CALIF CARBON ALLOWANCE-2013 - ICE FUTURES ENERGY DIV Code-006391
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 CALIFORNIA CARBON ALLOWANCES OPEN INTEREST: 10,011
COMMITMENTS
3,040 2,755 961 5,952 6,290 9,952 10,006 59 5
CHANGES FROM 06/11/13 (CHANGE IN OPEN INTEREST: 118)
55 164 96 -32 -142 118 118 -0 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.4 27.5 9.6 59.5 62.8 99.4 100.0 0.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
10 12 11 13 10 31 25
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 5,982,319
COMMITMENTS
1305035 153,611 1729915 2923086 4080574 5958036 5964100 24,283 18,219
CHANGES FROM 06/11/13 (CHANGE IN OPEN INTEREST: -53,076)
-18,615 21,698 -47,858 11,400 -25,430 -55,073 -51,590 1,997 -1,486
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.8 2.6 28.9 48.9 68.2 99.6 99.7 0.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 229)
49 24 61 145 136 215 202
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 4,138,740
COMMITMENTS
117,286 91,398 1948961 2070724 2096926 4136971 4137285 1,769 1,455
CHANGES FROM 06/11/13 (CHANGE IN OPEN INTEREST: -478,557)
-10,095 26,230 -136,372 -332,159 -368,536 -478,627 -478,678 69 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 2.2 47.1 50.0 50.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113)
19 27 41 62 59 104 104
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 277,663
COMMITMENTS
8,170 1,713 8,695 248,792 263,994 265,657 274,402 12,006 3,261
CHANGES FROM 06/11/13 (CHANGE IN OPEN INTEREST: 5,874)
1,687 -630 -1,716 5,200 8,383 5,171 6,037 703 -163
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 0.6 3.1 89.6 95.1 95.7 98.8 4.3 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
6 4 9 40 36 50 45
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 182,962
COMMITMENTS
5,705 0 4,652 168,799 174,844 179,156 179,496 3,806 3,466
CHANGES FROM 06/11/13 (CHANGE IN OPEN INTEREST: 1,058)
-1,146 0 -185 2,607 1,426 1,276 1,241 -218 -183
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 0.0 2.5 92.3 95.6 97.9 98.1 2.1 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
5 0 4 37 36 42 40
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 214,014
COMMITMENTS
11,556 1,511 4,854 190,255 203,520 206,665 209,885 7,349 4,129
CHANGES FROM 06/11/13 (CHANGE IN OPEN INTEREST: 7,050)
-713 -460 459 6,022 7,138 5,768 7,137 1,282 -87
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 0.7 2.3 88.9 95.1 96.6 98.1 3.4 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
4 2 4 30 30 36 34
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 857,705
COMMITMENTS
2,786 2,518 7,054 834,918 846,259 844,758 855,831 12,947 1,874
CHANGES FROM 06/11/13 (CHANGE IN OPEN INTEREST: 6,155)
-1,004 718 -72 7,949 5,901 6,873 6,547 -718 -392
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.3 0.8 97.3 98.7 98.5 99.8 1.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
3 1 5 57 43 62 48
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 246,353
COMMITMENTS
4,515 2,797 2,187 231,404 231,505 238,106 236,489 8,247 9,864
CHANGES FROM 06/11/13 (CHANGE IN OPEN INTEREST: 3,351)
-854 -774 91 2,122 2,438 1,359 1,755 1,992 1,596
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 1.1 0.9 93.9 94.0 96.7 96.0 3.3 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 2 2 21 28 24 31
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 241,729
COMMITMENTS
13,687 2,098 4,995 217,774 228,879 236,456 235,972 5,273 5,757
CHANGES FROM 06/11/13 (CHANGE IN OPEN INTEREST: 2,251)
113 -25 12 2,188 1,981 2,313 1,968 -62 283
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 0.9 2.1 90.1 94.7 97.8 97.6 2.2 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
3 2 4 35 38 39 43
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 104,379
COMMITMENTS
5,990 0 5,397 88,560 91,108 99,947 96,505 4,432 7,874
CHANGES FROM 06/11/13 (CHANGE IN OPEN INTEREST: 1,520)
-358 0 116 1,437 2,166 1,195 2,282 325 -762
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 0.0 5.2 84.8 87.3 95.8 92.5 4.2 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
4 0 4 21 22 25 26
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 182,573
COMMITMENTS
6,156 10,596 8,007 161,092 155,982 175,255 174,585 7,318 7,988
CHANGES FROM 06/11/13 (CHANGE IN OPEN INTEREST: 4,796)
-675 228 116 4,957 4,516 4,398 4,860 398 -64
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 5.8 4.4 88.2 85.4 96.0 95.6 4.0 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
4 1 4 31 27 36 31
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 67,386
