CALIF CARBON ALLOWANCE-2013 - ICE FUTURES ENERGY DIV Code-006391
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 CALIFORNIA CARBON ALLOWANCES OPEN INTEREST: 12,924
COMMITMENTS
4,062 3,310 831 7,964 8,774 12,856 12,914 68 10
CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST: -546)
-15 60 -81 -443 -525 -539 -546 -7 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.4 25.6 6.4 61.6 67.9 99.5 99.9 0.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
10 12 9 14 10 30 25
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 5,512,546
COMMITMENTS
904,454 217,763 1769440 2817918 3519083 5491812 5506286 20,734 6,260
CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST: -184,829)
-38,514 35,065 -25,138 -125,503 -196,096 -189,155 -186,169 4,326 1,340
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.4 4.0 32.1 51.1 63.8 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 224)
42 31 63 140 133 209 201
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 3,038,779
COMMITMENTS
132,883 41,813 1318928 1585841 1676466 3037653 3037207 1,126 1,572
CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST: -341,077)
-26,409 -36,620 -187,929 -127,203 -117,622 -341,542 -342,172 465 1,095
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 1.4 43.4 52.2 55.2 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
28 16 37 56 55 97 95
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 245,248
COMMITMENTS
13,113 215 9,523 207,383 229,928 230,019 239,666 15,229 5,582
CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST: 7,810)
-2,022 -54 1,991 8,174 5,602 8,143 7,539 -333 271
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 0.1 3.9 84.6 93.8 93.8 97.7 6.2 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
7 2 6 37 39 46 45
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 172,876
COMMITMENTS
8,930 1,053 3,865 156,923 167,024 169,718 171,942 3,158 934
CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST: 948)
648 610 -569 732 1,140 811 1,181 137 -233
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 0.6 2.2 90.8 96.6 98.2 99.5 1.8 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
5 1 3 39 39 45 42
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 227,202
COMMITMENTS
8,544 12,685 6,085 203,939 203,872 218,568 222,642 8,634 4,560
CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST: 8,259)
1,411 205 1,192 5,070 8,902 7,673 10,299 586 -2,040
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 5.6 2.7 89.8 89.7 96.2 98.0 3.8 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
3 4 4 37 36 42 42
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 824,312
COMMITMENTS
7,062 2,098 7,661 804,660 806,488 819,383 816,247 4,929 8,065
CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST: 17,929)
2,846 -764 1,573 14,116 11,981 18,535 12,790 -606 5,139
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.3 0.9 97.6 97.8 99.4 99.0 0.6 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
6 5 9 54 45 66 54
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 251,108
COMMITMENTS
3,697 0 1,092 239,960 239,452 244,749 240,544 6,359 10,564
CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST: -3,152)
929 -472 -971 -4,391 -2,815 -4,433 -4,258 1,281 1,106
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 0.0 0.4 95.6 95.4 97.5 95.8 2.5 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
3 0 2 26 30 29 32
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 269,392
COMMITMENTS
10,907 372 4,910 248,491 258,319 264,308 263,601 5,084 5,791
CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST: 4,702)
-1,205 -6 613 5,356 3,974 4,764 4,581 -62 121
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 0.1 1.8 92.2 95.9 98.1 97.9 1.9 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
4 1 4 40 43 44 48
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 86,475
COMMITMENTS
7,175 2,229 1,504 72,823 76,319 81,502 80,052 4,973 6,423
CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST: -9,662)
2,309 527 -842 -11,303 -8,869 -9,836 -9,184 174 -478
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 2.6 1.7 84.2 88.3 94.2 92.6 5.8 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 2 3 27 22 30 26
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 168,951
COMMITMENTS
15,733 17,629 9,336 134,377 132,372 159,446 159,337 9,505 9,614
CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST: 1,957)
1,320 1,213 -464 1,107 -1,120 1,963 -371 -6 2,328
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.3 10.4 5.5 79.5 78.3 94.4 94.3 5.6 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
4 3 5 24 26 30 32
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 73,641
COMMITMENTS
0 11,836 2,961 63,552 48,689 66,513 63,486 7,128 10,155
CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST: 1,797)
