CALIF CARBON ALLOWANCE-2013 - ICE FUTURES ENERGY DIV Code-006391
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 CALIFORNIA CARBON ALLOWANCES OPEN INTEREST: 12,344
COMMITMENTS
3,569 3,811 415 8,300 8,113 12,284 12,339 60 5
CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 1,508)
92 185 -31 1,440 1,355 1,501 1,508 7 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.9 30.9 3.4 67.2 65.7 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
10 12 9 13 9 29 24
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 5,863,828
COMMITMENTS
970,780 200,888 1865896 3004420 3786096 5841096 5852880 22,732 10,948
CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 39,651)
61,880 -38,799 -26,842 8,163 106,651 43,201 41,010 -3,550 -1,359
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.6 3.4 31.8 51.2 64.6 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 236)
46 36 68 146 139 225 210
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 3,471,086
COMMITMENTS
177,048 91,628 1521567 1770158 1854841 3468773 3468036 2,313 3,051
CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: -318,796)
25,940 23,226 -193,395 -152,555 -150,237 -320,010 -320,405 1,214 1,609
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 2.6 43.8 51.0 53.4 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110)
30 15 37 62 60 105 99
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 246,698
COMMITMENTS
17,515 1,033 6,221 207,628 232,025 231,364 239,279 15,334 7,419
CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 2,566)
-837 -1,122 1,705 1,698 2,174 2,566 2,757 0 -191
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 0.4 2.5 84.2 94.1 93.8 97.0 6.2 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
7 3 7 39 37 48 45
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 181,104
COMMITMENTS
7,120 210 5,043 165,056 171,803 177,219 177,056 3,885 4,048
CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 1,719)
1,904 -1,110 -534 1,870 2,391 3,240 747 -1,521 972
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 0.1 2.8 91.1 94.9 97.9 97.8 2.1 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
6 1 4 33 35 39 40
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 223,104
COMMITMENTS
7,605 6,764 6,593 200,811 203,084 215,009 216,441 8,095 6,663
CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: -336)
-3,679 -1,623 1,417 -16 -1,491 -2,278 -1,697 1,942 1,361
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 3.0 3.0 90.0 91.0 96.4 97.0 3.6 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
4 3 7 33 34 40 41
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 794,122
COMMITMENTS
794 2,587 4,582 782,961 783,114 788,337 790,283 5,785 3,839
CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 5,832)
-215 593 -475 6,464 5,164 5,774 5,282 58 550
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.3 0.6 98.6 98.6 99.3 99.5 0.7 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
2 5 7 56 45 64 52
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 256,136
COMMITMENTS
1,614 0 1,986 242,055 246,788 245,655 248,774 10,481 7,362
CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 4,877)
1,026 -578 -570 3,925 5,654 4,381 4,506 496 371
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.0 0.8 94.5 96.4 95.9 97.1 4.1 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
2 0 2 26 36 28 38
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 235,216
COMMITMENTS
12,990 398 4,319 212,550 222,507 229,859 227,224 5,357 7,992
CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 4,517)
-4,457 -489 256 10,116 5,447 5,915 5,214 -1,398 -697
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 0.2 1.8 90.4 94.6 97.7 96.6 2.3 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
2 2 3 35 42 38 46
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 102,220
COMMITMENTS
6,629 3,085 2,149 89,237 90,592 98,015 95,826 4,205 6,394
CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 3,463)
-344 -301 -298 5,466 4,078 4,824 3,479 -1,361 -16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 3.0 2.1 87.3 88.6 95.9 93.7 4.1 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 3 3 24 23 27 28
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 178,704
COMMITMENTS
6,215 13,339 8,947 155,484 150,155 170,646 172,441 8,058 6,263
CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 7,898)
-2,562 825 37 9,999 8,574 7,474 9,436 424 -1,538
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 7.5 5.0 87.0 84.0 95.5 96.5 4.5 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
5 1 5 29 28 35 33
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 68,264
COMMITMENTS
655 10,119 1,697 59,374 47,188 61,726 59,004 6,538 9,260
CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 3,938)
-544 826 628 4,681 2,620 4,765 4,074 -827 -136
