CALIF CARBON ALLOWANCE-2013 - ICE FUTURES ENERGY DIV Code-006391
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 CALIFORNIA CARBON ALLOWANCES OPEN INTEREST: 9,893
COMMITMENTS
2,985 2,591 865 5,984 6,432 9,834 9,888 59 5
CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST: 67)
83 -188 -31 15 287 67 67 0 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.2 26.2 8.7 60.5 65.0 99.4 99.9 0.6 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
12 10 11 13 10 31 25
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 6,035,395
COMMITMENTS
1323650 131,913 1777773 2911686 4106004 6013109 6015690 22,286 19,705
CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST: -93,284)
-96,265 32,383 -75,741 93,067 -34,679 -78,939 -78,037 -14,345 -15,247
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.9 2.2 29.5 48.2 68.0 99.6 99.7 0.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 231)
50 26 62 145 134 219 200
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 4,617,297
COMMITMENTS
127,381 65,167 2085333 2402883 2465462 4615597 4615962 1,700 1,335
CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST: -3,399)
2,694 -7,869 1,977 -6,873 3,100 -2,202 -2,791 -1,198 -608
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 1.4 45.2 52.0 53.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115)
26 21 42 62 60 105 106
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 271,789
COMMITMENTS
6,483 2,343 10,411 243,592 255,611 260,486 268,365 11,303 3,424
CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST: -9,669)
-6,107 1,579 -1,487 -2,212 -10,154 -9,806 -10,062 137 393
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 0.9 3.8 89.6 94.0 95.8 98.7 4.2 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
7 4 10 40 36 51 46
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 181,904
COMMITMENTS
6,851 0 4,837 166,192 173,418 177,880 178,255 4,024 3,649
CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST: -4,512)
-95 0 910 -5,119 -4,854 -4,304 -3,944 -208 -568
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 0.0 2.7 91.4 95.3 97.8 98.0 2.2 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
5 0 3 37 36 42 39
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 206,964
COMMITMENTS
12,269 1,971 4,395 184,233 196,382 200,897 202,748 6,067 4,216
CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST: -10,210)
4,887 -2,134 -816 -12,689 -5,730 -8,618 -8,680 -1,592 -1,530
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 1.0 2.1 89.0 94.9 97.1 98.0 2.9 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
3 3 4 31 31 37 35
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 851,550
COMMITMENTS
3,790 1,800 7,126 826,969 840,358 837,885 849,284 13,665 2,266
CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST: 6,515)
-20 -37 -686 6,417 7,970 5,711 7,247 804 -732
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.2 0.8 97.1 98.7 98.4 99.7 1.6 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
2 2 4 56 43 61 47
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 243,002
COMMITMENTS
5,369 3,571 2,096 229,282 229,067 236,747 234,734 6,255 8,268
CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST: -10,474)
137 -1,461 -305 -6,913 -4,944 -7,081 -6,710 -3,393 -3,764
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 1.5 0.9 94.4 94.3 97.4 96.6 2.6 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 2 2 22 29 26 32
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 239,478
COMMITMENTS
13,574 2,123 4,983 215,586 226,898 234,143 234,004 5,335 5,474
CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST: -17,991)
-1,807 -2,458 -507 -17,074 -16,726 -19,388 -19,691 1,397 1,700
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 0.9 2.1 90.0 94.7 97.8 97.7 2.2 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
3 2 4 34 37 38 42
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 102,859
COMMITMENTS
6,348 0 5,281 87,123 88,942 98,752 94,223 4,107 8,636
CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST: -10,339)
-421 0 -1,042 -7,784 -9,103 -9,247 -10,145 -1,092 -194
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 0.0 5.1 84.7 86.5 96.0 91.6 4.0 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 0 3 20 21 23 24
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 177,777
COMMITMENTS
6,831 10,368 7,891 156,135 151,466 170,857 169,725 6,920 8,052
CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST: -15,482)
-712 973 -65 -9,629 -13,094 -10,406 -12,186 -5,076 -3,296
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 5.8 4.4 87.8 85.2 96.1 95.5 3.9 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
4 1 4 30 26 35 30
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 68,188
COMMITMENTS
0 9,224 300 60,858 52,700 61,158 62,224 7,030 5,964
CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST: -6,274)
0 35 -151 -6,944 -1,955 -7,095 -2,071 821 -4,203