0 973 -468 2,595 694 2,127 1,199 -330 598
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 16.1 4.0 86.3 66.1 90.3 86.2 9.7 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 2 2 22 18 24 20
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 157,951
COMMITMENTS
591 0 2,762 148,652 151,181 152,005 153,943 5,946 4,008
CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST: 2,855)
-219 0 0 3,074 2,855 2,855 2,855 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.0 1.7 94.1 95.7 96.2 97.5 3.8 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
1 0 1 28 32 29 33
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 82,478
COMMITMENTS
0 465 0 67,597 79,664 67,597 80,129 14,881 2,349
CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST: 4,984)
0 0 0 5,048 5,476 5,048 5,476 -64 -492
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.6 0.0 82.0 96.6 82.0 97.2 18.0 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 1 0 20 23 20 24
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 355,025
COMMITMENTS
206 7,274 5,154 346,793 339,040 352,153 351,468 2,872 3,557
CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST: 3,576)
128 1,319 931 3,431 2,948 4,490 5,198 -914 -1,622
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 2.0 1.5 97.7 95.5 99.2 99.0 0.8 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
1 5 4 45 43 49 49
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 82,607
COMMITMENTS
3,389 2,106 4,138 71,067 68,093 78,594 74,337 4,013 8,270
CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST: 1,485)
-223 2,019 20 1,795 1,236 1,592 3,275 -107 -1,790
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 2.5 5.0 86.0 82.4 95.1 90.0 4.9 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 2 4 23 25 27 29
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BA - ICE FUTURES ENERCode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 63,116
COMMITMENTS
1,194 6,799 657 45,968 47,359 47,819 54,815 15,297 8,301
CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST: 3,475)
0 363 60 3,210 2,392 3,270 2,815 205 660
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 10.8 1.0 72.8 75.0 75.8 86.8 24.2 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 2 14 18 16 20
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 185,898
COMMITMENTS
53,978 7,843 780 129,849 173,722 184,607 182,345 1,291 3,553
CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST: 22,152)
13,998 -310 780 7,229 20,969 22,007 21,439 145 713
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.0 4.2 0.4 69.8 93.5 99.3 98.1 0.7 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
8 4 1 28 32 36 37
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 166,782
COMMITMENTS
68,703 8,304 1,489 95,619 155,941 165,811 165,734 971 1,048
CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST: 23,507)
13,523 -1,019 1,489 8,370 22,350 23,382 22,820 125 687
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.2 5.0 0.9 57.3 93.5 99.4 99.4 0.6 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
9 5 3 41 33 51 40
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 43,694
COMMITMENTS
0 372 0 43,388 42,496 43,388 42,868 306 826
CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST: -372)
0 0 0 -433 -496 -433 -496 61 124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.9 0.0 99.3 97.3 99.3 98.1 0.7 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 1 0 14 22 14 23
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 144,494
COMMITMENTS
806 0 403 129,751 133,762 130,960 134,165 13,534 10,329
CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST: 4,657)
585 0 -397 4,868 3,989 5,056 3,592 -399 1,065
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.0 0.3 89.8 92.6 90.6 92.9 9.4 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 0 1 31 25 32 26
NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV Code-0233AW
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 15,779
COMMITMENTS
1,458 0 216 11,208 15,136 12,882 15,352 2,897 427
CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST: 558)
0 0 124 771 434 895 558 -337 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 0.0 1.4 71.0 95.9 81.6 97.3 18.4 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 0 1 14 10 16 11
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS - ICE FUTURES ENERCode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 65,841
COMMITMENTS
973 2 3,298 58,148 58,086 62,419 61,386 3,422 4,455
CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST: 437)
-333 -62 290 163 31 120 259 317 178
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 0.0 5.0 88.3 88.2 94.8 93.2 5.2 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 2 13 16 15 18
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 117,832
COMMITMENTS
257 2,183 2,488 110,240 109,373 112,985 114,044 4,847 3,788
CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST: 1,572)
229 -390 297 -365 903 161 810 1,411 762
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 1.9 2.1 93.6 92.8 95.9 96.8 4.1 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 2 3 27 27 30 30
NORTHERN NATURAL GAS - DEMARCATION POOL (BASIS) - ICE FUTURES ENERGY Code-0233BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 44,076
COMMITMENTS
595 785 1,217 39,661 38,321 41,473 40,323 2,603 3,753
CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST: 519)
422 -207 -331 488 1,151 579 613 -60 -94
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 1.8 2.8 90.0 86.9 94.1 91.5 5.9 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 2 14 14 16 16
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 107,931
COMMITMENTS
3,033 0 2,509 101,195 98,342 106,737 100,851 1,194 7,080
CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST: 3,766)
2,531 -732 227 4,823 3,909 7,581 3,404 -3,815 362
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 0.0 2.3 93.8 91.1 98.9 93.4 1.1 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 0 2 18 18 20 20
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 68,526
COMMITMENTS
0 2,114 0 62,202 63,192 62,202 65,306 6,324 3,220
CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST: 21)
0 360 0 174 -401 174 -41 -153 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.1 0.0 90.8 92.2 90.8 95.3 9.2 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 17 12 17 13
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 21,410
COMMITMENTS
370 249 210 20,252 20,372 20,832 20,831 578 579
CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST: 217)
0 -62 0 124 279 124 217 93 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 1.2 1.0 94.6 95.2 97.3 97.3 2.7 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 1 2 9 15 12 17
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 113,152
COMMITMENTS
0 2,926 1,846 107,216 105,338 109,062 110,110 4,090 3,042
CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST: -2,875)
-107 2,241 -1,700 -1,135 -2,987 -2,942 -2,446 67 -429
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.6 1.6 94.8 93.1 96.4 97.3 3.6 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 3 2 20 18 22 21
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 310,124
COMMITMENTS
19 11,795 8,741 291,787 280,922 300,547 301,458 9,577 8,666
CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST: 1,918)
-1,115 4,005 198 -11 -3,434 -928 769 2,846 1,149
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.8 2.8 94.1 90.6 96.9 97.2 3.1 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
1 3 3 34 30 37 34
SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 37,336
COMMITMENTS
1,314 384 186 34,767 35,682 36,267 36,252 1,069 1,084
CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST: 31)
-7 24 -24 0 31 -31 31 62 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 1.0 0.5 93.1 95.6 97.1 97.1 2.9 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 2 1 16 15 20 17
SONAT - TIER 1 POOL (ZONE 0) - ICE FUTURES ENERGY DIV Code-0233C1
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 40,036
COMMITMENTS
0 0 0 39,097 38,789 39,097 38,789 939 1,247
CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST: 973)
0 0 0 973 911 973 911 0 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.7 96.9 97.7 96.9 2.3 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 15 17 15 17
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 47,948
COMMITMENTS
1,212 282 90 45,699 46,476 47,001 46,848 947 1,100
CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST: 372)
248 0 0 432 217 680 217 -308 155
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 0.6 0.2 95.3 96.9 98.0 97.7 2.0 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 1 1 20 20 23 21
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 234,652
COMMITMENTS
6,284 30,036 5,765 216,909 193,484 228,958 229,285 5,694 5,367
CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST: 3,216)
1,532 -1,446 -901 2,557 3,896 3,188 1,549 28 1,667
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 12.8 2.5 92.4 82.5 97.6 97.7 2.4 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
5 3 3 36 33 42 38
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 71,600
COMMITMENTS
12,883 0 2,892 50,343 66,516 66,118 69,408 5,482 2,192
CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST: 4,066)
642 0 856 2,568 3,210 4,066 4,066 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.0 0.0 4.0 70.3 92.9 92.3 96.9 7.7 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 0 1 17 15 20 16
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 84,365
COMMITMENTS
0 0 0 81,357 82,566 81,357 82,566 3,008 1,799
CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST: 1,265)
