NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 5,140,707
COMMITMENTS
626,643 114,482 1610311 2887813 3399435 5124767 5124228 15,940 16,479
CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST: -223,215)
-35,023 -1,879 -86,629 -99,561 -132,185 -221,213 -220,693 -2,002 -2,522
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.2 2.2 31.3 56.2 66.1 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 221)
44 27 61 137 135 205 202
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 272,338
COMMITMENTS
6,405 3,321 2,569 248,181 262,473 257,155 268,363 15,183 3,975
CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST: 1,172)
-1,010 -203 404 2,810 1,741 2,204 1,942 -1,032 -770
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 1.2 0.9 91.1 96.4 94.4 98.5 5.6 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
4 4 6 35 38 41 46
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 153,452
COMMITMENTS
4,035 3,561 3,902 143,240 143,442 151,177 150,905 2,275 2,547
CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST: -1,795)
1,597 -38 -322 -3,312 -1,563 -2,037 -1,923 242 128
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 2.3 2.5 93.3 93.5 98.5 98.3 1.5 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
6 1 3 34 34 41 37
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 241,812
COMMITMENTS
7,753 5,907 3,348 225,177 228,362 236,278 237,617 5,534 4,195
CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST: -2,535)
3,923 -3,118 98 -7,169 211 -3,148 -2,809 613 274
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 2.4 1.4 93.1 94.4 97.7 98.3 2.3 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
3 2 1 31 36 35 38
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 720,137
COMMITMENTS
0 3,368 14,405 697,557 698,047 711,962 715,820 8,175 4,317
CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST: 13,892)
0 -331 -216 14,049 13,643 13,833 13,096 59 796
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.5 2.0 96.9 96.9 98.9 99.4 1.1 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
0 3 5 54 45 59 50
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 209,148
COMMITMENTS
5,487 0 722 195,456 202,614 201,665 203,336 7,483 5,812
CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST: 5,110)
1,044 0 -950 6,794 5,815 6,888 4,865 -1,778 245
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 0.0 0.3 93.5 96.9 96.4 97.2 3.6 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
1 0 1 32 33 33 34
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 278,806
COMMITMENTS
6,010 0 7,712 258,402 267,687 272,124 275,399 6,682 3,407
CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST: 2,104)
-480 -59 -317 2,721 2,758 1,924 2,382 180 -278
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 0.0 2.8 92.7 96.0 97.6 98.8 2.4 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
3 0 3 40 42 43 45
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 122,050
COMMITMENTS
5,532 0 3,572 109,625 111,620 118,729 115,192 3,321 6,858
CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST: -471)
-183 0 -152 -46 -1,929 -381 -2,081 -90 1,610
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 0.0 2.9 89.8 91.5 97.3 94.4 2.7 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
1 0 1 29 29 30 30
Updated November 2, 2012