NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 5,099,569
COMMITMENTS
869,119 111,269 1484661 2728296 3485165 5082076 5081095 17,493 18,474
CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST: -70,560)
-9,930 -26,785 15,018 -65,322 -34,678 -60,234 -46,445 -10,326 -24,115
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.0 2.2 29.1 53.5 68.3 99.7 99.6 0.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 225)
43 26 58 146 138 213 200
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 272,198
COMMITMENTS
3,157 4,222 7,003 242,807 252,142 252,967 263,367 19,231 8,831
CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST: -3,241)
833 1,175 -1,179 -1,191 446 -1,537 442 -1,704 -3,683
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 1.6 2.6 89.2 92.6 92.9 96.8 7.1 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
3 4 7 33 29 40 36
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 150,042
COMMITMENTS
11,749 0 1,246 134,580 146,210 147,575 147,456 2,467 2,586
CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST: -11,658)
404 0 -186 -10,627 -12,198 -10,409 -12,384 -1,249 726
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 0.0 0.8 89.7 97.4 98.4 98.3 1.6 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
5 0 2 29 32 34 34
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 219,537
COMMITMENTS
9,754 5,326 1,823 200,180 204,095 211,757 211,244 7,780 8,293
CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST: -3,148)
-457 -2,607 87 -3,380 -1,516 -3,750 -4,036 602 888
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 2.4 0.8 91.2 93.0 96.5 96.2 3.5 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 1 1 28 29 30 30
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 749,551
COMMITMENTS
1,083 3,162 12,007 723,907 731,663 736,997 746,832 12,554 2,719
CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST: 138)
1,083 325 520 -935 498 668 1,343 -530 -1,205
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.4 1.6 96.6 97.6 98.3 99.6 1.7 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
1 4 6 48 39 55 45
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 198,266
COMMITMENTS
4,089 4,122 832 184,813 186,922 189,734 191,876 8,532 6,390
CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST: -3,716)
215 1,072 -900 -3,323 -3,581 -4,008 -3,409 292 -307
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 2.1 0.4 93.2 94.3 95.7 96.8 4.3 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 2 2 25 25 29 28
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 196,429
COMMITMENTS
5,927 1,551 4,751 182,368 187,679 193,046 193,981 3,383 2,448
CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST: -18,126)
144 1,551 -230 -15,260 -18,082 -15,346 -16,761 -2,780 -1,365
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 0.8 2.4 92.8 95.5 98.3 98.8 1.7 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
3 2 4 32 37 36 42
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 81,247
COMMITMENTS
5,813 0 2,897 68,977 72,351 77,687 75,248 3,560 5,999
CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST: -11,451)
5,261 -549 -2,119 -12,370 -7,845 -9,228 -10,513 -2,223 -938
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 0.0 3.6 84.9 89.1 95.6 92.6 4.4 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 0 2 22 28 25 30
Updated February 8, 2013