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 14.8 2.5 87.0 69.1 90.4 86.4 9.6 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 2 2 21 17 24 19
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 156,891
COMMITMENTS
0 2,278 2,706 151,421 148,479 154,127 153,463 2,764 3,428
CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: -2,197)
0 1,753 -1,101 -1,247 -2,849 -2,348 -2,197 151 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.5 1.7 96.5 94.6 98.2 97.8 1.8 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
0 1 1 30 32 31 33
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 81,998
COMMITMENTS
0 589 0 62,738 78,092 62,738 78,681 19,260 3,317
CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: -2)
0 -90 0 120 -67 120 -157 -122 155
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.7 0.0 76.5 95.2 76.5 96.0 23.5 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 1 0 16 18 16 19
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 354,957
COMMITMENTS
13,898 4,787 5,487 331,028 338,514 350,413 348,788 4,544 6,169
CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 11,186)
-122 3,111 278 10,752 8,036 10,908 11,425 278 -239
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 1.3 1.5 93.3 95.4 98.7 98.3 1.3 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
2 5 3 44 41 48 47
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 86,421
COMMITMENTS
3,439 1,620 4,887 73,377 72,377 81,703 78,884 4,718 7,537
CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 1,412)
-1,085 1,197 747 416 -1,354 78 590 1,334 822
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 1.9 5.7 84.9 83.7 94.5 91.3 5.5 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 3 5 22 23 27 28
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BA - ICE FUTURES ENERCode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 64,104
COMMITMENTS
0 7,771 374 49,613 48,154 49,987 56,299 14,117 7,805
CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 814)
0 2,017 -238 204 -1,769 -34 10 848 804
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 12.1 0.6 77.4 75.1 78.0 87.8 22.0 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 2 1 16 20 17 22
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 160,982
COMMITMENTS
30,979 0 61 128,887 156,809 159,927 156,870 1,055 4,112
CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 15,984)
13,516 0 -488 2,536 15,774 15,564 15,286 420 698
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.2 0.0 0.0 80.1 97.4 99.3 97.4 0.7 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
5 0 1 24 32 29 33
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 137,334
COMMITMENTS
37,210 8,835 1,146 97,936 126,522 136,292 136,503 1,042 831
CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 25,460)
12,747 -837 349 12,258 25,768 25,354 25,280 106 180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.1 6.4 0.8 71.3 92.1 99.2 99.4 0.8 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
6 2 2 32 32 38 36
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 44,813
COMMITMENTS
310 0 0 44,230 44,328 44,540 44,328 273 485
CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 8,940)
0 0 0 8,974 8,610 8,974 8,610 -34 330
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.0 0.0 98.7 98.9 99.4 98.9 0.6 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 0 0 17 26 18 26
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 141,571
COMMITMENTS
0 0 0 127,267 131,012 127,267 131,012 14,304 10,559
CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 1,634)
0 0 0 2,716 1,341 2,716 1,341 -1,082 293
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 89.9 92.5 89.9 92.5 10.1 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 0 0 28 26 28 26
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS - ICE FUTURES ENERCode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 70,166
COMMITMENTS
0 244 3,296 63,865 61,421 67,161 64,961 3,005 5,205
CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 406)
-658 244 658 298 -906 298 -4 108 410
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.3 4.7 91.0 87.5 95.7 92.6 4.3 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 1 15 15 16 16
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 108,471
COMMITMENTS
0 3,375 1,584 99,036 101,644 100,620 106,603 7,851 1,868
CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 722)
0 86 -68 670 582 602 600 120 122
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.1 1.5 91.3 93.7 92.8 98.3 7.2 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
0 3 2 27 27 29 30
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 106,008
COMMITMENTS
2,388 0 2,212 96,516 95,783 101,116 97,995 4,892 8,013
CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 2,776)
-694 0 598 2,496 2,301 2,400 2,899 376 -123
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 0.0 2.1 91.0 90.4 95.4 92.4 4.6 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 0 2 16 19 18 21
