CALIF CARBON ALLOWANCE-2013 - ICE FUTURES ENERGY DIV Code-006391
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 CALIFORNIA CARBON ALLOWANCES OPEN INTEREST: 10,940
COMMITMENTS
3,311 3,601 505 7,068 6,814 10,884 10,920 56 20
CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST: -440)
-62 125 -228 -153 -336 -443 -440 3 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.3 32.9 4.6 64.6 62.3 99.5 99.8 0.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
12 9 9 13 9 29 23
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 5,753,914
COMMITMENTS
1068562 243,721 1727182 2932508 3769347 5728252 5740250 25,662 13,664
CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST: -220,724)
-24,981 88,312 -118,141 -77,865 -189,086 -220,987 -218,915 263 -1,809
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.6 4.2 30.0 51.0 65.5 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 227)
46 28 61 143 137 213 203
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 3,593,271
COMMITMENTS
158,223 62,316 1595470 1838347 1933663 3592040 3591449 1,231 1,822
CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST: -320,550)
20,362 -3,994 -228,167 -113,114 -89,090 -320,918 -321,252 369 702
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 1.7 44.4 51.2 53.8 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109)
30 15 37 59 59 100 100
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 268,286
COMMITMENTS
23,057 1,703 8,088 218,962 251,658 250,107 261,449 18,179 6,837
CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST: 6,040)
3,094 628 836 593 3,160 4,523 4,624 1,517 1,416
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.6 0.6 3.0 81.6 93.8 93.2 97.5 6.8 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
7 4 9 36 33 47 42
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 183,088
COMMITMENTS
4,868 455 4,899 170,013 174,176 179,780 179,530 3,308 3,558
CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST: 969)
1,398 0 -139 -362 1,229 897 1,090 72 -121
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 0.2 2.7 92.9 95.1 98.2 98.1 1.8 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
5 1 4 36 36 42 40
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 226,313
COMMITMENTS
10,168 4,243 4,980 202,793 211,128 217,941 220,351 8,372 5,962
CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST: 10,903)
-1,180 3,676 354 10,017 6,859 9,191 10,889 1,712 14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 1.9 2.2 89.6 93.3 96.3 97.4 3.7 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
5 2 6 32 34 38 41
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 834,338
COMMITMENTS
310 3,345 4,774 822,476 822,528 827,560 830,647 6,778 3,691
CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST: 18,568)
-124 -152 -933 19,195 18,797 18,138 17,712 430 856
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.4 0.6 98.6 98.6 99.2 99.6 0.8 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
1 5 5 57 44 63 50
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 255,682
COMMITMENTS
3,512 0 2,216 241,058 241,356 246,786 243,572 8,896 12,110
CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST: 6,791)
1,680 -1,717 -330 4,742 5,586 6,092 3,539 699 3,252
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.0 0.9 94.3 94.4 96.5 95.3 3.5 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
4 0 2 26 34 30 36
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 248,017
COMMITMENTS
32,866 372 3,529 205,311 238,049 241,706 241,950 6,311 6,067
CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST: 17,126)
6,122 -396 -1,323 12,725 19,546 17,524 17,827 -398 -701
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.3 0.1 1.4 82.8 96.0 97.5 97.6 2.5 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
4 1 3 37 46 41 50
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 97,745
COMMITMENTS
6,134 1,276 2,655 83,856 84,503 92,645 88,434 5,100 9,311
CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST: -2,619)
2,705 278 -1,944 -3,602 -2,437 -2,841 -4,103 222 1,484
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 1.3 2.7 85.8 86.5 94.8 90.5 5.2 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 2 4 20 22 24 26
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 173,877
COMMITMENTS
9,787 12,271 7,803 146,737 147,334 164,327 167,408 9,550 6,469
CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST: 2,610)
260 2,508 -281 1,345 169 1,324 2,396 1,286 214
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 7.1 4.5 84.4 84.7 94.5 96.3 5.5 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
4 1 4 30 28 35 32
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 72,953
COMMITMENTS
1,823 13,260 423 65,472 51,207 67,718 64,890 5,235 8,063
CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST: 419)