COMMITMENTS
0 8,197 548 59,592 52,757 60,140 61,502 7,246 5,884
CHANGES FROM 06/11/13 (CHANGE IN OPEN INTEREST: -802)
0 -1,027 248 -1,266 57 -1,018 -722 216 -80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 12.2 0.8 88.4 78.3 89.2 91.3 10.8 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 06/18/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 157,269
COMMITMENTS
5,266 2,214 2,035 142,095 147,285 149,396 151,534 7,873 5,735
CHANGES FROM 06/11/13 (CHANGE IN OPEN INTEREST: 4,536)
80 0 -530 5,439 5,927 4,989 5,397 -453 -861
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 1.4 1.3 90.4 93.7 95.0 96.4 5.0 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 1 1 26 26 27 28
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 83,551
COMMITMENTS
0 0 0 69,037 78,046 69,037 78,046 14,514 5,505
CHANGES FROM 06/11/13 (CHANGE IN OPEN INTEREST: 158)
0 0 0 1,229 1,346 1,229 1,346 -1,071 -1,188
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 82.6 93.4 82.6 93.4 17.4 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 14 20 14 20
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 362,755
COMMITMENTS
18,140 2,460 2,026 337,828 356,098 357,994 360,584 4,761 2,171
CHANGES FROM 06/11/13 (CHANGE IN OPEN INTEREST: 2,432)
824 0 -422 1,906 2,340 2,308 1,918 124 514
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 0.7 0.6 93.1 98.2 98.7 99.4 1.3 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
3 1 2 33 38 36 41
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 89,395
COMMITMENTS
2,143 0 5,690 79,003 75,695 86,836 81,385 2,559 8,010
CHANGES FROM 06/11/13 (CHANGE IN OPEN INTEREST: 2,722)
-1,471 0 1,270 3,007 1,934 2,806 3,204 -84 -482
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 0.0 6.4 88.4 84.7 97.1 91.0 2.9 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 0 2 21 23 23 25
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BA - ICE FUTURES ENERCode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 63,698
COMMITMENTS
0 6,060 990 50,858 46,653 51,848 53,703 11,850 9,995
CHANGES FROM 06/11/13 (CHANGE IN OPEN INTEREST: -338)
0 -113 -64 -150 -437 -214 -614 -124 276
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 9.5 1.6 79.8 73.2 81.4 84.3 18.6 15.7
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 06/18/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 166,861
COMMITMENTS
9,424 8,175 0 156,827 154,544 166,251 162,719 610 4,142
CHANGES FROM 06/11/13 (CHANGE IN OPEN INTEREST: 15,160)
9,052 7,564 0 6,046 7,596 15,098 15,160 62 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 4.9 0.0 94.0 92.6 99.6 97.5 0.4 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 2 0 16 18 18 20
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 112,612
COMMITMENTS
19,984 9,855 7,440 83,950 94,357 111,374 111,652 1,238 960
CHANGES FROM 06/11/13 (CHANGE IN OPEN INTEREST: 15,004)
1,612 124 7,440 5,890 7,440 14,942 15,004 62 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.7 8.8 6.6 74.5 83.8 98.9 99.1 1.1 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
5 5 1 22 26 27 32
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 45,939
COMMITMENTS
960 0 0 44,708 45,210 45,668 45,210 271 729
CHANGES FROM 06/11/13 (CHANGE IN OPEN INTEREST: 2,263)
0 0 0 2,263 2,139 2,263 2,139 0 124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 0.0 0.0 97.3 98.4 99.4 98.4 0.6 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 0 0 15 19 16 19
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 118,245
COMMITMENTS
1,028 0 631 108,814 106,256 110,473 106,887 7,772 11,358
CHANGES FROM 06/11/13 (CHANGE IN OPEN INTEREST: 6,566)
153 0 30 6,538 7,016 6,721 7,046 -155 -480
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.0 0.5 92.0 89.9 93.4 90.4 6.6 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 0 1 25 25 26 26
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS - ICE FUTURES ENERCode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 76,535
COMMITMENTS
725 0 3,266 69,806 69,210 73,797 72,476 2,738 4,059
CHANGES FROM 06/11/13 (CHANGE IN OPEN INTEREST: 2,117)
723 0 -77 1,910 2,316 2,556 2,239 -439 -122
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.0 4.3 91.2 90.4 96.4 94.7 3.6 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 0 2 15 14 17 16
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 89,844
COMMITMENTS
472 1,607 1,532 80,934 84,867 82,938 88,006 6,906 1,838
CHANGES FROM 06/11/13 (CHANGE IN OPEN INTEREST: 372)
0 -247 0 372 434 372 187 0 185
