1000 CALIFORNIA CARBON ALLOWANCE - ICE FUTURES ENERGY DIV Code-006391
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
dollars and cents OPEN INTEREST: 8,757
COMMITMENTS
2,542 2,215 944 5,146 5,571 8,632 8,730 125 27
CHANGES FROM 05/07/13 (CHANGE IN OPEN INTEREST: 265)
140 -165 75 -13 354 201 264 64 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.0 25.3 10.8 58.8 63.6 98.6 99.7 1.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
12 8 9 13 11 28 25
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 6,315,078
COMMITMENTS
1385253 110,522 1982340 2912345 4194364 6279938 6287226 35,140 27,852
CHANGES FROM 05/07/13 (CHANGE IN OPEN INTEREST: -36,553)
-25,274 24,785 -41,804 26,747 -21,259 -40,331 -38,278 3,778 1,725
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.9 1.8 31.4 46.1 66.4 99.4 99.6 0.6 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 226)
51 22 62 143 133 214 198
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 5,198,782
COMMITMENTS
109,483 126,913 2411740 2675397 2658210 5196620 5196863 2,162 1,919
CHANGES FROM 05/07/13 (CHANGE IN OPEN INTEREST: 142,907)
-9,944 854 96,427 55,906 45,462 142,389 142,743 517 163
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 2.4 46.4 51.5 51.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 111)
22 24 40 61 58 103 102
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 267,129
COMMITMENTS
24,106 2,481 8,563 221,926 251,972 254,595 263,016 12,534 4,113
CHANGES FROM 05/07/13 (CHANGE IN OPEN INTEREST: 1,422)
-5,577 201 1,225 7,589 1,400 3,237 2,826 -1,815 -1,404
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 0.9 3.2 83.1 94.3 95.3 98.5 4.7 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
9 3 8 37 33 48 42
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 180,337
COMMITMENTS
4,477 0 3,761 167,638 172,809 175,876 176,570 4,461 3,767
CHANGES FROM 05/07/13 (CHANGE IN OPEN INTEREST: 1,437)
-675 -72 623 1,249 -844 1,197 -293 240 1,730
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 0.0 2.1 93.0 95.8 97.5 97.9 2.5 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
4 0 3 34 33 38 36
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 216,680
COMMITMENTS
8,342 3,634 3,857 196,526 203,811 208,725 211,302 7,955 5,378
CHANGES FROM 05/07/13 (CHANGE IN OPEN INTEREST: -835)
-3,396 568 -1,430 4,143 -1,190 -683 -2,052 -152 1,217
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 1.7 1.8 90.7 94.1 96.3 97.5 3.7 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
2 2 3 30 28 34 31
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 812,462
COMMITMENTS
3,431 2,162 12,667 780,322 792,146 796,420 806,975 16,042 5,487
CHANGES FROM 05/07/13 (CHANGE IN OPEN INTEREST: 22,418)
-377 -271 3,002 15,634 19,257 18,259 21,988 4,159 430
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.3 1.6 96.0 97.5 98.0 99.3 2.0 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
4 2 7 48 36 55 43
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 258,433
COMMITMENTS
6,111 4,617 2,809 237,541 241,392 246,461 248,818 11,972 9,615
CHANGES FROM 05/07/13 (CHANGE IN OPEN INTEREST: 20,089)
986 94 -388 16,269 20,752 16,867 20,458 3,222 -369
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 1.8 1.1 91.9 93.4 95.4 96.3 4.6 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 2 2 21 28 24 32
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 232,178
COMMITMENTS
7,747 2,368 8,364 211,084 216,629 227,195 227,361 4,983 4,817
CHANGES FROM 05/07/13 (CHANGE IN OPEN INTEREST: 7,384)
-1,826 -214 1,208 8,065 5,592 7,447 6,586 -63 798
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 1.0 3.6 90.9 93.3 97.9 97.9 2.1 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
3 3 4 33 38 38 43
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 106,861
COMMITMENTS
9,097 930 5,410 87,853 92,361 102,360 98,701 4,501 8,160
CHANGES FROM 05/07/13 (CHANGE IN OPEN INTEREST: 1,942)
-3,965 -1,114 1,373 4,815 2,990 2,223 3,249 -281 -1,307
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.5 0.9 5.1 82.2 86.4 95.8 92.4 4.2 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 1 3 20 24 23 28
