CALIF CARBON ALLOWANCE-2013 - ICE FUTURES ENERGY DIV Code-006391
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/09/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 CALIFORNIA CARBON ALLOWANCES OPEN INTEREST: 10,638
COMMITMENTS
3,034 3,121 901 6,652 6,590 10,587 10,613 51 25
CHANGES FROM 07/02/13 (CHANGE IN OPEN INTEREST: 234)
29 -60 97 116 197 242 234 -8 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.5 29.3 8.5 62.5 61.9 99.5 99.8 0.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
11 11 11 13 9 30 25
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/09/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 5,770,117
COMMITMENTS
1096131 163,980 1724095 2926742 3867745 5746968 5755820 23,149 14,297
CHANGES FROM 07/02/13 (CHANGE IN OPEN INTEREST: 71,963)
-44,723 17,699 54,631 61,387 1,845 71,295 74,175 668 -2,212
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.0 2.8 29.9 50.7 67.0 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 226)
49 24 60 145 136 213 201
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/09/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 3,811,422
COMMITMENTS
123,307 56,056 1769914 1916784 1984154 3810004 3810124 1,418 1,298
CHANGES FROM 07/02/13 (CHANGE IN OPEN INTEREST: -13,573)
2,743 -9,273 -2,031 -14,129 -1,815 -13,416 -13,119 -157 -454
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 1.5 46.4 50.3 52.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107)
31 12 38 61 59 103 98
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/09/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 251,974
COMMITMENTS
14,967 2,940 5,201 218,241 240,484 238,409 248,625 13,565 3,349
CHANGES FROM 07/02/13 (CHANGE IN OPEN INTEREST: -28,041)
785 191 -1,732 -29,614 -26,950 -30,561 -28,491 2,520 450
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 1.2 2.1 86.6 95.4 94.6 98.7 5.4 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
6 4 8 36 33 46 41
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/09/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 175,411
COMMITMENTS
4,332 217 3,135 164,577 168,833 172,044 172,185 3,367 3,226
CHANGES FROM 07/02/13 (CHANGE IN OPEN INTEREST: -13,141)
-2,120 217 -50 -10,474 -11,448 -12,644 -11,281 -497 -1,860
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 0.1 1.8 93.8 96.2 98.1 98.2 1.9 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
6 1 4 36 35 42 40
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/09/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 210,802
COMMITMENTS
9,463 2,104 5,651 188,738 197,697 203,852 205,452 6,950 5,350
CHANGES FROM 07/02/13 (CHANGE IN OPEN INTEREST: -17,235)
-3,657 405 150 -13,053 -17,554 -16,560 -16,999 -675 -236
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 1.0 2.7 89.5 93.8 96.7 97.5 3.3 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
4 3 5 29 30 36 35
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/09/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 832,420
COMMITMENTS
1,041 1,497 4,478 816,873 824,571 822,392 830,546 10,028 1,874
CHANGES FROM 07/02/13 (CHANGE IN OPEN INTEREST: -40,989)
598 103 -3,239 -36,747 -35,401 -39,388 -38,537 -1,601 -2,452
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.2 0.5 98.1 99.1 98.8 99.8 1.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
2 3 5 56 43 62 49
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/09/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 237,234
COMMITMENTS
3,622 2,042 2,250 224,265 226,026 230,137 230,318 7,097 6,916
CHANGES FROM 07/02/13 (CHANGE IN OPEN INTEREST: -16,279)
-1,540 -430 217 -12,979 -15,248 -14,302 -15,461 -1,977 -818
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 0.9 0.9 94.5 95.3 97.0 97.1 3.0 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
4 2 2 21 29 26 32
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/09/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 231,615
COMMITMENTS
16,371 2,671 5,833 204,820 215,964 227,024 224,468 4,591 7,147
CHANGES FROM 07/02/13 (CHANGE IN OPEN INTEREST: -20,337)
5,366 395 135 -25,058 -21,606 -19,557 -21,076 -780 739
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 1.2 2.5 88.4 93.2 98.0 96.9 2.0 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
3 3 4 35 39 39 45
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/09/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 97,402
COMMITMENTS
5,983 290 4,790 81,654 84,622 92,427 89,702 4,975 7,700
CHANGES FROM 07/02/13 (CHANGE IN OPEN INTEREST: -10,632)
791 6 -1,239 -10,182 -9,543 -10,630 -10,776 -2 144