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 73,599
COMMITMENTS
0 1,804 310 67,019 67,581 67,329 69,695 6,270 3,904
CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 2,743)
0 7 -279 2,746 3,170 2,467 2,898 276 -155
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.5 0.4 91.1 91.8 91.5 94.7 8.5 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 1 19 13 20 14
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 21,246
COMMITMENTS
240 211 341 20,149 20,050 20,730 20,602 516 644
CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 2,370)
240 0 0 2,130 2,282 2,370 2,282 0 88
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 1.0 1.6 94.8 94.4 97.6 97.0 2.4 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 1 11 15 13 16
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 120,715
COMMITMENTS
0 1,214 1,845 113,685 114,240 115,530 117,299 5,185 3,416
CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 3,122)
0 465 154 2,601 2,106 2,755 2,725 367 397
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.0 1.5 94.2 94.6 95.7 97.2 4.3 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 2 2 20 19 22 21
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 310,123
COMMITMENTS
3,744 5,519 7,647 289,970 290,956 301,361 304,122 8,762 6,001
CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: -1,394)
-7,329 637 4,374 1,417 -6,458 -1,538 -1,447 144 53
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 1.8 2.5 93.5 93.8 97.2 98.1 2.8 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
3 3 4 35 34 40 39
PANHANDLE EASTERN- POOL GAS (INDEX) - ICE FUTURES ENERGY DIV Code-0233BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 17,936
COMMITMENTS
364 0 0 17,417 17,202 17,781 17,202 155 734
CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 0.0 0.0 97.1 95.9 99.1 95.9 0.9 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 13 13 14 13
SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 36,852
COMMITMENTS
2,244 260 806 32,764 34,266 35,814 35,332 1,038 1,520
CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 6,990)
-750 260 310 7,923 6,030 7,483 6,600 -493 390
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 0.7 2.2 88.9 93.0 97.2 95.9 2.8 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
4 2 3 15 18 21 21
SONAT - TIER 1 POOL (ZONE 0) - ICE FUTURES ENERGY DIV Code-0233C1
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 38,091
COMMITMENTS
0 0 0 36,059 36,302 36,059 36,302 2,032 1,789
CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 94.7 95.3 94.7 95.3 5.3 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 13 17 13 17
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 51,590
COMMITMENTS
1,624 0 0 48,556 50,732 50,180 50,732 1,410 858
CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 2,550)
720 0 0 2,070 2,585 2,790 2,585 -240 -35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 0.0 0.0 94.1 98.3 97.3 98.3 2.7 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
4 0 0 18 20 22 20
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 227,074
COMMITMENTS
13,006 29,511 6,008 202,243 187,925 221,257 223,444 5,817 3,630
CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 2,614)
-3,158 0 1,266 4,206 1,622 2,314 2,888 300 -274
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 13.0 2.6 89.1 82.8 97.4 98.4 2.6 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
4 3 5 35 32 41 39
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 75,840
COMMITMENTS
12,315 0 1,583 54,470 71,825 68,368 73,408 7,472 2,432
CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: -632)
994 0 -1,208 -2,075 937 -2,289 -271 1,657 -361
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.2 0.0 2.1 71.8 94.7 90.1 96.8 9.9 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 0 1 16 15 18 16
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 89,114
COMMITMENTS
0 0 0 87,109 86,142 87,109 86,142 2,005 2,972
CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 1,374)
0 0 0 1,676 2,436 1,676 2,436 -302 -1,062
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.8 96.7 97.8 96.7 2.2 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 0 0 24 21 24 21
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 93,036
COMMITMENTS
791 15,179 710 82,641 74,410 84,142 90,299 8,894 2,737
CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 1,246)
0 -669 31 -435 3,052 -404 2,414 1,650 -1,168
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 16.3 0.8 88.8 80.0 90.4 97.1 9.6 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 1 1 22 21 24 22
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 16,898
COMMITMENTS
0 0 0 16,224 16,047 16,224 16,047 674 851
CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.0 95.0 96.0 95.0 4.0 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 10 15 10 15
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 180,285
