1000 CALIFORNIA CARBON ALLOWANCE - ICE FUTURES ENERGY DIV Code-006391
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
dollars and cents OPEN INTEREST: 9,068
COMMITMENTS
2,623 2,614 967 5,431 5,482 9,020 9,063 48 5
CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 311)
81 400 22 284 -89 388 333 -77 -22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.9 28.8 10.7 59.9 60.5 99.5 99.9 0.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
12 10 9 13 11 29 26
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 6,348,783
COMMITMENTS
1403728 73,448 1979951 2926082 4260466 6309761 6313865 39,022 34,918
CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 33,705)
18,475 -37,074 -2,389 13,737 66,102 29,823 26,639 3,882 7,066
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.1 1.2 31.2 46.1 67.1 99.4 99.5 0.6 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 236)
57 21 63 148 135 226 200
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 5,412,757
COMMITMENTS
97,469 115,114 2523224 2790510 2772034 5411203 5410372 1,554 2,385
CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 213,975)
-12,014 -11,800 111,485 115,113 113,824 214,583 213,509 -608 466
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 2.1 46.6 51.6 51.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114)
26 22 41 61 62 104 108
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 267,886
COMMITMENTS
22,966 2,387 8,421 222,752 251,717 254,139 262,525 13,747 5,361
CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 757)
-1,140 -94 -142 826 -255 -456 -491 1,213 1,248
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.6 0.9 3.1 83.2 94.0 94.9 98.0 5.1 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
9 3 9 37 35 49 44
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 182,316
COMMITMENTS
4,914 0 4,107 168,830 173,983 177,851 178,090 4,465 4,226
CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 1,979)
437 0 346 1,192 1,174 1,975 1,520 4 459
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 0.0 2.3 92.6 95.4 97.6 97.7 2.4 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
4 0 3 34 33 38 36
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 212,463
COMMITMENTS
7,467 3,557 4,374 193,370 199,297 205,211 207,228 7,252 5,235
CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: -4,217)
-875 -77 517 -3,156 -4,514 -3,514 -4,074 -703 -143
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 1.7 2.1 91.0 93.8 96.6 97.5 3.4 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
2 2 3 32 31 36 34
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 844,377
COMMITMENTS
2,375 1,213 13,080 814,292 827,517 829,747 841,810 14,630 2,567
CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 31,915)
-1,056 -949 413 33,970 35,371 33,327 34,835 -1,412 -2,920
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.1 1.5 96.4 98.0 98.3 99.7 1.7 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
3 2 6 53 41 59 47
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 259,738
COMMITMENTS
8,425 4,621 1,557 238,400 243,083 248,382 249,261 11,356 10,477
CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 1,305)
2,314 4 -1,252 859 1,691 1,921 443 -616 862
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 1.8 0.6 91.8 93.6 95.6 96.0 4.4 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 2 2 21 26 24 30
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 236,688
COMMITMENTS
4,235 2,430 8,194 219,997 221,583 232,426 232,207 4,262 4,481
CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 4,510)
-3,512 62 -170 8,913 4,954 5,231 4,846 -721 -336
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 1.0 3.5 92.9 93.6 98.2 98.1 1.8 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
3 3 4 34 39 39 44
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 109,288
COMMITMENTS
7,556 248 5,958 91,488 94,369 105,002 100,575 4,286 8,713
CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 2,427)
-1,541 -682 548 3,635 2,008 2,642 1,874 -215 553
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 0.2 5.5 83.7 86.3 96.1 92.0 3.9 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 1 3 19 26 22 30
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 181,847
COMMITMENTS
4,283 7,868 8,355 160,508 156,038 173,146 172,261 8,701 9,586
CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 4,267)
1,128 143 -1,770 2,446 5,925 1,804 4,298 2,463 -31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 4.3 4.6 88.3 85.8 95.2 94.7 4.8 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
4 2 4 31 27 37 31
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 28,856
COMMITMENTS
558 918 0 25,939 26,892 26,497 27,810 2,359 1,046
CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 3,436)