102 221 -25 1,314 1,507 1,391 1,703 -972 -1,284
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 18.2 0.6 89.7 70.2 92.8 88.9 7.2 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 2 2 21 19 23 22
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 162,459
COMMITMENTS
1,005 610 2,623 154,403 155,463 158,031 158,696 4,428 3,763
CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST: 3,370)
-1,776 -922 553 3,523 4,757 2,300 4,388 1,070 -1,018
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.4 1.6 95.0 95.7 97.3 97.7 2.7 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
1 1 1 30 33 31 35
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 81,986
COMMITMENTS
0 648 0 67,796 76,854 67,796 77,502 14,190 4,484
CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST: 3,417)
0 0 0 2,998 6,064 2,998 6,064 419 -2,647
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.8 0.0 82.7 93.7 82.7 94.5 17.3 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 1 0 19 16 19 17
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 342,849
COMMITMENTS
13,739 6,735 3,390 319,188 329,598 336,317 339,723 6,532 3,126
CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST: -17,160)
306 -616 -125 -18,629 -16,569 -18,448 -17,310 1,288 150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 2.0 1.0 93.1 96.1 98.1 99.1 1.9 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
1 5 2 41 42 44 47
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 89,734
COMMITMENTS
7,710 0 3,111 75,831 78,833 86,652 81,944 3,082 7,790
CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST: 1,351)
1,047 0 424 -797 -27 674 397 677 954
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.6 0.0 3.5 84.5 87.9 96.6 91.3 3.4 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 0 2 23 25 25 27
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BA - ICE FUTURES ENERCode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 70,087
COMMITMENTS
506 5,538 1,770 58,422 54,356 60,698 61,664 9,389 8,423
CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST: 4,005)
62 -876 -104 7,265 5,379 7,223 4,399 -3,218 -394
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 7.9 2.5 83.4 77.6 86.6 88.0 13.4 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 2 2 16 21 18 24
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 186,783
COMMITMENTS
16,723 9,672 797 168,054 172,466 185,574 182,935 1,209 3,848
CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST: 20,277)
11,127 4,216 -527 8,989 16,216 19,589 19,905 688 372
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 5.2 0.4 90.0 92.3 99.4 97.9 0.6 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
5 3 2 25 36 31 40
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 158,337
COMMITMENTS
28,472 17,608 797 128,132 138,630 157,401 157,035 936 1,302
CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST: 42,242)
11,251 4,216 -527 31,506 38,237 42,230 41,926 12 316
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.0 11.1 0.5 80.9 87.6 99.4 99.2 0.6 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
7 3 2 31 36 39 40
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 49,435
COMMITMENTS
496 0 0 48,878 49,032 49,374 49,032 61 403
CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST: 4,061)
496 0 0 3,782 4,278 4,278 4,278 -217 -217
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.0 0.0 98.9 99.2 99.9 99.2 0.1 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 0 0 19 29 20 29
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 145,530
COMMITMENTS
0 0 0 135,719 135,389 135,719 135,389 9,811 10,141
CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST: 6,627)
-787 0 -237 5,753 7,082 4,729 6,845 1,898 -218
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 93.3 93.0 93.3 93.0 6.7 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 0 0 29 25 29 25
NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV Code-0233AW
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 19,178
COMMITMENTS
0 465 0 17,387 18,124 17,387 18,589 1,791 589
CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST: 1,178)
0 0 0 1,054 1,209 1,054 1,209 124 -31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.4 0.0 90.7 94.5 90.7 96.9 9.3 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 2 0 14 13 14 15
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS - ICE FUTURES ENERCode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 73,410
COMMITMENTS
1,515 0 2,000 66,592 66,499 70,107 68,499 3,303 4,911
CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST: 672)
401 0 -342 491 1,947 550 1,605 122 -933
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 0.0 2.7 90.7 90.6 95.5 93.3 4.5 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 1 18 18 19 19
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 111,803
COMMITMENTS