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 0.3 4.9 83.8 86.9 94.9 92.1 5.1 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 2 4 19 21 23 25
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/09/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 167,720
COMMITMENTS
7,602 9,061 7,764 144,387 143,322 159,753 160,147 7,967 7,573
CHANGES FROM 07/02/13 (CHANGE IN OPEN INTEREST: -15,074)
-532 -1,082 -154 -12,176 -12,265 -12,862 -13,501 -2,212 -1,573
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 5.4 4.6 86.1 85.5 95.2 95.5 4.8 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
4 1 4 27 23 32 27
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/09/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 64,392
COMMITMENTS
497 6,908 586 55,495 46,943 56,578 54,437 7,814 9,955
CHANGES FROM 07/02/13 (CHANGE IN OPEN INTEREST: -7,176)
-5 -1,355 5 -7,868 -4,730 -7,868 -6,080 692 -1,096
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 10.7 0.9 86.2 72.9 87.9 84.5 12.1 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 2 17 16 19 18
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/09/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 152,250
COMMITMENTS
5,822 1,656 1,756 139,422 144,155 147,000 147,567 5,250 4,683
CHANGES FROM 07/02/13 (CHANGE IN OPEN INTEREST: -9,718)
572 -558 -279 -8,721 -8,255 -8,428 -9,092 -1,290 -626
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 1.1 1.2 91.6 94.7 96.6 96.9 3.4 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 1 1 28 29 29 31
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/09/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 82,542
COMMITMENTS
0 2,311 62 68,532 75,501 68,594 77,874 13,948 4,668
CHANGES FROM 07/02/13 (CHANGE IN OPEN INTEREST: -6,002)
0 -918 62 -5,134 -5,016 -5,072 -5,872 -930 -130
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.8 0.1 83.0 91.5 83.1 94.3 16.9 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 2 1 13 16 14 18
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/09/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 355,932
COMMITMENTS
14,566 2,633 4,260 331,494 344,727 350,320 351,620 5,612 4,312
CHANGES FROM 07/02/13 (CHANGE IN OPEN INTEREST: -28,383)
788 262 -946 -27,509 -28,935 -27,667 -29,619 -716 1,236
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 0.7 1.2 93.1 96.9 98.4 98.8 1.6 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
2 3 2 36 37 39 41
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/09/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 81,754
COMMITMENTS
3,715 0 3,823 71,969 70,693 79,507 74,516 2,247 7,238
CHANGES FROM 07/02/13 (CHANGE IN OPEN INTEREST: -7,208)
-192 0 -41 -6,619 -5,890 -6,852 -5,931 -356 -1,277
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 0.0 4.7 88.0 86.5 97.3 91.1 2.7 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 0 2 17 21 19 23
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BA - ICE FUTURES ENERCode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/09/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 61,008
COMMITMENTS
0 6,905 1,392 48,640 44,772 50,032 53,069 10,976 7,939
CHANGES FROM 07/02/13 (CHANGE IN OPEN INTEREST: -7,116)
0 -2,011 148 -9,030 -4,256 -8,882 -6,119 1,766 -997
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 11.3 2.3 79.7 73.4 82.0 87.0 18.0 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 3 2 13 15 15 18
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/09/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 147,795
COMMITMENTS
4,960 580 0 142,349 143,135 147,309 143,715 486 4,080
CHANGES FROM 07/02/13 (CHANGE IN OPEN INTEREST: -52,454)
-11,625 -7,936 0 -35,923 -43,464 -47,548 -51,400 -4,906 -1,054
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 0.4 0.0 96.3 96.8 99.7 97.2 0.3 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 1 0 14 18 16 19
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/09/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 98,367
COMMITMENTS
16,585 8,516 0 80,858 88,865 97,443 97,381 924 986
CHANGES FROM 07/02/13 (CHANGE IN OPEN INTEREST: -51,538)
-10,560 -1,680 -7,440 -20,434 -41,130 -38,434 -50,250 -13,104 -1,288
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.9 8.7 0.0 82.2 90.3 99.1 99.0 0.9 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
5 3 0 25 28 30 31
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/09/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 40,569
COMMITMENTS
0 0 0 40,322 40,073 40,322 40,073 247 496
CHANGES FROM 07/02/13 (CHANGE IN OPEN INTEREST: -14,670)