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 177,580
COMMITMENTS
3,155 7,725 10,125 158,062 150,113 171,342 167,963 6,238 9,617
CHANGES FROM 05/07/13 (CHANGE IN OPEN INTEREST: -1,599)
-931 -323 -199 -103 -1,653 -1,233 -2,175 -366 576
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 4.4 5.7 89.0 84.5 96.5 94.6 3.5 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
4 2 4 30 26 36 30
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 25,420
COMMITMENTS
558 558 0 22,503 23,816 23,061 24,374 2,359 1,046
CHANGES FROM 05/07/13 (CHANGE IN OPEN INTEREST: 900)
0 0 0 900 900 900 900 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 2.2 0.0 88.5 93.7 90.7 95.9 9.3 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 0 8 15 9 16
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 70,815
COMMITMENTS
0 7,198 441 61,872 54,277 62,313 61,916 8,502 8,899
CHANGES FROM 05/07/13 (CHANGE IN OPEN INTEREST: -120)
0 -120 0 -144 0 -144 -120 24 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 10.2 0.6 87.4 76.6 88.0 87.4 12.0 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 1 17 14 18 15
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 155,347
COMMITMENTS
3,490 2,754 2,100 139,699 143,175 145,289 148,029 10,058 7,318
CHANGES FROM 05/07/13 (CHANGE IN OPEN INTEREST: 1,383)
1,224 0 -511 670 1,863 1,383 1,352 0 31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 1.8 1.4 89.9 92.2 93.5 95.3 6.5 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 1 1 22 24 23 26
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 88,589
COMMITMENTS
0 1,108 604 72,240 80,833 72,844 82,545 15,745 6,044
CHANGES FROM 05/07/13 (CHANGE IN OPEN INTEREST: 2,250)
0 0 0 2,219 2,250 2,219 2,250 31 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.3 0.7 81.5 91.2 82.2 93.2 17.8 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 1 1 12 18 13 19
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 361,694
COMMITMENTS
12,735 4,327 4,965 339,572 350,551 357,272 359,843 4,422 1,851
CHANGES FROM 05/07/13 (CHANGE IN OPEN INTEREST: 3,312)
62 -1,527 -81 2,690 4,858 2,671 3,250 641 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 1.2 1.4 93.9 96.9 98.8 99.5 1.2 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
2 2 2 31 33 34 36
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 89,319
COMMITMENTS
2,282 0 4,612 79,150 76,409 86,044 81,021 3,275 8,298
CHANGES FROM 05/07/13 (CHANGE IN OPEN INTEREST: 1,052)
152 0 239 623 379 1,014 618 38 434
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 0.0 5.2 88.6 85.5 96.3 90.7 3.7 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 0 2 18 22 20 24
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BA - ICE FUTURES ENERCode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 67,615
COMMITMENTS
1,590 2,202 2,623 54,234 51,926 58,447 56,751 9,168 10,864
CHANGES FROM 05/07/13 (CHANGE IN OPEN INTEREST: 2,162)
-480 330 -133 2,864 1,798 2,251 1,995 -89 167
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 3.3 3.9 80.2 76.8 86.4 83.9 13.6 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 3 3 12 15 16 18
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 140,056
COMMITMENTS
7,579 600 518 131,351 134,124 139,448 135,242 608 4,814
CHANGES FROM 05/07/13 (CHANGE IN OPEN INTEREST: 5,460)
3,960 600 30 1,470 4,830 5,460 5,460 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 0.4 0.4 93.8 95.8 99.6 96.6 0.4 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 1 1 14 18 17 20
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 133,660
COMMITMENTS
21,414 13,877 1,749 108,947 116,926 132,110 132,552 1,550 1,108
CHANGES FROM 05/07/13 (CHANGE IN OPEN INTEREST: 6,930)
2,760 -600 1,230 2,940 6,300 6,930 6,930 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.0 10.4 1.3 81.5 87.5 98.8 99.2 1.2 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
4 9 2 20 31 25 41
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 54,320
COMMITMENTS
0 0 0 54,197 53,266 54,197 53,266 123 1,054
CHANGES FROM 05/07/13 (CHANGE IN OPEN INTEREST: 510)
0 -1,080 0 510 1,590 510 510 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.8 98.1 99.8 98.1 0.2 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 0 0 15 23 15 23