0 360 0 3,436 3,076 3,436 3,436 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 3.2 0.0 89.9 93.2 91.8 96.4 8.2 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 0 9 16 10 17
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 68,885
COMMITMENTS
0 7,446 454 59,445 52,516 59,899 60,416 8,986 8,469
CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: -1,930)
0 248 13 -2,427 -1,761 -2,414 -1,500 484 -430
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 10.8 0.7 86.3 76.2 87.0 87.7 13.0 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 1 1 19 15 20 16
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 156,633
COMMITMENTS
4,650 2,754 2,160 141,200 144,677 148,010 149,591 8,623 7,042
CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 1,286)
1,160 0 60 1,501 1,502 2,721 1,562 -1,435 -276
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 1.8 1.4 90.1 92.4 94.5 95.5 5.5 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 1 1 23 25 24 27
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 88,117
COMMITMENTS
0 0 0 71,768 80,879 71,768 80,879 16,349 7,238
CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: -472)
0 -1,108 -604 -472 46 -1,076 -1,666 604 1,194
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 81.4 91.8 81.4 91.8 18.6 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 12 18 12 18
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 366,325
COMMITMENTS
15,152 2,763 4,271 341,843 357,593 361,266 364,627 5,059 1,698
CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 4,631)
2,417 -1,564 -694 2,271 7,042 3,994 4,784 637 -153
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 0.8 1.2 93.3 97.6 98.6 99.5 1.4 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
3 1 2 32 33 35 36
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 91,768
COMMITMENTS
6,321 0 3,787 77,961 81,141 88,069 84,928 3,699 6,840
CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 2,449)
4,039 0 -825 -1,189 4,732 2,025 3,907 424 -1,458
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 0.0 4.1 85.0 88.4 96.0 92.5 4.0 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 0 2 21 25 23 27
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BA - ICE FUTURES ENERCode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 68,987
COMMITMENTS
1,500 3,022 2,774 57,409 53,420 61,683 59,216 7,304 9,771
CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 1,372)
-90 820 151 3,175 1,494 3,236 2,465 -1,864 -1,093
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 4.4 4.0 83.2 77.4 89.4 85.8 10.6 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 3 3 13 16 17 19
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 166,470
COMMITMENTS
9,379 1,320 488 155,935 159,848 165,802 161,656 668 4,814
CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 26,414)
1,800 720 -30 24,584 25,724 26,354 26,414 60 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 0.8 0.3 93.7 96.0 99.6 97.1 0.4 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 2 1 14 19 17 22
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 139,110
COMMITMENTS
23,214 14,597 1,719 112,567 121,686 137,500 138,002 1,610 1,108
CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 5,450)
1,800 720 -30 3,620 4,760 5,390 5,450 60 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.7 10.5 1.2 80.9 87.5 98.8 99.2 1.2 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
4 9 2 20 31 25 41
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 55,580
COMMITMENTS
0 0 0 55,457 54,406 55,457 54,406 123 1,174
CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 1,260)
0 0 0 1,260 1,140 1,260 1,140 0 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.8 97.9 99.8 97.9 0.2 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 0 0 16 24 16 24
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 112,298
COMMITMENTS
517 973 2,185 100,843 96,318 103,545 99,476 8,753 12,822
CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 4,326)
-68 -239 34 4,099 2,932 4,065 2,727 261 1,599
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.9 1.9 89.8 85.8 92.2 88.6 7.8 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 1 2 25 22 27 24
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS - ICE FUTURES ENERCode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 80,441
COMMITMENTS
404 1,343 4,191 72,253 70,883 76,848 76,417 3,593 4,024
CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 3,422)
-1,220 972 -8 4,590 2,458 3,362 3,422 60 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 1.7 5.2 89.8 88.1 95.5 95.0 4.5 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 2 14 15 16 17
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 94,972
COMMITMENTS
507 2,041 1,584 85,376 88,346 87,467 91,971 7,505 3,001
CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 212)
-306 -835 4 88 -148 -214 -979 426 1,191
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 2.1 1.7 89.9 93.0 92.1 96.8 7.9 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 1 2 19 22 21 24
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 91,749
COMMITMENTS
3,962 0 1,332 80,849 82,163 86,143 83,495 5,606 8,254
CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: -2,441)
-1,755 0 1,014 -411 -2,862 -1,152 -1,848 -1,289 -593
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 0.0 1.5 88.1 89.6 93.9 91.0 6.1 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 0 2 12 16 14 18
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 18,078
COMMITMENTS
1,860 819 0 15,175 16,557 17,035 17,376 1,043 702
CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 1,560)
0 0 0 1,590 1,350 1,590 1,350 -30 210
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 4.5 0.0 83.9 91.6 94.2 96.1 5.8 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 2 0 12 11 14 13
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 134,907
COMMITMENTS
1,460 1,095 2,487 125,501 128,918 129,448 132,500 5,459 2,407
CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: -244)
62 144 -461 182 133 -217 -184 -27 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.8 1.8 93.0 95.6 96.0 98.2 4.0 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 2 2 18 16 22 18
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 278,062
COMMITMENTS
20,578 10,715 2,727 247,831 259,186 271,136 272,628 6,926 5,434
CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 4,174)
-2,829 2,181 965 5,269 2,182 3,405 5,328 769 -1,154
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 3.9 1.0 89.1 93.2 97.5 98.0 2.5 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
2 3 3 29 29 33 33
PANHANDLE EASTERN- POOL GAS (INDEX) - ICE FUTURES ENERGY DIV Code-0233BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 22,976
COMMITMENTS
1,220 0 0 21,358 22,730 22,578 22,730 398 246
CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 570)
600 0 0 -120 632 480 632 90 -62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 0.0 0.0 93.0 98.9 98.3 98.9 1.7 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 0 11 11 12 11
SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 44,048
COMMITMENTS
9,694 0 0 32,242 42,674 41,936 42,674 2,112 1,374
CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 4,780)
150 0 0 4,574 4,510 4,724 4,510 56 270
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.0 0.0 0.0 73.2 96.9 95.2 96.9 4.8 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
4 0 0 17 16 21 16
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 58,967
COMMITMENTS
279 0 0 56,813 57,121 57,092 57,121 1,875 1,846
CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 120)
0 0 0 120 152 120 152 0 -32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.0 0.0 96.3 96.9 96.8 96.9 3.2 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 0 13 12 14 12
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 219,531
COMMITMENTS
8,611 27,454 4,931 199,079 184,590 212,621 216,975 6,910 2,556
CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 7,313)
-51 -360 591 6,507 7,351 7,047 7,582 266 -269
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 12.5 2.2 90.7 84.1 96.9 98.8 3.1 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
1 3 1 31 27 32 31
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 82,644
COMMITMENTS
2,915 0 4,096 70,296 76,692 77,307 80,788 5,337 1,856
CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: -1,174)
107 0 -1,177 172 3 -898 -1,174 -276 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 0.0 5.0 85.1 92.8 93.5 97.8 6.5 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 1 16 13 17 14
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 85,218
COMMITMENTS
0 0 0 79,614 81,529 79,614 81,529 5,604 3,689
CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 3,686)
0 0 0 5,086 2,842 5,086 2,842 -1,400 844
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 93.4 95.7 93.4 95.7 6.6 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 16 19 16 19
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 84,577
COMMITMENTS
2,173 13,956 930 74,225 67,555 77,328 82,441 7,249 2,136
CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: -59)
0 243 90 444 645 534 978 -593 -1,037
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 16.5 1.1 87.8 79.9 91.4 97.5 8.6 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 2 1 25 26 27 28
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 19,699
COMMITMENTS
0 1,395 0 19,362 17,112 19,362 18,507 337 1,192
CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 3,180)
0 0 0 3,060 2,850 3,060 2,850 120 330