-960 0 0 -12,564 -14,070 -13,524 -14,070 -1,146 -600
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.4 98.8 99.4 98.8 0.6 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 0 0 14 23 14 23
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/09/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 122,881
COMMITMENTS
700 0 237 113,630 111,551 114,567 111,788 8,314 11,093
CHANGES FROM 07/02/13 (CHANGE IN OPEN INTEREST: -7,649)
418 0 -438 -8,979 -6,633 -8,999 -7,071 1,350 -578
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.0 0.2 92.5 90.8 93.2 91.0 6.8 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 0 1 25 23 26 24
NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV Code-0233AW
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/09/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 16,470
COMMITMENTS
0 465 0 15,171 15,385 15,171 15,850 1,299 620
CHANGES FROM 07/02/13 (CHANGE IN OPEN INTEREST: -2,562)
-353 217 -217 -1,722 -1,092 -2,292 -1,092 -270 -1,470
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.8 0.0 92.1 93.4 92.1 96.2 7.9 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 2 0 11 11 11 13
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS - ICE FUTURES ENERCode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/09/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 72,301
COMMITMENTS
1,511 1,312 2,323 65,488 64,903 69,322 68,538 2,979 3,763
CHANGES FROM 07/02/13 (CHANGE IN OPEN INTEREST: -4,986)
-403 197 -57 -4,519 -4,520 -4,979 -4,380 -7 -606
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 1.8 3.2 90.6 89.8 95.9 94.8 4.1 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 2 13 14 15 16
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/09/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 84,438
COMMITMENTS
0 551 2,244 76,979 78,392 79,223 81,187 5,215 3,251
CHANGES FROM 07/02/13 (CHANGE IN OPEN INTEREST: -6,909)
0 -478 388 -5,827 -6,945 -5,439 -7,035 -1,470 126
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.7 2.7 91.2 92.8 93.8 96.1 6.2 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 2 2 22 22 24 24
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/09/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 84,596
COMMITMENTS
2,232 0 183 76,631 76,179 79,046 76,362 5,550 8,234
CHANGES FROM 07/02/13 (CHANGE IN OPEN INTEREST: -7,858)
33 0 -144 -7,057 -7,485 -7,168 -7,629 -690 -229
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 0.0 0.2 90.6 90.1 93.4 90.3 6.6 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 1 14 15 15 16
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/09/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 123,193
COMMITMENTS
542 0 1,826 114,803 118,322 117,171 120,148 6,022 3,045
CHANGES FROM 07/02/13 (CHANGE IN OPEN INTEREST: -7,977)
-258 -167 -169 -10,513 -7,179 -10,940 -7,515 2,963 -462
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.0 1.5 93.2 96.0 95.1 97.5 4.9 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 0 2 18 16 20 18
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/09/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 286,267
COMMITMENTS
13,252 11,806 2,538 262,572 268,483 278,362 282,827 7,905 3,440
CHANGES FROM 07/02/13 (CHANGE IN OPEN INTEREST: -10,332)
2,293 -1,088 -3,144 -8,165 -5,793 -9,016 -10,025 -1,316 -307
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 4.1 0.9 91.7 93.8 97.2 98.8 2.8 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
3 3 3 32 31 36 36
SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/09/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 30,247
COMMITMENTS
620 0 0 28,272 28,804 28,892 28,804 1,355 1,443
CHANGES FROM 07/02/13 (CHANGE IN OPEN INTEREST: -10,632)
-3,812 0 0 -5,712 -10,152 -9,524 -10,152 -1,108 -480
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 0.0 0.0 93.5 95.2 95.5 95.2 4.5 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 0 0 14 15 16 15
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/09/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 51,433
COMMITMENTS
0 589 0 49,645 49,612 49,645 50,201 1,788 1,232
CHANGES FROM 07/02/13 (CHANGE IN OPEN INTEREST: -6,600)
0 0 0 -6,424 -5,340 -6,424 -5,340 -176 -1,260
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.1 0.0 96.5 96.5 96.5 97.6 3.5 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 1 0 15 13 15 14
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/09/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 207,756
COMMITMENTS
14,313 29,356 4,091 182,155 169,986 200,559 203,433 7,197 4,323