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 107,972
COMMITMENTS
585 1,212 2,151 96,744 93,386 99,480 96,749 8,492 11,223
CHANGES FROM 05/07/13 (CHANGE IN OPEN INTEREST: 3,700)
-176 228 1,644 2,734 187 4,202 2,059 -502 1,641
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 1.1 2.0 89.6 86.5 92.1 89.6 7.9 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 2 2 25 20 27 23
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS - ICE FUTURES ENERCode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 77,019
COMMITMENTS
1,624 371 4,199 67,663 68,425 73,486 72,995 3,533 4,024
CHANGES FROM 05/07/13 (CHANGE IN OPEN INTEREST: 3,952)
1,023 371 443 2,977 3,107 4,443 3,921 -491 31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 0.5 5.5 87.9 88.8 95.4 94.8 4.6 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 2 14 15 16 17
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 94,760
COMMITMENTS
813 2,876 1,580 85,288 88,494 87,681 92,950 7,079 1,810
CHANGES FROM 05/07/13 (CHANGE IN OPEN INTEREST: 5,217)
114 -332 638 4,496 6,721 5,248 7,027 -31 -1,810
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 3.0 1.7 90.0 93.4 92.5 98.1 7.5 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 2 3 20 24 23 27
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 94,190
COMMITMENTS
5,717 0 318 81,260 85,025 87,295 85,343 6,895 8,847
CHANGES FROM 05/07/13 (CHANGE IN OPEN INTEREST: 2,916)
-824 0 120 3,834 2,082 3,130 2,202 -214 714
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 0.0 0.3 86.3 90.3 92.7 90.6 7.3 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 1 12 15 13 16
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 16,518
COMMITMENTS
1,860 819 0 13,585 15,207 15,445 16,026 1,073 492
CHANGES FROM 05/07/13 (CHANGE IN OPEN INTEREST: 1,590)
0 455 0 1,470 1,290 1,470 1,745 120 -155
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 5.0 0.0 82.2 92.1 93.5 97.0 6.5 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 2 0 12 10 14 12
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 135,151
COMMITMENTS
1,398 951 2,948 125,319 128,785 129,665 132,684 5,486 2,467
CHANGES FROM 05/07/13 (CHANGE IN OPEN INTEREST: 513)
0 -553 307 -2,044 667 -1,737 421 2,250 92
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.7 2.2 92.7 95.3 95.9 98.2 4.1 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 2 2 18 15 22 17
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 273,888
COMMITMENTS
23,407 8,534 1,762 242,562 257,004 267,731 267,300 6,157 6,588
CHANGES FROM 05/07/13 (CHANGE IN OPEN INTEREST: 3,699)
-1,658 -1,062 251 5,099 3,156 3,692 2,345 7 1,354
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.5 3.1 0.6 88.6 93.8 97.8 97.6 2.2 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
2 2 3 30 29 34 32
PANHANDLE EASTERN- POOL GAS (INDEX) - ICE FUTURES ENERGY DIV Code-0233BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 22,406
COMMITMENTS
620 0 0 21,478 22,098 22,098 22,098 308 308
CHANGES FROM 05/07/13 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 0.0 0.0 95.9 98.6 98.6 98.6 1.4 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 11 10 12 10
SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 39,268
COMMITMENTS
9,544 0 0 27,668 38,164 37,212 38,164 2,056 1,104
CHANGES FROM 05/07/13 (CHANGE IN OPEN INTEREST: 1,800)
570 0 0 1,080 1,620 1,650 1,620 150 180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.3 0.0 0.0 70.5 97.2 94.8 97.2 5.2 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
4 0 0 14 15 18 15
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 58,847
COMMITMENTS
279 0 0 56,693 56,969 56,972 56,969 1,875 1,878
CHANGES FROM 05/07/13 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 -150 0 -150 0 150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.0 0.0 96.3 96.8 96.8 96.8 3.2 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 12 11 13 11
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 212,218
COMMITMENTS
8,662 27,814 4,340 192,572 177,239 205,574 209,393 6,644 2,825
CHANGES FROM 05/07/13 (CHANGE IN OPEN INTEREST: 3,157)
-307 0 -24 4,333 3,092 4,002 3,068 -845 89
