CALIF CARBON ALLOWANCE-2013 - ICE FUTURES ENERGY DIV Code-006391
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 CALIFORNIA CARBON ALLOWANCES OPEN INTEREST: 10,404
COMMITMENTS
3,005 3,181 805 6,535 6,393 10,345 10,379 59 25
CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST: 210)
-109 453 -118 452 -109 224 225 -14 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.9 30.6 7.7 62.8 61.5 99.4 99.8 0.6 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
9 12 11 13 9 30 24
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 5,698,154
COMMITMENTS
1140854 146,281 1669464 2865355 3865900 5675673 5681645 22,481 16,509
CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST: -275,879)
-145,123 -50,739 -4,931 -125,161 -219,875 -275,215 -275,545 -664 -334
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.0 2.6 29.3 50.3 67.8 99.6 99.7 0.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 225)
50 21 59 146 135 213 198
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 3,824,995
COMMITMENTS
120,563 65,329 1771945 1930912 1985970 3823420 3823243 1,575 1,752
CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST: 134,664)
1,306 -8,954 85,440 47,814 57,758 134,561 134,244 103 419
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 1.7 46.3 50.5 51.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
28 13 37 60 58 100 96
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 280,015
COMMITMENTS
14,182 2,749 6,933 247,855 267,434 268,970 277,116 11,045 2,899
CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST: 3,841)
2,930 860 303 879 2,740 4,112 3,903 -271 -62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 1.0 2.5 88.5 95.5 96.1 99.0 3.9 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
7 4 9 43 37 54 46
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 188,552
COMMITMENTS
6,452 0 3,185 175,051 180,281 184,688 183,466 3,864 5,086
CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST: 2,197)
53 0 -741 2,972 1,320 2,284 579 -87 1,618
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 0.0 1.7 92.8 95.6 98.0 97.3 2.0 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
6 0 4 36 35 42 39
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 228,037
COMMITMENTS
13,120 1,699 5,501 201,791 215,251 220,412 222,451 7,625 5,586
CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST: 12,611)
-973 756 680 12,781 10,748 12,488 12,184 123 427
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 0.7 2.4 88.5 94.4 96.7 97.6 3.3 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
4 3 5 30 30 37 35
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 873,409
COMMITMENTS
443 1,394 7,717 853,620 859,972 861,780 869,083 11,629 4,326
CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST: 6,704)
-1,703 -1,760 1,437 10,749 5,480 10,483 5,157 -3,779 1,547
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.2 0.9 97.7 98.5 98.7 99.5 1.3 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
3 3 6 57 42 64 48
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 253,513
COMMITMENTS
5,162 2,472 2,033 237,244 241,274 244,439 245,779 9,074 7,734
CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST: 4,104)
-46 -373 98 3,329 4,593 3,381 4,318 723 -214
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 1.0 0.8 93.6 95.2 96.4 96.9 3.6 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
5 2 3 23 33 29 37
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 251,952
COMMITMENTS
11,005 2,276 5,698 229,878 237,570 246,581 245,544 5,371 6,408
CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST: 4,552)
-2,017 995 260 6,122 2,691 4,365 3,946 187 606
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 0.9 2.3 91.2 94.3 97.9 97.5 2.1 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
2 4 4 38 42 42 48
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 108,034
COMMITMENTS
5,192 284 6,029 91,836 94,165 103,057 100,478 4,977 7,556
CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST: 1,909)
213 282 530 1,515 1,696 2,258 2,508 -349 -599
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 0.3 5.6 85.0 87.2 95.4 93.0 4.6 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 2 4 22 24 26 28
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 182,794
COMMITMENTS
8,134 10,143 7,918 156,563 155,587 172,615 173,648 10,179 9,146
CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST: -371)
788 -816 -92 -3,228 -141 -2,532 -1,049 2,161 678
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 5.5 4.3 85.6 85.1 94.4 95.0 5.6 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
4 1 4 31 25 36 29
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 71,568
COMMITMENTS
502 8,263 581 63,363 51,673 64,446 60,517 7,122 11,051
CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST: 3,620)
0 271 -226 3,544 -1,604 3,318 -1,559 302 5,179