CHANGES FROM 07/02/13 (CHANGE IN OPEN INTEREST: -14,569)
-631 -1,350 -159 -13,708 -13,302 -14,498 -14,811 -71 242
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 14.1 2.0 87.7 81.8 96.5 97.9 3.5 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
4 5 1 30 28 34 34
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/09/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 77,615
COMMITMENTS
6,299 0 2,949 61,533 71,284 70,781 74,233 6,834 3,382
CHANGES FROM 07/02/13 (CHANGE IN OPEN INTEREST: -5,812)
2,692 0 90 -5,654 -4,701 -2,872 -4,611 -2,940 -1,201
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 0.0 3.8 79.3 91.8 91.2 95.6 8.8 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 1 15 11 16 12
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/09/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 89,866
COMMITMENTS
0 0 0 86,889 86,370 86,889 86,370 2,977 3,496
CHANGES FROM 07/02/13 (CHANGE IN OPEN INTEREST: -8,857)
0 0 0 -7,710 -7,834 -7,710 -7,834 -1,147 -1,023
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.7 96.1 96.7 96.1 3.3 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 0 0 23 21 23 21
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/09/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 93,661
COMMITMENTS
1,163 17,010 1,225 83,434 72,183 85,822 90,418 7,839 3,243
CHANGES FROM 07/02/13 (CHANGE IN OPEN INTEREST: -6,539)
-372 546 -118 -5,579 -5,851 -6,069 -5,423 -470 -1,116
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 18.2 1.3 89.1 77.1 91.6 96.5 8.4 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 1 1 23 22 25 23
PJM WH REAL TIME PEAK OTC - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/09/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 187,331
COMMITMENTS
27,071 12,736 17,767 141,566 155,884 186,404 186,387 927 944
CHANGES FROM 07/02/13 (CHANGE IN OPEN INTEREST: -2,787)
-41 947 -470 -2,160 -3,113 -2,671 -2,636 -116 -151
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.5 6.8 9.5 75.6 83.2 99.5 99.5 0.5 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
15 9 16 51 50 72 69
MID-C FINANCIAL PEAK OTC - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/09/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 52,623
COMMITMENTS
2,408 363 1,340 48,851 50,920 52,599 52,623 24 0
CHANGES FROM 07/02/13 (CHANGE IN OPEN INTEREST: -190)
229 0 -26 -417 -164 -214 -190 24 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 0.7 2.5 92.8 96.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 3 2 27 28 30 32
MID-C FINANCIAL OFF-PEAK OTC - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/09/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 504,624
COMMITMENTS
20,839 0 936 482,849 503,688 504,624 504,624 0 0
CHANGES FROM 07/02/13 (CHANGE IN OPEN INTEREST: 8,288)
-672 0 0 8,960 8,288 8,288 8,288 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 0.0 0.2 95.7 99.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 0 1 27 29 30 30
PJM WH OFF PEAK REAL TIME OTC - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/09/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,699,274
COMMITMENTS
236,907 48,586 47,830 1414537 1602858 1699274 1699274 0 0
CHANGES FROM 07/02/13 (CHANGE IN OPEN INTEREST: -25,024)
-6,803 -2,442 2,336 -20,557 -24,918 -25,024 -25,024 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.9 2.9 2.8 83.2 94.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
5 5 7 43 42 53 49
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/09/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 67,475
COMMITMENTS
81 7,124 4,489 62,856 55,862 67,425 67,475 50 0
CHANGES FROM 07/02/13 (CHANGE IN OPEN INTEREST: 123)
-27 11 224 -124 -112 73 123 50 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 10.6 6.7 93.2 82.8 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
1 5 5 33 29 38 35
SP15 FIN DA LPM OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/09/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 393,090
COMMITMENTS
0 15,356 9,026 384,064 368,708 393,090 393,090 0 0
CHANGES FROM 07/02/13 (CHANGE IN OPEN INTEREST: -6,352)
0 0 0 -6,352 -6,352 -6,352 -6,352 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.9 2.3 97.7 93.8 100.0 100.0 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 07/09/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 650,376
COMMITMENTS
49,088 188,861 10,768 590,520 450,747 650,376 650,376 0 0
CHANGES FROM 07/02/13 (CHANGE IN OPEN INTEREST: 11,305)