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 13.1 2.0 90.7 83.5 96.9 98.7 3.1 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
1 3 1 30 28 31 32
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 83,818
COMMITMENTS
2,808 0 5,273 70,124 76,689 78,205 81,962 5,613 1,856
CHANGES FROM 05/07/13 (CHANGE IN OPEN INTEREST: -1,283)
395 0 -609 -151 -246 -365 -855 -918 -428
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 0.0 6.3 83.7 91.5 93.3 97.8 6.7 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 1 14 12 15 13
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 81,532
COMMITMENTS
0 0 0 74,528 78,687 74,528 78,687 7,004 2,845
CHANGES FROM 05/07/13 (CHANGE IN OPEN INTEREST: 3,348)
0 0 0 2,618 3,348 2,618 3,348 730 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 91.4 96.5 91.4 96.5 8.6 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 15 19 15 19
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 84,636
COMMITMENTS
2,173 13,713 840 73,781 66,910 76,794 81,463 7,842 3,173
CHANGES FROM 05/07/13 (CHANGE IN OPEN INTEREST: 1,832)
31 -1,715 -121 1,248 5,035 1,158 3,199 674 -1,367
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 16.2 1.0 87.2 79.1 90.7 96.3 9.3 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 2 1 23 23 25 25
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 16,519
COMMITMENTS
0 1,395 0 16,302 14,262 16,302 15,657 217 862
CHANGES FROM 05/07/13 (CHANGE IN OPEN INTEREST: 2,430)
0 0 0 2,430 2,310 2,430 2,310 0 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 8.4 0.0 98.7 86.3 98.7 94.8 1.3 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 2 0 10 12 10 14
PJM WH REAL TIME PEAK OTC - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 213,648
COMMITMENTS
30,851 5,596 20,148 161,643 186,078 212,642 211,821 1,006 1,826
CHANGES FROM 05/07/13 (CHANGE IN OPEN INTEREST: 2,550)
-292 -484 1,212 1,636 1,165 2,555 1,893 -5 657
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.4 2.6 9.4 75.7 87.1 99.5 99.1 0.5 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
16 5 17 47 51 68 68
MID-C FINANCIAL PEAK OTC - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 55,404
COMMITMENTS
652 361 1,256 53,496 53,787 55,404 55,404 0 0
CHANGES FROM 05/07/13 (CHANGE IN OPEN INTEREST: -403)
-10 2 131 -524 -536 -403 -403 0 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.7 2.3 96.6 97.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 3 4 26 25 32 29
MID-C FINANCIAL OFF-PEAK OTC - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 587,126
COMMITMENTS
22,872 1,592 7,776 556,478 577,758 587,126 587,126 0 0
CHANGES FROM 05/07/13 (CHANGE IN OPEN INTEREST: 17,235)
1,914 632 944 14,377 15,659 17,235 17,235 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 0.3 1.3 94.8 98.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
6 3 3 24 29 31 34
PJM WH OFF PEAK REAL TIME OTC - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,674,117
COMMITMENTS
239,729 46,933 49,285 1385103 1577899 1674117 1674117 0 0
CHANGES FROM 05/07/13 (CHANGE IN OPEN INTEREST: 4,785)
-23,144 -4,680 4,015 23,914 5,450 4,785 4,785 -0 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.3 2.8 2.9 82.7 94.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
7 4 8 41 44 52 52
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 75,572
COMMITMENTS
281 2,677 4,235 71,056 68,660 75,572 75,572 0 0
CHANGES FROM 05/07/13 (CHANGE IN OPEN INTEREST: -2,644)
-1,103 346 982 -2,523 -3,972 -2,644 -2,644 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 3.5 5.6 94.0 90.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 3 3 30 26 34 30
SP15 FIN DA LPM OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 401,661
COMMITMENTS
1,530 0 12,998 387,133 388,663 401,661 401,661 0 0
CHANGES FROM 05/07/13 (CHANGE IN OPEN INTEREST: -17,087)
-8,153 0 2,937 -11,871 -20,024 -17,087 -17,087 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.0 3.2 96.4 96.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 0 2 17 19 19 21
AEP DAYTON HUB (REAL TIME LMP OFF-PEAK) - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 584,523
COMMITMENTS