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 11.5 0.8 88.5 72.2 90.0 84.6 10.0 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 2 19 17 21 19
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 161,968
COMMITMENTS
5,250 2,214 2,035 148,143 152,410 155,428 156,659 6,540 5,309
CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST: -2,721)
1,542 0 -187 -2,893 -2,444 -1,538 -2,631 -1,183 -90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 1.4 1.3 91.5 94.1 96.0 96.7 4.0 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 1 1 27 29 28 31
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 88,544
COMMITMENTS
0 3,229 0 73,666 80,517 73,666 83,746 14,878 4,798
CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST: 27)
0 69 0 -275 -65 -275 4 302 23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.6 0.0 83.2 90.9 83.2 94.6 16.8 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 2 0 14 18 14 20
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 384,315
COMMITMENTS
13,778 2,371 5,206 359,003 373,662 377,987 381,239 6,328 3,076
CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST: 10,964)
-1,437 -434 1,965 7,284 10,078 7,812 11,609 3,152 -645
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 0.6 1.4 93.4 97.2 98.4 99.2 1.6 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
2 3 3 39 40 43 44
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 88,962
COMMITMENTS
3,907 0 3,864 78,588 76,583 86,359 80,447 2,603 8,515
CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST: 1,495)
8 0 31 927 -143 966 -112 529 1,607
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 0.0 4.3 88.3 86.1 97.1 90.4 2.9 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 0 2 22 24 24 26
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BA - ICE FUTURES ENERCode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 68,124
COMMITMENTS
0 8,916 1,244 57,670 49,028 58,914 59,188 9,210 8,936
CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST: 1,576)
0 -1,304 578 1,744 3,427 2,322 2,701 -746 -1,125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 13.1 1.8 84.7 72.0 86.5 86.9 13.5 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 3 3 14 16 17 19
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 200,249
COMMITMENTS
16,585 8,516 0 178,272 186,599 194,857 195,115 5,392 5,134
CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST: 8,680)
7,006 465 -279 -3,007 7,936 3,720 8,122 4,960 558
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 4.3 0.0 89.0 93.2 97.3 97.4 2.7 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
5 3 0 26 31 31 34
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 149,905
COMMITMENTS
27,145 10,196 7,440 101,292 129,995 135,877 147,631 14,028 2,274
CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST: 11,563)
7,006 465 -279 -8,100 10,007 -1,373 10,193 12,936 1,370
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.1 6.8 5.0 67.6 86.7 90.6 98.5 9.4 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
6 5 1 32 35 38 41
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 55,239
COMMITMENTS
960 0 0 52,886 54,143 53,846 54,143 1,393 1,096
CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST: -372)
0 0 0 -1,308 -426 -1,308 -426 936 54
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 0.0 0.0 95.7 98.0 97.5 98.0 2.5 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 0 0 19 26 20 26
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 130,530
COMMITMENTS
282 0 675 122,609 118,184 123,566 118,859 6,964 11,671
CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST: 7,504)
-895 0 229 8,336 7,051 7,670 7,280 -166 224
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.0 0.5 93.9 90.5 94.7 91.1 5.3 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 0 1 27 26 28 27
NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV Code-0233AW
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 19,032
COMMITMENTS
353 248 217 16,893 16,477 17,463 16,942 1,569 2,090
CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST: 279)
-31 248 31 -124 -1,144 -124 -865 403 1,144
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 1.3 1.1 88.8 86.6 91.8 89.0 8.2 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 1 13 12 14 14
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS - ICE FUTURES ENERCode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 77,287
COMMITMENTS
1,914 1,115 2,380 70,007 69,423 74,301 72,918 2,986 4,369
CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST: 996)
715 1,115 -607 640 209 748 717 248 279
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 1.4 3.1 90.6 89.8 96.1 94.3 3.9 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 2 15 15 17 17
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 91,347
COMMITMENTS
0 1,029 1,856 82,806 85,337 84,662 88,222 6,685 3,125
CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST: -713)