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 13.5 0.4 89.3 77.3 89.7 91.3 10.3 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 1 1 19 19 20 20
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 152,733
COMMITMENTS
5,186 2,214 2,565 136,656 141,358 144,407 146,137 8,326 6,596
CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST: -6,126)
1,566 -240 38 -7,253 -5,028 -5,649 -5,230 -477 -896
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 1.4 1.7 89.5 92.6 94.5 95.7 5.5 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 1 1 25 25 26 27
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 83,393
COMMITMENTS
0 0 0 67,808 76,700 67,808 76,700 15,585 6,693
CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST: -7,101)
0 0 0 -5,807 -6,849 -5,807 -6,849 -1,294 -252
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 81.3 92.0 81.3 92.0 18.7 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 12 18 12 18
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 360,323
COMMITMENTS
17,316 2,460 2,448 335,922 353,758 355,686 358,666 4,637 1,657
CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST: -23,068)
3,131 1,377 -1,884 -21,096 -22,462 -19,849 -22,969 -3,219 -99
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 0.7 0.7 93.2 98.2 98.7 99.5 1.3 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
3 1 2 32 38 35 41
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 86,673
COMMITMENTS
3,614 0 4,420 75,996 73,761 84,030 78,181 2,643 8,492
CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST: -6,517)
-1,122 0 -102 -3,663 -5,191 -4,887 -5,293 -1,630 -1,224
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 0.0 5.1 87.7 85.1 97.0 90.2 3.0 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 0 2 19 23 21 25
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BA - ICE FUTURES ENERCode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 64,036
COMMITMENTS
0 6,173 1,054 51,008 47,090 52,062 54,317 11,974 9,719
CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST: -8,445)
-1,350 -201 -1,125 -9,296 -6,151 -11,771 -7,477 3,326 -968
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 9.6 1.6 79.7 73.5 81.3 84.8 18.7 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 3 2 11 15 13 18
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 151,701
COMMITMENTS
372 611 0 150,781 146,948 151,153 147,559 548 4,142
CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST: -58,567)
-19,297 -8,329 -668 -25,042 -47,140 -45,007 -56,137 -13,560 -2,430
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.4 0.0 99.4 96.9 99.6 97.3 0.4 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 0 13 17 14 18
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 97,608
COMMITMENTS
18,372 9,731 0 78,060 86,917 96,432 96,648 1,176 960
CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST: -76,290)
-14,830 -12,184 -2,201 -50,012 -61,678 -67,043 -76,063 -9,247 -227
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.8 10.0 0.0 80.0 89.0 98.8 99.0 1.2 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
5 5 0 20 26 25 31
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 43,676
COMMITMENTS
960 0 0 42,445 43,071 43,405 43,071 271 605
CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST: -17,964)
0 0 0 -17,468 -15,887 -17,468 -15,887 -496 -2,077
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 0.0 0.0 97.2 98.6 99.4 98.6 0.6 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 0 0 15 18 16 18
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 111,679
COMMITMENTS
875 0 601 102,276 99,240 103,752 99,841 7,927 11,838
CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST: -8,231)
-74 0 0 -8,564 -6,918 -8,638 -6,918 407 -1,313
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.0 0.5 91.6 88.9 92.9 89.4 7.1 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 0 1 25 23 26 24
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS - ICE FUTURES ENERCode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 74,418
COMMITMENTS
2 0 3,343 67,896 66,894 71,241 70,237 3,177 4,181
CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST: -6,263)
-36 -2,586 -332 -5,168 -3,440 -5,536 -6,358 -727 95
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 4.5 91.2 89.9 95.7 94.4 4.3 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 1 15 15 16 16
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 89,472
COMMITMENTS
472 1,854 1,532 80,562 84,433 82,566 87,819 6,906 1,653
CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST: -7,292)
-192 -562 -175 -5,905 -3,871 -6,272 -4,608 -1,020 -2,684
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 2.1 1.7 90.0 94.4 92.3 98.2 7.7 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 2 2 22 24 24 27
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 87,374
COMMITMENTS
2,567 0 327 77,563 77,963 80,457 78,290 6,917 9,084
CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST: -6,194)
