NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 4,767,309
COMMITMENTS
667,012 99,925 1478416 2601687 3164500 4747115 4742841 20,194 24,468
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: -207,191)
34,228 -36,851 -76,874 -159,767 -88,139 -202,413 -201,864 -4,778 -5,327
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.0 2.1 31.0 54.6 66.4 99.6 99.5 0.4 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 214)
40 24 56 136 132 200 190
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 246,024
COMMITMENTS
2,675 173 5,137 221,874 232,709 229,686 238,019 16,338 8,005
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: 6,516)
1,017 -1,172 -66 4,037 9,789 4,988 8,551 1,528 -2,035
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.1 2.1 90.2 94.6 93.4 96.7 6.6 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
4 1 4 32 32 37 36
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 157,999
COMMITMENTS
6,717 0 3,021 145,146 151,547 154,884 154,568 3,115 3,431
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: 5,919)
1,167 0 -10 5,608 6,211 6,765 6,201 -846 -282
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 0.0 1.9 91.9 95.9 98.0 97.8 2.0 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 0 2 28 32 31 34
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 220,589
COMMITMENTS
8,030 11,151 1,383 202,969 202,908 212,382 215,442 8,207 5,147
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: 3,861)
856 -413 44 3,178 4,264 4,078 3,895 -217 -34
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 5.1 0.6 92.0 92.0 96.3 97.7 3.7 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
1 3 3 30 33 34 36
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 711,912
COMMITMENTS
4,512 671 10,350 686,749 697,696 701,611 708,717 10,301 3,195
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: 10,751)
763 0 257 9,544 10,493 10,564 10,750 187 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.1 1.5 96.5 98.0 98.6 99.6 1.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
4 1 6 51 44 58 50
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 199,113
COMMITMENTS
4,240 1,712 1,668 183,722 188,782 189,630 192,162 9,483 6,951
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: 1,582)
170 -1,122 293 1,240 2,544 1,703 1,715 -121 -133
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 0.9 0.8 92.3 94.8 95.2 96.5 4.8 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
3 1 1 27 30 30 32
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 234,262
COMMITMENTS
7,539 939 5,282 215,097 225,622 227,918 231,843 6,344 2,419
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: 261)
-377 -66 -11 408 183 20 106 241 155
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 0.4 2.3 91.8 96.3 97.3 99.0 2.7 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
2 2 4 32 42 36 46
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 83,971
COMMITMENTS
6,506 0 1,698 72,068 73,554 80,272 75,252 3,699 8,719
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: 235)
-476 0 699 -53 -619 170 80 65 155
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 0.0 2.0 85.8 87.6 95.6 89.6 4.4 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 0 2 23 24 25 26
Updated January 4, 2013