CALIF CARBON ALLOWANCE-2013 - ICE FUTURES ENERGY DIV Code-006391
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 CALIFORNIA CARBON ALLOWANCES OPEN INTEREST: 9,254
COMMITMENTS
2,660 2,561 1,055 5,480 5,617 9,195 9,232 59 22
CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: 186)
37 -54 88 50 135 175 169 11 17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.7 27.7 11.4 59.2 60.7 99.4 99.8 0.6 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
11 10 9 13 11 29 25
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 6,403,127
COMMITMENTS
1472254 92,245 1948784 2935312 4324918 6356350 6365947 46,777 37,180
CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: 54,344)
68,526 18,797 -31,167 9,230 64,452 46,589 52,082 7,755 2,262
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.0 1.4 30.4 45.8 67.5 99.3 99.4 0.7 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 234)
52 23 60 146 140 220 203
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 4,995,636
COMMITMENTS
137,281 126,266 2234691 2599033 2611034 4971005 4971990 24,631 23,646
CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: -417,121)
39,812 11,152 -288,534 -191,477 -161,000 -440,198 -438,382 23,077 21,261
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 2.5 44.7 52.0 52.3 99.5 99.5 0.5 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116)
27 21 43 61 63 107 108
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 275,269
COMMITMENTS
21,952 3,961 8,475 231,434 258,292 261,861 270,728 13,408 4,541
CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: 7,383)
-1,014 1,574 54 8,682 6,575 7,722 8,203 -339 -820
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 1.4 3.1 84.1 93.8 95.1 98.4 4.9 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
9 4 11 38 35 51 46
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 181,964
COMMITMENTS
6,431 0 4,005 167,205 173,702 177,641 177,707 4,323 4,257
CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: -352)
1,517 0 -102 -1,625 -281 -210 -383 -142 31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 0.0 2.2 91.9 95.5 97.6 97.7 2.4 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
6 0 4 35 33 41 37
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 211,913
COMMITMENTS
6,777 5,457 4,090 193,984 197,276 204,851 206,823 7,062 5,090
CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: -550)
-690 1,900 -284 614 -2,021 -360 -405 -190 -145
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 2.6 1.9 91.5 93.1 96.7 97.6 3.3 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
2 3 3 31 32 35 36
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 861,203
COMMITMENTS
1,756 2,049 13,495 832,145 843,366 847,396 858,910 13,807 2,293
CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: 16,826)
-619 836 415 17,853 15,849 17,649 17,100 -823 -274
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.2 1.6 96.6 97.9 98.4 99.7 1.6 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
3 2 6 53 42 59 48
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 265,498
COMMITMENTS
6,454 4,694 2,249 246,757 246,750 255,460 253,693 10,038 11,805
CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: 5,760)
-1,971 73 692 8,357 3,667 7,078 4,432 -1,318 1,328
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 1.8 0.8 92.9 92.9 96.2 95.6 3.8 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 3 2 22 28 25 32
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 240,649
COMMITMENTS
4,833 2,183 7,789 223,705 227,811 236,327 237,783 4,322 2,866
CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: 3,961)
598 -247 -405 3,708 6,228 3,901 5,576 60 -1,615
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 0.9 3.2 93.0 94.7 98.2 98.8 1.8 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
4 2 4 36 41 41 46
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 110,826
COMMITMENTS
7,570 0 5,776 92,956 96,216 106,302 101,992 4,524 8,834
CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: 1,538)
14 -248 -182 1,468 1,847 1,300 1,417 238 121
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 0.0 5.2 83.9 86.8 95.9 92.0 4.1 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 0 3 20 26 23 29
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 187,051
COMMITMENTS
6,785 9,110 7,625 161,927 160,881 176,337 177,616 10,714 9,435
CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: 5,204)
2,502 1,242 -730 1,419 4,843 3,191 5,355 2,013 -151
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 4.9 4.1 86.6 86.0 94.3 95.0 5.7 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
5 1 4 31 28 37 32
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 31,346
COMMITMENTS
558 1,158 0 28,219 29,592 28,777 30,750 2,569 596
CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: 2,490)
0 240 0 2,280 2,700 2,280 2,940 210 -450
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 3.7 0.0 90.0 94.4 91.8 98.1 8.2 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 0 10 16 11 17
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 71,457
COMMITMENTS
0 7,022 492 64,725 55,694 65,217 63,208 6,240 8,249
CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: 2,572)
0 -424 38 5,280 3,178 5,318 2,792 -2,746 -220
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 9.8 0.7 90.6 77.9 91.3 88.5 8.7 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 1 1 22 19 23 20