0 5,426 1,359 102,879 102,681 104,238 109,466 7,565 2,337
CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST: 36)
0 2,356 -124 612 -1,545 488 687 -452 -651
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.9 1.2 92.0 91.8 93.2 97.9 6.8 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
0 3 2 28 24 30 27
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 106,223
COMMITMENTS
1,172 0 2,330 98,196 96,218 101,698 98,548 4,525 7,675
CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST: 6,635)
45 0 1,298 5,835 4,886 7,178 6,184 -543 451
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.0 2.2 92.4 90.6 95.7 92.8 4.3 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 0 2 16 19 18 21
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 67,766
COMMITMENTS
188 1,033 1,536 59,920 61,104 61,644 63,673 6,122 4,093
CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST: 1,272)
188 -180 333 720 1,305 1,241 1,458 31 -186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 1.5 2.3 88.4 90.2 91.0 94.0 9.0 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 2 16 14 18 16
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 20,861
COMMITMENTS
0 279 341 19,873 19,623 20,214 20,243 647 618
CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.3 1.6 95.3 94.1 96.9 97.0 3.1 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 1 11 13 12 14
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 125,391
COMMITMENTS
128 333 2,381 117,676 119,415 120,185 122,129 5,206 3,262
CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST: -2,151)
-90 19 -178 -756 -1,293 -1,024 -1,452 -1,127 -699
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.3 1.9 93.8 95.2 95.8 97.4 4.2 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 1 2 20 20 22 22
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 314,745
COMMITMENTS
8,692 9,225 6,350 291,355 294,462 306,397 310,037 8,348 4,708
CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST: 4,119)
-3,634 -2,700 4,175 3,954 2,289 4,495 3,764 -376 355
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 2.9 2.0 92.6 93.6 97.3 98.5 2.7 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
2 3 4 35 34 39 39
PANHANDLE EASTERN- POOL GAS (INDEX) - ICE FUTURES ENERGY DIV Code-0233BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 19,491
COMMITMENTS
0 0 0 18,902 18,561 18,902 18,561 589 930
CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.0 95.2 97.0 95.2 3.0 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 12 12 12 12
SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 41,498
COMMITMENTS
2,325 31 620 37,043 39,586 39,988 40,237 1,510 1,261
CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST: 463)
310 0 0 -2 370 308 370 155 93
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 0.1 1.5 89.3 95.4 96.4 97.0 3.6 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
4 1 1 17 19 22 20
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 55,885
COMMITMENTS
0 589 0 54,409 54,366 54,409 54,955 1,476 930
CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST: 3,596)
0 0 0 4,057 4,146 4,057 4,146 -461 -550
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.1 0.0 97.4 97.3 97.4 98.3 2.6 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 1 0 20 18 20 19
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 225,394
COMMITMENTS
15,315 30,889 4,154 199,437 187,020 218,906 222,063 6,488 3,331
CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST: 9,730)
412 713 660 9,163 8,476 10,235 9,849 -505 -119
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 13.7 1.8 88.5 83.0 97.1 98.5 2.9 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
4 5 4 32 35 37 43
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 81,862
COMMITMENTS
8,104 0 3,158 64,684 75,845 75,946 79,003 5,916 2,859
CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST: 3,148)
1,311 0 -153 2,723 4,068 3,881 3,915 -733 -767
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 0.0 3.9 79.0 92.6 92.8 96.5 7.2 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 1 18 15 19 16
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 94,453
COMMITMENTS
0 0 0 91,408 90,473 91,408 90,473 3,045 3,980
CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST: 1,506)
0 0 0 1,136 1,236 1,136 1,236 370 270
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.8 95.8 96.8 95.8 3.2 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 0 0 23 21 23 21
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 93,249
COMMITMENTS
915 16,074 856 84,874 73,134 86,645 90,064 6,604 3,185
CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST: -2,115)
0 -221 -154 -2,295 -1,470 -2,449 -1,845 334 -270
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 17.2 0.9 91.0 78.4 92.9 96.6 7.1 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 1 1 23 22 25 23
