NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 5,064,419
COMMITMENTS
785,529 115,786 1474515 2788441 3455321 5048485 5045622 15,934 18,797
CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST: 183,362)
110,944 -3,685 50,863 23,109 139,950 184,916 187,128 -1,554 -3,766
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.5 2.3 29.1 55.1 68.2 99.7 99.6 0.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 231)
41 32 62 146 138 218 204
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 268,268
COMMITMENTS
3,423 6,741 6,280 239,031 244,190 248,734 257,211 19,534 11,057
CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST: 10,372)
1,564 1,515 68 10,361 8,600 11,993 10,183 -1,621 189
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 2.5 2.3 89.1 91.0 92.7 95.9 7.3 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
5 5 8 32 30 42 38
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 158,335
COMMITMENTS
6,113 0 3,032 146,848 154,017 155,993 157,049 2,342 1,286
CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST: 5,275)
3,344 -280 -538 1,089 4,922 3,895 4,104 1,380 1,171
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 0.0 1.9 92.7 97.3 98.5 99.2 1.5 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
4 0 3 30 34 34 37
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 227,867
COMMITMENTS
9,872 6,958 1,709 209,952 212,275 221,533 220,942 6,334 6,925
CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST: 6,682)
308 -462 389 5,195 5,117 5,892 5,044 790 1,638
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 3.1 0.7 92.1 93.2 97.2 97.0 2.8 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
1 2 1 29 31 31 33
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 725,999
COMMITMENTS
885 1,647 11,207 704,103 710,366 716,195 723,220 9,804 2,779
CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST: 23,304)
-4,717 -347 1,382 27,736 23,435 24,401 24,470 -1,097 -1,166
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.2 1.5 97.0 97.8 98.6 99.6 1.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
2 3 6 51 41 57 47
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 193,941
COMMITMENTS
4,058 2,746 1,490 180,000 182,498 185,548 186,734 8,393 7,207
CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST: 4,370)
390 -1,508 840 3,543 4,334 4,773 3,666 -403 704
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 1.4 0.8 92.8 94.1 95.7 96.3 4.3 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
2 2 1 26 30 29 32
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 211,946
COMMITMENTS
7,923 0 4,843 193,637 203,863 206,403 208,706 5,543 3,240
CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST: 1,727)
1,553 0 21 579 2,919 2,153 2,940 -426 -1,213
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 0.0 2.3 91.4 96.2 97.4 98.5 2.6 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
4 0 4 32 40 36 44
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 88,552
COMMITMENTS
3,037 0 3,633 77,257 78,178 83,927 81,811 4,625 6,741
CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST: 2,507)
-560 0 1,004 2,178 1,475 2,622 2,479 -115 28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 0.0 4.1 87.2 88.3 94.8 92.4 5.2 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 0 2 24 24 26 26
Updated January 25, 2013