CALIF CARBON ALLOWANCE-2013 - ICE FUTURES ENERGY DIV Code-006391
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 CALIFORNIA CARBON ALLOWANCES OPEN INTEREST: 15,058
COMMITMENTS
4,229 3,514 1,107 9,702 10,422 15,037 15,043 21 15
CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 611)
-21 170 66 570 375 614 611 -3 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.1 23.3 7.4 64.4 69.2 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
12 12 9 13 11 31 26
RGGI GREENHOUSE GAS VINT 2013 - ICE FUTURES ENERGY DIV Code-00639I
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 Regional Greenhouse Gas Initiative OPEN INTEREST: 22,357
COMMITMENTS
3,974 635 3,372 15,012 18,350 22,357 22,357 -0 -0
CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 2,505)
-309 0 1,147 1,668 1,358 2,505 2,505 -0 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.8 2.8 15.1 67.1 82.1 100.0 100.0 -0.0 -0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
8 2 6 8 10 17 17
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 5,232,518
COMMITMENTS
605,060 298,722 1568521 3034670 3358618 5208251 5225861 24,267 6,657
CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 48,348)
5,677 23,964 -18,998 62,547 45,407 49,226 50,373 -878 -2,025
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.6 5.7 30.0 58.0 64.2 99.5 99.9 0.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 222)
40 33 65 137 129 205 200
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 3,076,374
COMMITMENTS
89,817 46,531 1381739 1602051 1645045 3073607 3073315 2,768 3,060
CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 29,776)
2,919 2,804 19,084 7,478 7,536 29,481 29,424 295 352
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 1.5 44.9 52.1 53.5 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118)
25 23 43 66 65 112 110
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 227,961
COMMITMENTS
9,161 2,458 5,158 192,854 213,481 207,173 221,097 20,788 6,864
CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 14,063)
100 985 1,017 8,231 11,894 9,348 13,896 4,715 167
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 1.1 2.3 84.6 93.6 90.9 97.0 9.1 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 3 4 30 30 36 34
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 161,503
COMMITMENTS
7,827 3,127 2,632 147,916 151,633 158,375 157,392 3,128 4,111
CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: -1,879)
1,209 700 -1,119 -1,956 -2,035 -1,866 -2,454 -13 575
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 1.9 1.6 91.6 93.9 98.1 97.5 1.9 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
4 2 5 31 34 37 39
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 215,518
COMMITMENTS
16,864 3,356 7,856 182,133 198,697 206,853 209,909 8,665 5,609
CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 3,203)
5,273 1,007 661 -1,229 3,512 4,705 5,180 -1,502 -1,977
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 1.6 3.6 84.5 92.2 96.0 97.4 4.0 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
4 4 7 30 27 38 34
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 763,129
COMMITMENTS
9,960 960 4,582 744,046 752,217 758,588 757,759 4,541 5,370
CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 5,787)
364 569 823 5,206 4,272 6,393 5,664 -606 123
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 0.1 0.6 97.5 98.6 99.4 99.3 0.6 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
7 2 5 51 39 60 44
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 237,726
COMMITMENTS
6,493 12,587 2,449 224,941 219,414 233,883 234,450 3,843 3,276
CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: -552)
-1,884 2,558 148 5,310 -4,132 3,574 -1,426 -4,126 874
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 5.3 1.0 94.6 92.3 98.4 98.6 1.6 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
5 2 3 30 29 36 33
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 260,990
COMMITMENTS
1,935 14 8,854 243,941 246,871 254,730 255,739 6,260 5,251
CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 11,766)
821 -1,018 2,986 7,135 12,284 10,942 14,252 824 -2,486
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.0 3.4 93.5 94.6 97.6 98.0 2.4 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
3 1 4 37 38 41 42
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 67,451
COMMITMENTS
2,579 0 2,336 55,079 59,178 59,994 61,514 7,457 5,937
CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 2,108)
-1,263 0 -362 2,659 2,932 1,034 2,570 1,074 -462
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 0.0 3.5 81.7 87.7 88.9 91.2 11.1 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 0 2 22 21 24 23