340 0 -408 -5,883 -6,851 -5,951 -7,259 -243 1,065
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 0.0 0.4 88.8 89.2 92.1 89.6 7.9 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 1 14 16 15 17
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 129,919
COMMITMENTS
800 2,046 1,954 121,714 123,720 124,468 127,720 5,451 2,199
CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST: -5,413)
-660 1,049 -538 -4,150 -5,568 -5,348 -5,057 -65 -356
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 1.6 1.5 93.7 95.2 95.8 98.3 4.2 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 2 2 17 16 20 18
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 258,205
COMMITMENTS
15,947 9,993 1,899 234,245 240,821 252,091 252,713 6,114 5,492
CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST: -11,882)
213 -992 -1,967 -7,940 -6,755 -9,694 -9,714 -2,188 -2,168
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 3.9 0.7 90.7 93.3 97.6 97.9 2.4 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
1 3 3 31 28 34 32
PANHANDLE EASTERN- POOL GAS (INDEX) - ICE FUTURES ENERGY DIV Code-0233BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 14,564
COMMITMENTS
600 0 0 13,784 14,384 14,384 14,384 180 180
CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST: -8,742)
-620 0 0 -6,417 -8,614 -7,037 -8,614 -1,705 -128
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 0.0 0.0 94.6 98.8 98.8 98.8 1.2 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 0 12 10 13 10
SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 33,306
COMMITMENTS
3,720 0 0 28,250 32,458 31,970 32,458 1,336 848
CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST: -16,210)
-6,514 0 -120 -8,236 -15,900 -14,870 -16,020 -1,340 -190
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 0.0 0.0 84.8 97.5 96.0 97.5 4.0 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 0 0 16 15 18 15
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 55,088
COMMITMENTS
0 0 0 53,438 53,504 53,438 53,504 1,650 1,584
CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST: -5,859)
-249 0 -30 -5,169 -5,541 -5,448 -5,571 -411 -288
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.0 97.1 97.0 97.1 3.0 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 16 14 16 14
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 210,072
COMMITMENTS
13,694 26,374 4,475 185,756 175,751 203,925 206,600 6,147 3,472
CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST: -9,065)
6,659 -1,080 -857 -14,781 -7,711 -8,979 -9,648 -86 583
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 12.6 2.1 88.4 83.7 97.1 98.3 2.9 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
2 3 1 30 27 32 31
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 80,249
COMMITMENTS
2,117 0 2,876 67,240 74,871 72,233 77,747 8,016 2,502
CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST: -7,881)
-2,506 0 31 -5,333 -8,288 -7,808 -8,257 -73 376
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 0.0 3.6 83.8 93.3 90.0 96.9 10.0 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 1 12 12 13 13
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 82,383
COMMITMENTS
0 0 0 78,686 80,582 78,686 80,582 3,697 1,801
CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST: -5,606)
0 0 0 -1,720 -3,454 -1,720 -3,454 -3,886 -2,152
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.5 97.8 95.5 97.8 4.5 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 0 0 19 22 19 22
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 93,809
COMMITMENTS
1,535 15,628 1,115 82,732 72,716 85,382 89,459 8,427 4,350
CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST: -2,269)
-300 -1,732 360 -1,084 1,410 -1,024 38 -1,245 -2,307
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 16.7 1.2 88.2 77.5 91.0 95.4 9.0 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 1 1 22 22 24 23
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 16,692
COMMITMENTS
0 1,380 0 16,482 14,262 16,482 15,642 210 1,050
CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST: -7,657)
0 -1,488 0 -6,724 -5,476 -6,724 -6,964 -933 -693
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 8.3 0.0 98.7 85.4 98.7 93.7 1.3 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 2 0 10 15 10 17
PJM WH REAL TIME PEAK OTC - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 210,838
COMMITMENTS
31,713 5,919 22,846 155,476 181,033 210,034 209,797 804 1,041
CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST: -5,885)
-1,130 555 -719 -3,895 -5,526 -5,744 -5,690 -141 -195
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.0 2.8 10.8 73.7 85.9 99.6 99.5 0.4 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
16 7 19 50 51 72 71
MID-C FINANCIAL PEAK OTC - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 53,231
COMMITMENTS
1,314 311 1,437 50,480 51,483 53,231 53,231 0 0
CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST: -130)