69,304 147,731 3,568 511,651 433,224 584,523 584,523 0 0
CHANGES FROM 05/07/13 (CHANGE IN OPEN INTEREST: 3,351)
-4,664 9,728 1,583 6,432 -7,960 3,351 3,351 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.9 25.3 0.6 87.5 74.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 3 2 25 24 28 29
AEP DAYTON HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 47,389
COMMITMENTS
7,942 18,213 3,334 35,855 25,163 47,131 46,710 258 679
CHANGES FROM 05/07/13 (CHANGE IN OPEN INTEREST: 940)
-392 0 446 1,375 876 1,429 1,322 -489 -382
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.8 38.4 7.0 75.7 53.1 99.5 98.6 0.5 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
4 1 3 23 27 27 31
AD HUB DA OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 mwh OPEN INTEREST: 1,774,315
COMMITMENTS
0 1199155 0 1774315 575,160 1774315 1774315 0 0
CHANGES FROM 05/07/13 (CHANGE IN OPEN INTEREST: 35,680)
0 0 0 35,680 35,680 35,680 35,680 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 67.6 0.0 100.0 32.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 12 10 12 11
AD HUB DA PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 mwh OPEN INTEREST: 624,000
COMMITMENTS
0 413,500 0 624,000 210,500 624,000 624,000 0 0
CHANGES FROM 05/07/13 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 66.3 0.0 100.0 33.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 1 0 16 14 16 15
CIN HUB DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 1,045,600
COMMITMENTS
0 0 0 1045600 1045600 1045600 1045600 0 0
CHANGES FROM 05/07/13 (CHANGE IN OPEN INTEREST: -105,760)
0 0 0 -102,080 -105,760 -102,080 -105,760 -3,680 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 13 12 13 12
CIN HUB REAL TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 285,016
COMMITMENTS
17,144 3,208 3,136 264,736 278,672 285,016 285,016 0 0
CHANGES FROM 05/07/13 (CHANGE IN OPEN INTEREST: -5,504)
-288 -320 352 -4,096 -5,536 -4,032 -5,504 -1,472 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 1.1 1.1 92.9 97.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 2 3 26 20 29 24
ERCOT - NORTH ZONE - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 9,664
COMMITMENTS
1,365 213 405 6,893 8,448 8,663 9,066 1,002 598
CHANGES FROM 05/07/13 (CHANGE IN OPEN INTEREST: -708)
0 -88 -20 -1,069 -600 -1,089 -708 381 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.1 2.2 4.2 71.3 87.4 89.6 93.8 10.4 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 1 2 14 14 17 16
MISCO CINERGY DAY AHEAD LMP, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 413,935
COMMITMENTS
0 0 0 413,935 413,935 413,935 413,935 0 0
CHANGES FROM 05/07/13 (CHANGE IN OPEN INTEREST: -39,560)
-2,200 0 0 -31,860 -39,560 -34,060 -39,560 -5,500 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 0 0 20 15 20 15
MISCO CINERGY HUB REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-0643B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWH PER LOT OPEN INTEREST: 233,230
COMMITMENTS
0 550 1,600 231,630 231,080 233,230 233,230 0 0
CHANGES FROM 05/07/13 (CHANGE IN OPEN INTEREST: -10,670)
0 -1,600 1,600 -12,270 -10,670 -10,670 -10,670 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.2 0.7 99.3 99.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 1 1 20 20 21 21
MISO CINERGY HUB (REAL-TIME LMP) - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 27,985
COMMITMENTS
1,184 1,664 227 24,679 25,323 26,090 27,214 1,895 771
CHANGES FROM 05/07/13 (CHANGE IN OPEN INTEREST: -1,501)
-104 -88 -132 -989 -1,091 -1,225 -1,311 -276 -190
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 5.9 0.8 88.2 90.5 93.2 97.2 6.8 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 2 3 21 25 24 29
Nepool MH DA LMP Offpk Mon Min - ICE FUTURES ENERGY DIV Code-0643B9
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any multiple of 5 MWh OPEN INTEREST: 1,611,626
COMMITMENTS
50,451 129,325 122,847 1438328 1359454 1611626 1611626 0 0
CHANGES FROM 05/07/13 (CHANGE IN OPEN INTEREST: 34,599)
0 1,059 2,936 31,663 30,604 34,599 34,599 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 8.0 7.6 89.2 84.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 2 2 26 23 28 26