-1,087 -206 513 237 -1,970 -337 -1,663 -376 950
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.1 2.0 90.6 93.4 92.7 96.6 7.3 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 2 2 26 22 28 24
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 92,454
COMMITMENTS
2,199 0 327 83,688 83,664 86,214 83,991 6,240 8,463
CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST: 2,942)
-306 0 0 3,936 3,641 3,630 3,641 -688 -699
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 0.0 0.4 90.5 90.5 93.3 90.8 6.7 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 1 16 17 17 18
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 68,206
COMMITMENTS
495 1,400 1,016 60,732 60,408 62,243 62,824 5,963 5,382
CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST: 1,018)
62 -278 278 585 1,103 925 1,103 93 -85
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 2.1 1.5 89.0 88.6 91.3 92.1 8.7 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 1 16 13 18 14
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 19,389
COMMITMENTS
0 1,447 31 16,814 17,699 16,845 19,177 2,544 212
CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST: 0)
0 0 0 -1,470 0 -1,470 0 1,470 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.5 0.2 86.7 91.3 86.9 98.9 13.1 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 3 1 10 13 11 16
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 131,170
COMMITMENTS
800 167 1,995 125,316 125,501 128,111 127,663 3,059 3,507
CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST: 634)
0 -1,079 276 193 772 469 -31 165 665
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.1 1.5 95.5 95.7 97.7 97.3 2.3 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 1 19 18 21 19
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 296,599
COMMITMENTS
10,959 12,894 5,682 270,737 274,276 287,378 292,852 9,221 3,747
CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST: 12,450)
2,360 1,306 66 8,435 13,549 10,861 14,921 1,589 -2,471
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 4.3 1.9 91.3 92.5 96.9 98.7 3.1 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
3 3 3 34 33 38 38
PANHANDLE EASTERN- POOL GAS (INDEX) - ICE FUTURES ENERGY DIV Code-0233BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 18,067
COMMITMENTS
600 0 0 15,687 16,793 16,287 16,793 1,780 1,274
CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST: -31)
0 0 0 -1,352 -1,063 -1,352 -1,063 1,321 1,032
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 0.0 0.0 86.8 92.9 90.1 92.9 9.9 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 0 15 11 16 11
SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 40,879
COMMITMENTS
4,432 0 0 33,984 38,956 38,416 38,956 2,463 1,923
CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST: 341)
93 0 0 -627 97 -534 97 875 244
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 0.0 0.0 83.1 95.3 94.0 95.3 6.0 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 0 0 16 18 20 18
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 58,033
COMMITMENTS
0 589 0 56,069 54,952 56,069 55,541 1,964 2,492
CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST: 310)
0 217 0 -62 -629 -62 -412 372 722
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.0 0.0 96.6 94.7 96.6 95.7 3.4 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 1 0 17 15 17 16
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 222,325
COMMITMENTS
14,944 30,706 4,250 195,863 183,288 215,057 218,244 7,268 4,081
CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST: 4,634)
896 1,124 68 2,247 3,255 3,211 4,447 1,423 187
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 13.8 1.9 88.1 82.4 96.7 98.2 3.3 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
4 5 1 33 30 37 36
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 83,427
COMMITMENTS
3,607 0 2,859 67,187 75,985 73,653 78,844 9,774 4,583
CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST: 1,262)
1,158 0 -180 -1,180 -979 -202 -1,159 1,464 2,421
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 0.0 3.4 80.5 91.1 88.3 94.5 11.7 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 1 13 11 14 12
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 98,723
COMMITMENTS
0 0 0 94,599 94,204 94,599 94,204 4,124 4,519
CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST: 8,133)
0 0 0 11,174 6,138 11,174 6,138 -3,041 1,995
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.8 95.4 95.8 95.4 4.2 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 0 0 25 22 25 22
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 100,200
COMMITMENTS
1,535 16,464 1,343 89,013 78,034 91,891 95,841 8,309 4,359
CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST: 2,813)
0 -843 610 2,448 3,163 3,058 2,930 -245 -117
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 16.4 1.3 88.8 77.9 91.7 95.6 8.3 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 1 1 23 23 25 24