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 157,272
COMMITMENTS
4,501 2,454 2,160 141,808 145,436 148,469 150,050 8,803 7,222
CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: 639)
-149 -300 0 608 759 459 459 180 180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 1.6 1.4 90.2 92.5 94.4 95.4 5.6 4.6
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 05/28/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 87,670
COMMITMENTS
0 0 0 71,621 80,437 71,621 80,437 16,049 7,233
CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: -447)
0 0 0 -147 -442 -147 -442 -300 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 81.7 91.7 81.7 91.7 18.3 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 12 19 12 19
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 369,222
COMMITMENTS
14,810 1,083 5,926 343,426 358,044 364,162 365,053 5,060 4,169
CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: 2,897)
-342 -1,680 1,655 1,583 451 2,896 426 1 2,471
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 0.3 1.6 93.0 97.0 98.6 98.9 1.4 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
3 1 3 30 33 34 36
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 92,375
COMMITMENTS
5,555 0 4,001 79,402 81,475 88,958 85,476 3,417 6,899
CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: 607)
-766 0 214 1,441 334 889 548 -282 59
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 0.0 4.3 86.0 88.2 96.3 92.5 3.7 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 0 2 23 25 26 27
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BA - ICE FUTURES ENERCode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 71,043
COMMITMENTS
1,350 2,202 3,844 58,643 55,800 63,837 61,846 7,206 9,197
CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: 2,056)
-150 -820 1,070 1,234 2,380 2,154 2,630 -98 -574
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 3.1 5.4 82.5 78.5 89.9 87.1 10.1 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 3 3 14 17 18 20
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 198,040
COMMITMENTS
16,579 5,640 488 179,945 187,218 197,012 193,346 1,028 4,694
CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: 31,570)
7,200 4,320 0 24,010 27,370 31,210 31,690 360 -120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 2.8 0.2 90.9 94.5 99.5 97.6 0.5 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
4 5 1 19 33 23 39
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 162,390
COMMITMENTS
31,614 20,179 519 128,563 140,952 160,696 161,650 1,694 740
CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: 23,280)
8,400 5,582 -1,200 15,996 19,266 23,196 23,648 84 -368
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.5 12.4 0.3 79.2 86.8 99.0 99.5 1.0 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
4 10 1 28 36 32 47
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 59,630
COMMITMENTS
960 0 0 58,243 58,096 59,203 58,096 427 1,534
CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: 4,050)
960 0 0 2,786 3,690 3,746 3,690 304 360
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 0.0 0.0 97.7 97.4 99.3 97.4 0.7 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 0 0 17 23 18 23
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 113,987
COMMITMENTS
517 973 2,185 103,276 98,378 105,978 101,536 8,009 12,451
CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: 1,689)
0 0 0 2,433 2,060 2,433 2,060 -744 -371
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.9 1.9 90.6 86.3 93.0 89.1 7.0 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 1 2 27 23 29 25
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS - ICE FUTURES ENERCode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 80,953
COMMITMENTS
0 2,339 4,105 73,195 70,425 77,300 76,869 3,653 4,084
CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: 512)
-404 996 -86 942 -458 452 452 60 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.9 5.1 90.4 87.0 95.5 95.0 4.5 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 2 2 15 15 17 17
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 96,197
COMMITMENTS
427 2,131 1,574 86,450 89,431 88,451 93,136 7,746 3,061
CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: 1,225)
-80 90 -10 1,074 1,085 984 1,165 241 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 2.2 1.6 89.9 93.0 91.9 96.8 8.1 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 1 2 21 23 23 25
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 91,562
COMMITMENTS
3,296 0 563 81,083 83,259 84,942 83,822 6,620 7,740
CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: -187)
-666 0 -769 234 1,096 -1,201 327 1,014 -514
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 0.0 0.6 88.6 90.9 92.8 91.5 7.2 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 1 14 17 15 18
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 21,498
COMMITMENTS
1,860 1,450 0 18,595 19,743 20,455 21,193 1,043 305
CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: 3,420)
0 631 0 3,420 3,186 3,420 3,817 0 -397
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 6.7 0.0 86.5 91.8 95.1 98.6 4.9 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 3 0 12 13 14 16
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 136,168
COMMITMENTS
1,460 1,039 2,512 126,861 130,180 130,833 133,731 5,335 2,437
CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: 1,261)
0 -56 25 1,360 1,262 1,385 1,231 -124 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.8 1.8 93.2 95.6 96.1 98.2 3.9 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 2 2 20 17 24 19
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 275,591
COMMITMENTS
17,569 8,035 3,936 248,159 254,982 269,664 266,953 5,927 8,638
CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: -2,471)
-3,009 -2,680 1,209 328 -4,204 -1,472 -5,675 -999 3,204
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 2.9 1.4 90.0 92.5 97.8 96.9 2.2 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
2 1 1 32 29 34 31
PANHANDLE EASTERN- POOL GAS (INDEX) - ICE FUTURES ENERGY DIV Code-0233BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 23,336
COMMITMENTS
1,220 0 0 21,812 23,152 23,032 23,152 304 184
CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: 360)
0 0 0 454 422 454 422 -94 -62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 0.0 0.0 93.5 99.2 98.7 99.2 1.3 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 0 13 14 14 14
SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 46,572
COMMITMENTS
10,234 0 120 34,286 45,414 44,640 45,534 1,932 1,038
CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: 2,524)
540 0 120 2,044 2,740 2,704 2,860 -180 -336
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.0 0.0 0.3 73.6 97.5 95.9 97.8 4.1 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 0 1 19 18 23 19
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 60,647
COMMITMENTS
279 0 0 58,495 58,656 58,774 58,656 1,873 1,991
CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: 1,680)
0 0 0 1,682 1,535 1,682 1,535 -2 145
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.0 0.0 96.5 96.7 96.9 96.7 3.1 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 0 15 14 16 14
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 220,339
COMMITMENTS
7,715 27,454 5,285 199,890 184,919 212,890 217,658 7,449 2,681
CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: 808)
-896 0 354 811 329 269 683 539 125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 12.5 2.4 90.7 83.9 96.6 98.8 3.4 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
2 3 1 31 28 33 32
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 86,865
COMMITMENTS
4,019 0 3,449 72,962 81,437 80,430 84,886 6,435 1,979
CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: 4,221)
1,104 0 -647 2,666 4,745 3,123 4,098 1,098 123
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 0.0 4.0 84.0 93.8 92.6 97.7 7.4 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 1 14 12 15 13
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 85,158
COMMITMENTS
0 0 0 79,554 81,529 79,554 81,529 5,604 3,629
CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: -60)
0 0 0 -60 0 -60 0 0 -60
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: 25)
0 0 0 17 19 17 19
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 88,238
COMMITMENTS
1,835 16,389 778 76,669 67,105 79,282 84,272 8,956 3,966
CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: 3,661)
-338 2,433 -152 2,444 -450 1,954 1,831 1,707 1,830
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 18.6 0.9 86.9 76.1 89.9 95.5 10.1 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 2 1 23 25 25 27
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 24,259
COMMITMENTS
0 2,718 0 23,922 20,418 23,922 23,136 337 1,123
CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: 4,560)
0 1,323 0 4,560 3,306 4,560 4,629 0 -69
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 11.2 0.0 98.6 84.2 98.6 95.4 1.4 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 4 0 14 17 14 21
PJM WH REAL TIME PEAK OTC - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 219,602
COMMITMENTS
33,783 5,506 22,603 162,419 189,696 218,805 217,805 798 1,797
CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: -1,230)
1,681 706 -390 -2,454 -1,564 -1,163 -1,248 -67 18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.4 2.5 10.3 74.0 86.4 99.6 99.2 0.4 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
18 6 19 49 53 71 74
MID-C FINANCIAL PEAK OTC - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 55,237
COMMITMENTS
957 387 1,390 52,890 53,460 55,237 55,237 0 0
CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: -544)
567 52 -101 -1,010 -495 -544 -544 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 0.7 2.5 95.8 96.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 3 4 27 28 32 32
MID-C FINANCIAL OFF-PEAK OTC - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 601,174
COMMITMENTS
21,313 0 6,808 572,733 593,726 600,854 600,534 320 640
CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: -10,449)
-9,232 0 -672 -865 -10,417 -10,769 -11,089 320 640
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 0.0 1.1 95.3 98.8 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
7 0 3 26 30 33 33
PJM WH OFF PEAK REAL TIME OTC - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,694,596
COMMITMENTS
241,506 45,455 51,669 1401421 1597472 1694596 1694596 0 0
CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: 13,823)
6,457 -1,544 3,608 3,758 11,759 13,823 13,823 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.3 2.7 3.0 82.7 94.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
7 5 8 42 44 53 53