Nepool MH DA LMP Peak Mon Mini - ICE FUTURES ENERGY DIV Code-0643BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any multiple of 16 MWh OPEN INTEREST: 543,445
COMMITMENTS
0 107,955 8,410 535,035 427,080 543,445 543,445 0 0
CHANGES FROM 05/07/13 (CHANGE IN OPEN INTEREST: 13,940)
0 3,775 0 13,940 10,165 13,940 13,940 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 19.9 1.5 98.5 78.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
0 3 1 30 25 31 28
N. ILLINOIS HUB DAY AHEAD LMP, OFF PEAK MONTHLY - ICE FUTURES ENERGY Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 MWH OPEN INTEREST: 1,266,430
COMMITMENTS
0 0 0 1266430 1266430 1266430 1266430 0 0
CHANGES FROM 05/07/13 (CHANGE IN OPEN INTEREST: 10,240)
0 0 0 10,240 10,240 10,240 10,240 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 20 12 20 12
N. ILLINOIS HUB DAY AHEAD LMP, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 mwh OPEN INTEREST: 391,420
COMMITMENTS
7,400 0 0 384,020 391,420 391,420 391,420 0 0
CHANGES FROM 05/07/13 (CHANGE IN OPEN INTEREST: 5,400)
0 0 0 5,400 5,400 5,400 5,400 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 0.0 0.0 98.1 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 0 0 25 14 26 14
NEPOOL MASS HUB (DAY-AHEAD LMP OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 633,919
COMMITMENTS
100,666 38,028 31,240 502,013 564,651 633,919 633,919 0 0
CHANGES FROM 05/07/13 (CHANGE IN OPEN INTEREST: 15,306)
-8,285 -739 1,896 21,695 14,149 15,306 15,306 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.9 6.0 4.9 79.2 89.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
2 2 3 27 28 31 31
NEPOOL MASS HUB (DAY-AHEAD LMP) - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 42,414
COMMITMENTS
4,912 4,755 1,737 35,466 35,922 42,115 42,414 299 0
CHANGES FROM 05/07/13 (CHANGE IN OPEN INTEREST: -1,007)
-484 -1,024 -97 -426 114 -1,007 -1,007 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.6 11.2 4.1 83.6 84.7 99.3 100.0 0.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
2 3 4 32 34 37 38
N PATH 15 EZ GEN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 22,192
COMMITMENTS
2,211 0 26 19,955 22,166 22,192 22,192 0 0
CHANGES FROM 05/07/13 (CHANGE IN OPEN INTEREST: -560)
-232 -50 26 -354 -536 -560 -560 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 0.0 0.1 89.9 99.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 0 1 21 16 24 17
NPATH 15 EZ GEN HUB DA OFFPEAK - ICE FUTURES ENERGY DIV Code-0643BR
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
25MWh OPEN INTEREST: 200,910
COMMITMENTS
20,790 0 656 179,464 200,254 200,910 200,910 0 0
CHANGES FROM 05/07/13 (CHANGE IN OPEN INTEREST: -11,240)
-912 0 0 -10,328 -11,240 -11,240 -11,240 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 0.0 0.3 89.3 99.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 0 1 15 10 17 11
NORTHERN ILLINOIS HUB (REAL TIME LMP OFF-PEAK) - ICE FUTURES ENERGY DCode-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 591,348
COMMITMENTS
9,760 5,514 44,110 537,478 541,724 591,348 591,348 0 0
CHANGES FROM 05/07/13 (CHANGE IN OPEN INTEREST: -4,624)
400 800 -800 -4,224 -4,624 -4,624 -4,624 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 0.9 7.5 90.9 91.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 2 2 25 20 29 22
NORTHERN ILLINOIS HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 30,417
COMMITMENTS
4,196 510 612 25,609 29,125 30,417 30,247 0 170
CHANGES FROM 05/07/13 (CHANGE IN OPEN INTEREST: 170)
-36 0 40 870 661 874 701 -704 -531
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.8 1.7 2.0 84.2 95.8 100.0 99.4 0.0 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 1 1 27 29 29 31
NYISO ZONE J (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 101,676
COMMITMENTS
0 9,001 0 101,676 92,675 101,676 101,676 0 0
CHANGES FROM 05/07/13 (CHANGE IN OPEN INTEREST: 3,569)
0 0 0 3,569 3,569 3,569 3,569 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 8.9 0.0 100.0 91.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 0 14 13 14 14
NYISO ZONE A - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 22,452
COMMITMENTS
4,059 630 276 17,908 21,461 22,243 22,367 209 85