-9,939 3,865 1,579 19,665 5,861 11,305 11,305 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 29.0 1.7 90.8 69.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 2 2 24 25 27 29
AEP DAYTON HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/09/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 50,363
COMMITMENTS
5,936 21,230 2,393 41,116 26,103 49,445 49,726 918 637
CHANGES FROM 07/02/13 (CHANGE IN OPEN INTEREST: -1,195)
-799 162 -191 -824 -1,252 -1,814 -1,281 619 86
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 42.2 4.8 81.6 51.8 98.2 98.7 1.8 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 2 2 21 24 24 28
AD HUB DA OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/09/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 mwh OPEN INTEREST: 1,756,275
COMMITMENTS
3,920 1142245 0 1752355 614,030 1756275 1756275 0 0
CHANGES FROM 07/02/13 (CHANGE IN OPEN INTEREST: -218,000)
-4,000 -98,000 0 -214,000 -120,000 -218,000 -218,000 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 65.0 0.0 99.8 35.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 0 14 8 15 9
AD HUB DA PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/09/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 mwh OPEN INTEREST: 571,300
COMMITMENTS
0 374,870 0 571,300 196,430 571,300 571,300 0 0
CHANGES FROM 07/02/13 (CHANGE IN OPEN INTEREST: -69,000)
0 -33,000 0 -69,000 -36,000 -69,000 -69,000 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 65.6 0.0 100.0 34.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 0 16 11 16 12
CIN HUB DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/09/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 1,019,680
COMMITMENTS
0 0 0 1019680 1019680 1019680 1019680 0 0
CHANGES FROM 07/02/13 (CHANGE IN OPEN INTEREST: -126,000)
-4,000 0 0 -122,000 -126,000 -126,000 -126,000 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 13 9 13 9
CIN HUB REAL TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/09/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 290,816
COMMITMENTS
17,936 4,384 2,336 270,544 284,096 290,816 290,816 0 0
CHANGES FROM 07/02/13 (CHANGE IN OPEN INTEREST: -18,400)
0 400 -800 -17,600 -18,000 -18,400 -18,400 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 1.5 0.8 93.0 97.7 100.0 100.0 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 07/09/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 11,150
COMMITMENTS
1,181 658 575 8,926 9,806 10,682 11,039 468 111
CHANGES FROM 07/02/13 (CHANGE IN OPEN INTEREST: -563)
0 -76 -20 -244 -388 -264 -484 -299 -78
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.6 5.9 5.2 80.1 87.9 95.8 99.0 4.2 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 3 2 22 21 25 25
MISCO CINERGY DAY AHEAD LMP, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/09/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 375,125
COMMITMENTS
0 0 0 375,125 375,125 375,125 375,125 0 0
CHANGES FROM 07/02/13 (CHANGE IN OPEN INTEREST: -55,500)
-1,000 0 0 -54,500 -55,500 -55,500 -55,500 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 17 13 17 13
MISCO CINERGY HUB REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-0643B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/09/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWH PER LOT OPEN INTEREST: 212,530
COMMITMENTS
0 1,150 1,600 210,930 209,780 212,530 212,530 0 0
CHANGES FROM 07/02/13 (CHANGE IN OPEN INTEREST: -9,000)
0 600 0 -9,000 -9,600 -9,000 -9,000 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.5 0.8 99.2 98.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 1 1 19 20 20 21
MISO CINERGY HUB (REAL-TIME LMP) - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/09/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 25,944
COMMITMENTS
876 1,340 160 23,138 22,803 24,174 24,303 1,770 1,641
CHANGES FROM 07/02/13 (CHANGE IN OPEN INTEREST: -1,691)
90 -82 -110 -1,651 -1,459 -1,671 -1,651 -20 -40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 5.2 0.6 89.2 87.9 93.2 93.7 6.8 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 3 1 22 23 23 27
Nepool MH DA LMP Offpk Mon Min - ICE FUTURES ENERGY DIV Code-0643B9
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/09/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any multiple of 5 MWh OPEN INTEREST: 1,747,992
COMMITMENTS
50,083 127,047 152,927 1544982 1468018 1747992 1747992 0 0
CHANGES FROM 07/02/13 (CHANGE IN OPEN INTEREST: -53,336)
3,320 -8,000 -11,200 -45,456 -34,136 -53,336 -53,336 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 7.3 8.7 88.4 84.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
1 2 1 29 26 30 29
