NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 5,212,169
COMMITMENTS
663,955 107,210 1590410 2948042 3504578 5202407 5202198 9,762 9,971
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: 120,834)
99,827 -7,176 -44,104 63,107 169,584 118,830 118,304 2,004 2,530
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.7 2.1 30.5 56.6 67.2 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 226)
49 23 64 140 136 214 202
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 246,077
COMMITMENTS
2,507 886 3,722 224,263 236,852 230,492 241,460 15,585 4,617
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: 905)
-883 -610 1,108 1,081 308 1,306 806 -401 99
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.4 1.5 91.1 96.3 93.7 98.1 6.3 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
3 3 2 32 38 37 41
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 142,998
COMMITMENTS
1,423 523 3,364 136,488 136,043 141,275 139,930 1,723 3,068
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: 13,933)
-53 -170 357 14,127 15,117 14,431 15,304 -498 -1,371
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.4 2.4 95.4 95.1 98.8 97.9 1.2 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 1 3 30 31 34 34
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 226,755
COMMITMENTS
5,819 13,871 664 212,827 206,458 219,310 220,993 7,445 5,762
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: 4,258)
211 5,755 -1,609 4,937 -576 3,539 3,570 719 688
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 6.1 0.3 93.9 91.0 96.7 97.5 3.3 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 1 2 28 34 31 36
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 707,763
COMMITMENTS
1,949 22 11,382 686,794 692,493 700,125 703,897 7,638 3,866
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: 11,350)
419 -401 985 10,961 12,361 12,365 12,945 -1,015 -1,595
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.0 1.6 97.0 97.8 98.9 99.5 1.1 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
2 1 5 52 44 57 49
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 201,097
COMMITMENTS
3,299 3,477 1,602 189,908 186,806 194,809 191,885 6,288 9,212
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: 720)
2,419 1,676 -397 -383 -414 1,639 865 -919 -145
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 1.7 0.8 94.4 92.9 96.9 95.4 3.1 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
3 2 1 28 29 32 31
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 259,592
COMMITMENTS
6,937 1,031 5,301 240,677 250,289 252,915 256,621 6,677 2,971
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: -3,833)
-24 -60 -149 -4,332 -3,717 -4,505 -3,926 672 93
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 0.4 2.0 92.7 96.4 97.4 98.9 2.6 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
2 2 3 35 39 38 43
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 101,472
COMMITMENTS
864 1,982 4,387 92,648 88,967 97,899 95,336 3,573 6,136
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: 3,335)
-4,600 1,111 3,018 6,007 674 4,425 4,803 -1,090 -1,468
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 2.0 4.3 91.3 87.7 96.5 94.0 3.5 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 1 2 27 28 29 30
Updated November 26, 2012