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 23,229
COMMITMENTS
0 1,287 93 22,892 18,558 22,985 19,938 244 3,291
CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST: 186)
0 -93 93 93 -1,767 186 -1,767 0 1,953
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.5 0.4 98.5 79.9 98.9 85.8 1.1 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 2 1 13 18 14 20
PJM WH REAL TIME PEAK OTC - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 190,118
COMMITMENTS
27,111 11,789 18,237 143,726 158,997 189,075 189,023 1,043 1,095
CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST: -3,965)
-1,271 1,723 -366 -2,844 -5,528 -4,481 -4,171 517 206
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.3 6.2 9.6 75.6 83.6 99.5 99.4 0.5 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
18 8 18 51 50 74 71
MID-C FINANCIAL PEAK OTC - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 52,813
COMMITMENTS
2,179 363 1,366 49,268 51,084 52,813 52,813 0 0
CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST: -1,160)
160 -54 -48 -1,272 -1,058 -1,160 -1,160 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 0.7 2.6 93.3 96.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 3 2 27 29 30 33
MID-C FINANCIAL OFF-PEAK OTC - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 496,336
COMMITMENTS
21,511 0 936 473,889 495,400 496,336 496,336 0 0
CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST: -60,306)
-2,856 0 -656 -56,794 -59,650 -60,306 -60,306 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 0.0 0.2 95.5 99.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 0 1 27 28 30 29
PJM WH OFF PEAK REAL TIME OTC - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,724,298
COMMITMENTS
243,710 51,028 45,494 1435094 1627776 1724298 1724298 0 0
CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST: 24,175)
-9,134 -6,600 5,320 27,989 25,455 24,175 24,175 -0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.1 3.0 2.6 83.2 94.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
5 6 7 44 43 54 51
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 67,352
COMMITMENTS
108 7,113 4,265 62,979 55,974 67,352 67,352 -0 0
CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST: -707)
3 128 276 -985 -1,111 -707 -707 -0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 10.6 6.3 93.5 83.1 100.0 100.0 -0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
2 5 5 33 29 39 35
SP15 FIN DA LPM OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 399,442
COMMITMENTS
0 15,356 9,026 390,416 375,060 399,442 399,442 0 0
CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST: -1,255)
0 0 0 -1,255 -1,255 -1,255 -1,255 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.8 2.3 97.7 93.9 100.0 100.0 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 07/02/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 639,071
COMMITMENTS
59,027 184,996 9,189 570,855 444,886 639,071 639,071 0 0
CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST: 24,512)
4,288 17,578 0 20,224 6,934 24,512 24,512 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 28.9 1.4 89.3 69.6 100.0 100.0 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 07/02/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 51,558
COMMITMENTS
6,735 21,068 2,584 41,940 27,355 51,259 51,007 299 551
CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST: 2,098)
209 1,596 -232 2,078 734 2,055 2,098 43 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.1 40.9 5.0 81.3 53.1 99.4 98.9 0.6 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 2 2 24 27 27 31
AD HUB DA OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 mwh OPEN INTEREST: 1,974,275
COMMITMENTS
7,920 1240245 0 1966355 734,030 1974275 1974275 0 0
CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST: 47,280)
3,920 11,760 0 43,360 35,520 47,280 47,280 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 62.8 0.0 99.6 37.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 0 14 10 15 11
AD HUB DA PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 mwh OPEN INTEREST: 640,300
COMMITMENTS
0 407,870 0 640,300 232,430 640,300 640,300 0 0
CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST: 7,700)
0 770 0 7,700 6,930 7,700 7,700 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 63.7 0.0 100.0 36.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 0 16 12 16 13
CIN HUB DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 1,145,680
COMMITMENTS
4,000 0 0 1141680 1145680 1145680 1145680 0 0
CHANGES FROM 06/25/13 (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
0.3 0.0 0.0 99.7 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 0 14 11 15 11
CIN HUB REAL TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 309,216
COMMITMENTS
17,936 3,984 3,136 288,144 302,096 309,216 309,216 0 0
CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST: 5,448)