Nepool MH DA LMP Peak Mon Mini - ICE FUTURES ENERGY DIV Code-0643BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/09/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any multiple of 16 MWh OPEN INTEREST: 626,990
COMMITMENTS
0 95,055 18,215 608,775 513,720 626,990 626,990 0 0
CHANGES FROM 07/02/13 (CHANGE IN OPEN INTEREST: -11,330)
0 -7,685 0 -11,330 -3,645 -11,330 -11,330 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 15.2 2.9 97.1 81.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
0 3 1 30 25 31 28
N. ILLINOIS HUB DAY AHEAD LMP, OFF PEAK MONTHLY - ICE FUTURES ENERGY Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/09/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 MWH OPEN INTEREST: 1,086,734
COMMITMENTS
0 0 0 1086734 1086734 1086734 1086734 0 0
CHANGES FROM 07/02/13 (CHANGE IN OPEN INTEREST: -122,000)
0 0 0 -122,000 -122,000 -122,000 -122,000 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 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 07/09/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 mwh OPEN INTEREST: 359,345
COMMITMENTS
6,400 0 0 352,945 359,345 359,345 359,345 0 0
CHANGES FROM 07/02/13 (CHANGE IN OPEN INTEREST: -42,100)
-1,000 0 0 -41,100 -42,100 -42,100 -42,100 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 21 15 22 15
NEPOOL MASS HUB (DAY-AHEAD LMP OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/09/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 601,421
COMMITMENTS
102,217 24,105 26,161 473,043 551,155 601,421 601,421 0 0
CHANGES FROM 07/02/13 (CHANGE IN OPEN INTEREST: -28,800)
279 -472 -400 -28,679 -27,928 -28,800 -28,800 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.0 4.0 4.3 78.7 91.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
2 2 3 31 28 35 31
NEPOOL MASS HUB (DAY-AHEAD LMP) - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/09/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 42,796
COMMITMENTS
5,461 4,825 1,337 35,697 36,550 42,495 42,712 301 84
CHANGES FROM 07/02/13 (CHANGE IN OPEN INTEREST: -1,756)
20 -186 -140 -1,638 -1,390 -1,758 -1,716 2 -40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.8 11.3 3.1 83.4 85.4 99.3 99.8 0.7 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
1 3 4 32 34 36 38
N PATH 15 EZ GEN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/09/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 25,630
COMMITMENTS
3,083 51 127 22,270 25,452 25,480 25,630 150 0
CHANGES FROM 07/02/13 (CHANGE IN OPEN INTEREST: 73)
-49 50 25 -53 -2 -77 73 150 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.0 0.2 0.5 86.9 99.3 99.4 100.0 0.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 2 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 07/09/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
25MWh OPEN INTEREST: 200,029
COMMITMENTS
16,870 1,008 1,952 179,607 197,069 198,429 200,029 1,600 0
CHANGES FROM 07/02/13 (CHANGE IN OPEN INTEREST: 384)
0 672 0 -1,216 -288 -1,216 384 1,600 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 0.5 1.0 89.8 98.5 99.2 100.0 0.8 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 07/09/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 556,530
COMMITMENTS
13,834 11,801 38,460 504,236 506,269 556,530 556,530 0 0
CHANGES FROM 07/02/13 (CHANGE IN OPEN INTEREST: -33,215)
2,000 -1,185 -3,200 -32,015 -28,830 -33,215 -33,215 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 2.1 6.9 90.6 91.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 1 2 25 19 28 21
NORTHERN ILLINOIS HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/09/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 31,428
COMMITMENTS
3,118 0 1,302 26,669 29,976 31,089 31,278 339 150
CHANGES FROM 07/02/13 (CHANGE IN OPEN INTEREST: -1,618)
-443 0 6 -1,161 -1,626 -1,598 -1,620 -20 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 0.0 4.1 84.9 95.4 98.9 99.5 1.1 0.5
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 07/09/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 89,788
COMMITMENTS
0 5,465 0 89,788 84,323 89,788 89,788 0 0
CHANGES FROM 07/02/13 (CHANGE IN OPEN INTEREST: -7,600)
0 -400 0 -7,600 -7,200 -7,600 -7,600 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.1 0.0 100.0 93.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 0 13 12 13 13
NYISO ZONE A - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/09/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 23,483
COMMITMENTS
2,986 508 64 20,027 22,677 23,077 23,249 406 234
CHANGES FROM 07/02/13 (CHANGE IN OPEN INTEREST: -1,201)
