CALIF CARBON ALLOWANCE-2013 - ICE FUTURES ENERGY DIV Code-006391
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 CALIFORNIA CARBON ALLOWANCES OPEN INTEREST: 10,194
COMMITMENTS
3,114 2,728 923 6,083 6,502 10,121 10,154 73 40
CHANGES FROM 06/18/13 (CHANGE IN OPEN INTEREST: 183)
75 -27 -38 132 212 169 148 14 35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.6 26.8 9.1 59.7 63.8 99.3 99.6 0.7 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
10 12 9 13 10 30 24
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 5,974,033
COMMITMENTS
1285977 197,020 1674395 2990516 4085775 5950888 5957190 23,145 16,843
CHANGES FROM 06/18/13 (CHANGE IN OPEN INTEREST: -8,286)
-19,058 43,409 -55,520 67,430 5,201 -7,148 -6,910 -1,138 -1,376
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.5 3.3 28.0 50.1 68.4 99.6 99.7 0.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 235)
46 31 61 150 136 220 204
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 3,690,332
COMMITMENTS
119,257 74,283 1686505 1883098 1928211 3688860 3688999 1,472 1,333
CHANGES FROM 06/18/13 (CHANGE IN OPEN INTEREST: -448,408)
1,971 -17,115 -262,456 -187,626 -168,715 -448,111 -448,286 -297 -122
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 2.0 45.7 51.0 52.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
26 14 37 60 58 99 96
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 276,174
COMMITMENTS
11,252 1,889 6,630 246,976 264,694 264,858 273,213 11,316 2,961
CHANGES FROM 06/18/13 (CHANGE IN OPEN INTEREST: -1,489)
3,082 176 -2,065 -1,816 700 -799 -1,189 -690 -300
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 0.7 2.4 89.4 95.8 95.9 98.9 4.1 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
7 4 10 43 38 54 48
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 186,355
COMMITMENTS
6,399 0 3,926 172,079 178,961 182,404 182,887 3,951 3,468
CHANGES FROM 06/18/13 (CHANGE IN OPEN INTEREST: 3,393)
694 0 -726 3,280 4,117 3,248 3,391 145 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 0.0 2.1 92.3 96.0 97.9 98.1 2.1 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
5 0 4 37 36 42 40
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 215,426
COMMITMENTS
14,093 943 4,821 189,010 204,503 207,924 210,267 7,502 5,159
CHANGES FROM 06/18/13 (CHANGE IN OPEN INTEREST: 1,412)
2,537 -568 -33 -1,245 983 1,259 382 153 1,030
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 0.4 2.2 87.7 94.9 96.5 97.6 3.5 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
5 1 4 30 28 36 32
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 866,705
COMMITMENTS
2,146 3,154 6,280 842,871 854,492 851,297 863,926 15,408 2,779
CHANGES FROM 06/18/13 (CHANGE IN OPEN INTEREST: 9,000)
-640 636 -774 7,953 8,233 6,539 8,095 2,461 905
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.4 0.7 97.3 98.6 98.2 99.7 1.8 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
2 2 5 55 41 60 46
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 249,409
COMMITMENTS
5,208 2,845 1,935 233,915 236,681 241,058 241,461 8,351 7,948
CHANGES FROM 06/18/13 (CHANGE IN OPEN INTEREST: 3,056)
693 48 -252 2,511 5,176 2,952 4,972 104 -1,916
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 1.1 0.8 93.8 94.9 96.7 96.8 3.3 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
4 2 3 22 32 27 36
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 247,400
COMMITMENTS
13,022 1,281 5,438 223,756 234,879 242,216 241,598 5,184 5,802
CHANGES FROM 06/18/13 (CHANGE IN OPEN INTEREST: 5,671)
-665 -817 443 5,982 6,000 5,760 5,626 -89 45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 0.5 2.2 90.4 94.9 97.9 97.7 2.1 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
3 2 4 38 41 42 46
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 106,125
COMMITMENTS
4,979 2 5,499 90,321 92,469 100,799 97,970 5,326 8,155
CHANGES FROM 06/18/13 (CHANGE IN OPEN INTEREST: 1,746)
-1,011 2 102 1,761 1,361 852 1,465 894 281
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 0.0 5.2 85.1 87.1 95.0 92.3 5.0 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 1 3 21 23 24 26
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 183,165
COMMITMENTS
7,346 10,959 8,010 159,791 155,728 175,147 174,697 8,018 8,468