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 71,938
COMMITMENTS
26 2,862 4,090 67,822 64,986 71,938 71,938 0 0
CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: -2,863)
-518 240 86 -2,431 -3,189 -2,863 -2,863 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.0 5.7 94.3 90.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
1 4 3 31 25 35 29
SP15 FIN DA LPM OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 413,029
COMMITMENTS
37 4,403 14,491 398,501 394,135 413,029 413,029 0 0
CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: 912)
0 1,280 0 912 -368 912 912 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.1 3.5 96.5 95.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 2 19 18 21 20
AEP DAYTON HUB (REAL TIME LMP OFF-PEAK) - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 593,041
COMMITMENTS
69,304 157,092 3,568 520,169 432,381 593,041 593,041 0 0
CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: 1,133)
0 -41 0 1,133 1,174 1,133 1,133 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: 39)
3 2 2 25 24 28 28
AEP DAYTON HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 49,290
COMMITMENTS
7,626 19,429 3,168 38,198 26,034 48,992 48,631 298 659
CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: 65)
176 359 -303 128 29 1 85 64 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.5 39.4 6.4 77.5 52.8 99.4 98.7 0.6 1.3
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 05/28/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 mwh OPEN INTEREST: 1,826,315
COMMITMENTS
4,000 1199155 0 1822315 627,160 1826315 1826315 0 0
CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: 28,000)
4,000 0 0 24,000 28,000 28,000 28,000 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 65.7 0.0 99.8 34.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 0 12 11 13 12
AD HUB DA PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 mwh OPEN INTEREST: 633,000
COMMITMENTS
0 412,500 0 633,000 220,500 633,000 633,000 0 0
CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: 9,000)
0 -1,000 0 9,000 10,000 9,000 9,000 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 65.2 0.0 100.0 34.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 1 0 17 14 17 15
CIN HUB DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 1,100,400
COMMITMENTS
0 0 0 1100400 1100400 1100400 1100400 0 0
CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: 46,800)
0 0 0 46,800 46,800 46,800 46,800 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: 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 05/28/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 294,768
COMMITMENTS
19,864 3,160 2,384 272,520 289,224 294,768 294,768 0 0
CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: 12,832)
-48 -48 -352 13,232 13,232 12,832 12,832 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 1.1 0.8 92.5 98.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 1 3 26 20 29 24
ERCOT - NORTH ZONE - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 10,490
COMMITMENTS
1,515 100 467 7,444 9,390 9,426 9,957 1,064 534
CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: 205)
20 100 -20 223 129 223 209 -18 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.4 1.0 4.5 71.0 89.5 89.9 94.9 10.1 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 1 2 15 16 18 19
MISCO CINERGY DAY AHEAD LMP, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 447,025
COMMITMENTS
1,000 0 0 446,025 447,025 447,025 447,025 0 0
CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: 23,550)
0 0 0 23,550 23,550 23,550 23,550 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 05/28/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWH PER LOT OPEN INTEREST: 235,285
COMMITMENTS
0 550 1,600 233,685 233,135 235,285 235,285 0 0
CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: 2,055)
0 0 0 2,055 2,055 2,055 2,055 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 05/28/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 29,429
COMMITMENTS
1,070 1,624 356 26,152 25,614 27,578 27,594 1,851 1,835
CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: 31)
-174 -48 107 -157 -196 -224 -137 255 168
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 5.5 1.2 88.9 87.0 93.7 93.8 6.3 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 2 3 21 23 24 27
Nepool MH DA LMP Offpk Mon Min - ICE FUTURES ENERGY DIV Code-0643B9
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any multiple of 5 MWh OPEN INTEREST: 1,680,504
COMMITMENTS
60,443 131,749 127,127 1492934 1421628 1680504 1680504 0 0
CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: 21,576)
9,992 3,304 1,480 10,104 16,792 21,576 21,576 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 7.8 7.6 88.8 84.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 2 2 27 24 29 27
Nepool MH DA LMP Peak Mon Mini - ICE FUTURES ENERGY DIV Code-0643BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any multiple of 16 MWh OPEN INTEREST: 547,950
COMMITMENTS
0 104,090 18,650 529,300 425,210 547,950 547,950 0 0
CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: 855)
0 -1,140 3,840 -2,985 -1,845 855 855 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 19.0 3.4 96.6 77.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
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 05/28/13 |