COMMITMENTS
24,572 8,891 17,873 137,245 153,121 179,690 179,885 595 400
CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 62)
-798 100 120 699 413 22 633 40 -572
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.6 4.9 9.9 76.1 84.9 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
12 8 17 57 55 75 74
MID-C FINANCIAL PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 57,845
COMMITMENTS
1,883 424 3,121 52,841 54,276 57,845 57,821 0 24
CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 829)
-278 6 584 523 215 829 805 0 24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 0.7 5.4 91.3 93.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 3 3 28 28 32 32
MID-C FINANCIAL OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 489,638
COMMITMENTS
15,004 0 5,742 468,892 483,896 489,638 489,638 0 0
CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: -10,146)
-312 0 0 -9,834 -10,146 -10,146 -10,146 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 0.0 1.2 95.8 98.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 0 2 25 28 28 30
PJM WH OFF PEAK REAL TIME - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,734,738
COMMITMENTS
176,295 30,491 55,317 1503126 1648930 1734738 1734738 -0 0
CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 5,319)
-11,748 -2,008 1,175 15,892 6,152 5,319 5,319 -0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 1.8 3.2 86.6 95.1 100.0 100.0 -0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
5 6 7 46 46 56 54
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 63,012
COMMITMENTS
136 9,659 4,126 58,750 49,227 63,012 63,012 0 0
CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: -5,691)
0 -526 -326 -5,365 -4,839 -5,691 -5,691 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 15.3 6.5 93.2 78.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
3 4 5 28 30 34 36
SP15 FIN DA LPM OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 345,702
COMMITMENTS
705 1,234 17,840 327,157 326,628 345,702 345,702 0 0
CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: -18,967)
0 321 0 -18,967 -19,288 -18,967 -18,967 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.4 5.2 94.6 94.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 1 2 18 19 20 21
AEP DAYTON HUB (REAL TIME LMP OFF-PEAK) - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 649,029
COMMITMENTS
39,810 201,775 10,385 598,834 436,869 649,029 649,029 0 0
CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 3,952)
400 -9,360 800 2,752 12,512 3,952 3,952 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 31.1 1.6 92.3 67.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
6 2 2 26 25 32 29
AEP DAYTON HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 51,411
COMMITMENTS
5,395 21,188 1,787 43,631 27,549 50,813 50,524 598 887
CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 11)
292 -125 -167 -114 219 11 -73 0 84
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.5 41.2 3.5 84.9 53.6 98.8 98.3 1.2 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
4 2 3 24 26 28 31
AD HUB DA OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 mwh OPEN INTEREST: 1,837,565
COMMITMENTS
7,840 1038605 0 1829725 798,960 1837565 1837565 0 0
CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 16,000)
0 0 0 16,000 16,000 16,000 16,000 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 56.5 0.0 99.6 43.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 2 0 13 11 14 13
AD HUB DA PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 mwh OPEN INTEREST: 648,900
COMMITMENTS
0 368,150 0 648,900 280,750 648,900 648,900 0 0
CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 17,800)
0 8,400 0 17,800 9,400 17,800 17,800 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 56.7 0.0 100.0 43.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 2 0 18 11 18 13
CIN HUB DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 904,440
COMMITMENTS
0 3,920 0 904,440 900,520 904,440 904,440 0 0
CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 20,000)
0 0 0 20,000 20,000 20,000 20,000 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.4 0.0 100.0 99.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 0 14 10 14 11
CIN HUB REAL TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 298,432
COMMITMENTS
12,744 2,408 1,936 283,752 294,088 298,432 298,432 0 0
CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: -824)
-808 0 0 -16 -824 -824 -824 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 0.8 0.6 95.1 98.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 2 2 25 21 28 24
ERCOT - NORTH ZONE - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 13,084
COMMITMENTS
1,544 649 406 11,046 12,029 12,996 13,084 88 0
CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: -206)
0 23 -40 -166 -189 -206 -206 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 5.0 3.1 84.4 91.9 99.3 100.0 0.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 2 1 25 25 28 28