75 -26 102 -307 -206 -130 -130 -0 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 0.6 2.7 94.8 96.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 3 4 26 29 31 33
MID-C FINANCIAL OFF-PEAK OTC - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 548,548
COMMITMENTS
19,766 0 2,872 525,910 545,676 548,548 548,548 0 0
CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST: 12,676)
-314 0 -640 13,630 13,316 12,676 12,676 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 0.0 0.5 95.9 99.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
4 0 2 26 30 30 32
PJM WH OFF PEAK REAL TIME OTC - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,667,952
COMMITMENTS
225,391 36,569 62,406 1379803 1568977 1667600 1667952 352 0
CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST: -33,466)
-8,739 6,418 3,299 -28,378 -43,183 -33,818 -33,466 352 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.5 2.2 3.7 82.7 94.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
5 6 7 43 44 53 52
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 70,438
COMMITMENTS
79 5,256 3,767 66,592 61,415 70,438 70,438 -0 -0
CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST: -4,288)
26 1,962 -453 -3,861 -5,797 -4,288 -4,288 -0 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 7.5 5.3 94.5 87.2 100.0 100.0 -0.0 -0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
2 4 3 32 26 37 30
SP15 FIN DA LPM OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 390,264
COMMITMENTS
0 10,147 9,026 381,238 371,091 390,264 390,264 0 0
CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST: -22,348)
-37 4,547 -4,227 -18,084 -22,668 -22,348 -22,348 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.6 2.3 97.7 95.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 2 2 19 19 21 21
AEP DAYTON HUB (REAL TIME LMP OFF-PEAK) - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 591,984
COMMITMENTS
45,349 160,083 9,995 536,640 421,906 591,984 591,984 0 0
CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST: -16,790)
-5,938 712 3,618 -14,470 -21,120 -16,790 -16,790 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 27.0 1.7 90.7 71.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 2 2 25 24 28 28
AEP DAYTON HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 48,352
COMMITMENTS
6,170 18,925 3,130 38,840 25,702 48,140 47,757 212 595
CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST: -1,067)
592 -310 26 -1,619 -739 -1,001 -1,023 -66 -44
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.8 39.1 6.5 80.3 53.2 99.6 98.8 0.4 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
4 1 3 24 26 28 30
AD HUB DA OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 mwh OPEN INTEREST: 1,738,045
COMMITMENTS
4,000 1193205 0 1734045 544,840 1738045 1738045 0 0
CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST: -158,760)
0 -76,440 0 -158,760 -82,320 -158,760 -158,760 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 68.7 0.0 99.8 31.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 0 11 9 12 10
AD HUB DA PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 mwh OPEN INTEREST: 600,000
COMMITMENTS
0 403,800 0 600,000 196,200 600,000 600,000 0 0
CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST: -51,150)
0 -25,850 0 -51,150 -25,300 -51,150 -51,150 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 67.3 0.0 100.0 32.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 0 13 10 13 11
CIN HUB DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 1,067,280
COMMITMENTS
4,000 0 0 1063280 1067280 1067280 1067280 0 0
CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST: -101,920)
0 0 0 -101,920 -101,920 -101,920 -101,920 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.0 0.0 99.6 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 0 13 10 14 10
CIN HUB REAL TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 287,808
COMMITMENTS
19,120 3,984 3,136 265,552 280,688 287,808 287,808 0 0
CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST: -15,680)
-744 824 352 -15,288 -16,856 -15,680 -15,680 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 1.4 1.1 92.3 97.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 2 3 25 19 28 23
ERCOT - NORTH ZONE - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 10,290
COMMITMENTS
1,291 166 507 7,729 9,124 9,527 9,797 763 493
CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST: -596)
-286 0 0 31 -533 -255 -533 -341 -63
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.5 1.6 4.9 75.1 88.7 92.6 95.2 7.4 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 1 2 17 19 20 22
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5MWh OPEN INTEREST: 1,020,105
COMMITMENTS
0 73,740 31,700 988,405 914,665 1020105 1020105 0 0
CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.2 3.1 96.9 89.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 1 12 11 13 12