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.1 0.0 98.3 86.9 98.3 93.9 1.7 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 2 0 11 15 11 17
PJM WH REAL TIME PEAK OTC - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 220,832
COMMITMENTS
32,102 4,800 22,993 164,873 191,260 219,968 219,053 865 1,779
CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 7,185)
1,250 -795 2,845 3,230 5,182 7,326 7,232 -141 -47
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.5 2.2 10.4 74.7 86.6 99.6 99.2 0.4 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
18 4 19 49 51 71 70
MID-C FINANCIAL PEAK OTC - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 55,780
COMMITMENTS
390 335 1,491 53,899 53,954 55,780 55,780 0 -0
CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 376)
-262 -26 235 403 167 376 376 0 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.6 2.7 96.6 96.7 100.0 100.0 0.0 -0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 3 4 27 27 32 31
MID-C FINANCIAL OFF-PEAK OTC - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 611,623
COMMITMENTS
30,545 0 7,480 573,598 604,143 611,623 611,623 0 0
CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 24,497)
7,673 -1,592 -296 17,120 26,385 24,497 24,497 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 0.0 1.2 93.8 98.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
5 0 3 27 28 32 31
PJM WH OFF PEAK REAL TIME OTC - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,680,773
COMMITMENTS
235,049 46,999 48,061 1397663 1585713 1680773 1680773 0 0
CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 6,655)
-4,680 66 -1,224 12,559 7,813 6,655 6,655 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.0 2.8 2.9 83.2 94.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
7 4 8 41 44 52 52
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 74,802
COMMITMENTS
544 2,622 4,004 70,253 68,176 74,802 74,802 0 -0
CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: -770)
263 -55 -231 -802 -484 -770 -770 0 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 3.5 5.4 93.9 91.1 100.0 100.0 0.0 -0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 3 3 31 26 35 30
SP15 FIN DA LPM OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 412,117
COMMITMENTS
37 3,123 14,491 397,589 394,503 412,117 412,117 0 0
CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 10,456)
-1,493 3,123 1,493 10,456 5,840 10,456 10,456 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.8 3.5 96.5 95.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 2 18 17 20 19
AEP DAYTON HUB (REAL TIME LMP OFF-PEAK) - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 591,908
COMMITMENTS
69,304 157,133 3,568 519,036 431,207 591,908 591,908 0 0
CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 7,385)
0 9,402 0 7,385 -2,017 7,385 7,385 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.7 26.5 0.6 87.7 72.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 3 2 25 24 28 29
AEP DAYTON HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 49,225
COMMITMENTS
7,450 19,070 3,471 38,070 26,005 48,991 48,546 234 679
CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 1,836)
-492 857 137 2,215 842 1,860 1,836 -24 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.1 38.7 7.1 77.3 52.8 99.5 98.6 0.5 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 2 3 24 28 28 32
AD HUB DA OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 mwh OPEN INTEREST: 1,798,315
COMMITMENTS
0 1199155 0 1798315 599,160 1798315 1798315 0 0
CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 24,000)
0 0 0 24,000 24,000 24,000 24,000 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 66.7 0.0 100.0 33.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 12 10 12 11
AD HUB DA PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 mwh OPEN INTEREST: 624,000
COMMITMENTS
0 413,500 0 624,000 210,500 624,000 624,000 0 0
CHANGES FROM 05/14/13 (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 66.3 0.0 100.0 33.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 1 0 16 14 16 15
CIN HUB DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 1,053,600
COMMITMENTS
0 0 0 1053600 1053600 1053600 1053600 0 0
CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 8,000)
0 0 0 8,000 8,000 8,000 8,000 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 13 12 13 12
CIN HUB REAL TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 281,936
COMMITMENTS
19,912 3,208 2,736 259,288 275,992 281,936 281,936 0 0
CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: -3,080)
2,768 0 -400 -5,448 -2,680 -3,080 -3,080 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 1.1 1.0 92.0 97.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 2 3 25 20 28 24