CHANGES FROM 05/07/13 (CHANGE IN OPEN INTEREST: -1,304)
154 -66 -154 -1,345 -1,105 -1,345 -1,325 41 21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.1 2.8 1.2 79.8 95.6 99.1 99.6 0.9 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
4 1 3 21 24 26 28
NYISO ZONE A (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 307,994
COMMITMENTS
57,245 0 1,960 248,789 306,034 307,994 307,994 0 0
CHANGES FROM 05/07/13 (CHANGE IN OPEN INTEREST: -784)
-3,136 0 0 2,352 -784 -784 -784 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.6 0.0 0.6 80.8 99.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 0 1 18 21 21 22
NYISO ZONE G - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 18,460
COMMITMENTS
1,140 0 224 16,583 18,106 17,947 18,330 513 130
CHANGES FROM 05/07/13 (CHANGE IN OPEN INTEREST: -1,150)
-627 0 18 -644 -1,190 -1,253 -1,172 103 22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 0.0 1.2 89.8 98.1 97.2 99.3 2.8 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 0 2 22 22 25 24
NYISO ZONE G (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 256,701
COMMITMENTS
8,665 4,680 0 248,036 252,021 256,701 256,701 0 0
CHANGES FROM 05/07/13 (CHANGE IN OPEN INTEREST: 400)
0 0 0 400 400 400 400 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 1.8 0.0 96.6 98.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 0 18 14 19 15
PALO VERDE - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 31,931
COMMITMENTS
26 839 2,436 29,469 28,656 31,931 31,931 0 0
CHANGES FROM 05/07/13 (CHANGE IN OPEN INTEREST: -583)
0 231 -77 -506 -737 -583 -583 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 2.6 7.6 92.3 89.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 1 1 23 22 25 23
PALO VERDE (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
25 MWh OPEN INTEREST: 205,591
COMMITMENTS
1,954 0 0 203,637 205,591 205,591 205,591 0 0
CHANGES FROM 05/07/13 (CHANGE IN OPEN INTEREST: 4,826)
977 0 0 3,849 4,826 4,826 4,826 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.0 0.0 99.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 0 17 17 18 17
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 MWh OPEN INTEREST: 818,113
COMMITMENTS
0 93,920 0 818,113 724,193 818,113 818,113 0 0
CHANGES FROM 05/07/13 (CHANGE IN OPEN INTEREST: -1,600)
0 0 0 -1,600 -1,600 -1,600 -1,600 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 11.5 0.0 100.0 88.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 0 13 12 13 13
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 248,220
COMMITMENTS
0 12,600 0 248,220 235,620 248,220 248,220 0 0
CHANGES FROM 05/07/13 (CHANGE IN OPEN INTEREST: 300)
0 1,000 0 300 -700 300 300 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.1 0.0 100.0 94.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 1 0 19 15 19 16
PJM CAL 1X FIXED - ICE FUTURES ENERGY DIV Code-0643CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs OPEN INTEREST: 3,329
COMMITMENTS
390 11 535 2,379 2,776 3,305 3,322 25 7
CHANGES FROM 05/07/13 (CHANGE IN OPEN INTEREST: 12)
-27 -0 14 24 -1 11 13 0 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.7 0.3 16.1 71.5 83.4 99.3 99.8 0.7 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 1 3 16 15 19 18
PJM EASTERN HUB DAY-AHEAD - ICE FUTURES ENERGY DIV Code-0643CR
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 136,345
COMMITMENTS
0 0 0 136,345 136,345 136,345 136,345 0 0
CHANGES FROM 05/07/13 (CHANGE IN OPEN INTEREST: 500)
0 0 0 500 500 500 500 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 18 15 18 15
PJM JCPL ZONE DAY-AHEAD - ICE FUTURES ENERGY DIV Code-0643CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 Mwh OPEN INTEREST: 231,985
COMMITMENTS
0 0 0 231,985 231,985 231,985 231,985 0 0
CHANGES FROM 05/07/13 (CHANGE IN OPEN INTEREST: 7,025)
0 0 0 7,025 7,025 7,025 7,025 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 18 13 18 13
PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643CV
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 Mwh OPEN INTEREST: 848,566
COMMITMENTS
0 0 0 848,566 848,566 848,566 848,566 0 0
CHANGES FROM 05/07/13 (CHANGE IN OPEN INTEREST: 14,320)
