,503
CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -4,893)
2,929 142 -731 -6,948 -6,867 -4,750 -7,456 -143 2,563
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 0.5 1.7 92.0 95.6 97.6 97.8 2.4 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
3 1 3 36 42 39 46
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 97,044
COMMITMENTS
3,365 1,703 3,461 86,998 85,031 93,824 90,195 3,220 6,849
CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -5,173)
2,349 -248 -1,276 -4,662 -2,562 -3,589 -4,086 -1,584 -1,087
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 1.8 3.6 89.6 87.6 96.7 92.9 3.3 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 1 2 26 28 28 30
Updated December 7, 2012