0 0 0 992 3,572 992 3,572 273 -2,307
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.4 97.9 96.4 97.9 3.6 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 0 0 23 22 23 22
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 91,375
COMMITMENTS
431 19,514 680 81,655 69,833 82,766 90,027 8,609 1,348
CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST: -64)
0 3,860 -332 1,130 -706 798 2,822 -862 -2,886
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 21.4 0.7 89.4 76.4 90.6 98.5 9.4 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 4 1 25 22 27 26
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 180,209
COMMITMENTS
22,814 7,618 14,894 141,676 157,130 179,384 179,642 825 567
CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST: 2,078)
401 -517 -771 2,383 3,325 2,013 2,037 65 41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.7 4.2 8.3 78.6 87.2 99.5 99.7 0.5 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
15 9 17 56 56 78 75
MID-C FINANCIAL PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 52,461
COMMITMENTS
1,290 251 2,465 48,706 49,745 52,461 52,461 0 0
CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST: -3,802)
-505 -15 -538 -2,759 -3,225 -3,802 -3,778 0 -24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 0.5 4.7 92.8 94.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 4 3 27 23 31 28
MID-C FINANCIAL OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 455,014
COMMITMENTS
2,468 321 20,950 431,596 433,743 455,014 455,014 0 0
CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST: -39,402)
-5,572 321 1,574 -35,404 -41,297 -39,402 -39,402 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.1 4.6 94.9 95.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 1 1 22 24 23 26
PJM WH OFF PEAK REAL TIME - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,686,042
COMMITMENTS
96,308 9,383 34,609 1555125 1642050 1686042 1686042 0 0
CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST: 8,461)
-16,168 -1,953 1,216 23,413 9,198 8,461 8,461 -0 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 0.6 2.1 92.2 97.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
7 2 5 43 45 52 50
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 56,536
COMMITMENTS
522 9,053 4,742 51,271 42,740 56,536 56,536 -0 0
CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST: 113)
29 2,731 -1,271 1,436 -1,001 194 459 -81 -346
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 16.0 8.4 90.7 75.6 100.0 100.0 -0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
4 5 4 28 27 34 34
SP15 FIN DA LPM OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 341,275
COMMITMENTS
0 50,452 12,865 328,410 277,958 341,275 341,275 0 0
CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST: 16,826)
0 22,903 -1,608 18,434 -4,469 16,826 16,826 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 14.8 3.8 96.2 81.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 2 2 20 20 22 22
AEP DAYTON HUB (REAL TIME LMP OFF-PEAK) - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 590,545
COMMITMENTS
23,339 775 14,903 552,303 574,867 590,545 590,545 0 0
CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST: 63)
1,265 -775 -57 -1,145 895 63 63 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 0.1 2.5 93.5 97.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
5 1 2 25 28 30 31
AEP DAYTON HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 50,490
COMMITMENTS
5,708 202 1,529 43,084 48,249 50,321 49,980 169 510
CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST: 353)
-147 0 168 416 162 437 330 -84 23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 0.4 3.0 85.3 95.6 99.7 99.0 0.3 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
4 1 1 23 30 27 32
AD HUB DA OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 mwh OPEN INTEREST: 1,866,785
COMMITMENTS
0 4,000 0 1866785 1862785 1866785 1866785 0 0
CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST: 11,280)
0 0 0 11,280 11,280 11,280 11,280 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.2 0.0 100.0 99.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 1 0 14 13 14 14
AD HUB DA PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 mwh OPEN INTEREST: 774,850
COMMITMENTS
0 10,600 0 774,850 764,250 774,850 774,850 0 0
CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST: 9,650)
0 0 0 9,650 9,650 9,650 9,650 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.4 0.0 100.0 98.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 1 0 18 13 18 14
CIN HUB DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 902,640
COMMITMENTS
0 3,760 0 902,640 898,880 902,640 902,640 0 0
CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST: 22,560)
0 3,760 0 22,560 18,800 22,560 22,560 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: 24)