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 164,744
COMMITMENTS
20,360 18,039 8,663 125,039 134,020 154,062 160,722 10,682 4,022
CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 2,298)
542 440 -87 -621 2,569 -166 2,922 2,464 -624
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 10.9 5.3 75.9 81.4 93.5 97.6 6.5 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
4 3 5 25 30 31 36
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 84,894
COMMITMENTS
325 12,293 3,701 71,219 57,726 75,245 73,720 9,649 11,174
CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 4,582)
264 4,948 -732 4,625 96 4,157 4,312 425 270
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 14.5 4.4 83.9 68.0 88.6 86.8 11.4 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 2 3 17 15 20 18
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 158,842
COMMITMENTS
693 0 1,249 152,173 149,122 154,115 150,371 4,727 8,471
CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 5,735)
-119 0 -55 7,492 2,734 7,318 2,679 -1,583 3,056
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.0 0.8 95.8 93.9 97.0 94.7 3.0 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 0 1 25 25 26 26
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 97,702
COMMITMENTS
0 0 0 79,341 95,507 79,341 95,507 18,361 2,195
CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 865)
0 0 0 471 12,021 471 12,021 394 -11,156
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 81.2 97.8 81.2 97.8 18.8 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 0 0 19 25 19 25
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 310,621
COMMITMENTS
0 1,481 3,228 303,812 300,953 307,040 305,662 3,581 4,959
CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: -1,818)
-248 680 -556 499 21,741 -305 21,865 -1,513 -23,683
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.5 1.0 97.8 96.9 98.8 98.4 1.2 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
0 3 3 44 37 47 40
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 91,982
COMMITMENTS
3,823 12,701 2,718 82,921 62,864 89,462 78,283 2,520 13,699
CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 4,859)
1,738 425 -972 5,530 2,200 6,296 1,653 -1,437 3,206
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 13.8 3.0 90.1 68.3 97.3 85.1 2.7 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 2 3 22 22 25 27
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BA - ICE FUTURES ENERCode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 61,931
COMMITMENTS
1,246 5,287 675 47,793 48,601 49,714 54,563 12,217 7,368
CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 2,720)
788 980 -1,164 3,887 4,689 3,511 4,505 -791 -1,785
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 8.5 1.1 77.2 78.5 80.3 88.1 19.7 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 2 2 12 16 15 18
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 145,252
COMMITMENTS
49,960 5,084 0 94,383 137,786 144,343 142,870 909 2,382
CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 10,943)
8,990 0 0 1,891 11,371 10,881 11,371 62 -428
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.4 3.5 0.0 65.0 94.9 99.4 98.4 0.6 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
5 1 0 14 22 19 23
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 164,555
COMMITMENTS
88,840 14,714 0 75,415 149,541 164,255 164,255 300 300
CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 10,261)
8,990 0 0 1,271 10,261 10,261 10,261 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
54.0 8.9 0.0 45.8 90.9 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
11 5 0 30 28 41 33
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 25,421
COMMITMENTS
0 0 0 24,970 24,581 24,970 24,581 451 840
CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: -496)
0 0 0 -496 -496 -496 -496 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.2 96.7 98.2 96.7 1.8 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 12 17 12 17
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 119,023
COMMITMENTS
0 10,564 675 107,222 97,623 107,897 108,862 11,126 10,161
CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: -551)
-73 720 73 613 -1,038 613 -245 -1,164 -306
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 8.9 0.6 90.1 82.0 90.7 91.5 9.3 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
0 3 1 26 22 27 25
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 115,518
COMMITMENTS
0 628 2,602 105,142 99,948 107,744 103,178 7,774 12,340
CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: -569)
-659 -1,084 730 -640 2,432 -569 2,078 0 -2,647
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.5 2.3 91.0 86.5 93.3 89.3 6.7 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 2 2 25 23 27 25