MISCO CINERGY DAY AHEAD LMP, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 424,025
COMMITMENTS
3,200 0 0 420,825 424,025 424,025 424,025 0 0
CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST: -37,950)
0 0 0 -37,950 -37,950 -37,950 -37,950 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.0 0.0 99.2 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 0 0 19 11 21 11
MISCO CINERGY HUB REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-0643B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWH PER LOT OPEN INTEREST: 222,600
COMMITMENTS
0 550 1,600 221,000 220,450 222,600 222,600 0 0
CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST: -12,385)
0 0 0 -12,385 -12,385 -12,385 -12,385 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.2 0.7 99.3 99.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 1 1 19 20 20 21
MISO CINERGY HUB (REAL-TIME LMP) - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 27,652
COMMITMENTS
903 1,334 280 24,697 24,313 25,880 25,927 1,773 1,725
CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST: -1,396)
-74 -290 -101 -1,129 -895 -1,304 -1,286 -93 -110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 4.8 1.0 89.3 87.9 93.6 93.8 6.4 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 3 2 21 22 23 26
Nepool MH DA LMP Offpk Mon Min - ICE FUTURES ENERGY DIV Code-0643B9
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any multiple of 5 MWh OPEN INTEREST: 1,615,873
COMMITMENTS
56,203 119,253 131,367 1428303 1365253 1615873 1615873 0 0
CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST: -95,708)
-2,352 -18,424 2,352 -95,708 -79,636 -95,708 -95,708 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 7.4 8.1 88.4 84.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 2 2 26 24 28 27
Nepool MH DA LMP Peak Mon Mini - ICE FUTURES ENERGY DIV Code-0643BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any multiple of 16 MWh OPEN INTEREST: 570,670
COMMITMENTS
0 84,970 22,465 548,205 463,235 570,670 570,670 0 0
CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST: -6,320)
0 -16,435 0 -6,320 10,115 -6,320 -6,320 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 14.9 3.9 96.1 81.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
0 3 1 30 26 31 29
N. ILLINOIS HUB DAY AHEAD LMP, OFF PEAK MONTHLY - ICE FUTURES ENERGY Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 MWH OPEN INTEREST: 1,189,134
COMMITMENTS
0 0 0 1189134 1189134 1189134 1189134 0 0
CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST: -93,296)
0 0 0 -93,296 -93,296 -93,296 -93,296 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 11 18 11
N. ILLINOIS HUB DAY AHEAD LMP, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 mwh OPEN INTEREST: 370,520
COMMITMENTS
7,400 0 0 363,120 370,520 370,520 370,520 0 0
CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST: -33,000)
0 0 0 -33,000 -33,000 -33,000 -33,000 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 0.0 0.0 98.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 0 0 23 14 24 14
NEPOOL MASS HUB (DAY-AHEAD LMP OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 628,930
COMMITMENTS
102,707 18,158 33,608 492,615 577,164 628,930 628,930 0 0
CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST: -32,042)
-5,409 -17,212 2,752 -29,385 -17,582 -32,042 -32,042 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.3 2.9 5.3 78.3 91.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
2 2 3 29 30 33 33
NEPOOL MASS HUB (DAY-AHEAD LMP) - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 43,607
COMMITMENTS
5,548 4,299 1,559 36,201 37,625 43,308 43,483 299 124
CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST: -1,551)
280 103 -254 -1,577 -1,504 -1,551 -1,655 0 104
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.7 9.9 3.6 83.0 86.3 99.3 99.7 0.7 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
1 3 4 33 32 37 36
N PATH 15 EZ GEN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 24,025
COMMITMENTS
2,724 0 78 21,223 23,947 24,025 24,025 0 0
CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST: -1,661)
24 0 0 -1,503 -1,661 -1,479 -1,661 -182 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 0.0 0.3 88.3 99.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
4 0 1 25 16 29 17
NPATH 15 EZ GEN HUB DA OFFPEAK - ICE FUTURES ENERGY DIV Code-0643BR
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
25MWh OPEN INTEREST: 190,005
COMMITMENTS
16,542 0 1,952 171,511 188,053 190,005 190,005 0 0
CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST: -16,400)
-2,296 0 -656 -13,448 -15,744 -16,400 -16,400 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 0.0 1.0 90.3 99.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 0 1 17 11 19 12
NORTHERN ILLINOIS HUB (REAL TIME LMP OFF-PEAK) - ICE FUTURES ENERGY DCode-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 560,028
COMMITMENTS