0 1 0 14 12 14 13
CIN HUB REAL TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 292,784
COMMITMENTS
12,336 2,376 1,184 279,264 289,224 292,784 292,784 0 0
CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST: 1,512)
-376 -376 0 1,888 1,888 1,512 1,512 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 0.8 0.4 95.4 98.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 2 2 24 19 27 22
ERCOT - NORTH ZONE - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 12,265
COMMITMENTS
1,405 645 230 10,481 10,939 12,116 11,814 149 451
CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST: 70)
23 -3 0 50 27 73 24 -3 46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 5.3 1.9 85.5 89.2 98.8 96.3 1.2 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
4 2 1 22 21 26 24
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5MWh OPEN INTEREST: 1,038,335
COMMITMENTS
31,460 0 0 1006875 1038335 1038335 1038335 0 0
CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST: -2,632)
0 0 0 -2,632 -2,632 -2,632 -2,632 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 0.0 0.0 97.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 0 16 15 17 15
MISCO CINERGY DAY AHEAD LMP, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 293,795
COMMITMENTS
1,150 0 0 292,645 293,795 293,795 293,795 0 0
CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST: 7,570)
0 0 0 7,570 7,570 7,570 7,570 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.0 0.0 99.6 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 0 17 12 18 12
MISCO CINERGY HUB REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-0643B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWH PER LOT OPEN INTEREST: 212,675
COMMITMENTS
4,225 0 0 208,450 212,675 212,675 212,675 0 0
CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST: 935)
0 0 0 935 935 935 935 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 0.0 0.0 98.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 0 0 24 23 25 23
MISO CINERGY HUB (REAL-TIME LMP) - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 23,077
COMMITMENTS
787 1,020 228 20,188 20,600 21,203 21,848 1,874 1,229
CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST: 95)
-58 -17 13 307 99 262 95 -168 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 4.4 1.0 87.5 89.3 91.9 94.7 8.1 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 1 2 22 21 25 24
Nepool MH DA LMP Offpk Mon Min - ICE FUTURES ENERGY DIV Code-0643B9
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any multiple of 5 MWh OPEN INTEREST: 2,411,284
COMMITMENTS
123,285 163,485 163,263 2124736 2084536 2411284 2411284 0 0
CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST: -18,172)
0 -3,720 0 -18,172 -14,452 -18,172 -18,172 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 6.8 6.8 88.1 86.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
1 2 1 29 27 30 30
Nepool MH DA LMP Peak Mon Mini - ICE FUTURES ENERGY DIV Code-0643BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any multiple of 16 MWh OPEN INTEREST: 784,841
COMMITMENTS
0 90,066 45,495 739,346 649,280 784,841 784,841 0 0
CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST: 2,365)
0 139 575 1,790 1,651 2,365 2,365 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 11.5 5.8 94.2 82.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
0 3 2 33 28 35 31
N. ILLINOIS HUB DAY AHEAD LMP, OFF PEAK MONTHLY - ICE FUTURES ENERGY Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 MWH OPEN INTEREST: 1,135,255
COMMITMENTS
0 0 0 1135255 1135255 1135255 1135255 0 0
CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST: 11,280)
0 0 0 11,280 11,280 11,280 11,280 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: 26)
0 0 0 21 11 21 11
N. ILLINOIS HUB DAY AHEAD LMP, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 mwh OPEN INTEREST: 371,505
COMMITMENTS
4,200 0 0 367,305 371,505 371,505 371,505 0 0
CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST: 2,300)
0 0 0 2,300 2,300 2,300 2,300 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: 31)
1 0 0 25 14 26 14
NEPOOL MASS HUB (DAY-AHEAD LMP OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 634,169
COMMITMENTS
118,489 0 36,989 478,691 597,180 634,169 634,169 0 0
CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST: 6,585)
3,845 -812 -1,940 4,680 9,337 6,585 6,585 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.7 0.0 5.8 75.5 94.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
3 0 3 29 32 32 35
NEPOOL MASS HUB (DAY-AHEAD LMP) - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 42,351
COMMITMENTS
8,052 2,772 1,209 32,684 38,263 41,945 42,244 406 107
CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST: 72)
307 0 -128 -107 284 72 156 0 -84
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.0 6.5 2.9 77.2 90.3 99.0 99.7 1.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