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 94,219
COMMITMENTS
1,976 0 1,488 88,396 86,138 91,860 87,626 2,359 6,593
CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 741)
-56 -822 516 95 715 555 409 186 332
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 0.0 1.6 93.8 91.4 97.5 93.0 2.5 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 0 2 19 15 21 17
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 23,389
COMMITMENTS
2,342 279 0 20,646 22,628 22,988 22,907 401 482
CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 1.2 0.0 88.3 96.7 98.3 97.9 1.7 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 1 0 8 14 11 15
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 287,512
COMMITMENTS
4,840 18,743 4,546 267,031 258,450 276,417 281,739 11,095 5,773
CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: -8,737)
-744 -2,286 204 -7,364 -5,634 -7,904 -7,716 -833 -1,021
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 6.5 1.6 92.9 89.9 96.1 98.0 3.9 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
2 3 4 29 27 33 32
SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 29,312
COMMITMENTS
600 3,814 806 26,900 23,932 28,306 28,552 1,006 760
CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 3,429)
0 -806 806 2,436 3,243 3,242 3,243 187 186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 13.0 2.7 91.8 81.6 96.6 97.4 3.4 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 2 1 14 13 16 15
SONAT - TIER 1 POOL (ZONE 0) - ICE FUTURES ENERGY DIV Code-0233C1
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 41,989
COMMITMENTS
0 0 0 40,839 41,741 40,839 41,741 1,150 248
CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 2,535)
0 0 0 2,721 2,845 2,721 2,845 -186 -310
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.3 99.4 97.3 99.4 2.7 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 14 18 14 18
TENNESSEE GAS PIPELINE CO. - ZONE L, 500 LEG POOL - ICE FUTURES ENERGCode-0233C9
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 24,732
COMMITMENTS
0 0 0 23,668 22,278 23,668 22,278 1,064 2,454
CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: -993)
0 0 0 -1,024 -1,477 -1,024 -1,477 31 484
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.7 90.1 95.7 90.1 4.3 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 16 14 16 14
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 42,564
COMMITMENTS
417 420 93 40,594 41,721 41,104 42,234 1,460 330
CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 186)
-93 0 93 186 93 186 186 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 1.0 0.2 95.4 98.0 96.6 99.2 3.4 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 1 12 18 13 20
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 255,664
COMMITMENTS
5,160 35,880 5,389 232,679 206,631 243,228 247,900 12,436 7,764
CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 11,002)
-470 1,180 1,793 12,312 6,316 13,635 9,289 -2,633 1,713
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 14.0 2.1 91.0 80.8 95.1 97.0 4.9 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
2 6 6 34 30 40 38
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 80,268
COMMITMENTS
13,389 0 1,839 61,244 74,635 76,472 76,474 3,796 3,794
CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 3,564)
699 0 31 3,293 3,170 4,023 3,201 -459 363
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.7 0.0 2.3 76.3 93.0 95.3 95.3 4.7 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
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 11/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 79,573
COMMITMENTS
0 0 0 75,288 76,890 75,288 76,890 4,285 2,683
CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 2,738)
0 0 0 3,461 5,446 3,461 5,446 -723 -2,708
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 94.6 96.6 94.6 96.6 5.4 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 0 0 19 17 19 17
TRANSCONTINENTAL GAS PIPELINE CORP. - ZONE 6 (NY) - ICE FUTURES ENERGCode-0233CY
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 30,285
COMMITMENTS
4,016 1,242 0 25,214 28,590 29,230 29,832 1,055 453
CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 682)
0 372 0 651 310 651 682 31 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.3 4.1 0.0 83.3 94.4 96.5 98.5 3.5 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 2 0 13 11 14 13
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 101,188
COMMITMENTS
2,438 12,878 1,224 86,185 82,777 89,847 96,879 11,341 4,309
CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 5,907)
0 1,006 122 4,138 3,154 4,260 4,282 1,647 1,625