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 1.8 1.7 90.1 94.5 92.3 98.0 7.7 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 1 2 23 24 25 26
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 87,712
COMMITMENTS
2,381 0 327 78,641 79,393 81,349 79,720 6,363 7,992
CHANGES FROM 06/11/13 (CHANGE IN OPEN INTEREST: 338)
-186 0 0 1,078 1,430 892 1,430 -554 -1,092
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 0.0 0.4 89.7 90.5 92.7 90.9 7.3 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 1 16 17 17 18
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 129,455
COMMITMENTS
800 1,005 2,390 120,446 123,310 123,636 126,705 5,819 2,750
CHANGES FROM 06/11/13 (CHANGE IN OPEN INTEREST: -464)
0 -1,041 436 -1,268 -410 -832 -1,015 368 551
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.8 1.8 93.0 95.3 95.5 97.9 4.5 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 2 1 17 16 19 18
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 274,636
COMMITMENTS
12,902 11,890 2,719 251,476 254,692 267,097 269,301 7,539 5,335
CHANGES FROM 06/11/13 (CHANGE IN OPEN INTEREST: 16,431)
-3,045 1,897 820 17,231 13,871 15,006 16,588 1,425 -157
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 4.3 1.0 91.6 92.7 97.3 98.1 2.7 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
2 4 4 33 28 38 33
PANHANDLE EASTERN- POOL GAS (INDEX) - ICE FUTURES ENERGY DIV Code-0233BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 15,215
COMMITMENTS
600 0 0 14,435 15,035 15,035 15,035 180 180
CHANGES FROM 06/11/13 (CHANGE IN OPEN INTEREST: 651)
0 0 0 651 651 651 651 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 0.0 0.0 94.9 98.8 98.8 98.8 1.2 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 0 12 11 13 11
PG&E - CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-0233BQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 10,842
COMMITMENTS
713 0 0 9,974 10,662 10,687 10,662 155 180
CHANGES FROM 06/11/13 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 0.0 0.0 92.0 98.3 98.6 98.3 1.4 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 0 9 11 11 11
SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 37,376
COMMITMENTS
3,720 0 0 32,531 36,218 36,251 36,218 1,125 1,158
CHANGES FROM 06/11/13 (CHANGE IN OPEN INTEREST: 4,070)
0 0 0 4,281 3,760 4,281 3,760 -211 310
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 0.0 0.0 87.0 96.9 97.0 96.9 3.0 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 0 0 16 19 18 19
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/13 |
--------------------------------------------------------------| 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 06/11/13 (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 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 06/18/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 208,176
COMMITMENTS
14,407 27,100 3,528 184,094 173,220 202,029 203,848 6,147 4,328
CHANGES FROM 06/11/13 (CHANGE IN OPEN INTEREST: -1,896)
713 726 -947 -1,662 -2,531 -1,896 -2,752 0 856
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 13.0 1.7 88.4 83.2 97.0 97.9 3.0 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
2 4 1 31 28 33 33
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 80,461
COMMITMENTS
1,323 0 3,246 67,574 74,713 72,143 77,959 8,318 2,502
CHANGES FROM 06/11/13 (CHANGE IN OPEN INTEREST: 212)
-794 0 370 334 -158 -90 212 302 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 0.0 4.0 84.0 92.9 89.7 96.9 10.3 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 1 12 13 13 14
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 87,045
COMMITMENTS
0 0 0 82,070 85,244 82,070 85,244 4,975 1,801
CHANGES FROM 06/11/13 (CHANGE IN OPEN INTEREST: 4,662)
0 0 0 3,384 4,662 3,384 4,662 1,278 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 94.3 97.9 94.3 97.9 5.7 2.1
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 06/18/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 95,485
COMMITMENTS
1,535 14,439 1,270 83,948 74,046 86,753 89,755 8,732 5,730
CHANGES FROM 06/11/13 (CHANGE IN OPEN INTEREST: 1,676)
0 -1,189 155 1,216 1,330 1,371 296 305 1,380
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 15.1 1.3 87.9 77.5 90.9 94.0 9.1 6.0
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 06/18/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 19,513
COMMITMENTS
0 1,380 0 19,179 17,021 19,179 18,401 334 1,112
CHANGES FROM 06/11/13 (CHANGE IN OPEN INTEREST: 2,821)
0 0 0 2,697 2,759 2,697 2,759 124 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.1 0.0 98.3 87.2 98.3 94.3 1.7 5.7