CHANGES FROM 06/18/13 (CHANGE IN OPEN INTEREST: 592)
1,190 363 3 -1,301 -254 -108 112 700 480
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 6.0 4.4 87.2 85.0 95.6 95.4 4.4 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
4 1 4 31 26 36 30
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 67,948
COMMITMENTS
502 7,992 807 59,819 53,277 61,128 62,076 6,820 5,872
CHANGES FROM 06/18/13 (CHANGE IN OPEN INTEREST: 562)
502 -205 259 227 520 988 574 -426 -12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 11.8 1.2 88.0 78.4 90.0 91.4 10.0 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 2 19 18 21 20
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 164,689
COMMITMENTS
3,708 2,214 2,222 151,036 154,854 156,966 159,290 7,723 5,399
CHANGES FROM 06/18/13 (CHANGE IN OPEN INTEREST: 7,420)
-1,558 0 187 8,941 7,569 7,570 7,756 -150 -336
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 1.3 1.3 91.7 94.0 95.3 96.7 4.7 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 1 1 26 27 27 29
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 88,517
COMMITMENTS
0 3,160 0 73,941 80,582 73,941 83,742 14,576 4,775
CHANGES FROM 06/18/13 (CHANGE IN OPEN INTEREST: 4,966)
0 3,160 0 4,904 2,536 4,904 5,696 62 -730
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.6 0.0 83.5 91.0 83.5 94.6 16.5 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 1 0 14 21 14 22
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 373,351
COMMITMENTS
15,215 2,805 3,241 351,719 363,584 370,175 369,630 3,176 3,721
CHANGES FROM 06/18/13 (CHANGE IN OPEN INTEREST: 10,596)
-2,925 345 1,215 13,891 7,486 12,181 9,046 -1,585 1,550
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 0.8 0.9 94.2 97.4 99.1 99.0 0.9 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
3 1 2 37 41 40 44
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 87,467
COMMITMENTS
3,899 0 3,833 77,661 76,726 85,393 80,559 2,074 6,908
CHANGES FROM 06/18/13 (CHANGE IN OPEN INTEREST: -1,928)
1,756 0 -1,857 -1,342 1,031 -1,443 -826 -485 -1,102
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 0.0 4.4 88.8 87.7 97.6 92.1 2.4 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 0 2 23 24 25 26
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BA - ICE FUTURES ENERCode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 66,548
COMMITMENTS
0 10,220 666 55,926 45,601 56,592 56,487 9,956 10,061
CHANGES FROM 06/18/13 (CHANGE IN OPEN INTEREST: 2,850)
0 4,160 -324 5,068 -1,052 4,744 2,784 -1,894 66
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 15.4 1.0 84.0 68.5 85.0 84.9 15.0 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 3 3 12 16 15 19
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 191,569
COMMITMENTS
9,579 8,051 279 181,279 178,663 191,137 186,993 432 4,576
CHANGES FROM 06/18/13 (CHANGE IN OPEN INTEREST: 24,708)
155 -124 279 24,452 24,119 24,886 24,274 -178 434
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 4.2 0.1 94.6 93.3 99.8 97.6 0.2 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
3 3 1 26 29 30 32
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 138,342
COMMITMENTS
20,139 9,731 7,719 109,392 119,988 137,250 137,438 1,092 904
CHANGES FROM 06/18/13 (CHANGE IN OPEN INTEREST: 25,730)
155 -124 279 25,442 25,631 25,876 25,786 -146 -56
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.6 7.0 5.6 79.1 86.7 99.2 99.3 0.8 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
6 5 2 29 34 36 40
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 55,611
COMMITMENTS
960 0 0 54,194 54,569 55,154 54,569 457 1,042
CHANGES FROM 06/18/13 (CHANGE IN OPEN INTEREST: 9,672)
0 0 0 9,486 9,359 9,486 9,359 186 313
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 0.0 0.0 97.5 98.1 99.2 98.1 0.8 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 0 0 18 25 19 25
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 123,026
COMMITMENTS
1,177 0 446 114,273 111,133 115,896 111,579 7,130 11,447
CHANGES FROM 06/18/13 (CHANGE IN OPEN INTEREST: 4,781)
149 0 -185 5,459 4,877 5,423 4,692 -642 89
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.0 0.4 92.9 90.3 94.2 90.7 5.8 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 0 1 25 25 26 26
NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV Code-0233AW
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 18,753
COMMITMENTS
384 0 186 17,017 17,621 17,587 17,807 1,166 946
CHANGES FROM 06/18/13 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 0.0 1.0 90.7 94.0 93.8 95.0 6.2 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 1 13 12 14 13
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS - ICE FUTURES ENERCode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 76,291
COMMITMENTS
1,199 0 2,987 69,367 69,214 73,553 72,201 2,738 4,090
CHANGES FROM 06/18/13 (CHANGE IN OPEN INTEREST: -244)
474 0 -279 -439 4 -244 -275 0 31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 0.0 3.9 90.9 90.7 96.4 94.6 3.6 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 0 2 15 15 17 17
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 92,060
COMMITMENTS
1,087 1,235 1,343 82,569 87,307 84,999 89,885 7,061 2,175
CHANGES FROM 06/18/13 (CHANGE IN OPEN INTEREST: 2,216)
615 -372 -189 1,635 2,440 2,061 1,879 155 337
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 1.3 1.5 89.7 94.8 92.3 97.6 7.7 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 1 2 24 24 26 26
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 89,512
COMMITMENTS
2,505 0 327 79,752 80,023 82,584 80,350 6,928 9,162
CHANGES FROM 06/18/13 (CHANGE IN OPEN INTEREST: 1,800)
124 0 0 1,111 630 1,235 630 565 1,170
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 0.0 0.4 89.1 89.4 92.3 89.8 7.7 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 1 15 16 16 17
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 67,188
COMMITMENTS
433 1,678 738 60,147 59,305 61,318 61,721 5,870 5,467
CHANGES FROM 06/18/13 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 2.5 1.1 89.5 88.3 91.3 91.9 8.7 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 1 16 11 18 12
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 19,389
COMMITMENTS
0 1,447 31 18,284 17,699 18,315 19,177 1,074 212
CHANGES FROM 06/18/13 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.5 0.2 94.3 91.3 94.5 98.9 5.5 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 3 1 10 13 11 16
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 130,536
COMMITMENTS
800 1,246 1,719 125,123 124,729 127,642 127,694 2,894 2,842
CHANGES FROM 06/18/13 (CHANGE IN OPEN INTEREST: 1,081)
0 241 -671 4,677 1,419 4,006 989 -2,925 92
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 1.0 1.3 95.9 95.6 97.8 97.8 2.2 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 2 1 19 18 21 20
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 284,149
COMMITMENTS
8,599 11,588 5,616 262,302 260,727 276,517 277,931 7,632 6,218
CHANGES FROM 06/18/13 (CHANGE IN OPEN INTEREST: 9,513)
-4,303 -302 2,897 10,826 6,035 9,420 8,630 93 883
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 4.1 2.0 92.3 91.8 97.3 97.8 2.7 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
2 4 3 33 31 37 36
PANHANDLE EASTERN- POOL GAS (INDEX) - ICE FUTURES ENERGY DIV Code-0233BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 18,098
COMMITMENTS
600 0 0 17,039 17,856 17,639 17,856 459 242
CHANGES FROM 06/18/13 (CHANGE IN OPEN INTEREST: 2,883)
0 0 0 2,604 2,821 2,604 2,821 279 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 0.0 0.0 94.1 98.7 97.5 98.7 2.5 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 0 15 12 16 12
PG&E - CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-0233BQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 11,834
COMMITMENTS
713 0 0 10,439 11,282 11,152 11,282 682 552
CHANGES FROM 06/18/13 (CHANGE IN OPEN INTEREST: 992)
0 0 0 465 620 465 620 527 372
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 0.0 0.0 88.2 95.3 94.2 95.3 5.8 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 0 8 11 10 11
SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 40,538
COMMITMENTS
4,339 0 0 34,611 38,859 38,950 38,859 1,588 1,679
CHANGES FROM 06/18/13 (CHANGE IN OPEN INTEREST: 3,162)
619 0 0 2,080 2,641 2,699 2,641 463 521
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.7 0.0 0.0 85.4 95.9 96.1 95.9 3.9 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
4 0 0 17 19 21 19