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 191,241
COMMITMENTS
26,135 13,428 17,320 142,254 155,006 185,708 185,753 5,532 5,487
CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST: 1,428)
-795 978 77 -2,723 -4,228 -3,441 -3,172 4,869 4,600
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.7 7.0 9.1 74.4 81.1 97.1 97.1 2.9 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
13 12 18 55 54 76 76
MID-C FINANCIAL PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 56,493
COMMITMENTS
4,096 311 1,447 50,950 54,735 56,493 56,493 0 0
CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST: 4,930)
1,494 -25 -27 3,463 4,982 4,930 4,930 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 0.6 2.6 90.2 96.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 2 3 29 30 33 34
MID-C FINANCIAL OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 540,833
COMMITMENTS
23,841 0 1,248 515,744 539,585 540,833 540,833 0 0
CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST: 12,985)
1,233 0 -624 12,376 13,609 12,985 12,985 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 0.0 0.2 95.4 99.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 0 2 27 29 30 31
PJM WH OFF PEAK REAL TIME - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,783,340
COMMITMENTS
202,206 36,418 51,348 1529786 1695574 1783340 1783340 0 0
CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST: 42,515)
-13,259 2,338 -3,897 59,671 44,074 42,515 42,515 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 2.0 2.9 85.8 95.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
5 6 8 44 44 54 53
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 65,078
COMMITMENTS
208 6,859 4,804 60,067 53,415 65,078 65,078 0 0
CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST: 842)
0 303 -320 1,162 859 842 842 0 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 10.5 7.4 92.3 82.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
2 5 4 30 31 35 37
SP15 FIN DA LPM OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 383,841
COMMITMENTS
0 17,243 8,714 375,127 357,884 383,841 383,841 0 0
CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST: 7,036)
0 312 0 7,036 6,724 7,036 7,036 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.5 2.3 97.7 93.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 2 2 19 19 21 21
AEP DAYTON HUB (REAL TIME LMP OFF-PEAK) - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 672,982
COMMITMENTS
45,560 205,305 9,968 617,454 457,709 672,982 672,982 0 0
CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST: 8,555)
392 9,404 0 8,163 -849 8,555 8,555 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 30.5 1.5 91.7 68.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
4 2 2 26 25 30 29
AEP DAYTON HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 52,403
COMMITMENTS
5,866 21,804 2,143 44,137 27,629 52,146 51,576 257 827
CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST: 131)
-42 0 21 174 -36 153 -15 -22 146
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 41.6 4.1 84.2 52.7 99.5 98.4 0.5 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 2 2 24 25 27 29
AD HUB DA OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 mwh OPEN INTEREST: 2,030,535
COMMITMENTS
11,760 1165765 0 2018775 864,770 2030535 2030535 0 0
CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST: 110,080)
3,920 0 0 106,160 110,080 110,080 110,080 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 57.4 0.0 99.4 42.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 0 14 9 15 10
AD HUB DA PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 mwh OPEN INTEREST: 598,100
COMMITMENTS
0 375,970 0 598,100 222,130 598,100 598,100 0 0
CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST: 5,500)
0 0 0 5,500 5,500 5,500 5,500 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 62.9 0.0 100.0 37.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 0 16 11 16 12
CIN HUB DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 1,019,680
COMMITMENTS
0 3,920 0 1019680 1015760 1019680 1019680 0 0
CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST: 0)
0 3,920 0 0 -3,920 0 0 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: 22)
0 1 0 14 9 14 10
CIN HUB REAL TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 293,480
COMMITMENTS
14,784 3,992 2,728 275,576 286,760 293,088 293,480 392 0
CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST: -3,200)
-800 -392 -384 -2,408 -2,424 -3,592 -3,200 392 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 1.4 0.9 93.9 97.7 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 2 3 25 21 28 25
ERCOT - NORTH ZONE - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 12,496
COMMITMENTS
1,267 840 681 10,143 10,889 12,091 12,410 404 85
CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST: 727)
