NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 5,170,129
COMMITMENTS
879,049 138,054 1469643 2793618 3519843 5142310 5127540 27,819 42,589
CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST: 105,710)
93,520 22,268 -4,872 5,177 64,522 93,825 81,918 11,885 23,792
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.0 2.7 28.4 54.0 68.1 99.5 99.2 0.5 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 233)
41 30 61 151 144 222 208
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 275,439
COMMITMENTS
2,324 3,047 8,182 243,998 251,696 254,504 262,925 20,935 12,514
CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST: 7,171)
-1,099 -3,694 1,902 4,967 7,506 5,770 5,714 1,401 1,457
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 1.1 3.0 88.6 91.4 92.4 95.5 7.6 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
4 4 8 31 28 39 36
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 161,700
COMMITMENTS
11,345 0 1,432 145,207 158,408 157,984 159,840 3,716 1,860
CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST: 3,365)
5,232 0 -1,600 -1,641 4,391 1,991 2,791 1,374 574
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 0.0 0.9 89.8 98.0 97.7 98.8 2.3 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
4 0 2 31 34 35 36
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 222,685
COMMITMENTS
10,211 7,933 1,736 203,560 205,611 215,507 215,280 7,178 7,405
CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST: -5,182)
339 975 27 -6,392 -6,664 -6,026 -5,662 844 480
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 3.6 0.8 91.4 92.3 96.8 96.7 3.2 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
2 2 3 29 32 33 35
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 749,413
COMMITMENTS
0 2,837 11,487 724,842 731,165 736,329 745,489 13,084 3,924
CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST: 23,414)
-885 1,190 280 20,739 20,799 20,134 22,269 3,280 1,145
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.4 1.5 96.7 97.6 98.3 99.5 1.7 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
0 3 5 50 39 55 44
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 201,982
COMMITMENTS
3,874 3,050 1,732 188,136 190,503 193,742 195,285 8,240 6,697
CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST: 8,041)
-184 304 242 8,136 8,005 8,194 8,551 -153 -510
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 1.5 0.9 93.1 94.3 95.9 96.7 4.1 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
3 2 2 27 35 31 38
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 214,555
COMMITMENTS
5,783 0 4,981 197,628 205,761 208,392 210,742 6,163 3,813
CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST: 2,609)
-2,140 0 138 3,991 1,898 1,989 2,036 620 573
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 0.0 2.3 92.1 95.9 97.1 98.2 2.9 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
3 0 3 32 40 35 43
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 92,698
COMMITMENTS
552 549 5,016 81,347 80,196 86,915 85,761 5,783 6,937
CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST: 4,146)
-2,485 549 1,383 4,090 2,018 2,988 3,950 1,158 196
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.6 5.4 87.8 86.5 93.8 92.5 6.2 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 1 2 27 28 29 30
Updated February 1, 2013