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5MWh OPEN INTEREST: 1,121,751
COMMITMENTS
0 19,020 31,700 1090051 1071031 1121751 1121751 0 0
CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: -36,000)
0 -8,000 8,000 -44,000 -36,000 -36,000 -36,000 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.7 2.8 97.2 95.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 1 14 13 15 14
MISCO CINERGY DAY AHEAD LMP, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 328,975
COMMITMENTS
0 0 0 328,975 328,975 328,975 328,975 0 0
CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 8,500)
0 0 0 8,500 8,500 8,500 8,500 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: 27)
0 0 0 20 14 20 14
MISCO CINERGY HUB REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-0643B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWH PER LOT OPEN INTEREST: 217,640
COMMITMENTS
0 50 1,600 216,040 215,990 217,640 217,640 0 0
CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 1,575)
0 0 0 1,575 1,575 1,575 1,575 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.7 99.3 99.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 1 1 22 24 23 25
MISO CINERGY HUB (REAL-TIME LMP) - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 23,875
COMMITMENTS
957 1,084 190 20,981 21,026 22,128 22,300 1,747 1,575
CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 46)
-103 -84 -1 150 129 46 44 -0 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 4.5 0.8 87.9 88.1 92.7 93.4 7.3 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 2 3 22 22 25 26
Nepool MH DA LMP Offpk Mon Min - ICE FUTURES ENERGY DIV Code-0643B9
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any multiple of 5 MWh OPEN INTEREST: 2,062,701
COMMITMENTS
73,589 130,341 160,687 1828425 1771673 2062701 2062701 0 0
CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 129,968)
21,520 1,880 2,000 106,448 126,088 129,968 129,968 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 6.3 7.8 88.6 85.9 100.0 100.0 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 08/27/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any multiple of 16 MWh OPEN INTEREST: 683,519
COMMITMENTS
0 116,501 11,470 672,049 555,548 683,519 683,519 0 0
CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 23,540)
0 4,055 -3,635 27,175 23,120 23,540 23,540 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 17.0 1.7 98.3 81.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
0 3 1 32 27 33 30
N. ILLINOIS HUB DAY AHEAD LMP, OFF PEAK MONTHLY - ICE FUTURES ENERGY Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 MWH OPEN INTEREST: 1,184,852
COMMITMENTS
0 0 0 1184852 1184852 1184852 1184852 0 0
CHANGES FROM 08/20/13 (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: 23)
0 0 0 19 10 19 10
N. ILLINOIS HUB DAY AHEAD LMP, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 mwh OPEN INTEREST: 377,945
COMMITMENTS
4,200 0 0 373,745 377,945 377,945 377,945 0 0
CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 5,200)
0 0 0 5,200 5,200 5,200 5,200 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.0 0.0 98.9 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 0 0 24 14 25 14
NEPOOL MASS HUB (DAY-AHEAD LMP OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 617,383
COMMITMENTS
103,551 23,786 28,831 485,001 564,766 617,383 617,383 0 0
CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 16,560)
-5,513 1,625 4,982 17,091 9,953 16,560 16,560 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.8 3.9 4.7 78.6 91.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
1 2 3 29 31 32 34
NEPOOL MASS HUB (DAY-AHEAD LMP) - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 42,879
COMMITMENTS
6,800 4,794 1,204 34,598 36,735 42,602 42,733 277 146
CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 890)
547 1 44 299 845 890 890 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.9 11.2 2.8 80.7 85.7 99.4 99.7 0.6 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
1 4 4 34 31 38 36
N PATH 15 EZ GEN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 22,232
COMMITMENTS
2,835 295 102 19,247 21,787 22,184 22,184 48 48
CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 428)
0 75 0 380 305 380 380 48 48
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.8 1.3 0.5 86.6 98.0 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 3 2 22 18 24 22
NPATH 15 EZ GEN HUB DA OFFPEAK - ICE FUTURES ENERGY DIV Code-0643BR
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
25MWh OPEN INTEREST: 174,897
COMMITMENTS
22,686 0 624 151,587 174,273 174,897 174,897 0 0
CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: -1,392)
2,688 -1,680 -672 -3,408 960 -1,392 -1,392 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.0 0.0 0.4 86.7 99.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 0 1 15 12 17 13