--------------------------------------------------------------| 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 05/21/13 (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: 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 05/28/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 mwh OPEN INTEREST: 395,420
COMMITMENTS
7,400 0 0 388,020 395,420 395,420 395,420 0 0
CHANGES FROM 05/21/13 (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 05/28/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 650,186
COMMITMENTS
109,250 35,489 31,256 509,680 583,441 650,186 650,186 0 0
CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: 1,595)
-744 -56 800 1,539 851 1,595 1,595 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.8 5.5 4.8 78.4 89.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
2 2 3 30 28 34 31
NEPOOL MASS HUB (DAY-AHEAD LMP) - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 44,392
COMMITMENTS
5,653 4,653 1,719 36,613 37,977 43,985 44,349 407 43
CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: 550)
252 32 -140 330 615 442 507 108 43
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.7 10.5 3.9 82.5 85.5 99.1 99.9 0.9 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
1 3 4 33 33 37 37
N PATH 15 EZ GEN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 24,855
COMMITMENTS
2,402 0 104 22,349 24,751 24,855 24,855 0 0
CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: 825)
217 -26 52 556 799 825 825 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 0.0 0.4 89.9 99.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
4 0 2 24 16 28 18
NPATH 15 EZ GEN HUB DA OFFPEAK - ICE FUTURES ENERGY DIV Code-0643BR
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
25MWh OPEN INTEREST: 203,501
COMMITMENTS
20,790 0 656 182,055 202,845 203,501 203,501 0 0
CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: -672)
0 0 0 -672 -672 -672 -672 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: 25)
2 0 1 16 11 18 12
NORTHERN ILLINOIS HUB (REAL TIME LMP OFF-PEAK) - ICE FUTURES ENERGY DCode-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/13 |
--------------------------------------------------------------| 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 05/21/13 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 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 05/28/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 33,472
COMMITMENTS
4,249 510 1,104 27,802 31,647 33,155 33,261 317 211
CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: -196)
-176 0 0 -20 -196 -196 -196 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.7 1.5 3.3 83.1 94.5 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 05/28/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 102,876
COMMITMENTS
0 9,001 0 102,876 93,875 102,876 102,876 0 0
CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: 800)
0 0 0 800 800 800 800 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 8.7 0.0 100.0 91.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 0 15 12 15 13
NYISO ZONE A - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 22,697
COMMITMENTS
3,507 670 236 18,788 21,537 22,531 22,443 166 254
CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: 60)
0 0 0 60 18 60 18 0 42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.5 3.0 1.0 82.8 94.9 99.3 98.9 0.7 1.1
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 05/28/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 332,626
COMMITMENTS
56,845 0 1,960 273,821 330,666 332,626 332,626 0 0
CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: 10,928)
-400 0 0 11,328 10,928 10,928 10,928 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.1 0.0 0.6 82.3 99.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 0 1 21 22 24 23
NYISO ZONE G - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 18,714
COMMITMENTS
1,280 0 84 16,797 18,374 18,161 18,458 553 256
CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: -14)
0 0 0 30 -78 30 -78 -44 64
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 0.0 0.4 89.8 98.2 97.0 98.6 3.0 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 0 2 23 22 26 24
NYISO ZONE G (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 259,077
COMMITMENTS
8,665 4,680 0 250,412 254,397 259,077 259,077 0 0
CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: 400)
0 0 0 400 400 400 400 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: 29)
1 1 0 19 18 20 19
PALO VERDE - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 32,931
COMMITMENTS
26 23 3,204 29,701 29,704 32,931 32,931 0 0
CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: 104)
0 0 0 104 104 104 104 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.1 9.7 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 05/28/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
25 MWh OPEN INTEREST: 218,783
COMMITMENTS
977 0 0 217,806 218,783 218,783 218,783 0 0
CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: 3,864)
0 0 0 3,864 3,864 3,864 3,864 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.0 0.0 99.6 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 0 0 17 18 18 18
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 MWh OPEN INTEREST: 824,113
COMMITMENTS
0 97,920 0 824,113 726,193 824,113 824,113 0 0
CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: 6,000)