3 3 4 32 32 37 37
N PATH 15 EZ GEN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 26,140
COMMITMENTS
4,344 152 769 21,027 25,219 26,140 26,140 0 0
CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST: 1,626)
1,859 50 -228 -5 1,804 1,626 1,626 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.6 0.6 2.9 80.4 96.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 1 1 25 16 27 18
NPATH 15 EZ GEN HUB DA OFFPEAK - ICE FUTURES ENERGY DIV Code-0643BR
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
25MWh OPEN INTEREST: 272,291
COMMITMENTS
110,075 0 0 162,216 272,291 272,291 272,291 0 0
CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST: 8,926)
3,215 0 0 5,711 8,926 8,926 8,926 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.4 0.0 0.0 59.6 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 0 0 16 10 18 10
NORTHERN ILLINOIS HUB (REAL TIME LMP OFF-PEAK) - ICE FUTURES ENERGY DCode-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 629,252
COMMITMENTS
9,162 3,881 36,725 583,365 588,646 629,252 629,252 0 0
CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST: 5,432)
0 -752 752 4,680 5,432 5,432 5,432 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 0.6 5.8 92.7 93.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 1 2 26 19 28 21
NORTHERN ILLINOIS HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 35,063
COMMITMENTS
3,384 0 60 31,344 34,562 34,788 34,622 275 441
CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST: 3,303)
-80 0 20 3,386 3,283 3,326 3,303 -23 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 0.0 0.2 89.4 98.6 99.2 98.7 0.8 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 0 1 24 19 26 20
NYISO ZONE A - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 21,826
COMMITMENTS
3,714 100 46 17,597 21,445 21,357 21,591 469 235
CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST: 124)
45 0 0 313 124 358 124 -234 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.0 0.5 0.2 80.6 98.3 97.9 98.9 2.1 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
4 1 1 23 23 27 25
NYISO ZONE A (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 325,599
COMMITMENTS
60,243 0 776 264,580 324,823 325,599 325,599 0 0
CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST: 9,704)
0 0 -408 10,112 10,112 9,704 9,704 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.5 0.0 0.2 81.3 99.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 0 1 22 20 26 21
NYISO ZONE G - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 15,951
COMMITMENTS
808 430 251 14,615 14,866 15,674 15,547 277 404
CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST: 42)
0 0 0 63 42 63 42 -21 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 2.7 1.6 91.6 93.2 98.3 97.5 1.7 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 2 3 22 23 25 27
NYISO ZONE G (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 220,423
COMMITMENTS
2,833 0 0 217,590 220,423 220,423 220,423 0 0
CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST: -376)
0 0 0 -376 -376 -376 -376 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 0.0 0.0 98.7 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 0 0 20 15 22 15
PALO VERDE - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 24,824
COMMITMENTS
0 2,257 2,352 22,472 20,139 24,824 24,748 0 76
CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST: -1,532)
0 -27 -48 -1,460 -1,533 -1,508 -1,608 -24 76
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 9.1 9.5 90.5 81.1 100.0 99.7 0.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 1 1 21 19 22 20
PALO VERDE (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
25 MWh OPEN INTEREST: 144,505
COMMITMENTS
0 0 0 144,505 144,505 144,505 144,505 0 0
CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST: -18,692)
0 -672 0 -18,692 -18,020 -18,692 -18,692 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 17 17 17
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 MWh OPEN INTEREST: 735,512
COMMITMENTS
0 70,240 0 735,512 665,272 735,512 735,512 0 0
CHANGES FROM 09/24/13 (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 9.5 0.0 100.0 90.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 0 16 11 16 12
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 222,805
COMMITMENTS
0 6,850 0 222,805 215,955 222,805 222,805 0 0
CHANGES FROM 09/24/13 (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 3.1 0.0 100.0 96.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 1 0 21 12 21 13
PJM EASTERN HUB DAY-AHEAD - ICE FUTURES ENERGY DIV Code-0643CR
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 125,255
COMMITMENTS
0 1,000 0 125,255 124,255 125,255 125,255 0 0
CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST: 1,500)
