NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 5,281,435
COMMITMENTS
887,330 115,569 1593880 2770127 3541446 5251337 5250895 30,098 30,540
CHANGES FROM 02/12/13 (CHANGE IN OPEN INTEREST: 88,629)
-15,908 -43,627 66,667 29,431 58,363 80,190 81,403 8,439 7,226
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.8 2.2 30.2 52.5 67.1 99.4 99.4 0.6 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 227)
41 29 57 147 138 214 200
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 308,894
COMMITMENTS
6,280 2,893 9,173 276,058 287,013 291,511 299,079 17,383 9,815
CHANGES FROM 02/12/13 (CHANGE IN OPEN INTEREST: 15,654)
1,801 -1,570 1,085 13,250 16,585 16,136 16,100 -482 -446
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 0.9 3.0 89.4 92.9 94.4 96.8 5.6 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
4 4 7 32 28 40 35
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 156,203
COMMITMENTS
11,472 0 2,470 139,416 150,440 153,358 152,910 2,845 3,293
CHANGES FROM 02/12/13 (CHANGE IN OPEN INTEREST: 68)
1,155 0 -40 -1,598 -407 -483 -447 551 515
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 0.0 1.6 89.3 96.3 98.2 97.9 1.8 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
6 0 3 31 31 37 34
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 238,226
COMMITMENTS
10,182 7,380 2,042 220,853 222,774 233,077 232,196 5,149 6,030
CHANGES FROM 02/12/13 (CHANGE IN OPEN INTEREST: 10,748)
0 1,145 383 11,617 11,603 12,000 13,131 -1,252 -2,383
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 3.1 0.9 92.7 93.5 97.8 97.5 2.2 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
1 3 1 32 31 34 34
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 792,666
COMMITMENTS
1,449 922 12,685 766,021 778,137 780,155 791,744 12,511 922
CHANGES FROM 02/12/13 (CHANGE IN OPEN INTEREST: 28,731)
615 -91 1,012 30,645 29,920 32,272 30,841 -3,541 -2,110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.1 1.6 96.6 98.2 98.4 99.9 1.6 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
2 3 7 52 41 59 48
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 200,472
COMMITMENTS
3,384 2,795 1,937 186,343 188,702 191,664 193,434 8,808 7,038
CHANGES FROM 02/12/13 (CHANGE IN OPEN INTEREST: -775)
-550 -403 432 -688 -959 -806 -930 31 155
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 1.4 1.0 93.0 94.1 95.6 96.5 4.4 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 2 3 24 26 28 30
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 209,930
COMMITMENTS
1,631 1,498 6,174 198,742 199,447 206,547 207,119 3,383 2,811
CHANGES FROM 02/12/13 (CHANGE IN OPEN INTEREST: 3,853)
-339 0 143 4,049 3,682 3,853 3,825 0 28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.7 2.9 94.7 95.0 98.4 98.7 1.6 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
4 1 4 33 37 37 42
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 85,882
COMMITMENTS
6,668 0 2,438 73,644 76,460 82,750 78,898 3,132 6,984
CHANGES FROM 02/12/13 (CHANGE IN OPEN INTEREST: 2,707)
-223 0 -169 2,671 2,448 2,279 2,279 428 428
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 0.0 2.8 85.8 89.0 96.4 91.9 3.6 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 0 2 22 26 25 28
Updated February 22, 2013