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 57,723
COMMITMENTS
0 372 0 56,131 55,581 56,131 55,953 1,592 1,770
CHANGES FROM 06/18/13 (CHANGE IN OPEN INTEREST: 2,635)
0 372 0 2,693 2,077 2,693 2,449 -58 186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.6 0.0 97.2 96.3 97.2 96.9 2.8 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 1 0 18 15 18 16
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 217,691
COMMITMENTS
14,048 29,582 4,182 193,616 180,033 211,846 213,797 5,845 3,894
CHANGES FROM 06/18/13 (CHANGE IN OPEN INTEREST: 9,515)
-359 2,482 654 9,522 6,813 9,817 9,949 -302 -434
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 13.6 1.9 88.9 82.7 97.3 98.2 2.7 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
3 5 1 30 27 33 33
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 82,165
COMMITMENTS
2,449 0 3,039 68,367 76,964 73,855 80,003 8,310 2,162
CHANGES FROM 06/18/13 (CHANGE IN OPEN INTEREST: 1,704)
1,126 0 -207 793 2,251 1,712 2,044 -8 -340
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 0.0 3.7 83.2 93.7 89.9 97.4 10.1 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 1 13 12 14 13
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 90,590
COMMITMENTS
0 0 0 83,425 88,066 83,425 88,066 7,165 2,524
CHANGES FROM 06/18/13 (CHANGE IN OPEN INTEREST: 3,545)
0 0 0 1,355 2,822 1,355 2,822 2,190 723
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 92.1 97.2 92.1 97.2 7.9 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 0 0 23 23 23 23
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 97,387
COMMITMENTS
1,535 17,307 733 86,565 74,871 88,833 92,911 8,554 4,476
CHANGES FROM 06/18/13 (CHANGE IN OPEN INTEREST: 1,902)
0 2,868 -537 2,617 825 2,080 3,156 -178 -1,254
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 17.8 0.8 88.9 76.9 91.2 95.4 8.8 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 1 1 22 23 24 24
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 23,043
COMMITMENTS
0 1,380 0 22,799 20,325 22,799 21,705 244 1,338
CHANGES FROM 06/18/13 (CHANGE IN OPEN INTEREST: 3,530)
0 0 0 3,620 3,304 3,620 3,304 -90 226
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.0 0.0 98.9 88.2 98.9 94.2 1.1 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 2 0 13 18 13 20
PJM WH REAL TIME PEAK OTC - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 194,083
COMMITMENTS
28,383 10,066 18,603 146,571 164,525 193,556 193,194 526 889
CHANGES FROM 06/18/13 (CHANGE IN OPEN INTEREST: 482)
-1,535 2,948 -1,859 4,047 -967 653 122 -172 360
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.6 5.2 9.6 75.5 84.8 99.7 99.5 0.3 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
15 10 18 53 53 75 74
MID-C FINANCIAL PEAK OTC - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 53,973
COMMITMENTS
2,019 417 1,414 50,540 52,142 53,973 53,973 0 0
CHANGES FROM 06/18/13 (CHANGE IN OPEN INTEREST: -102)
467 79 -25 -544 -156 -102 -102 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 0.8 2.6 93.6 96.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 4 3 28 29 32 34
MID-C FINANCIAL OFF-PEAK OTC - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 556,642
COMMITMENTS
24,367 0 1,592 530,683 555,050 556,642 556,642 0 0
CHANGES FROM 06/18/13 (CHANGE IN OPEN INTEREST: 1,896)
633 0 -296 1,559 2,192 1,896 1,896 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 0.0 0.3 95.3 99.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
5 0 2 27 30 32 32
PJM WH OFF PEAK REAL TIME OTC - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,700,123
COMMITMENTS
252,844 57,628 40,174 1407105 1602321 1700123 1700123 0 0
CHANGES FROM 06/18/13 (CHANGE IN OPEN INTEREST: 36,249)
23,596 19,489 -14,873 27,878 31,633 36,601 36,249 -352 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.9 3.4 2.4 82.8 94.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
5 6 7 43 43 53 51
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 68,059
COMMITMENTS
105 6,985 3,989 63,965 57,085 68,059 68,059 0 0
CHANGES FROM 06/18/13 (CHANGE IN OPEN INTEREST: -411)
52 316 167 -630 -894 -411 -411 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 10.3 5.9 94.0 83.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
1 5 4 32 27 37 32