0 0 0 14,320 14,320 14,320 14,320 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 16 11 16 11
PJM PECO ZONE (DA LMP) PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 109,955
COMMITMENTS
0 0 0 109,955 109,955 109,955 109,955 0 0
CHANGES FROM 05/07/13 (CHANGE IN OPEN INTEREST: 24,300)
0 0 0 24,300 24,300 24,300 24,300 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 15 14 15 14
PJM PEPCO DAY-AHEAD - ICE FUTURES ENERGY DIV Code-0643D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 183,505
COMMITMENTS
5,080 0 0 178,425 183,505 183,505 183,505 0 0
CHANGES FROM 05/07/13 (CHANGE IN OPEN INTEREST: 5,120)
0 0 0 5,120 5,120 5,120 5,120 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 0.0 0.0 97.2 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 0 0 20 16 21 16
PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643D5
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 MWh OPEN INTEREST: 551,354
COMMITMENTS
0 0 0 551,354 551,354 551,354 551,354 0 0
CHANGES FROM 05/07/13 (CHANGE IN OPEN INTEREST: 18,656)
0 0 0 18,656 18,656 18,656 18,656 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 17 14 17 14
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 MWh OPEN INTEREST: 881,603
COMMITMENTS
0 0 0 881,603 881,603 881,603 881,603 0 0
CHANGES FROM 05/07/13 (CHANGE IN OPEN INTEREST: 6,000)
0 0 0 6,000 6,000 6,000 6,000 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 17 8 17 8
PJM PPL ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 272,700
COMMITMENTS
0 0 0 272,700 272,700 272,700 272,700 0 0
CHANGES FROM 05/07/13 (CHANGE IN OPEN INTEREST: 4,300)
0 0 0 4,300 4,300 4,300 4,300 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 0 0 25 11 25 11
PJM WESTERN HUB (DAY-AHEAD OFF PEAK) - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 MWh OPEN INTEREST: 6,334,752
COMMITMENTS
299,340 0 0 6035412 6334752 6334752 6334752 0 0
CHANGES FROM 05/07/13 (CHANGE IN OPEN INTEREST: 69,893)
12,738 0 0 57,155 69,893 69,893 69,893 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 0.0 0.0 95.3 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
4 0 0 40 37 44 37
PJM WESTERN HUB (DAY-AHEAD) - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 2,139,405
COMMITMENTS
79,735 0 0 2059670 2139405 2139405 2139405 0 0
CHANGES FROM 05/07/13 (CHANGE IN OPEN INTEREST: 55,445)
5,080 0 0 50,365 55,445 55,445 55,445 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 0.0 0.0 96.3 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
4 0 0 44 39 48 39
PJM WESTERN HUB MINI (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 2,144,907
COMMITMENTS
349,314 437,326 137,635 1656859 1569946 2143808 2144907 1,099 0
CHANGES FROM 05/07/13 (CHANGE IN OPEN INTEREST: 34,491)
5,740 -200 800 26,852 33,891 33,392 34,491 1,099 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.3 20.4 6.4 77.2 73.2 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
7 9 8 43 41 54 54
PJM WH REAL TIME MINI OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
MWh (Megawatt Hours) OPEN INTEREST: 4,031,239
COMMITMENTS
68,248 283,003 140,091 3822900 3608145 4031239 4031239 0 0
CHANGES FROM 05/07/13 (CHANGE IN OPEN INTEREST: 171,743)
-3,200 0 2,400 172,543 169,343 171,743 171,743 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 7.0 3.5 94.8 89.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
3 3 4 34 31 38 37
PSA-PJM PSEG ZONE DAY-AHEAD - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 573,590
COMMITMENTS
0 2,480 0 573,590 571,110 573,590 573,590 0 0
CHANGES FROM 05/07/13 (CHANGE IN OPEN INTEREST: 16,780)
0 2,480 0 16,780 14,300 16,780 16,780 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.4 0.0 100.0 99.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
0 1 0 25 19 25 20
PSB-PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 MWh OPEN INTEREST: 1,903,602
COMMITMENTS
0 9,538 0 1903602 1894064 1903602 1903602 0 0
CHANGES FROM 05/07/13 (CHANGE IN OPEN INTEREST: 13,538)
0 9,538 0 13,538 4,000 13,538 13,538 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.5 0.0 100.0 99.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 1 0 25 19 25 20
Updated May 17, 2013