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 06/18/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 193,601
COMMITMENTS
29,918 7,119 20,462 142,523 165,492 192,903 193,072 698 529
CHANGES FROM 06/11/13 (CHANGE IN OPEN INTEREST: -17,237)
-1,795 1,200 -2,384 -12,953 -15,541 -17,131 -16,725 -106 -512
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.5 3.7 10.6 73.6 85.5 99.6 99.7 0.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
16 8 19 51 53 73 74
MID-C FINANCIAL PEAK OTC - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 54,074
COMMITMENTS
1,552 338 1,439 51,083 52,297 54,074 54,074 -0 -0
CHANGES FROM 06/11/13 (CHANGE IN OPEN INTEREST: 844)
238 27 2 604 815 844 844 -0 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 0.6 2.7 94.5 96.7 100.0 100.0 -0.0 -0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 4 4 27 29 32 34
MID-C FINANCIAL OFF-PEAK OTC - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 554,746
COMMITMENTS
23,734 0 1,888 529,124 552,858 554,746 554,746 0 0
CHANGES FROM 06/11/13 (CHANGE IN OPEN INTEREST: 6,198)
3,968 0 -984 3,214 7,182 6,198 6,198 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 0.0 0.3 95.4 99.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
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 06/18/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,663,874
COMMITMENTS
229,248 38,139 55,047 1379227 1570688 1663522 1663874 352 0
CHANGES FROM 06/11/13 (CHANGE IN OPEN INTEREST: -4,079)
3,857 1,570 -7,359 -577 1,710 -4,079 -4,079 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.8 2.3 3.3 82.9 94.4 100.0 100.0 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 06/18/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 68,470
COMMITMENTS
53 6,669 3,822 64,595 57,979 68,470 68,470 -0 0
CHANGES FROM 06/11/13 (CHANGE IN OPEN INTEREST: -1,968)
-26 1,414 54 -1,997 -3,436 -1,968 -1,968 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 9.7 5.6 94.3 84.7 100.0 100.0 -0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
1 5 4 32 27 37 32
SP15 FIN DA LPM OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 394,240
COMMITMENTS
0 12,099 9,026 385,214 373,115 394,240 394,240 0 0
CHANGES FROM 06/11/13 (CHANGE IN OPEN INTEREST: 3,976)
0 1,952 0 3,976 2,024 3,976 3,976 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.1 2.3 97.7 94.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 2 2 19 20 21 22
AEP DAYTON HUB (REAL TIME LMP OFF-PEAK) - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 616,888
COMMITMENTS
49,659 170,195 9,589 557,640 437,104 616,888 616,888 0 0
CHANGES FROM 06/11/13 (CHANGE IN OPEN INTEREST: 24,904)
4,310 10,112 -406 21,000 15,198 24,904 24,904 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 27.6 1.6 90.4 70.9 100.0 100.0 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 06/18/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 48,821
COMMITMENTS
6,405 19,287 2,876 39,284 26,063 48,565 48,226 256 595
CHANGES FROM 06/11/13 (CHANGE IN OPEN INTEREST: 469)
235 362 -254 444 361 425 469 44 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.1 39.5 5.9 80.5 53.4 99.5 98.8 0.5 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
4 1 3 24 27 28 31
AD HUB DA OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/13 |
--------------------------------------------------------------| 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 06/11/13 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 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 06/18/13 |
--------------------------------------------------------------| 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 06/11/13 (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 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 06/18/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 1,086,880
COMMITMENTS
4,000 0 0 1082880 1086880 1086880 1086880 0 0
CHANGES FROM 06/11/13 (CHANGE IN OPEN INTEREST: 19,600)
0 0 0 19,600 19,600 19,600 19,600 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 14 10 15 10
CIN HUB REAL TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 286,624
COMMITMENTS
19,120 3,984 3,136 264,368 279,504 286,624 286,624 0 0
CHANGES FROM 06/11/13 (CHANGE IN OPEN INTEREST: -1,184)
0 0 0 -1,184 -1,184 -1,184 -1,184 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 1.4 1.1 92.2 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 06/18/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 10,969
COMMITMENTS
1,203 298 573 8,473 9,633 10,249 10,504 720 465