SP15 FIN DA LPM OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 400,697
COMMITMENTS
0 15,356 9,026 391,671 376,315 400,697 400,697 0 0
CHANGES FROM 06/18/13 (CHANGE IN OPEN INTEREST: 6,457)
0 3,257 0 6,457 3,200 6,457 6,457 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.8 2.3 97.7 93.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 2 2 19 20 21 22
AEP DAYTON HUB (REAL TIME LMP OFF-PEAK) - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 614,559
COMMITMENTS
54,739 167,418 9,189 550,631 437,952 614,559 614,559 0 0
CHANGES FROM 06/18/13 (CHANGE IN OPEN INTEREST: -2,329)
5,080 -2,777 -400 -7,009 848 -2,329 -2,329 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 27.2 1.5 89.6 71.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 2 2 25 25 28 29
AEP DAYTON HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 49,460
COMMITMENTS
6,526 19,472 2,816 39,862 26,621 49,204 48,909 256 551
CHANGES FROM 06/18/13 (CHANGE IN OPEN INTEREST: 639)
121 185 -60 578 558 639 683 0 -44
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.2 39.4 5.7 80.6 53.8 99.5 98.9 0.5 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 2 3 24 27 28 31
AD HUB DA OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 mwh OPEN INTEREST: 1,926,995
COMMITMENTS
4,000 1228485 0 1922995 698,510 1926995 1926995 0 0
CHANGES FROM 06/18/13 (CHANGE IN OPEN INTEREST: 188,950)
0 35,280 0 188,950 153,670 188,950 188,950 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 63.8 0.0 99.8 36.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 0 13 10 14 11
AD HUB DA PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 mwh OPEN INTEREST: 632,600
COMMITMENTS
0 407,100 0 632,600 225,500 632,600 632,600 0 0
CHANGES FROM 06/18/13 (CHANGE IN OPEN INTEREST: 32,600)
0 3,300 0 32,600 29,300 32,600 32,600 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 64.4 0.0 100.0 35.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 0 15 11 15 12
CIN HUB DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 1,141,760
COMMITMENTS
4,000 0 0 1137760 1141760 1141760 1141760 0 0
CHANGES FROM 06/18/13 (CHANGE IN OPEN INTEREST: 54,880)
0 0 0 54,880 54,880 54,880 54,880 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: 23)
1 0 0 14 11 15 11
CIN HUB REAL TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 303,768
COMMITMENTS
17,936 3,984 3,136 282,696 296,648 303,768 303,768 0 0
CHANGES FROM 06/18/13 (CHANGE IN OPEN INTEREST: 17,144)
-1,184 0 0 18,328 17,144 17,144 17,144 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 1.3 1.0 93.1 97.7 100.0 100.0 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 06/25/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 11,493
COMMITMENTS
1,181 536 595 9,250 10,173 11,026 11,304 467 189
CHANGES FROM 06/18/13 (CHANGE IN OPEN INTEREST: 525)
-22 238 22 778 541 778 801 -253 -276
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 4.7 5.2 80.5 88.5 95.9 98.4 4.1 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 3 2 21 21 24 25
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5MWh OPEN INTEREST: 1,024,025
COMMITMENTS
0 73,740 31,700 992,325 918,585 1024025 1024025 0 0
CHANGES FROM 06/18/13 (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 7.2 3.1 96.9 89.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 1 12 12 13 13
MISCO CINERGY DAY AHEAD LMP, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 430,625
COMMITMENTS
3,200 0 0 427,425 430,625 430,625 430,625 0 0
CHANGES FROM 06/18/13 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.0 0.0 99.3 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 0 0 19 12 21 12
MISCO CINERGY HUB REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-0643B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWH PER LOT OPEN INTEREST: 226,180
COMMITMENTS
0 550 1,600 224,580 224,030 226,180 226,180 0 0
CHANGES FROM 06/18/13 (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 99.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 1 1 19 22 20 23
MISO CINERGY HUB (REAL-TIME LMP) - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 27,697
COMMITMENTS
914 1,378 273 24,742 24,365 25,929 26,016 1,768 1,681
CHANGES FROM 06/18/13 (CHANGE IN OPEN INTEREST: 73)