0 4,000 0 6,000 2,000 6,000 6,000 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 11.9 0.0 100.0 88.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 0 15 12 15 13
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 254,080
COMMITMENTS
0 16,300 0 254,080 237,780 254,080 254,080 0 0
CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: 3,360)
0 3,200 0 3,360 160 3,360 3,360 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.4 0.0 100.0 93.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 1 0 20 16 20 17
PJM CAL 1X FIXED - ICE FUTURES ENERGY DIV Code-0643CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs OPEN INTEREST: 3,443
COMMITMENTS
344 10 580 2,494 2,847 3,418 3,438 25 5
CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: -34)
13 -1 -13 -34 -21 -34 -34 -0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 0.3 16.8 72.4 82.7 99.3 99.8 0.7 0.2
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 05/28/13 |
--------------------------------------------------------------| 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 05/21/13 (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 05/28/13 |
--------------------------------------------------------------| 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 05/21/13 (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: 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 05/28/13 |
--------------------------------------------------------------| 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 05/21/13 (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 16 11 16 11
PJM PECO ZONE (DA LMP) PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/13 |
--------------------------------------------------------------| 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 05/21/13 (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 15 14 15 14
PJM PEPCO DAY-AHEAD - ICE FUTURES ENERGY DIV Code-0643D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 199,305
COMMITMENTS
5,080 1,000 0 194,225 198,305 199,305 199,305 0 0
CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: 9,600)
-500 1,000 0 10,100 8,600 9,600 9,600 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 0.5 0.0 97.5 99.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 1 0 21 17 22 18
PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643D5
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 MWh OPEN INTEREST: 552,554
COMMITMENTS
0 0 0 552,554 552,554 552,554 552,554 0 0
CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: 1,200)
0 0 0 1,200 1,200 1,200 1,200 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 05/28/13 |
--------------------------------------------------------------| 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 05/21/13 (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 05/28/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 274,800
COMMITMENTS
0 0 0 274,800 274,800 274,800 274,800 0 0
CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: 1,000)
0 0 0 1,000 1,000 1,000 1,000 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
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: 32)
0 0 0 26 12 26 12
PJM WESTERN HUB (DAY-AHEAD OFF PEAK) - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 MWh OPEN INTEREST: 6,431,147
COMMITMENTS
311,180 4,000 0 6119967 6427147 6431147 6431147 0 0
CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: 55,290)
4,000 4,000 0 51,290 51,290 55,290 55,290 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 0.1 0.0 95.2 99.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
4 1 0 40 37 44 38
PJM WESTERN HUB (DAY-AHEAD) - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 2,153,655
COMMITMENTS
84,435 2,000 0 2069220 2151655 2153655 2153655 0 0
CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: 27,660)
4,700 2,000 0 22,960 25,660 27,660 27,660 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 0.1 0.0 96.1 99.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
4 1 0 44 37 48 38
PJM WESTERN HUB MINI (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 2,285,829
COMMITMENTS
329,112 436,226 137,610 1818408 1711993 2285129 2285829 700 0
CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: 52,231)
3,275 -11,890 3,110 52,755 67,971 59,140 59,191 -6,909 -6,960
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.4 19.1 6.0 79.6 74.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
6 9 8 44 40 54 53
PJM WH REAL TIME MINI OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
MWh (Megawatt Hours) OPEN INTEREST: 4,256,023
COMMITMENTS
91,768 290,843 140,091 4024164 3825089 4256023 4256023 0 0
CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: 203,395)
0 7,840 0 203,395 195,555 203,395 203,395 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 6.8 3.3 94.6 89.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
3 4 4 34 32 38 39
PSA-PJM PSEG ZONE DAY-AHEAD - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 583,590
COMMITMENTS
0 2,480 0 583,590 581,110 583,590 583,590 0 0
CHANGES FROM 05/21/13 (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 0.4 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 05/28/13 |
--------------------------------------------------------------| 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 05/21/13 (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 0.9 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 31, 2013