0 0 0 5,448 5,448 5,448 5,448 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 1.3 1.0 93.2 97.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 2 3 25 20 28 24
ERCOT - NORTH ZONE - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 11,713
COMMITMENTS
1,181 734 595 9,170 10,195 10,946 11,524 767 189
CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST: 219)
0 198 0 -80 21 -80 219 300 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 6.3 5.1 78.3 87.0 93.5 98.4 6.5 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 3 2 22 21 25 25
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5MWh OPEN INTEREST: 1,024,025
COMMITMENTS
0 73,740 31,700 992,325 918,585 1024025 1024025 0 0
CHANGES FROM 06/25/13 (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: 21)
0 1 1 12 12 13 13
MISCO CINERGY DAY AHEAD LMP, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 430,625
COMMITMENTS
1,000 0 0 429,625 430,625 430,625 430,625 0 0
CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST: 0)
-2,200 0 0 2,200 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.0 0.0 99.8 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 0 0 19 13 20 13
MISCO CINERGY HUB REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-0643B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWH PER LOT OPEN INTEREST: 221,530
COMMITMENTS
0 550 1,600 219,930 219,380 221,530 221,530 0 0
CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST: -4,650)
0 0 0 -4,650 -4,650 -4,650 -4,650 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 07/02/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 27,635
COMMITMENTS
785 1,422 271 24,789 24,261 25,845 25,954 1,790 1,681
CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST: -62)
-128 44 -3 47 -103 -84 -62 22 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 5.1 1.0 89.7 87.8 93.5 93.9 6.5 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 3 2 23 23 25 27
Nepool MH DA LMP Offpk Mon Min - ICE FUTURES ENERGY DIV Code-0643B9
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any multiple of 5 MWh OPEN INTEREST: 1,801,328
COMMITMENTS
46,763 135,047 164,127 1590438 1502154 1801328 1801328 0 0
CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST: 101,829)
0 2,000 0 101,829 99,829 101,829 101,829 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 7.5 9.1 88.3 83.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
1 2 2 29 27 31 30
Nepool MH DA LMP Peak Mon Mini - ICE FUTURES ENERGY DIV Code-0643BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any multiple of 16 MWh OPEN INTEREST: 638,320
COMMITMENTS
0 102,740 18,215 620,105 517,365 638,320 638,320 0 0
CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST: 31,690)
0 7,795 -4,250 35,940 28,145 31,690 31,690 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 16.1 2.9 97.1 81.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
0 3 1 31 27 32 30
N. ILLINOIS HUB DAY AHEAD LMP, OFF PEAK MONTHLY - ICE FUTURES ENERGY Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 MWH OPEN INTEREST: 1,208,734
COMMITMENTS
0 0 0 1208734 1208734 1208734 1208734 0 0
CHANGES FROM 06/25/13 (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: 23)
0 0 0 18 12 18 12
N. ILLINOIS HUB DAY AHEAD LMP, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 mwh OPEN INTEREST: 401,445
COMMITMENTS
7,400 0 0 394,045 401,445 401,445 401,445 0 0
CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST: 3,300)
0 0 0 3,300 3,300 3,300 3,300 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 0.0 0.0 98.2 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 0 0 23 16 24 16
NEPOOL MASS HUB (DAY-AHEAD LMP OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 630,221
COMMITMENTS
101,938 24,577 26,561 501,722 579,083 630,221 630,221 0 0
CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST: 2,392)
800 1,144 -392 1,984 1,640 2,392 2,392 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.2 3.9 4.2 79.6 91.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
2 2 3 31 30 35 33
NEPOOL MASS HUB (DAY-AHEAD LMP) - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 44,552
COMMITMENTS
5,441 5,011 1,477 37,335 37,940 44,253 44,428 299 124
CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST: 130)
-22 256 44 130 -170 152 130 -22 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.2 11.2 3.3 83.8 85.2 99.3 99.7 0.7 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
1 3 4 34 35 38 39
N PATH 15 EZ GEN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 25,557
COMMITMENTS
3,132 1 102 22,323 25,454 25,557 25,557 0 0
CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST: 589)
90 1 25 474 563 589 589 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.3 0.0 0.4 87.3 99.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 1 3 27 16 31 19
NPATH 15 EZ GEN HUB DA OFFPEAK - ICE FUTURES ENERGY DIV Code-0643BR
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