-84 92 84 749 595 749 771 -22 -45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 6.7 5.4 81.2 87.1 96.8 99.3 3.2 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 3 2 26 23 29 27
MISCO CINERGY DAY AHEAD LMP, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 369,075
COMMITMENTS
0 0 0 369,075 369,075 369,075 369,075 0 0
CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST: -5,500)
0 0 0 -5,500 -5,500 -5,500 -5,500 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 17 13 17 13
MISCO CINERGY HUB REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-0643B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWH PER LOT OPEN INTEREST: 220,520
COMMITMENTS
0 1,150 1,600 218,920 217,770 220,520 220,520 0 0
CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST: 7,990)
0 0 0 7,990 7,990 7,990 7,990 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.5 0.7 99.3 98.8 100.0 100.0 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 07/30/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 26,023
COMMITMENTS
1,253 1,276 192 22,831 22,872 24,276 24,340 1,747 1,683
CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST: -172)
339 -46 -14 -1,641 -198 -1,316 -258 1,145 86
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 4.9 0.7 87.7 87.9 93.3 93.5 6.7 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 2 3 23 22 26 26
Nepool MH DA LMP Offpk Mon Min - ICE FUTURES ENERGY DIV Code-0643B9
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any multiple of 5 MWh OPEN INTEREST: 1,864,260
COMMITMENTS
50,083 145,059 152,927 1661250 1566274 1864260 1864260 0 0
CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST: 29,756)
0 18,012 0 29,756 11,744 29,756 29,756 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 7.8 8.2 89.1 84.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
1 2 1 29 26 30 29
Nepool MH DA LMP Peak Mon Mini - ICE FUTURES ENERGY DIV Code-0643BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any multiple of 16 MWh OPEN INTEREST: 651,450
COMMITMENTS
0 99,240 15,655 635,795 536,555 651,450 651,450 0 0
CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST: 9,785)
0 2,560 -2,560 12,345 9,785 9,785 9,785 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 15.2 2.4 97.6 82.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
0 3 1 32 25 33 28
N. ILLINOIS HUB DAY AHEAD LMP, OFF PEAK MONTHLY - ICE FUTURES ENERGY Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 MWH OPEN INTEREST: 1,106,334
COMMITMENTS
0 0 0 1106334 1106334 1106334 1106334 0 0
CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST: 3,920)
0 0 0 3,920 3,920 3,920 3,920 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 18 12 18 12
N. ILLINOIS HUB DAY AHEAD LMP, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 mwh OPEN INTEREST: 367,045
COMMITMENTS
5,300 0 0 361,745 367,045 367,045 367,045 0 0
CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST: 0)
-1,100 0 0 1,100 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.0 0.0 98.6 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 0 0 22 15 23 15
NEPOOL MASS HUB (DAY-AHEAD LMP OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 629,469
COMMITMENTS
113,017 24,537 26,553 489,899 578,379 629,469 629,469 0 0
CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST: 10,144)
6,120 432 392 3,632 9,320 10,144 10,144 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.0 3.9 4.2 77.8 91.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
1 2 3 30 28 33 31
NEPOOL MASS HUB (DAY-AHEAD LMP) - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 44,836
COMMITMENTS
6,533 5,019 1,256 36,712 38,444 44,501 44,719 336 117
CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST: 1,099)
1,072 15 0 -8 1,093 1,064 1,108 35 -9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.6 11.2 2.8 81.9 85.7 99.3 99.7 0.7 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
1 3 4 31 34 35 38
N PATH 15 EZ GEN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 23,845
COMMITMENTS
3,030 144 180 20,635 23,521 23,845 23,845 0 0
CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST: 1,188)
105 44 29 1,054 1,115 1,188 1,188 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.7 0.6 0.8 86.5 98.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 2 3 23 19 26 23
NPATH 15 EZ GEN HUB DA OFFPEAK - ICE FUTURES ENERGY DIV Code-0643BR
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
25MWh OPEN INTEREST: 173,072
COMMITMENTS
15,270 336 1,952 155,850 170,784 173,072 173,072 0 0
CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST: -2,578)
0 0 0 -2,578 -2,578 -2,578 -2,578 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 0.2 1.1 90.0 98.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 1 1 14 11 16 13
NORTHERN ILLINOIS HUB (REAL TIME LMP OFF-PEAK) - ICE FUTURES ENERGY DCode-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 585,760
