NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 5,843,001
COMMITMENTS
1335987 101,018 1627026 2849298 4081322 5812311 5809366 30,690 33,635
CHANGES FROM 03/12/13 (CHANGE IN OPEN INTEREST: 272,630)
141,546 -10,657 -17,396 149,656 297,374 273,806 269,321 -1,176 3,309
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.9 1.7 27.8 48.8 69.8 99.5 99.4 0.5 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 222)
51 19 58 140 136 208 197
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 317,328
COMMITMENTS
33,249 4,561 6,532 259,182 297,838 298,963 308,931 18,365 8,397
CHANGES FROM 03/12/13 (CHANGE IN OPEN INTEREST: 3,038)
8,871 2,923 -2,260 -3,849 1,283 2,762 1,946 276 1,092
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.5 1.4 2.1 81.7 93.9 94.2 97.4 5.8 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
6 3 7 33 33 42 40
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 165,407
COMMITMENTS
16,458 0 1,083 144,115 160,375 161,656 161,458 3,751 3,949
CHANGES FROM 03/12/13 (CHANGE IN OPEN INTEREST: 8,205)
3,468 0 -1,101 5,140 9,116 7,507 8,015 698 190
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 0.0 0.7 87.1 97.0 97.7 97.6 2.3 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
5 0 2 28 29 33 31
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 251,431
COMMITMENTS
14,699 3,565 4,655 224,750 236,581 244,104 244,801 7,327 6,630
CHANGES FROM 03/12/13 (CHANGE IN OPEN INTEREST: 9,193)
1,499 -10,777 3,373 5,505 15,046 10,377 7,642 -1,184 1,551
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 1.4 1.9 89.4 94.1 97.1 97.4 2.9 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
3 2 3 33 28 38 31
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 804,634
COMMITMENTS
1,758 701 9,002 783,002 792,523 793,762 802,226 10,872 2,408
CHANGES FROM 03/12/13 (CHANGE IN OPEN INTEREST: 5,509)
-110 -636 1,241 2,259 3,394 3,390 3,999 2,119 1,510
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.1 1.1 97.3 98.5 98.6 99.7 1.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
4 1 6 52 40 58 46
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 206,315
COMMITMENTS
8,166 3,220 1,338 187,402 191,558 196,906 196,116 9,409 10,199
CHANGES FROM 03/12/13 (CHANGE IN OPEN INTEREST: 10,243)
4,314 -115 -734 8,288 11,845 11,868 10,996 -1,625 -753
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 1.6 0.6 90.8 92.8 95.4 95.1 4.6 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
4 1 2 23 26 27 29
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 213,941
COMMITMENTS
7,432 5,671 2,327 198,576 202,802 208,335 210,800 5,606 3,141
CHANGES FROM 03/12/13 (CHANGE IN OPEN INTEREST: 1,850)
3,969 -387 -407 -1,532 6,417 2,030 5,623 -180 -3,773
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 2.7 1.1 92.8 94.8 97.4 98.5 2.6 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
3 2 4 27 35 31 40
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 95,910
COMMITMENTS
11,617 3,154 3,533 76,905 81,792 92,055 88,479 3,855 7,431
CHANGES FROM 03/12/13 (CHANGE IN OPEN INTEREST: 3,386)
-7,241 1,322 2,285 9,840 -385 4,884 3,222 -1,498 164
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 3.3 3.7 80.2 85.3 96.0 92.3 4.0 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 2 2 17 22 20 26
Updated March 22, 2013