25MWh OPEN INTEREST: 199,645
COMMITMENTS
16,870 336 1,952 180,823 197,357 199,645 199,645 0 0
CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST: 8,656)
-1,584 336 0 10,240 8,320 8,656 8,656 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 0.2 1.0 90.6 98.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 1 1 17 11 19 13
NORTHERN ILLINOIS HUB (REAL TIME LMP OFF-PEAK) - ICE FUTURES ENERGY DCode-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 589,745
COMMITMENTS
11,834 12,986 41,660 536,251 535,099 589,745 589,745 0 0
CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST: 18,720)
0 9,360 0 18,720 9,360 18,720 18,720 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 2.2 7.1 90.9 90.7 100.0 100.0 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 07/02/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 33,046
COMMITMENTS
3,561 0 1,296 27,830 31,602 32,687 32,898 359 148
CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST: 68)
494 0 -64 -362 387 68 323 0 -255
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 0.0 3.9 84.2 95.6 98.9 99.6 1.1 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 0 1 26 28 28 29
NYISO ZONE J (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 97,388
COMMITMENTS
0 5,865 0 97,388 91,523 97,388 97,388 0 0
CHANGES FROM 06/25/13 (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 6.0 0.0 100.0 94.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 0 14 13 14 14
NYISO ZONE A - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 24,684
COMMITMENTS
3,552 648 126 20,562 23,698 24,240 24,472 444 212
CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST: -393)
-26 0 0 -48 -201 -74 -201 -319 -192
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.4 2.6 0.5 83.3 96.0 98.2 99.1 1.8 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
4 2 2 22 21 27 24
NYISO ZONE A (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 348,947
COMMITMENTS
55,285 0 1,560 292,102 347,387 348,947 348,947 0 0
CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST: 3,652)
0 0 0 3,652 3,652 3,652 3,652 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.8 0.0 0.4 83.7 99.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 0 1 21 22 24 23
NYISO ZONE G - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 19,419
COMMITMENTS
1,300 4 122 17,742 19,187 19,164 19,313 255 106
CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST: 259)
214 0 42 365 301 621 343 -362 -84
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 0.0 0.6 91.4 98.8 98.7 99.5 1.3 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 1 3 26 27 30 30
NYISO ZONE G (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 253,550
COMMITMENTS
6,705 4,680 0 246,845 248,870 253,550 253,550 0 0
CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST: 1,528)
0 0 0 1,528 1,528 1,528 1,528 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 1.8 0.0 97.4 98.2 100.0 100.0 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 07/02/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 30,340
COMMITMENTS
0 615 2,924 27,416 26,801 30,340 30,340 0 0
CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST: -1,837)
-26 205 -127 -1,684 -1,915 -1,837 -1,837 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.0 9.6 90.4 88.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 1 1 22 24 23 25
PALO VERDE (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
25 MWh OPEN INTEREST: 221,854
COMMITMENTS
1,626 0 328 219,900 221,526 221,854 221,854 0 0
CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST: -3,128)
0 0 0 -3,128 -3,128 -3,128 -3,128 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.0 0.1 99.1 99.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 0 1 17 20 18 21
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 MWh OPEN INTEREST: 832,180
COMMITMENTS
0 97,920 0 832,180 734,260 832,180 832,180 0 0
CHANGES FROM 06/25/13 (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 11.8 0.0 100.0 88.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 1 0 17 11 17 12
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 254,965
COMMITMENTS
0 15,275 0 254,965 239,690 254,965 254,965 0 0
CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST: 4,995)
0 -1,025 0 4,995 6,020 4,995 4,995 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.0 0.0 100.0 94.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 1 0 22 15 22 16
PJM CAL 1X FIXED - ICE FUTURES ENERGY DIV Code-0643CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs OPEN INTEREST: 2,499
COMMITMENTS
510 7 314 1,656 2,178 2,480 2,499 19 -0
CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST: 102)
34 -1 22 54 85 110 106 -8 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.4 0.3 12.6 66.3 87.2 99.2 100.0 0.8 -0.0
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 07/02/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 135,065