COMMITMENTS
13,834 13,793 38,460 533,466 533,507 585,760 585,760 0 0
CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST: 16,400)
0 1,600 0 16,400 14,800 16,400 16,400 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 2.4 6.6 91.1 91.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 1 2 25 21 28 23
NORTHERN ILLINOIS HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 30,531
COMMITMENTS
3,485 0 362 26,301 29,744 30,148 30,106 383 425
CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST: -130)
-22 0 44 -152 -174 -130 -130 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 0.0 1.2 86.1 97.4 98.7 98.6 1.3 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 0 1 25 26 27 27
NYISO ZONE J (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 90,188
COMMITMENTS
0 5,465 0 90,188 84,723 90,188 90,188 0 0
CHANGES FROM 07/23/13 (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 6.1 0.0 100.0 93.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 0 13 12 13 13
NYISO ZONE A - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 22,613
COMMITMENTS
3,005 188 44 19,179 22,147 22,228 22,379 385 234
CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST: -635)
64 -192 0 -634 -420 -570 -612 -65 -23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.3 0.8 0.2 84.8 97.9 98.3 99.0 1.7 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
4 1 1 24 22 28 24
NYISO ZONE A (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 348,899
COMMITMENTS
51,685 0 1,560 295,654 347,339 348,899 348,899 0 0
CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST: 5,056)
0 0 0 5,056 5,056 5,056 5,056 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.8 0.0 0.4 84.7 99.6 100.0 100.0 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 07/30/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 17,679
COMMITMENTS
1,282 0 124 15,932 17,382 17,338 17,506 341 173
CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST: -340)
-42 0 42 -341 -382 -341 -340 1 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 0.0 0.7 90.1 98.3 98.1 99.0 1.9 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 0 2 23 25 26 27
NYISO ZONE G (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 237,982
COMMITMENTS
7,129 4,680 0 230,853 233,302 237,982 237,982 0 0
CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST: 1,616)
1,224 0 0 392 1,616 1,616 1,616 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 2.0 0.0 97.0 98.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 1 0 19 17 21 18
PALO VERDE - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 31,317
COMMITMENTS
0 1,257 2,922 28,395 27,138 31,317 31,317 0 0
CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST: 224)
0 614 0 224 -390 224 224 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.0 9.3 90.7 86.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 1 1 22 24 23 25
PALO VERDE (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
25 MWh OPEN INTEREST: 219,989
COMMITMENTS
2,233 0 328 217,428 219,661 219,989 219,989 0 0
CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST: -929)
0 0 0 -929 -929 -929 -929 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.0 0.1 98.8 99.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 0 1 17 19 18 20
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 MWh OPEN INTEREST: 780,180
COMMITMENTS
0 85,920 0 780,180 694,260 780,180 780,180 0 0
CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 11.0 0.0 100.0 89.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 0 15 11 15 12
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 250,365
COMMITMENTS
0 11,775 0 250,365 238,590 250,365 250,365 0 0
CHANGES FROM 07/23/13 (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 4.7 0.0 100.0 95.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 1 0 22 13 22 14
PJM CAL 1X FIXED - ICE FUTURES ENERGY DIV Code-0643CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs OPEN INTEREST: 2,593
COMMITMENTS
544 8 336 1,691 2,248 2,571 2,593 22 0
CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST: 226)
95 -1 25 102 201 223 226 3 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.0 0.3 13.0 65.2 86.7 99.2 100.0 0.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 2 3 17 18 20 21
PJM EASTERN HUB DAY-AHEAD - ICE FUTURES ENERGY DIV Code-0643CR
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 135,740
COMMITMENTS
0 0 0 135,740 135,740 135,740 135,740 0 0
CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST: -1,100)
0 0 0 -1,100 -1,100 -1,100 -1,100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 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 07/30/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 Mwh OPEN INTEREST: 241,615
COMMITMENTS
0 0 0 241,615 241,615 241,615 241,615 0 0