ERCOT - NORTH ZONE - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 10,285
COMMITMENTS
1,495 0 487 7,221 9,261 9,203 9,748 1,082 538
CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 621)
130 -213 82 328 813 540 682 81 -61
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.5 0.0 4.7 70.2 90.0 89.5 94.8 10.5 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 0 2 14 16 17 18
MISCO CINERGY DAY AHEAD LMP, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 423,475
COMMITMENTS
1,000 0 0 422,475 423,475 423,475 423,475 0 0
CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 9,540)
1,000 0 0 8,540 9,540 9,540 9,540 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.0 0.0 99.8 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 0 0 21 15 22 15
MISCO CINERGY HUB REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-0643B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWH PER LOT OPEN INTEREST: 233,230
COMMITMENTS
0 550 1,600 231,630 231,080 233,230 233,230 0 0
CHANGES FROM 05/14/13 (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 0.2 0.7 99.3 99.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 1 1 20 20 21 21
MISO CINERGY HUB (REAL-TIME LMP) - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 29,398
COMMITMENTS
1,244 1,672 249 26,309 25,810 27,802 27,731 1,596 1,667
CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 1,413)
60 8 22 1,630 487 1,712 517 -299 896
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 5.7 0.8 89.5 87.8 94.6 94.3 5.4 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 2 3 22 24 25 28
Nepool MH DA LMP Offpk Mon Min - ICE FUTURES ENERGY DIV Code-0643B9
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any multiple of 5 MWh OPEN INTEREST: 1,658,928
COMMITMENTS
50,451 128,445 125,647 1482830 1404836 1658928 1658928 0 0
CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 47,302)
0 -880 2,800 44,502 45,382 47,302 47,302 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 7.7 7.6 89.4 84.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 2 2 25 23 27 26
Nepool MH DA LMP Peak Mon Mini - ICE FUTURES ENERGY DIV Code-0643BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any multiple of 16 MWh OPEN INTEREST: 547,095
COMMITMENTS
0 105,230 14,810 532,285 427,055 547,095 547,095 0 0
CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 3,650)
0 -2,725 6,400 -2,750 -25 3,650 3,650 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 19.2 2.7 97.3 78.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
0 3 1 30 25 31 28
N. ILLINOIS HUB DAY AHEAD LMP, OFF PEAK MONTHLY - ICE FUTURES ENERGY Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 MWH OPEN INTEREST: 1,278,430
COMMITMENTS
0 0 0 1278430 1278430 1278430 1278430 0 0
CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 12,000)
0 0 0 12,000 12,000 12,000 12,000 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 20 12 20 12
N. ILLINOIS HUB DAY AHEAD LMP, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 mwh OPEN INTEREST: 393,420
COMMITMENTS
7,400 0 0 386,020 393,420 393,420 393,420 0 0
CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 2,000)
0 0 0 2,000 2,000 2,000 2,000 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 0.0 0.0 98.1 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 0 0 24 14 25 14
NEPOOL MASS HUB (DAY-AHEAD LMP OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 648,591
COMMITMENTS
109,994 35,545 30,456 508,141 582,590 648,591 648,591 0 0
CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 14,672)
9,328 -2,483 -784 6,128 17,939 14,672 14,672 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.0 5.5 4.7 78.3 89.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
2 2 3 28 28 32 31
NEPOOL MASS HUB (DAY-AHEAD LMP) - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 43,842
COMMITMENTS
5,401 4,621 1,859 36,283 37,362 43,543 43,842 299 0
CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 1,428)
489 -134 122 817 1,440 1,428 1,428 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.3 10.5 4.2 82.8 85.2 99.3 100.0 0.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
2 3 4 32 33 37 37
N PATH 15 EZ GEN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 24,030
COMMITMENTS
2,185 26 52 21,793 23,952 24,030 24,030 0 0
CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 1,838)
-26 26 26 1,838 1,786 1,838 1,838 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.1 0.1 0.2 90.7 99.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 1 1 21 14 24 16
NPATH 15 EZ GEN HUB DA OFFPEAK - ICE FUTURES ENERGY DIV Code-0643BR
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
25MWh OPEN INTEREST: 204,173
COMMITMENTS
20,790 0 656 182,727 203,517 204,173 204,173 0 0
CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 3,263)