11,834 2,060 42,052 506,142 515,916 560,028 560,028 0 0
CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST: -32,928)
2,074 -3,454 -2,058 -32,944 -27,416 -32,928 -32,928 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 0.4 7.5 90.4 92.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 1 2 25 20 29 22
NORTHERN ILLINOIS HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 32,143
COMMITMENTS
3,320 510 1,382 27,146 30,040 31,848 31,932 295 211
CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST: -1,435)
-585 0 22 -850 -1,457 -1,413 -1,435 -22 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 1.6 4.3 84.5 93.5 99.1 99.3 0.9 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 1 1 25 28 27 30
NYISO ZONE J (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 97,388
COMMITMENTS
0 6,649 0 97,388 90,739 97,388 97,388 0 0
CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST: -5,488)
0 -2,352 0 -5,488 -3,136 -5,488 -5,488 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.8 0.0 100.0 93.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 14 12 14 13
NYISO ZONE A - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 24,015
COMMITMENTS
3,560 608 144 19,439 22,924 23,143 23,676 872 339
CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST: 118)
-31 -22 -132 -148 167 -311 13 429 105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.8 2.5 0.6 80.9 95.5 96.4 98.6 3.6 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 1 2 22 23 26 26
NYISO ZONE A (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 336,655
COMMITMENTS
54,493 0 1,960 280,202 334,695 336,655 336,655 0 0
CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST: -1,435)
-2,352 0 0 917 -1,435 -1,435 -1,435 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.2 0.0 0.6 83.2 99.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 0 1 20 21 23 22
NYISO ZONE G - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 18,755
COMMITMENTS
1,086 4 80 17,121 18,523 18,287 18,607 468 148
CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST: -780)
-238 4 -4 -473 -736 -715 -736 -65 -44
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 0.0 0.4 91.3 98.8 97.5 99.2 2.5 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 1 2 25 25 28 27
NYISO ZONE G (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 249,662
COMMITMENTS
7,489 4,680 0 242,173 244,982 249,662 249,662 0 0
CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST: -15,695)
-1,176 0 0 -14,519 -15,695 -15,695 -15,695 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 1.9 0.0 97.0 98.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 1 0 21 19 22 20
PALO VERDE - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 31,786
COMMITMENTS
826 0 2,844 28,116 28,942 31,786 31,786 0 0
CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST: 105)
305 0 2 -202 103 105 105 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 0.0 8.9 88.5 91.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 0 1 22 23 24 24
PALO VERDE (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
25 MWh OPEN INTEREST: 226,494
COMMITMENTS
1,954 0 0 224,540 226,494 226,494 226,494 0 0
CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST: 12,302)
977 0 0 11,325 12,302 12,302 12,302 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.0 0.0 99.1 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 0 0 18 19 19 19
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 MWh OPEN INTEREST: 818,625
COMMITMENTS
0 97,920 0 818,625 720,705 818,625 818,625 0 0
CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST: -5,488)
0 0 0 -5,488 -5,488 -5,488 -5,488 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 12.0 0.0 100.0 88.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 0 15 11 15 12
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 247,320
COMMITMENTS
0 16,300 0 247,320 231,020 247,320 247,320 0 0
CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST: -7,260)
0 0 0 -7,260 -7,260 -7,260 -7,260 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.6 0.0 100.0 93.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 1 0 20 15 20 16
PJM CAL 1X FIXED - ICE FUTURES ENERGY DIV Code-0643CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs OPEN INTEREST: 3,071
COMMITMENTS
464 15 457 2,101 2,589 3,022 3,061 49 10
CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST: -241)
34 4 -54 -223 -194 -244 -244 2 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.1 0.5 14.9 68.4 84.3 98.4 99.7 1.6 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 2 3 16 17 19 20
PJM EASTERN HUB DAY-AHEAD - ICE FUTURES ENERGY DIV Code-0643CR
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 132,965
COMMITMENTS
0 0 0 132,965 132,965 132,965 132,965 0 0
CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST: -3,380)
0 0 0 -3,380 -3,380 -3,380 -3,380 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: 20)
0 0 0 15 12 15 12