CHANGES FROM 07/23/13 (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 18 14 18 14
PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643CV
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 Mwh OPEN INTEREST: 824,827
COMMITMENTS
0 0 0 824,827 824,827 824,827 824,827 0 0
CHANGES FROM 07/23/13 (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 10 15 10
PJM PECO ZONE (DA LMP) PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 154,205
COMMITMENTS
440 0 0 153,765 154,205 154,205 154,205 0 0
CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST: 1,100)
0 0 0 1,100 1,100 1,100 1,100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.0 0.0 99.7 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 0 17 14 18 14
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mwh OPEN INTEREST: 523,919
COMMITMENTS
0 0 0 523,919 523,919 523,919 523,919 0 0
CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 16 12 16 12
PJM PEPCO DAY-AHEAD - ICE FUTURES ENERGY DIV Code-0643D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 193,825
COMMITMENTS
4,680 0 0 189,145 193,825 193,825 193,825 0 0
CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST: 2,100)
0 0 0 2,100 2,100 2,100 2,100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 0.0 0.0 97.6 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 0 0 24 14 25 14
PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643D5
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 MWh OPEN INTEREST: 571,432
COMMITMENTS
0 0 0 571,432 571,432 571,432 571,432 0 0
CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST: 7,772)
0 0 0 7,772 7,772 7,772 7,772 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 17 10 17 10
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 MWh OPEN INTEREST: 1,156,795
COMMITMENTS
0 3,920 0 1156795 1152875 1156795 1156795 0 0
CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST: 255,016)
0 3,920 0 255,016 251,096 255,016 255,016 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.3 0.0 100.0 99.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 1 0 18 8 18 9
PJM PPL ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 329,150
COMMITMENTS
0 0 0 329,150 329,150 329,150 329,150 0 0
CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST: 59,400)
0 0 0 59,400 59,400 59,400 59,400 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 0 0 25 9 25 9
PJM WESTERN HUB (DAY-AHEAD OFF PEAK) - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 MWh OPEN INTEREST: 6,686,920
COMMITMENTS
292,236 0 0 6394684 6686920 6686920 6686920 0 0
CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST: 295,017)
3,920 0 0 291,097 295,017 295,017 295,017 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 0.0 0.0 95.6 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
5 0 0 37 33 42 33
PJM WESTERN HUB (DAY-AHEAD) - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 2,315,500
COMMITMENTS
68,630 5,500 0 2246870 2310000 2315500 2315500 0 0
CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST: 49,260)
1,100 -3,300 0 48,160 52,560 49,260 49,260 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 0.2 0.0 97.0 99.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
4 2 0 40 37 44 39
PJM WESTERN HUB MINI (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 2,700,866
COMMITMENTS
555,176 582,953 138,948 2001442 1975865 2695566 2697766 5,300 3,100
CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST: 85,170)
1,425 30,050 5,675 74,453 46,345 81,553 82,070 3,617 3,100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.6 21.6 5.1 74.1 73.2 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
5 9 7 45 42 54 54
PJM WH REAL TIME MINI OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
MWh (Megawatt Hours) OPEN INTEREST: 5,328,305
COMMITMENTS
129,414 405,235 147,532 5051359 4775538 5328305 5328305 0 0
CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST: -7,854)
0 23,520 0 -7,854 -31,374 -7,854 -7,854 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 7.6 2.8 94.8 89.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
3 4 5 36 31 41 38
PSA-PJM PSEG ZONE DAY-AHEAD - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 661,305
COMMITMENTS
0 180 660 660,645 660,465 661,305 661,305 0 0
CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST: 385)
0 0 0 385 385 385 385 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.1 99.9 99.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 1 1 31 14 32 15
PSB-PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 MWh OPEN INTEREST: 2,150,302
COMMITMENTS
0 14,618 0 2150302 2135684 2150302 2150302 0 0
CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST: 29,008)
0 0 0 29,008 29,008 29,008 29,008 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.7 0.0 100.0 99.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 1 0 28 15 28 16
Updated August 2, 2013