-566 -140 -62 -535 -1,021 -1,163 -1,223 -38 22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.7 2.2 0.3 85.3 96.6 98.3 99.0 1.7 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 1 1 22 21 26 23
NYISO ZONE A (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/09/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 328,139
COMMITMENTS
51,685 0 1,560 274,894 326,579 328,139 328,139 0 0
CHANGES FROM 07/02/13 (CHANGE IN OPEN INTEREST: -20,808)
-3,600 0 0 -17,208 -20,808 -20,808 -20,808 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.8 0.0 0.5 83.8 99.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 0 1 21 21 24 22
NYISO ZONE G - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/09/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 18,033
COMMITMENTS
1,198 0 82 16,498 17,821 17,778 17,903 255 130
CHANGES FROM 07/02/13 (CHANGE IN OPEN INTEREST: -1,386)
-102 -4 -40 -1,244 -1,366 -1,386 -1,410 0 24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 0.0 0.5 91.5 98.8 98.6 99.3 1.4 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 0 2 24 27 27 29
NYISO ZONE G (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/09/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 234,350
COMMITMENTS
5,905 4,680 0 228,445 229,670 234,350 234,350 0 0
CHANGES FROM 07/02/13 (CHANGE IN OPEN INTEREST: -19,200)
-800 0 0 -18,400 -19,200 -19,200 -19,200 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 2.0 0.0 97.5 98.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 1 0 20 16 21 17
PALO VERDE - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/09/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 30,825
COMMITMENTS
0 615 2,924 27,901 27,286 30,825 30,825 0 0
CHANGES FROM 07/02/13 (CHANGE IN OPEN INTEREST: 485)
0 0 0 485 485 485 485 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.0 9.5 90.5 88.5 100.0 100.0 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 07/09/13 |
--------------------------------------------------------------| 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 07/02/13 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 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 07/09/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 MWh OPEN INTEREST: 780,180
COMMITMENTS
0 85,920 0 780,180 694,260 780,180 780,180 0 0
CHANGES FROM 07/02/13 (CHANGE IN OPEN INTEREST: -52,000)
0 -12,000 0 -52,000 -40,000 -52,000 -52,000 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 11.0 0.0 100.0 89.0 100.0 100.0 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 07/09/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 237,565
COMMITMENTS
0 11,775 0 237,565 225,790 237,565 237,565 0 0
CHANGES FROM 07/02/13 (CHANGE IN OPEN INTEREST: -17,400)
0 -3,500 0 -17,400 -13,900 -17,400 -17,400 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.0 0.0 100.0 95.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 1 0 21 13 21 14
PJM CAL 1X FIXED - ICE FUTURES ENERGY DIV Code-0643CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/09/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs OPEN INTEREST: 2,298
COMMITMENTS
435 8 303 1,541 1,988 2,279 2,298 19 0
CHANGES FROM 07/02/13 (CHANGE IN OPEN INTEREST: -201)
-74 1 -11 -115 -191 -201 -201 -0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.9 0.3 13.2 67.1 86.5 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 07/09/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 126,065
COMMITMENTS
0 0 0 126,065 126,065 126,065 126,065 0 0
CHANGES FROM 07/02/13 (CHANGE IN OPEN INTEREST: -9,000)
0 0 0 -9,000 -9,000 -9,000 -9,000 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 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 07/09/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 Mwh OPEN INTEREST: 228,705
COMMITMENTS
0 0 0 228,705 228,705 228,705 228,705 0 0
CHANGES FROM 07/02/13 (CHANGE IN OPEN INTEREST: -12,400)
0 0 0 -12,400 -12,400 -12,400 -12,400 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: 21)
0 0 0 16 11 16 11
PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643CV
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/09/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 Mwh OPEN INTEREST: 809,187
COMMITMENTS
0 0 0 809,187 809,187 809,187 809,187 0 0
CHANGES FROM 07/02/13 (CHANGE IN OPEN INTEREST: -32,000)
0 0 0 -32,000 -32,000 -32,000 -32,000 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 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 07/09/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 151,635
COMMITMENTS
440 0 0 151,195 151,635 151,635 151,635 0 0