PJM JCPL ZONE DAY-AHEAD - ICE FUTURES ENERGY DIV Code-0643CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 Mwh OPEN INTEREST: 235,605
COMMITMENTS
0 0 0 235,605 235,605 235,605 235,605 0 0
CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST: -1,420)
0 0 0 -1,420 -1,420 -1,420 -1,420 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 10 17 10
PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643CV
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 Mwh OPEN INTEREST: 834,915
COMMITMENTS
0 0 0 834,915 834,915 834,915 834,915 0 0
CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST: -19,123)
0 0 0 -19,123 -19,123 -19,123 -19,123 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: 22)
0 0 0 15 9 15 9
PJM PECO ZONE (DA LMP) PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 114,065
COMMITMENTS
0 0 0 114,065 114,065 114,065 114,065 0 0
CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST: -5,610)
0 0 0 -5,610 -5,610 -5,610 -5,610 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: 22)
0 0 0 15 15 15 15
PJM PEPCO DAY-AHEAD - ICE FUTURES ENERGY DIV Code-0643D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 205,890
COMMITMENTS
5,080 1,000 0 200,810 204,890 205,890 205,890 0 0
CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST: 4,585)
0 0 0 4,585 4,585 4,585 4,585 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 0.5 0.0 97.5 99.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 1 0 22 16 23 17
PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643D5
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 MWh OPEN INTEREST: 591,162
COMMITMENTS
0 0 0 591,162 591,162 591,162 591,162 0 0
CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST: 38,608)
0 0 0 38,608 38,608 38,608 38,608 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: 21)
0 0 0 16 11 16 11
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 MWh OPEN INTEREST: 992,179
COMMITMENTS
0 0 0 992,179 992,179 992,179 992,179 0 0
CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST: -7,920)
0 0 0 -7,920 -7,920 -7,920 -7,920 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: 21)
0 0 0 15 7 15 7
PJM PPL ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 295,800
COMMITMENTS
0 0 0 295,800 295,800 295,800 295,800 0 0
CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST: -3,170)
0 0 0 -3,170 -3,170 -3,170 -3,170 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: 32)
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 06/11/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 MWh OPEN INTEREST: 6,623,506
COMMITMENTS
305,300 4,000 0 6318206 6619506 6623506 6623506 0 0
CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST: -43,061)
-5,880 0 0 -37,181 -43,061 -43,061 -43,061 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 0.1 0.0 95.4 99.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
4 1 0 35 33 39 34
PJM WESTERN HUB (DAY-AHEAD) - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 2,209,460
COMMITMENTS
76,845 2,000 0 2132615 2207460 2209460 2209460 0 0
CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST: -9,170)
-7,590 0 0 -1,580 -9,170 -9,170 -9,170 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 0.1 0.0 96.5 99.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
4 1 0 40 36 44 37
PJM WESTERN HUB MINI (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 2,319,966
COMMITMENTS
389,373 458,836 134,365 1794611 1726765 2318349 2319966 1,617 -0
CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST: 6,946)
48,698 22,210 -2,445 -39,884 -12,819 6,368 6,946 578 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.8 19.8 5.8 77.4 74.4 99.9 100.0 0.1 -0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
6 9 8 44 37 54 50
PJM WH REAL TIME MINI OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
MWh (Megawatt Hours) OPEN INTEREST: 4,477,233
COMMITMENTS
112,073 322,236 156,770 4208390 3998227 4477233 4477233 0 0
CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST: 13,147)
-2,935 -15,087 -2,945 19,027 31,179 13,147 13,147 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 7.2 3.5 94.0 89.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
2 5 5 35 31 40 38
PSA-PJM PSEG ZONE DAY-AHEAD - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 606,015
COMMITMENTS
0 2,480 0 606,015 603,535 606,015 606,015 0 0
CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST: 10,350)
0 0 0 10,350 10,350 10,350 10,350 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: 31)
0 1 0 23 15 23 16
PSB-PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 MWh OPEN INTEREST: 1,983,807
COMMITMENTS
0 17,378 0 1983807 1966429 1983807 1983807 0 0
CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST: 4,022)
0 0 0 4,022 4,022 4,022 4,022 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.9 0.0 100.0 99.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 1 0 22 15 22 16
Updated June 14, 2013