NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 4,804,738
COMMITMENTS
614,486 111,284 1482356 2690415 3191044 4787257 4784684 17,481 20,054
CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: 37,429)
-52,526 11,359 3,940 88,728 26,544 40,142 41,843 -2,713 -4,414
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.8 2.3 30.9 56.0 66.4 99.6 99.6 0.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 222)
45 24 61 139 133 209 197
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 245,258
COMMITMENTS
4,662 93 6,363 214,674 228,258 225,699 234,714 19,559 10,544
CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: -766)
1,987 -80 1,226 -7,200 -4,451 -3,987 -3,305 3,221 2,539
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 0.0 2.6 87.5 93.1 92.0 95.7 8.0 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
8 1 7 31 29 40 36
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 145,739
COMMITMENTS
3,389 0 3,450 138,697 141,116 145,536 144,566 203 1,173
CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: -12,260)
-3,328 0 429 -6,449 -10,431 -9,348 -10,002 -2,912 -2,258
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 0.0 2.4 95.2 96.8 99.9 99.2 0.1 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 0 2 27 31 30 33
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 218,168
COMMITMENTS
8,914 10,308 1,352 201,730 201,129 211,996 212,789 6,172 5,379
CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: -2,421)
884 -843 -31 -1,239 -1,779 -386 -2,653 -2,035 232
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 4.7 0.6 92.5 92.2 97.2 97.5 2.8 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
1 2 2 30 32 33 34
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 678,684
COMMITMENTS
2,616 672 10,281 656,845 665,167 669,742 676,120 8,942 2,564
CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: -33,228)
-1,896 1 -69 -29,904 -32,529 -31,869 -32,597 -1,359 -631
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.1 1.5 96.8 98.0 98.7 99.6 1.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
4 1 6 50 44 57 50
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 183,657
COMMITMENTS
3,202 1,795 1,280 170,797 174,052 175,279 177,127 8,378 6,530
CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: -15,456)
-1,038 83 -388 -12,925 -14,730 -14,351 -15,035 -1,105 -421
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 1.0 0.7 93.0 94.8 95.4 96.4 4.6 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
2 2 1 26 27 29 29
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 209,708
COMMITMENTS
7,118 862 4,879 192,080 200,968 204,077 206,709 5,631 2,999
CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: -24,554)
-421 -77 -403 -23,017 -24,654 -23,841 -25,134 -713 580
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 0.4 2.3 91.6 95.8 97.3 98.6 2.7 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
3 1 4 32 39 36 43
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 79,690
COMMITMENTS
6,839 0 807 68,362 71,644 76,008 72,451 3,682 7,239
CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: -4,281)
333 0 -891 -3,706 -1,910 -4,264 -2,801 -17 -1,480
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.6 0.0 1.0 85.8 89.9 95.4 90.9 4.6 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 0 2 21 24 23 26
Updated January 15, 2013