0 0 0 3,263 3,263 3,263 3,263 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 0.0 0.3 89.5 99.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 0 1 16 10 18 11
NORTHERN ILLINOIS HUB (REAL TIME LMP OFF-PEAK) - ICE FUTURES ENERGY DCode-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 592,556
COMMITMENTS
9,760 5,514 44,110 538,686 542,932 592,556 592,556 0 0
CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 1,208)
0 0 0 1,208 1,208 1,208 1,208 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 0.9 7.4 90.9 91.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 2 2 25 21 29 23
NORTHERN ILLINOIS HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 33,668
COMMITMENTS
4,425 510 1,104 27,822 31,843 33,351 33,457 317 211
CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 3,251)
229 0 492 2,213 2,718 2,934 3,210 317 41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.1 1.5 3.3 82.6 94.6 99.1 99.4 0.9 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 1 1 26 29 28 31
NYISO ZONE J (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 102,076
COMMITMENTS
0 9,001 0 102,076 93,075 102,076 102,076 0 0
CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 400)
0 0 0 400 400 400 400 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 8.8 0.0 100.0 91.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 0 14 12 14 13
NYISO ZONE A - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 22,637
COMMITMENTS
3,507 670 236 18,728 21,519 22,471 22,425 166 212
CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 185)
-552 40 -40 820 58 228 58 -43 127
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.5 3.0 1.0 82.7 95.1 99.3 99.1 0.7 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
4 2 2 23 25 27 29
NYISO ZONE A (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 321,698
COMMITMENTS
57,245 0 1,960 262,493 319,738 321,698 321,698 0 0
CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 13,704)
0 0 0 13,704 13,704 13,704 13,704 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.8 0.0 0.6 81.6 99.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 0 1 20 21 23 22
NYISO ZONE G - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 18,728
COMMITMENTS
1,280 0 84 16,767 18,452 18,131 18,536 597 192
CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 268)
140 0 -140 184 346 184 206 84 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 0.0 0.4 89.5 98.5 96.8 99.0 3.2 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 0 2 22 22 25 24
NYISO ZONE G (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 258,677
COMMITMENTS
8,665 4,680 0 250,012 253,997 258,677 258,677 0 0
CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 1,976)
0 0 0 1,976 1,976 1,976 1,976 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 1.8 0.0 96.7 98.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 0 18 15 19 16
PALO VERDE - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 32,827
COMMITMENTS
26 23 3,204 29,597 29,600 32,827 32,827 0 0
CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 896)
0 -816 768 128 944 896 896 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.1 9.8 90.2 90.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 1 1 23 24 25 25
PALO VERDE (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
25 MWh OPEN INTEREST: 214,919
COMMITMENTS
977 0 0 213,942 214,919 214,919 214,919 0 0
CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 9,328)
-977 0 0 10,305 9,328 9,328 9,328 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.0 0.0 99.5 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 0 18 17 19 17
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 MWh OPEN INTEREST: 818,113
COMMITMENTS
0 93,920 0 818,113 724,193 818,113 818,113 0 0
CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 11.5 0.0 100.0 88.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 0 13 12 13 13
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 250,720
COMMITMENTS
0 13,100 0 250,720 237,620 250,720 250,720 0 0
CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 2,500)
0 500 0 2,500 2,000 2,500 2,500 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.2 0.0 100.0 94.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 1 0 19 16 19 17
PJM CAL 1X FIXED - ICE FUTURES ENERGY DIV Code-0643CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs OPEN INTEREST: 3,477
COMMITMENTS
331 11 593 2,528 2,868 3,452 3,472 25 5
CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 148)
-59 -0 57 149 92 147 149 0 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 0.3 17.0 72.7 82.5 99.3 99.9 0.7 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 1 3 16 15 19 18
PJM EASTERN HUB DAY-AHEAD - ICE FUTURES ENERGY DIV Code-0643CR
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 136,345