CHANGES FROM 06/11/13 (CHANGE IN OPEN INTEREST: 679)
-88 132 66 744 509 722 707 -43 -28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.0 2.7 5.2 77.2 87.8 93.4 95.8 6.6 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 2 2 21 21 24 25
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/13 |
--------------------------------------------------------------| 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 06/11/13 (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 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 06/18/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 430,625
COMMITMENTS
3,200 0 0 427,425 430,625 430,625 430,625 0 0
CHANGES FROM 06/11/13 (CHANGE IN OPEN INTEREST: 6,600)
0 0 0 6,600 6,600 6,600 6,600 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.0 0.0 99.3 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 0 0 19 12 21 12
MISCO CINERGY HUB REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-0643B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWH PER LOT OPEN INTEREST: 226,180
COMMITMENTS
0 550 1,600 224,580 224,030 226,180 226,180 0 0
CHANGES FROM 06/11/13 (CHANGE IN OPEN INTEREST: 3,580)
0 0 0 3,580 3,580 3,580 3,580 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: 26)
0 1 1 19 22 20 23
MISO CINERGY HUB (REAL-TIME LMP) - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 27,624
COMMITMENTS
933 1,290 274 24,644 24,379 25,851 25,943 1,772 1,681
CHANGES FROM 06/11/13 (CHANGE IN OPEN INTEREST: -29)
30 -44 -6 -52 66 -28 15 -0 -44
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 4.7 1.0 89.2 88.3 93.6 93.9 6.4 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 3 2 21 23 23 27
Nepool MH DA LMP Offpk Mon Min - ICE FUTURES ENERGY DIV Code-0643B9
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any multiple of 5 MWh OPEN INTEREST: 1,650,119
COMMITMENTS
56,123 127,093 154,767 1439229 1368259 1650119 1650119 0 0
CHANGES FROM 06/11/13 (CHANGE IN OPEN INTEREST: 34,246)
-80 7,840 23,400 10,926 3,006 34,246 34,246 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 7.7 9.4 87.2 82.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 2 2 28 25 30 28
Nepool MH DA LMP Peak Mon Mini - ICE FUTURES ENERGY DIV Code-0643BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any multiple of 16 MWh OPEN INTEREST: 574,600
COMMITMENTS
0 84,790 22,465 552,135 467,345 574,600 574,600 0 0
CHANGES FROM 06/11/13 (CHANGE IN OPEN INTEREST: 3,930)
0 -180 0 3,930 4,110 3,930 3,930 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 14.8 3.9 96.1 81.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
0 3 1 31 26 32 29
N. ILLINOIS HUB DAY AHEAD LMP, OFF PEAK MONTHLY - ICE FUTURES ENERGY Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/13 |
--------------------------------------------------------------| 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 06/11/13 (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 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 06/18/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 mwh OPEN INTEREST: 374,920
COMMITMENTS
7,400 0 0 367,520 374,920 374,920 374,920 0 0
CHANGES FROM 06/11/13 (CHANGE IN OPEN INTEREST: 4,400)
0 0 0 4,400 4,400 4,400 4,400 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 06/18/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 627,348
COMMITMENTS
100,338 20,544 28,145 498,865 578,659 627,348 627,348 0 0
CHANGES FROM 06/11/13 (CHANGE IN OPEN INTEREST: -1,582)
-2,369 2,386 -5,463 6,250 1,495 -1,582 -1,582 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.0 3.3 4.5 79.5 92.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
2 2 3 30 29 34 32
NEPOOL MASS HUB (DAY-AHEAD LMP) - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 43,628
COMMITMENTS
5,504 4,522 1,475 36,350 37,507 43,329 43,504 299 124
CHANGES FROM 06/11/13 (CHANGE IN OPEN INTEREST: 21)
-44 223 -84 149 -118 21 21 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.6 10.4 3.4 83.3 86.0 99.3 99.7 0.7 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
1 3 4 33 34 37 38
N PATH 15 EZ GEN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 24,554
COMMITMENTS
2,855 0 127 21,572 24,427 24,554 24,554 0 0
CHANGES FROM 06/11/13 (CHANGE IN OPEN INTEREST: 529)
131 0 49 349 480 529 529 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.6 0.0 0.5 87.9 99.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
4 0 2 26 16 30 18
NPATH 15 EZ GEN HUB DA OFFPEAK - ICE FUTURES ENERGY DIV Code-0643BR
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
25MWh OPEN INTEREST: 190,037