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 12.7 1.2 85.2 81.8 88.8 95.7 11.2 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 4 1 21 18 23 22
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 179,115
COMMITMENTS
20,458 10,206 12,308 145,799 156,104 178,566 178,619 549 496
CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 1,751)
1,044 2,172 -469 1,308 48 1,884 1,752 -132 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 5.7 6.9 81.4 87.2 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
13 7 13 54 49 71 65
MID-C FINANCIAL PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 52,178
COMMITMENTS
1,079 501 3,296 47,803 48,381 52,178 52,178 0 0
CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 313)
-434 -101 484 263 -70 313 313 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 1.0 6.3 91.6 92.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 1 2 28 24 30 26
MID-C FINANCIAL OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 461,480
COMMITMENTS
672 11,246 24,557 436,251 425,677 461,480 461,480 0 0
CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 6,286)
0 2,838 -304 6,590 3,752 6,286 6,286 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 2.4 5.3 94.5 92.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 1 1 21 22 23 23
PJM WH OFF PEAK REAL TIME - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,642,006
COMMITMENTS
53,299 13,362 33,067 1555640 1595577 1642006 1642006 0 0
CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 67,107)
-7,313 0 359 74,061 66,748 67,107 67,107 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 0.8 2.0 94.7 97.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
6 4 6 43 46 52 53
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 51,550
COMMITMENTS
189 8,273 5,056 46,306 38,222 51,550 51,550 0 0
CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 220)
-82 -971 383 -82 807 220 220 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 16.0 9.8 89.8 74.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 5 4 26 25 31 31
SP15 FIN DA LPM OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 310,996
COMMITMENTS
0 55,432 11,971 299,025 243,593 310,996 310,996 0 0
CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 4,946)
0 -2,112 1,608 3,338 5,450 4,946 4,946 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 17.8 3.8 96.2 78.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 3 2 17 18 19 21
AEP DAYTON HUB (REAL TIME LMP OFF-PEAK) - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 531,375
COMMITMENTS
30,249 0 5,951 495,175 525,424 531,375 531,375 0 0
CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 9,455)
-1,224 0 0 10,679 9,455 9,455 9,455 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 0.0 1.1 93.2 98.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
4 0 2 25 29 29 31
AEP DAYTON HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 51,441
COMMITMENTS
5,520 820 1,545 44,250 48,806 51,315 51,171 126 270
CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 2,563)
-231 -295 84 2,668 2,753 2,521 2,542 42 21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.7 1.6 3.0 86.0 94.9 99.8 99.5 0.2 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
4 2 2 26 29 31 32
AD HUB DA OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 mwh OPEN INTEREST: 2,273,419
COMMITMENTS
0 0 0 2273419 2273419 2273419 2273419 0 0
CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 171,140)
0 0 0 171,140 171,140 171,140 171,140 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 18 11 18 11
AD HUB DA PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 mwh OPEN INTEREST: 1,023,780
COMMITMENTS
0 6,150 0 1023780 1017630 1023780 1023780 0 0
CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 79,550)
0 0 0 79,550 79,550 79,550 79,550 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.6 0.0 100.0 99.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 1 0 21 13 21 14
CIN HUB DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 848,800
COMMITMENTS
0 4,000 0 848,800 844,800 848,800 848,800 0 0
CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 4,080)
0 0 0 4,080 4,080 4,080 4,080 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: 25)
0 1 0 17 11 17 12
CIN HUB REAL TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 287,120
COMMITMENTS
9,528 808 1,160 276,432 285,152 287,120 287,120 0 0
CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 4,896)
-1,632 0 0 6,528 4,896 4,896 4,896 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 0.3 0.4 96.3 99.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 1 1 23 21 26 23
ERCOT - NORTH ZONE - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 13,122