COMMITMENTS
0 0 0 136,345 136,345 136,345 136,345 0 0
CHANGES FROM 05/14/13 (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 18 15 18 15
PJM JCPL ZONE DAY-AHEAD - ICE FUTURES ENERGY DIV Code-0643CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 Mwh OPEN INTEREST: 233,485
COMMITMENTS
0 0 0 233,485 233,485 233,485 233,485 0 0
CHANGES FROM 05/14/13 (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 0.0 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 18 13 18 13
PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643CV
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 Mwh OPEN INTEREST: 844,646
COMMITMENTS
0 0 0 844,646 844,646 844,646 844,646 0 0
CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: -3,920)
0 0 0 -3,920 -3,920 -3,920 -3,920 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 16 11 16 11
PJM PECO ZONE (DA LMP) PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 111,055
COMMITMENTS
0 0 0 111,055 111,055 111,055 111,055 0 0
CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 1,100)
0 0 0 1,100 1,100 1,100 1,100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 15 14 15 14
PJM PEPCO DAY-AHEAD - ICE FUTURES ENERGY DIV Code-0643D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 189,705
COMMITMENTS
5,580 0 0 184,125 189,705 189,705 189,705 0 0
CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 6,200)
500 0 0 5,700 6,200 6,200 6,200 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: 29)
2 0 0 21 16 23 16
PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643D5
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 MWh OPEN INTEREST: 551,354
COMMITMENTS
0 0 0 551,354 551,354 551,354 551,354 0 0
CHANGES FROM 05/14/13 (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: 25)
0 0 0 17 14 17 14
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 MWh OPEN INTEREST: 881,603
COMMITMENTS
0 0 0 881,603 881,603 881,603 881,603 0 0
CHANGES FROM 05/14/13 (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 17 8 17 8
PJM PPL ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 273,800
COMMITMENTS
0 0 0 273,800 273,800 273,800 273,800 0 0
CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 1,100)
0 0 0 1,100 1,100 1,100 1,100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 0 0 25 11 25 11
PJM WESTERN HUB (DAY-AHEAD OFF PEAK) - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 MWh OPEN INTEREST: 6,375,857
COMMITMENTS
307,180 0 0 6068677 6375857 6375857 6375857 0 0
CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 41,105)
7,840 0 0 33,265 41,105 41,105 41,105 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 0.0 0.0 95.2 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
4 0 0 40 37 44 37
PJM WESTERN HUB (DAY-AHEAD) - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 2,125,995
COMMITMENTS
79,735 0 0 2046260 2125995 2125995 2125995 0 0
CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: -13,410)
0 0 0 -13,410 -13,410 -13,410 -13,410 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 0.0 0.0 96.2 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
4 0 0 44 37 48 37
PJM WESTERN HUB MINI (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 2,233,599
COMMITMENTS
325,837 448,116 134,500 1765652 1644023 2225990 2226639 7,609 6,960
CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 88,691)
-23,477 10,790 -3,135 108,793 74,076 82,181 81,731 6,510 6,960
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.6 20.1 6.0 79.0 73.6 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
5 10 8 45 39 55 52
PJM WH REAL TIME MINI OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
MWh (Megawatt Hours) OPEN INTEREST: 4,052,628
COMMITMENTS
91,768 283,003 140,091 3820769 3629534 4052628 4052628 0 0
CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 21,389)
23,520 0 0 -2,131 21,389 21,389 21,389 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 7.0 3.5 94.3 89.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
3 3 4 34 33 38 39
PSA-PJM PSEG ZONE DAY-AHEAD - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 582,090
COMMITMENTS
0 2,480 0 582,090 579,610 582,090 582,090 0 0
CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 8,500)
0 0 0 8,500 8,500 8,500 8,500 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.4 0.0 100.0 99.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 1 0 25 19 25 20
PSB-PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 MWh OPEN INTEREST: 1,928,825
COMMITMENTS
0 17,378 0 1928825 1911447 1928825 1928825 0 0
CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 25,223)
0 7,840 0 25,223 17,383 25,223 25,223 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.9 0.0 100.0 99.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 1 0 25 19 25 20
Updated May 24, 2013