-20 88 -0 98 -14 78 73 -4 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 5.0 1.0 89.3 88.0 93.6 93.9 6.4 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 3 2 21 23 23 27
Nepool MH DA LMP Offpk Mon Min - ICE FUTURES ENERGY DIV Code-0643B9
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any multiple of 5 MWh OPEN INTEREST: 1,699,499
COMMITMENTS
46,763 133,047 164,127 1488609 1402325 1699499 1699499 0 0
CHANGES FROM 06/18/13 (CHANGE IN OPEN INTEREST: 49,380)
-9,360 5,954 9,360 49,380 34,066 49,380 49,380 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 7.8 9.7 87.6 82.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
1 2 2 29 27 31 30
Nepool MH DA LMP Peak Mon Mini - ICE FUTURES ENERGY DIV Code-0643BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any multiple of 16 MWh OPEN INTEREST: 606,630
COMMITMENTS
0 94,945 22,465 584,165 489,220 606,630 606,630 0 0
CHANGES FROM 06/18/13 (CHANGE IN OPEN INTEREST: 32,030)
0 10,155 0 32,030 21,875 32,030 32,030 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 15.7 3.7 96.3 80.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
0 3 1 31 27 32 30
N. ILLINOIS HUB DAY AHEAD LMP, OFF PEAK MONTHLY - ICE FUTURES ENERGY Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 MWH OPEN INTEREST: 1,204,814
COMMITMENTS
0 0 0 1204814 1204814 1204814 1204814 0 0
CHANGES FROM 06/18/13 (CHANGE IN OPEN INTEREST: 15,680)
0 0 0 15,680 15,680 15,680 15,680 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 11 18 11
N. ILLINOIS HUB DAY AHEAD LMP, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 mwh OPEN INTEREST: 398,145
COMMITMENTS
7,400 0 0 390,745 398,145 398,145 398,145 0 0
CHANGES FROM 06/18/13 (CHANGE IN OPEN INTEREST: 23,225)
0 0 0 23,225 23,225 23,225 23,225 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 23 15 24 15
NEPOOL MASS HUB (DAY-AHEAD LMP OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 627,829
COMMITMENTS
101,138 23,433 26,953 499,738 577,443 627,829 627,829 0 0
CHANGES FROM 06/18/13 (CHANGE IN OPEN INTEREST: 481)
800 2,889 -1,192 873 -1,216 481 481 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.1 3.7 4.3 79.6 92.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
2 2 3 30 30 34 33
NEPOOL MASS HUB (DAY-AHEAD LMP) - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 44,422
COMMITMENTS
5,463 4,755 1,433 37,205 38,110 44,101 44,298 321 124
CHANGES FROM 06/18/13 (CHANGE IN OPEN INTEREST: 794)
-41 233 -42 855 603 772 794 22 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.3 10.7 3.2 83.8 85.8 99.3 99.7 0.7 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
1 3 4 33 34 37 38
N PATH 15 EZ GEN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 24,968
COMMITMENTS
3,042 0 77 21,849 24,891 24,968 24,968 0 0
CHANGES FROM 06/18/13 (CHANGE IN OPEN INTEREST: 414)
187 0 -50 277 464 414 414 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.2 0.0 0.3 87.5 99.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
4 0 2 26 16 30 18
NPATH 15 EZ GEN HUB DA OFFPEAK - ICE FUTURES ENERGY DIV Code-0643BR
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
25MWh OPEN INTEREST: 190,989
COMMITMENTS
18,454 0 1,952 170,583 189,037 190,989 190,989 0 0
CHANGES FROM 06/18/13 (CHANGE IN OPEN INTEREST: 952)
280 0 0 672 952 952 952 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 0.0 1.0 89.3 99.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 0 1 17 11 20 12
NORTHERN ILLINOIS HUB (REAL TIME LMP OFF-PEAK) - ICE FUTURES ENERGY DCode-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 571,025
COMMITMENTS
11,834 3,626 41,660 517,531 525,739 571,025 571,025 0 0
CHANGES FROM 06/18/13 (CHANGE IN OPEN INTEREST: 784)
0 392 0 784 392 784 784 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 0.6 7.3 90.6 92.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 1 2 25 20 29 22
NORTHERN ILLINOIS HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 32,978
COMMITMENTS
3,067 0 1,360 28,192 31,215 32,619 32,575 359 403
CHANGES FROM 06/18/13 (CHANGE IN OPEN INTEREST: -418)
-20 -510 0 -398 -163 -418 -673 0 255
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.3 0.0 4.1 85.5 94.7 98.9 98.8 1.1 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 0 1 26 29 28 30