COMMITMENTS
18,174 0 1,952 169,911 188,085 190,037 190,037 0 0
CHANGES FROM 06/11/13 (CHANGE IN OPEN INTEREST: 32)
1,632 0 0 -1,600 32 32 32 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 0.0 1.0 89.4 99.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 0 1 17 11 20 12
NORTHERN ILLINOIS HUB (REAL TIME LMP OFF-PEAK) - ICE FUTURES ENERGY DCode-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 570,241
COMMITMENTS
11,834 3,234 41,660 516,747 525,347 570,241 570,241 0 0
CHANGES FROM 06/11/13 (CHANGE IN OPEN INTEREST: 10,213)
0 1,174 -392 10,605 9,431 10,213 10,213 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 0.6 7.3 90.6 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 06/18/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 33,396
COMMITMENTS
3,087 510 1,360 28,590 31,378 33,037 33,248 359 148
CHANGES FROM 06/11/13 (CHANGE IN OPEN INTEREST: 1,253)
-233 0 -22 1,444 1,338 1,189 1,316 64 -63
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 1.5 4.1 85.6 94.0 98.9 99.6 1.1 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 1 1 25 29 27 31
NYISO ZONE J (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/13 |
--------------------------------------------------------------| 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 06/11/13 (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 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 06/18/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 24,140
COMMITMENTS
3,578 648 126 19,652 23,007 23,356 23,781 784 359
CHANGES FROM 06/11/13 (CHANGE IN OPEN INTEREST: 125)
18 40 -18 213 83 213 105 -88 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.8 2.7 0.5 81.4 95.3 96.8 98.5 3.2 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 2 2 22 23 26 26
NYISO ZONE A (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 338,223
COMMITMENTS
54,893 0 1,560 281,770 336,663 338,223 338,223 0 0
CHANGES FROM 06/11/13 (CHANGE IN OPEN INTEREST: 1,568)
400 0 -400 1,568 1,968 1,568 1,568 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.2 0.0 0.5 83.3 99.5 100.0 100.0 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 06/18/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 19,178
COMMITMENTS
1,086 4 80 17,415 18,946 18,581 19,030 597 148
CHANGES FROM 06/11/13 (CHANGE IN OPEN INTEREST: 423)
0 0 0 294 423 294 423 129 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 0.0 0.4 90.8 98.8 96.9 99.2 3.1 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 1 2 24 25 27 27
NYISO ZONE G (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 250,054
COMMITMENTS
7,489 4,680 0 242,565 245,374 250,054 250,054 0 0
CHANGES FROM 06/11/13 (CHANGE IN OPEN INTEREST: 392)
0 0 0 392 392 392 392 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 18 22 19
PALO VERDE - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 31,507
COMMITMENTS
310 0 3,102 28,095 28,405 31,507 31,507 0 0
CHANGES FROM 06/11/13 (CHANGE IN OPEN INTEREST: -279)
-516 0 258 -21 -537 -279 -279 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.0 9.8 89.2 90.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 0 1 23 23 25 24
PALO VERDE (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
25 MWh OPEN INTEREST: 224,310
COMMITMENTS
1,954 0 0 222,356 224,310 224,310 224,310 0 0
CHANGES FROM 06/11/13 (CHANGE IN OPEN INTEREST: -2,184)
0 0 0 -2,184 -2,184 -2,184 -2,184 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 06/18/13 |
--------------------------------------------------------------| 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 06/11/13 (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 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 06/18/13 |
--------------------------------------------------------------| 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 06/11/13 (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 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 06/18/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs OPEN INTEREST: 2,345
COMMITMENTS
437 7 298 1,588 2,036 2,323 2,341 22 4
CHANGES FROM 06/11/13 (CHANGE IN OPEN INTEREST: -726)
-27 -8 -159 -513 -553 -700 -720 -27 -6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.6 0.3 12.7 67.7 86.8 99.0 99.8 1.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 2 3 17 17 20 20
PJM EASTERN HUB DAY-AHEAD - ICE FUTURES ENERGY DIV Code-0643CR
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 138,365
COMMITMENTS
0 0 0 138,365 138,365 138,365 138,365 0 0
CHANGES FROM 06/11/13 (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