COMMITMENTS
1,669 593 376 10,890 11,773 12,935 12,742 187 380
CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 513)
450 -62 62 1 513 513 513 0 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.7 4.5 2.9 83.0 89.7 98.6 97.1 1.4 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
6 1 3 18 17 24 21
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5MWh OPEN INTEREST: 1,107,497
COMMITMENTS
16,180 91,573 49,067 1042250 966,857 1107497 1107497 0 0
CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 38,480)
0 -93,280 46,640 -8,160 85,120 38,480 38,480 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 8.3 4.4 94.1 87.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 1 14 13 16 14
MISCO CINERGY DAY AHEAD LMP, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 320,475
COMMITMENTS
1,000 0 0 319,475 320,475 320,475 320,475 0 0
CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 21,000)
0 0 0 21,000 21,000 21,000 21,000 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.0 0.0 99.7 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 0 0 18 14 19 14
MISCO CINERGY HUB REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-0643B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWH PER LOT OPEN INTEREST: 209,245
COMMITMENTS
3,650 0 0 205,595 209,245 209,245 209,245 0 0
CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 11,785)
0 0 0 11,785 11,785 11,785 11,785 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 0.0 0.0 98.3 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 0 0 25 23 26 23
MISO CINERGY HUB (REAL-TIME LMP) - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 22,875
COMMITMENTS
855 1,240 334 19,838 20,328 21,027 21,902 1,849 973
CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 224)
-43 42 -84 352 286 225 244 -1 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 5.4 1.5 86.7 88.9 91.9 95.7 8.1 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 2 3 23 21 26 25
Nepool MH DA LMP Offpk Mon Min - ICE FUTURES ENERGY DIV Code-0643B9
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any multiple of 5 MWh OPEN INTEREST: 2,837,874
COMMITMENTS
11,765 285,363 261,805 2564304 2290706 2837874 2837874 0 0
CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 225,699)
-30,624 121,664 35,360 220,963 68,675 225,699 225,699 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 10.1 9.2 90.4 80.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
1 4 1 30 30 32 34
Nepool MH DA LMP Peak Mon Mini - ICE FUTURES ENERGY DIV Code-0643BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any multiple of 16 MWh OPEN INTEREST: 842,281
COMMITMENTS
5,941 90,952 46,344 789,996 704,985 842,281 842,281 0 0
CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 48,692)
516 17,136 1,539 46,637 30,017 48,692 48,692 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 10.8 5.5 93.8 83.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
2 3 4 36 31 40 37
N. ILLINOIS HUB DAY AHEAD LMP, OFF PEAK MONTHLY - ICE FUTURES ENERGY Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 MWH OPEN INTEREST: 2,249,745
COMMITMENTS
0 0 0 2249745 2249745 2249745 2249745 0 0
CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 11,520)
0 0 0 11,520 11,520 11,520 11,520 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 21 10 21 10
N. ILLINOIS HUB DAY AHEAD LMP, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 mwh OPEN INTEREST: 650,535
COMMITMENTS
0 0 0 650,535 650,535 650,535 650,535 0 0
CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 6,930)
0 0 0 6,930 6,930 6,930 6,930 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: 29)
0 0 0 26 12 26 12
NEPOOL MASS HUB (DAY-AHEAD LMP OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 568,499
COMMITMENTS
124,665 44 21,431 422,403 547,024 568,499 568,499 0 0
CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 21,383)
-886 0 70 22,199 21,313 21,383 21,383 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.9 0.0 3.8 74.3 96.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
2 1 3 31 30 34 33
NEPOOL MASS HUB (DAY-AHEAD LMP) - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 41,814
COMMITMENTS
7,172 2,781 581 33,344 38,368 41,097 41,730 717 84
CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 1,889)
-280 332 -20 1,956 1,556 1,656 1,868 233 21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.2 6.7 1.4 79.7 91.8 98.3 99.8 1.7 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
3 2 2 28 36 31 40
N PATH 15 EZ GEN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 26,204
COMMITMENTS
5,423 254 922 19,859 25,028 26,204 26,204 0 0
CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 487)