NORTHERN ILLINOIS HUB (REAL TIME LMP OFF-PEAK) - ICE FUTURES ENERGY DCode-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 622,327
COMMITMENTS
6,826 13,113 35,268 580,233 573,946 622,327 622,327 0 0
CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 1,152)
-9,360 0 0 10,512 1,152 1,152 1,152 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 2.1 5.7 93.2 92.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 1 2 26 18 28 20
NORTHERN ILLINOIS HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 31,794
COMMITMENTS
3,392 0 173 28,184 31,218 31,749 31,391 45 403
CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 301)
236 0 -20 85 321 301 301 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.7 0.0 0.5 88.6 98.2 99.9 98.7 0.1 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 0 1 27 25 29 26
NYISO ZONE J - ICE FUTURES ENERGY DIV Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 7,269
COMMITMENTS
0 702 21 6,019 6,163 6,040 6,886 1,229 383
CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 9.7 0.3 82.8 84.8 83.1 94.7 16.9 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 2 1 13 15 14 17
NYISO ZONE J (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 87,916
COMMITMENTS
0 3,897 0 87,916 84,019 87,916 87,916 0 0
CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 1,618)
0 0 0 1,618 1,618 1,618 1,618 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.4 0.0 100.0 95.6 100.0 100.0 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 08/27/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 20,920
COMMITMENTS
3,545 144 44 16,864 20,498 20,453 20,686 467 234
CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 65)
510 0 0 -529 65 -19 65 84 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.9 0.7 0.2 80.6 98.0 97.8 98.9 2.2 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 1 1 20 22 24 24
NYISO ZONE A (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 322,290
COMMITMENTS
49,757 0 1,560 270,973 320,730 322,290 322,290 0 0
CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 3,986)
2,384 0 0 1,602 3,986 3,986 3,986 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.4 0.0 0.5 84.1 99.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 0 1 21 20 24 21
NYISO ZONE G - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 16,812
COMMITMENTS
896 320 337 15,174 16,048 16,407 16,705 405 107
CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: -14)
-150 198 87 49 -299 -14 -14 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 1.9 2.0 90.3 95.5 97.6 99.4 2.4 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 2 3 23 25 26 29
NYISO ZONE G (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 226,267
COMMITMENTS
5,169 4,680 0 221,098 221,587 226,267 226,267 0 0
CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 5,140)
0 0 0 5,140 5,140 5,140 5,140 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 2.1 0.0 97.7 97.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 1 0 19 17 21 18
PALO VERDE - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 29,621
COMMITMENTS
0 1,143 2,923 26,698 25,555 29,621 29,621 0 0
CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: -825)
0 27 -27 -798 -825 -825 -825 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.9 9.9 90.1 86.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 1 1 21 21 22 22
PALO VERDE (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
25 MWh OPEN INTEREST: 177,628
COMMITMENTS
1,584 0 0 176,044 177,628 177,628 177,628 0 0
CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: -7,761)
0 0 0 -7,761 -7,761 -7,761 -7,761 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.0 0.0 99.1 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 0 17 19 18 19
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 MWh OPEN INTEREST: 784,200
COMMITMENTS
0 78,080 0 784,200 706,120 784,200 784,200 0 0
CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 13,765)
0 0 0 13,765 13,765 13,765 13,765 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 10.0 0.0 100.0 90.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
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 08/27/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 243,620
COMMITMENTS
0 8,500 0 243,620 235,120 243,620 243,620 0 0
CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 4,255)
0 0 0 4,255 4,255 4,255 4,255 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.5 0.0 100.0 96.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 1 0 22 14 22 15
PJM EASTERN HUB DAY-AHEAD - ICE FUTURES ENERGY DIV Code-0643CR
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 126,270
COMMITMENTS
0 1,000 0 126,270 125,270 126,270 126,270 0 0
CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 4,050)
0 1,000 0 4,050 3,050 4,050 4,050 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: 22)
0 1 0 16 12 16 13
