NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 5,311,300
COMMITMENTS
754,730 104,706 1630336 2912880 3562376 5297946 5297418 13,354 13,882
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 99,131)
90,775 -2,504 39,926 -35,162 57,798 95,539 95,220 3,592 3,911
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.2 2.0 30.7 54.8 67.1 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 226)
48 27 64 140 136 214 203
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 246,698
COMMITMENTS
4,917 539 3,474 220,383 236,300 228,774 240,313 17,924 6,385
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 621)
2,410 -347 -248 -3,880 -552 -1,718 -1,147 2,339 1,768
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 0.2 1.4 89.3 95.8 92.7 97.4 7.3 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
3 2 2 33 38 37 41
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 143,062
COMMITMENTS
1,503 7 3,886 135,348 136,070 140,737 139,963 2,325 3,099
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 64)
80 -516 522 -1,140 27 -538 33 602 31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.0 2.7 94.6 95.1 98.4 97.8 1.6 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 1 3 30 32 34 35
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 227,336
COMMITMENTS
5,031 12,479 314 214,165 209,682 219,510 222,475 7,826 4,861
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 581)
-788 -1,392 -350 1,338 3,224 200 1,482 381 -901
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 5.5 0.1 94.2 92.2 96.6 97.9 3.4 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 1 1 28 34 30 35
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 714,171
COMMITMENTS
2,875 0 11,129 692,411 697,958 706,415 709,087 7,756 5,084
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 6,408)
926 -22 -253 5,617 5,465 6,290 5,190 118 1,218
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.0 1.6 97.0 97.7 98.9 99.3 1.1 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
3 0 5 51 43 56 48
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 200,779
COMMITMENTS
3,504 3,121 2,296 187,059 189,683 192,859 195,100 7,920 5,679
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: -318)
205 -356 694 -2,849 2,877 -1,950 3,215 1,632 -3,533
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 1.6 1.1 93.2 94.5 96.1 97.2 3.9 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
3 2 1 29 32 33 34
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 260,311
COMMITMENTS
6,993 1,042 5,170 241,927 251,159 254,090 257,371 6,221 2,940
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 719)
56 11 -131 1,250 870 1,175 750 -456 -31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 0.4 2.0 92.9 96.5 97.6 98.9 2.4 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
3 1 3 36 41 39 45
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 102,217
COMMITMENTS
1,016 1,951 4,737 91,660 87,593 97,413 94,281 4,804 7,936
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 745)
152 -31 350 -988 -1,374 -486 -1,055 1,231 1,800
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 1.9 4.6 89.7 85.7 95.3 92.2 4.7 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 1 2 25 28 27 30
Updated December 5, 2012