79 -23 0 408 510 487 487 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.7 1.0 3.5 75.8 95.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 2 1 22 14 24 17
NPATH 15 EZ GEN HUB DA OFFPEAK - ICE FUTURES ENERGY DIV Code-0643BR
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
25MWh OPEN INTEREST: 245,856
COMMITMENTS
103,291 2,927 665 141,900 242,264 245,856 245,856 0 0
CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 2,592)
-1,024 1,296 0 3,616 1,296 2,592 2,592 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.0 1.2 0.3 57.7 98.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 2 1 14 10 16 13
NORTHERN ILLINOIS HUB (REAL TIME LMP OFF-PEAK) - ICE FUTURES ENERGY DCode-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 553,681
COMMITMENTS
9,154 4,513 26,733 517,794 522,435 553,681 553,681 0 0
CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 1,152)
0 -816 0 1,152 1,968 1,152 1,152 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 0.8 4.8 93.5 94.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 1 2 27 20 29 22
NORTHERN ILLINOIS HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 31,233
COMMITMENTS
5,994 0 20 24,412 30,622 30,426 30,642 807 591
CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: -480)
-42 0 0 -126 -168 -168 -168 -312 -312
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.2 0.0 0.1 78.2 98.0 97.4 98.1 2.6 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 0 1 24 20 27 21
NYISO ZONE J - ICE FUTURES ENERGY DIV Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 8,087
COMMITMENTS
0 507 21 6,842 7,243 6,863 7,771 1,224 316
CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 231)
-126 -84 0 889 378 763 294 -532 -63
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.3 0.3 84.6 89.6 84.9 96.1 15.1 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 2 1 14 16 15 18
NYISO ZONE A - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 19,996
COMMITMENTS
2,826 0 63 17,046 19,851 19,935 19,914 61 82
CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: -409)
-1,379 0 63 1,098 -409 -218 -346 -191 -63
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.1 0.0 0.3 85.2 99.3 99.7 99.6 0.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
7 0 1 22 24 29 25
NYISO ZONE A (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 312,027
COMMITMENTS
50,498 408 2,448 259,081 308,763 312,027 311,619 0 408
CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: -639)
-1,560 408 816 105 -2,271 -639 -1,047 0 408
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.2 0.1 0.8 83.0 99.0 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
4 1 1 24 20 28 22
NYISO ZONE G - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 17,882
COMMITMENTS
800 229 233 16,701 17,315 17,734 17,777 148 105
CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 579)
0 -169 -42 600 748 558 537 21 42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 1.3 1.3 93.4 96.8 99.2 99.4 0.8 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 4 2 23 25 27 30
NYISO ZONE G (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 216,279
COMMITMENTS
2,033 816 0 214,246 215,463 216,279 216,279 0 0
CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 7,069)
0 0 0 7,069 7,069 7,069 7,069 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.4 0.0 99.1 99.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 1 0 22 17 24 18
PALO VERDE - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 22,097
COMMITMENTS
0 1,152 2,533 19,564 18,412 22,097 22,097 0 0
CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: -1,663)
0 282 -435 -1,228 -1,510 -1,663 -1,663 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.2 11.5 88.5 83.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 1 1 20 18 21 19
PALO VERDE (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
25 MWh OPEN INTEREST: 160,555
COMMITMENTS
0 0 0 160,555 160,555 160,555 160,555 0 0
CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 25,698)
0 0 0 25,698 25,698 25,698 25,698 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 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 11/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 MWh OPEN INTEREST: 723,169
COMMITMENTS
0 54,720 0 723,169 668,449 723,169 723,169 0 0
CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.6 0.0 100.0 92.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 1 0 19 12 19 13
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 212,420
COMMITMENTS
0 5,275 0 212,420 207,145 212,420 212,420 0 0
CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 525)
0 0 0 525 525 525 525 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.5 0.0 100.0 97.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 1 0 21 12 21 13