PJM JCPL ZONE DAY-AHEAD - ICE FUTURES ENERGY DIV Code-0643CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 Mwh OPEN INTEREST: 229,325
COMMITMENTS
0 0 0 229,325 229,325 229,325 229,325 0 0
CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 1,050)
0 0 0 1,050 1,050 1,050 1,050 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 19 14 19 14
PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643CV
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 Mwh OPEN INTEREST: 786,323
COMMITMENTS
0 0 0 786,323 786,323 786,323 786,323 0 0
CHANGES FROM 08/20/13 (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: 22)
0 0 0 15 10 15 10
PJM PECO ZONE (DA LMP) PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 163,115
COMMITMENTS
220 0 0 162,895 163,115 163,115 163,115 0 0
CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 1,600)
0 0 0 1,600 1,600 1,600 1,600 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.0 0.0 99.9 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 0 17 15 18 15
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mwh OPEN INTEREST: 566,429
COMMITMENTS
0 0 0 566,429 566,429 566,429 566,429 0 0
CHANGES FROM 08/20/13 (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: 22)
0 0 0 16 13 16 13
PJM PEPCO DAY-AHEAD - ICE FUTURES ENERGY DIV Code-0643D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 221,875
COMMITMENTS
4,240 0 0 217,635 221,875 221,875 221,875 0 0
CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 1,000)
0 0 0 1,000 1,000 1,000 1,000 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 0.0 0.0 98.1 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 0 0 24 12 25 12
PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643D5
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 MWh OPEN INTEREST: 692,063
COMMITMENTS
0 0 0 692,063 692,063 692,063 692,063 0 0
CHANGES FROM 08/20/13 (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: 20)
0 0 0 17 10 17 10
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 MWh OPEN INTEREST: 1,134,923
COMMITMENTS
0 3,920 0 1134923 1131003 1134923 1134923 0 0
CHANGES FROM 08/20/13 (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 0.3 0.0 100.0 99.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 1 0 19 9 19 10
PJM PPL ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 309,235
COMMITMENTS
0 0 0 309,235 309,235 309,235 309,235 0 0
CHANGES FROM 08/20/13 (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: 31)
0 0 0 24 10 24 10
PJM WESTERN HUB (DAY-AHEAD OFF PEAK) - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 MWh OPEN INTEREST: 6,964,872
COMMITMENTS
258,916 0 0 6705956 6964872 6964872 6964872 0 0
CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 270,810)
0 0 0 270,810 270,810 270,810 270,810 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 0.0 0.0 96.3 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
3 0 0 38 37 41 37
PJM WESTERN HUB (DAY-AHEAD) - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 2,313,565
COMMITMENTS
66,330 13,200 0 2247235 2300365 2313565 2313565 0 0
CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 70,950)
1,000 9,000 0 69,950 61,950 70,950 70,950 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 0.6 0.0 97.1 99.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
5 1 0 42 39 47 40
PJM WESTERN HUB MINI (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 2,797,428
COMMITMENTS
568,543 576,001 112,325 2116559 2109102 2797428 2797428 0 0
CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: -10,750)
-6,575 -30 30 -4,205 -10,750 -10,750 -10,750 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.3 20.6 4.0 75.7 75.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
5 9 6 46 43 55 54
PJM WH REAL TIME MINI OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
MWh (Megawatt Hours) OPEN INTEREST: 5,636,717
COMMITMENTS
137,502 405,427 152,836 5346379 5076454 5636717 5634717 0 2,000
CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 98,848)
-23,520 0 23,520 98,848 73,328 98,848 96,848 0 2,000
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 7.2 2.7 94.8 90.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
3 4 4 35 31 40 37
PSA-PJM PSEG ZONE DAY-AHEAD - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 606,605
COMMITMENTS
0 510 330 606,275 605,765 606,605 606,605 0 0
CHANGES FROM 08/20/13 (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 0.1 0.1 99.9 99.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 1 1 30 14 31 15
PSB-PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 MWh OPEN INTEREST: 2,096,118
COMMITMENTS
0 9,914 0 2096118 2086204 2096118 2096118 0 0
CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 7,440)
0 0 0 7,440 7,440 7,440 7,440 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.5 0.0 100.0 99.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 1 0 28 15 28 16
Updated August 30, 2013