NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/02/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 5,873,370
COMMITMENTS
1376565 91,583 1728276 2749874 4033307 5854715 5853166 18,655 20,204
CHANGES FROM 03/26/13 (CHANGE IN OPEN INTEREST: -80,521)
-44,043 -21,879 48,240 -79,839 -102,131 -75,642 -75,770 -4,879 -4,751
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.4 1.6 29.4 46.8 68.7 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 225)
56 15 58 139 136 207 199
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/02/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 317,889
COMMITMENTS
47,015 1,598 7,394 245,488 301,976 299,897 310,968 17,992 6,921
CHANGES FROM 03/26/13 (CHANGE IN OPEN INTEREST: -4,600)
10,417 -1,567 260 -15,556 -3,357 -4,879 -4,664 279 64
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.8 0.5 2.3 77.2 95.0 94.3 97.8 5.7 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
9 1 5 37 36 47 41
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/02/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 179,086
COMMITMENTS
12,568 0 1,546 161,708 173,128 175,822 174,674 3,264 4,412
CHANGES FROM 03/26/13 (CHANGE IN OPEN INTEREST: 7,641)
-5,148 0 784 12,039 5,760 7,675 6,544 -34 1,097
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 0.0 0.9 90.3 96.7 98.2 97.5 1.8 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
5 0 1 32 31 37 32
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/02/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 246,997
COMMITMENTS
17,724 5,139 4,328 218,208 231,787 240,260 241,254 6,737 5,743
CHANGES FROM 03/26/13 (CHANGE IN OPEN INTEREST: -10,488)
2,909 301 -377 -12,694 -11,105 -10,162 -11,181 -326 693
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 2.1 1.8 88.3 93.8 97.3 97.7 2.7 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
3 5 4 34 32 40 38
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/02/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 750,145
COMMITMENTS
2,821 4,438 5,854 729,608 736,061 738,283 746,353 11,862 3,792
CHANGES FROM 03/26/13 (CHANGE IN OPEN INTEREST: -58,678)
766 2,200 -2,442 -58,225 -59,004 -59,901 -59,246 1,223 568
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.6 0.8 97.3 98.1 98.4 99.5 1.6 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
2 3 4 48 38 53 43
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/02/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 232,735
COMMITMENTS
9,261 3,956 1,779 212,646 217,251 223,686 222,986 9,049 9,749
CHANGES FROM 03/26/13 (CHANGE IN OPEN INTEREST: 15,685)
3,585 0 -455 11,140 14,515 14,270 14,060 1,415 1,625
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 1.7 0.8 91.4 93.3 96.1 95.8 3.9 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
4 1 2 24 31 28 34
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/02/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 221,303
COMMITMENTS
4,192 5,785 3,515 208,204 207,871 215,911 217,171 5,392 4,132
CHANGES FROM 03/26/13 (CHANGE IN OPEN INTEREST: 2,082)
-1,074 551 904 2,189 55 2,019 1,510 63 572
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 2.6 1.6 94.1 93.9 97.6 98.1 2.4 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
2 3 3 31 35 34 40
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/02/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 108,869
COMMITMENTS
14,606 3,444 4,273 86,201 93,312 105,080 101,029 3,789 7,840
CHANGES FROM 03/26/13 (CHANGE IN OPEN INTEREST: 9,714)
902 226 809 8,439 8,429 10,150 9,464 -436 250
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.4 3.2 3.9 79.2 85.7 96.5 92.8 3.5 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 2 3 19 25 23 29
Updated April 5, 2013