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 06/18/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 Mwh OPEN INTEREST: 238,025
COMMITMENTS
0 0 0 238,025 238,025 238,025 238,025 0 0
CHANGES FROM 06/11/13 (CHANGE IN OPEN INTEREST: 2,420)
0 0 0 2,420 2,420 2,420 2,420 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 11 17 11
PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643CV
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 Mwh OPEN INTEREST: 838,835
COMMITMENTS
0 0 0 838,835 838,835 838,835 838,835 0 0
CHANGES FROM 06/11/13 (CHANGE IN OPEN INTEREST: 3,920)
0 0 0 3,920 3,920 3,920 3,920 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: 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 06/18/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 148,635
COMMITMENTS
440 0 0 148,195 148,635 148,635 148,635 0 0
CHANGES FROM 06/11/13 (CHANGE IN OPEN INTEREST: 34,570)
440 0 0 34,130 34,570 34,570 34,570 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.0 0.0 99.7 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 0 17 16 18 16
PJM PEPCO DAY-AHEAD - ICE FUTURES ENERGY DIV Code-0643D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 214,905
COMMITMENTS
5,080 1,000 0 209,825 213,905 214,905 214,905 0 0
CHANGES FROM 06/11/13 (CHANGE IN OPEN INTEREST: 9,015)
0 0 0 9,015 9,015 9,015 9,015 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 0.5 0.0 97.6 99.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 1 0 24 16 25 17
PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643D5
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 MWh OPEN INTEREST: 619,244
COMMITMENTS
0 0 0 619,244 619,244 619,244 619,244 0 0
CHANGES FROM 06/11/13 (CHANGE IN OPEN INTEREST: 28,082)
0 0 0 28,082 28,082 28,082 28,082 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 17 11 17 11
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/13 |
--------------------------------------------------------------| 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 06/11/13 (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 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 06/18/13 |
--------------------------------------------------------------| 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 06/11/13 (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 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 06/18/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 MWh OPEN INTEREST: 6,653,566
COMMITMENTS
305,300 4,000 0 6348266 6649566 6653566 6653566 0 0
CHANGES FROM 06/11/13 (CHANGE IN OPEN INTEREST: 30,060)
0 0 0 30,060 30,060 30,060 30,060 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 06/18/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 2,244,440
COMMITMENTS
76,405 4,200 0 2168035 2240240 2244440 2244440 0 0
CHANGES FROM 06/11/13 (CHANGE IN OPEN INTEREST: 34,980)
-440 2,200 0 35,420 32,780 34,980 34,980 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 0.2 0.0 96.6 99.8 100.0 100.0 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 06/18/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 2,357,099
COMMITMENTS
385,280 462,812 147,489 1823371 1746798 2356140 2357099 958 0
CHANGES FROM 06/11/13 (CHANGE IN OPEN INTEREST: 37,133)
-4,092 3,976 13,124 28,760 20,033 37,791 37,133 -658 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.3 19.6 6.3 77.4 74.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
6 9 8 44 38 54 51
PJM WH REAL TIME MINI OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
MWh (Megawatt Hours) OPEN INTEREST: 4,787,421
COMMITMENTS
107,335 298,836 161,508 4518578 4327077 4787421 4787421 0 0
CHANGES FROM 06/11/13 (CHANGE IN OPEN INTEREST: 310,188)
-4,738 -23,400 4,738 310,188 328,850 310,188 310,188 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 6.2 3.4 94.4 90.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
2 5 5 36 31 41 38
PSA-PJM PSEG ZONE DAY-AHEAD - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 615,415
COMMITMENTS
0 2,480 0 615,415 612,935 615,415 615,415 0 0
CHANGES FROM 06/11/13 (CHANGE IN OPEN INTEREST: 9,400)
0 0 0 9,400 9,400 9,400 9,400 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: 34)
0 1 0 26 15 26 16
PSB-PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 MWh OPEN INTEREST: 1,971,540
COMMITMENTS
0 17,378 0 1971540 1954162 1971540 1971540 0 0
CHANGES FROM 06/11/13 (CHANGE IN OPEN INTEREST: -12,267)
0 0 0 -12,267 -12,267 -12,267 -12,267 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 14 22 15
Updated June 21, 2013