0 0 0 1,500 1,500 1,500 1,500 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: 21)
0 1 0 17 12 17 13
PJM JCPL ZONE DAY-AHEAD - ICE FUTURES ENERGY DIV Code-0643CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 Mwh OPEN INTEREST: 230,065
COMMITMENTS
0 0 0 230,065 230,065 230,065 230,065 0 0
CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST: 2,225)
0 0 0 2,225 2,225 2,225 2,225 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: 24)
0 0 0 18 11 18 11
PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643CV
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 Mwh OPEN INTEREST: 778,363
COMMITMENTS
0 0 0 778,363 778,363 778,363 778,363 0 0
CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 15 7 15 7
PJM PECO ZONE (DA LMP) PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 148,935
COMMITMENTS
0 0 0 148,935 148,935 148,935 148,935 0 0
CHANGES FROM 09/24/13 (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: 24)
0 0 0 16 14 16 14
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mwh OPEN INTEREST: 531,933
COMMITMENTS
0 0 0 531,933 531,933 531,933 531,933 0 0
CHANGES FROM 09/24/13 (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 15 12 15 12
PJM PEPCO DAY-AHEAD - ICE FUTURES ENERGY DIV Code-0643D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 201,345
COMMITMENTS
3,800 0 0 197,545 201,345 201,345 201,345 0 0
CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 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: 27)
1 0 0 21 13 22 13
PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643D5
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 MWh OPEN INTEREST: 651,687
COMMITMENTS
0 0 0 651,687 651,687 651,687 651,687 0 0
CHANGES FROM 09/24/13 (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 10/01/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 MWh OPEN INTEREST: 1,060,560
COMMITMENTS
0 0 0 1060560 1060560 1060560 1060560 0 0
CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST: 15,333)
0 0 0 15,333 15,333 15,333 15,333 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 17 9 17 9
PJM PPL ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 281,030
COMMITMENTS
0 0 0 281,030 281,030 281,030 281,030 0 0
CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST: 4,895)
0 0 0 4,895 4,895 4,895 4,895 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: 30)
0 0 0 23 10 23 10
PJM WESTERN HUB (DAY-AHEAD OFF PEAK) - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 MWh OPEN INTEREST: 6,835,200
COMMITMENTS
197,532 0 800 6636868 6834400 6835200 6835200 0 0
CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST: 49,043)
0 0 0 49,043 49,043 49,043 49,043 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 0.0 0.0 97.1 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
3 0 1 38 36 41 37
PJM WESTERN HUB (DAY-AHEAD) - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 2,276,515
COMMITMENTS
47,385 13,600 400 2228730 2262515 2276515 2276515 0 0
CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST: 34,625)
345 4,600 0 34,280 30,025 34,625 34,625 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 0.6 0.0 97.9 99.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
4 1 1 40 37 44 39
PJM WESTERN HUB MINI (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 2,881,339
COMMITMENTS
573,490 343,552 101,969 2205879 2435818 2881339 2881339 0 0
CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST: 26,621)
-7,095 -11,678 1,483 32,233 36,816 26,621 26,621 -0 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.9 11.9 3.5 76.6 84.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
5 8 6 44 42 53 52
PJM WH REAL TIME MINI OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
MWh (Megawatt Hours) OPEN INTEREST: 6,296,518
COMMITMENTS
153,451 140,615 147,061 5996006 6008842 6296518 6296518 0 0
CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST: 88,968)
-802 23,400 0 89,770 65,568 88,968 88,968 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 2.2 2.3 95.2 95.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
4 2 3 35 29 39 34
PSA-PJM PSEG ZONE DAY-AHEAD - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 608,435
COMMITMENTS
0 840 0 608,435 607,595 608,435 608,435 0 0
CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST: 22,925)
0 0 0 22,925 22,925 22,925 22,925 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.1 0.0 100.0 99.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 1 0 27 13 27 14
PSB-PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 MWh OPEN INTEREST: 2,203,587
COMMITMENTS
0 5,210 0 2203587 2198377 2203587 2203587 0 0
CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST: 60,450)
0 0 0 60,450 60,450 60,450 60,450 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.2 0.0 100.0 99.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 1 0 28 15 28 16
Updated October 25, 2013