CHANGES FROM 07/02/13 (CHANGE IN OPEN INTEREST: -10,000)
0 0 0 -10,000 -10,000 -10,000 -10,000 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 17 14 18 14
PJM PEPCO DAY-AHEAD - ICE FUTURES ENERGY DIV Code-0643D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/09/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 191,725
COMMITMENTS
4,680 0 0 187,045 191,725 191,725 191,725 0 0
CHANGES FROM 07/02/13 (CHANGE IN OPEN INTEREST: -20,300)
-400 -1,000 0 -19,900 -19,300 -20,300 -20,300 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 0.0 0.0 97.6 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 0 0 23 14 24 14
PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643D5
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/09/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 MWh OPEN INTEREST: 563,660
COMMITMENTS
0 0 0 563,660 563,660 563,660 563,660 0 0
CHANGES FROM 07/02/13 (CHANGE IN OPEN INTEREST: -36,800)
0 0 0 -36,800 -36,800 -36,800 -36,800 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 16 10 16 10
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/09/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 MWh OPEN INTEREST: 901,779
COMMITMENTS
0 0 0 901,779 901,779 901,779 901,779 0 0
CHANGES FROM 07/02/13 (CHANGE IN OPEN INTEREST: -90,400)
0 0 0 -90,400 -90,400 -90,400 -90,400 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: 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 07/09/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 267,750
COMMITMENTS
0 0 0 267,750 267,750 267,750 267,750 0 0
CHANGES FROM 07/02/13 (CHANGE IN OPEN INTEREST: -29,700)
0 0 0 -29,700 -29,700 -29,700 -29,700 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 0 0 25 10 25 10
PJM WESTERN HUB (DAY-AHEAD OFF PEAK) - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/09/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 MWh OPEN INTEREST: 6,321,016
COMMITMENTS
288,316 0 0 6032700 6321016 6321016 6321016 0 0
CHANGES FROM 07/02/13 (CHANGE IN OPEN INTEREST: -416,000)
-26,000 0 -4,000 -386,000 -412,000 -416,000 -416,000 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 0.0 0.0 95.4 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
5 0 0 35 32 40 32
PJM WESTERN HUB (DAY-AHEAD) - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/09/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 2,138,205
COMMITMENTS
65,110 4,400 0 2073095 2133805 2138205 2138205 0 0
CHANGES FROM 07/02/13 (CHANGE IN OPEN INTEREST: -148,050)
-10,600 -2,000 0 -137,450 -146,050 -148,050 -148,050 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 0.2 0.0 97.0 99.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
4 1 0 39 36 43 37
PJM WESTERN HUB MINI (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/09/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 2,501,136
COMMITMENTS
554,876 559,398 107,978 1836937 1833760 2499791 2501136 1,344 0
CHANGES FROM 07/02/13 (CHANGE IN OPEN INTEREST: -20,881)
21,495 -13,644 8,089 -51,012 -15,326 -21,428 -20,881 547 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.2 22.4 4.3 73.4 73.3 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
5 9 6 45 41 54 52
PJM WH REAL TIME MINI OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/09/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
MWh (Megawatt Hours) OPEN INTEREST: 4,983,027
COMMITMENTS
129,414 334,795 156,892 4696721 4491340 4983027 4983027 0 0
CHANGES FROM 07/02/13 (CHANGE IN OPEN INTEREST: -25,980)
25,215 -20,185 -4,215 -46,980 -1,580 -25,980 -25,980 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 6.7 3.1 94.3 90.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
3 4 5 36 30 41 37
PSA-PJM PSEG ZONE DAY-AHEAD - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/09/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 612,885
COMMITMENTS
0 180 660 612,225 612,045 612,885 612,885 0 0
CHANGES FROM 07/02/13 (CHANGE IN OPEN INTEREST: -35,485)
0 -1,200 0 -35,485 -34,285 -35,485 -35,485 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.1 99.9 99.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 1 1 28 14 29 15
PSB-PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/09/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 MWh OPEN INTEREST: 1,921,381
COMMITMENTS
0 14,618 0 1921381 1906763 1921381 1921381 0 0
CHANGES FROM 07/02/13 (CHANGE IN OPEN INTEREST: -83,085)
0 -4,800 0 -83,085 -78,285 -83,085 -83,085 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.8 0.0 100.0 99.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 1 0 24 14 24 15
Updated July 13, 2013