NYISO ZONE J (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 97,388
COMMITMENTS
0 5,865 0 97,388 91,523 97,388 97,388 0 0
CHANGES FROM 06/18/13 (CHANGE IN OPEN INTEREST: 0)
0 -784 0 0 784 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.0 0.0 100.0 94.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 0 14 13 14 14
NYISO ZONE A - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 25,077
COMMITMENTS
3,578 648 126 20,610 23,899 24,314 24,673 763 404
CHANGES FROM 06/18/13 (CHANGE IN OPEN INTEREST: 937)
0 0 0 958 892 958 892 -21 45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.3 2.6 0.5 82.2 95.3 97.0 98.4 3.0 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 2 2 22 21 26 24
NYISO ZONE A (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 345,295
COMMITMENTS
55,285 0 1,560 288,450 343,735 345,295 345,295 0 0
CHANGES FROM 06/18/13 (CHANGE IN OPEN INTEREST: 7,072)
392 0 0 6,680 7,072 7,072 7,072 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.0 0.0 0.5 83.5 99.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 0 1 21 22 24 23
NYISO ZONE G - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 19,160
COMMITMENTS
1,086 4 80 17,377 18,886 18,543 18,970 617 190
CHANGES FROM 06/18/13 (CHANGE IN OPEN INTEREST: -18)
0 0 0 -38 -60 -38 -60 20 42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 0.0 0.4 90.7 98.6 96.8 99.0 3.2 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 1 2 24 25 27 27
NYISO ZONE G (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 252,022
COMMITMENTS
6,705 4,680 0 245,317 247,342 252,022 252,022 0 0
CHANGES FROM 06/18/13 (CHANGE IN OPEN INTEREST: 1,968)
-784 0 0 2,752 1,968 1,968 1,968 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 1.9 0.0 97.3 98.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 1 0 21 18 22 19
PALO VERDE - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 32,177
COMMITMENTS
26 410 3,051 29,100 28,716 32,177 32,177 0 0
CHANGES FROM 06/18/13 (CHANGE IN OPEN INTEREST: 670)
-284 410 -51 1,005 311 670 670 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 1.3 9.5 90.4 89.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 1 1 23 24 25 25
PALO VERDE (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
25 MWh OPEN INTEREST: 224,982
COMMITMENTS
1,626 0 328 223,028 224,654 224,982 224,982 0 0
CHANGES FROM 06/18/13 (CHANGE IN OPEN INTEREST: 672)
-328 0 328 672 344 672 672 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.0 0.1 99.1 99.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 0 1 18 19 19 20
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 MWh OPEN INTEREST: 832,180
COMMITMENTS
0 97,920 0 832,180 734,260 832,180 832,180 0 0
CHANGES FROM 06/18/13 (CHANGE IN OPEN INTEREST: 13,555)
0 0 0 13,555 13,555 13,555 13,555 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 11.8 0.0 100.0 88.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 1 0 17 11 17 12
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 249,970
COMMITMENTS
0 16,300 0 249,970 233,670 249,970 249,970 0 0
CHANGES FROM 06/18/13 (CHANGE IN OPEN INTEREST: 2,650)
0 0 0 2,650 2,650 2,650 2,650 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.5 0.0 100.0 93.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 1 0 21 15 21 16
PJM CAL 1X FIXED - ICE FUTURES ENERGY DIV Code-0643CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs OPEN INTEREST: 2,397
COMMITMENTS
476 8 291 1,603 2,093 2,370 2,392 27 5
CHANGES FROM 06/18/13 (CHANGE IN OPEN INTEREST: 52)
39 1 -7 15 57 48 52 5 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.9 0.3 12.2 66.9 87.3 98.9 99.8 1.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 2 3 17 17 20 20
PJM EASTERN HUB DAY-AHEAD - ICE FUTURES ENERGY DIV Code-0643CR
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 138,365
COMMITMENTS
0 0 0 138,365 138,365 138,365 138,365 0 0
CHANGES FROM 06/18/13 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 15 12 15 12
PJM JCPL ZONE DAY-AHEAD - ICE FUTURES ENERGY DIV Code-0643CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 Mwh OPEN INTEREST: 238,025
COMMITMENTS
0 0 0 238,025 238,025 238,025 238,025 0 0
CHANGES FROM 06/18/13 (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 11 17 11
PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643CV
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 Mwh OPEN INTEREST: 838,835
COMMITMENTS
0 0 0 838,835 838,835 838,835 838,835 0 0
CHANGES FROM 06/18/13 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 15 9 15 9
PJM PECO ZONE (DA LMP) PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 155,035
COMMITMENTS
440 0 0 154,595 155,035 155,035 155,035 0 0
CHANGES FROM 06/18/13 (CHANGE IN OPEN INTEREST: 6,400)
0 0 0 6,400 6,400 6,400 6,400 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.0 0.0 99.7 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 0 17 16 18 16
PJM PEPCO DAY-AHEAD - ICE FUTURES ENERGY DIV Code-0643D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 217,105
COMMITMENTS
5,080 1,000 0 212,025 216,105 217,105 217,105 0 0
CHANGES FROM 06/18/13 (CHANGE IN OPEN INTEREST: 2,200)
0 0 0 2,200 2,200 2,200 2,200 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 0.5 0.0 97.7 99.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 1 0 23 15 24 16
PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643D5
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 MWh OPEN INTEREST: 619,244
COMMITMENTS
0 0 0 619,244 619,244 619,244 619,244 0 0
CHANGES FROM 06/18/13 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 17 11 17 11
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 MWh OPEN INTEREST: 992,179
COMMITMENTS
0 0 0 992,179 992,179 992,179 992,179 0 0
CHANGES FROM 06/18/13 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 15 7 15 7
PJM PPL ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 296,350
COMMITMENTS
0 0 0 296,350 296,350 296,350 296,350 0 0
CHANGES FROM 06/18/13 (CHANGE IN OPEN INTEREST: 550)
0 0 0 550 550 550 550 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 25 11 25 11
PJM WESTERN HUB (DAY-AHEAD OFF PEAK) - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 MWh OPEN INTEREST: 6,722,982
COMMITMENTS
308,436 4,000 0 6414546 6718982 6722982 6722982 0 0
CHANGES FROM 06/18/13 (CHANGE IN OPEN INTEREST: 69,416)
3,136 0 0 66,280 69,416 69,416 69,416 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 0.1 0.0 95.4 99.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
4 1 0 35 36 39 37
PJM WESTERN HUB (DAY-AHEAD) - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 2,274,450
COMMITMENTS
76,735 4,200 0 2197715 2270250 2274450 2274450 0 0
CHANGES FROM 06/18/13 (CHANGE IN OPEN INTEREST: 30,010)
330 0 0 29,680 30,010 30,010 30,010 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 0.2 0.0 96.6 99.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
4 1 0 40 36 44 37
PJM WESTERN HUB MINI (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 2,476,726
COMMITMENTS
501,556 555,096 96,230 1877165 1825400 2474950 2476726 1,775 0
CHANGES FROM 06/18/13 (CHANGE IN OPEN INTEREST: 119,627)
116,276 92,284 -51,259 53,793 78,602 118,810 119,627 817 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.3 22.4 3.9 75.8 73.7 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
5 10 7 45 38 55 50
PJM WH REAL TIME MINI OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
MWh (Megawatt Hours) OPEN INTEREST: 4,930,766
COMMITMENTS
104,199 345,636 164,644 4661923 4420486 4930766 4930766 0 0
CHANGES FROM 06/18/13 (CHANGE IN OPEN INTEREST: 143,345)
-3,136 46,800 3,136 143,345 93,409 143,345 143,345 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 7.0 3.3 94.5 89.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
2 5 5 36 31 41 38
PSA-PJM PSEG ZONE DAY-AHEAD - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 633,070
COMMITMENTS
0 1,380 660 632,410 631,030 633,070 633,070 0 0
CHANGES FROM 06/18/13 (CHANGE IN OPEN INTEREST: 17,655)
0 -1,100 660 16,995 18,095 17,655 17,655 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.2 0.1 99.9 99.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 1 1 27 15 28 16
PSB-PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 MWh OPEN INTEREST: 1,998,826
COMMITMENTS
0 17,378 0 1998826 1981448 1998826 1998826 0 0
CHANGES FROM 06/18/13 (CHANGE IN OPEN INTEREST: 27,286)
0 0 0 27,286 27,286 27,286 27,286 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: 31)
0 1 0 23 14 23 15
Updated June 28, 2013