COMMITMENTS
0 0 0 135,065 135,065 135,065 135,065 0 0
CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST: -3,300)
0 0 0 -3,300 -3,300 -3,300 -3,300 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 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 07/02/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 Mwh OPEN INTEREST: 241,105
COMMITMENTS
0 0 0 241,105 241,105 241,105 241,105 0 0
CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST: 3,080)
0 0 0 3,080 3,080 3,080 3,080 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 12 18 12
PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643CV
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 Mwh OPEN INTEREST: 841,187
COMMITMENTS
0 0 0 841,187 841,187 841,187 841,187 0 0
CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST: 2,352)
0 0 0 2,352 2,352 2,352 2,352 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 16 9 16 9
PJM PECO ZONE (DA LMP) PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 161,635
COMMITMENTS
440 0 0 161,195 161,635 161,635 161,635 0 0
CHANGES FROM 06/25/13 (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
0.3 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 07/02/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 212,025
COMMITMENTS
5,080 1,000 0 206,945 211,025 212,025 212,025 0 0
CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST: -5,080)
0 0 0 -5,080 -5,080 -5,080 -5,080 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: 30)
1 1 0 24 15 25 16
PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643D5
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 MWh OPEN INTEREST: 600,460
COMMITMENTS
0 0 0 600,460 600,460 600,460 600,460 0 0
CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST: -18,784)
0 0 0 -18,784 -18,784 -18,784 -18,784 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 07/02/13 |
--------------------------------------------------------------| 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 06/25/13 (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 07/02/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 297,450
COMMITMENTS
0 0 0 297,450 297,450 297,450 297,450 0 0
CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST: 1,100)
0 0 0 1,100 1,100 1,100 1,100 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 26 11 26 11
PJM WESTERN HUB (DAY-AHEAD OFF PEAK) - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 MWh OPEN INTEREST: 6,737,016
COMMITMENTS
314,316 0 4,000 6418700 6733016 6737016 6737016 0 0
CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST: 14,034)
5,880 -4,000 4,000 4,154 14,034 14,034 14,034 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 0.0 0.1 95.3 99.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
5 0 1 36 35 41 36
PJM WESTERN HUB (DAY-AHEAD) - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 2,286,255
COMMITMENTS
75,710 6,400 0 2210545 2279855 2286255 2286255 0 0
CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST: 11,805)
-1,025 2,200 0 12,830 9,605 11,805 11,805 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 0.3 0.0 96.7 99.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
4 1 0 40 37 44 38
PJM WESTERN HUB MINI (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 2,522,016
COMMITMENTS
533,381 573,042 99,889 1887949 1849085 2521219 2522016 798 -0
CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST: 45,291)
31,825 17,946 3,659 10,784 23,686 46,268 45,291 -978 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.1 22.7 4.0 74.9 73.3 100.0 100.0 0.0 -0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
6 9 6 45 41 55 52
PJM WH REAL TIME MINI OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
MWh (Megawatt Hours) OPEN INTEREST: 5,009,007
COMMITMENTS
104,199 354,980 161,107 4743701 4492920 5009007 5009007 0 0
CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST: 78,241)
0 9,344 -3,537 81,778 72,434 78,241 78,241 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 7.1 3.2 94.7 89.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
2 5 5 37 31 42 38
PSA-PJM PSEG ZONE DAY-AHEAD - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 648,370
COMMITMENTS
0 1,380 660 647,710 646,330 648,370 648,370 0 0
CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST: 15,300)
0 0 0 15,300 15,300 15,300 15,300 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.2 0.1 99.9 99.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 1 1 28 15 29 16
PSB-PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 MWh OPEN INTEREST: 2,004,466
COMMITMENTS
0 19,418 0 2004466 1985048 2004466 2004466 0 0
CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST: 5,640)
0 2,040 0 5,640 3,600 5,640 5,640 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.0 0.0 100.0 99.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 1 0 24 14 24 15
Updated July 8, 2013