PJM JCPL ZONE DAY-AHEAD - ICE FUTURES ENERGY DIV Code-0643CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 Mwh OPEN INTEREST: 265,075
COMMITMENTS
0 0 0 265,075 265,075 265,075 265,075 0 0
CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 51,100)
0 0 0 51,100 51,100 51,100 51,100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 19 10 19 10
PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643CV
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 Mwh OPEN INTEREST: 924,643
COMMITMENTS
0 0 0 924,643 924,643 924,643 924,643 0 0
CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 194,720)
0 0 0 194,720 194,720 194,720 194,720 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 16 5 16 5
PJM PECO ZONE (DA LMP) PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 165,010
COMMITMENTS
0 0 0 165,010 165,010 165,010 165,010 0 0
CHANGES FROM 11/12/13 (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 15 15 15 15
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mwh OPEN INTEREST: 721,970
COMMITMENTS
0 0 0 721,970 721,970 721,970 721,970 0 0
CHANGES FROM 11/12/13 (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 14 15 14
PJM PEPCO DAY-AHEAD - ICE FUTURES ENERGY DIV Code-0643D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 193,510
COMMITMENTS
2,940 0 0 190,570 193,510 193,510 193,510 0 0
CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 0.0 0.0 98.5 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 0 0 20 15 21 15
PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643D5
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 MWh OPEN INTEREST: 648,168
COMMITMENTS
0 0 0 648,168 648,168 648,168 648,168 0 0
CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 19 12 19 12
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 MWh OPEN INTEREST: 1,150,944
COMMITMENTS
0 0 0 1150944 1150944 1150944 1150944 0 0
CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 233,840)
0 0 0 233,840 233,840 233,840 233,840 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 9 18 9
PJM PPL ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 302,945
COMMITMENTS
0 0 0 302,945 302,945 302,945 302,945 0 0
CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 63,800)
0 0 0 63,800 63,800 63,800 63,800 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 0 0 24 9 24 9
PJM WESTERN HUB (DAY-AHEAD OFF PEAK) - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 MWh OPEN INTEREST: 8,574,644
COMMITMENTS
197,276 0 0 8373648 8574644 8570924 8574644 3,720 0
CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 860,685)
4,080 0 0 852,885 860,685 856,965 860,685 3,720 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 0.0 0.0 97.7 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
4 0 0 39 32 43 32
PJM WESTERN HUB (DAY-AHEAD) - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 2,755,740
COMMITMENTS
54,655 0 0 2700035 2755740 2754690 2755740 1,050 0
CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 284,540)
0 0 0 283,490 284,540 283,490 284,540 1,050 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: 52)
4 0 0 41 36 45 36
PJM WESTERN HUB MINI (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 3,049,128
COMMITMENTS
575,636 362,846 126,520 2346971 2559762 3049128 3049128 0 -0
CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 52,779)
720 21,059 6,270 45,789 25,450 52,779 52,779 0 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.9 11.9 4.1 77.0 84.0 100.0 100.0 0.0 -0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
6 9 7 43 41 53 53
PJM WH REAL TIME MINI OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
MWh (Megawatt Hours) OPEN INTEREST: 6,524,812
COMMITMENTS
211,323 199,015 154,484 6159005 6171313 6524812 6524812 0 0
CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 61,232)
23,520 0 0 37,712 61,232 61,232 61,232 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 3.1 2.4 94.4 94.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
5 2 3 36 30 41 35
PSA-PJM PSEG ZONE DAY-AHEAD - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 621,085
COMMITMENTS
0 410 0 621,085 620,675 621,085 621,085 0 0
CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 25,580)
0 0 0 25,580 25,580 25,580 25,580 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: 33)
0 1 0 30 14 30 15
PSB-PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 MWh OPEN INTEREST: 2,095,526
COMMITMENTS
0 3,658 0 2095526 2091868 2095526 2095526 0 0
CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 13,560)
0 0 0 13,560 13,560 13,560 13,560 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: 34)
0 1 0 28 16 28 17
Updated November 22, 2013