CALIF CARBON ALLOWANCE-2013 - ICE FUTURES ENERGY DIV Code-006391
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 CALIFORNIA CARBON ALLOWANCES OPEN INTEREST: 10,804
COMMITMENTS
3,298 3,408 495 6,941 6,862 10,733 10,764 71 40
CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: -136)
-13 -193 -10 -128 48 -151 -156 15 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.5 31.5 4.6 64.2 63.5 99.3 99.6 0.7 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
11 9 8 13 9 28 22
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 5,647,601
COMMITMENTS
1000485 280,910 1665551 2957970 3689407 5624006 5635868 23,595 11,733
CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: -106,313)
-68,077 37,189 -61,631 25,462 -79,940 -104,246 -104,382 -2,067 -1,931
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.7 5.0 29.5 52.4 65.3 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 233)
46 32 64 147 138 221 207
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 3,667,799
COMMITMENTS
159,027 51,983 1636817 1870141 1976965 3665984 3665765 1,815 2,034
CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: 74,528)
804 -10,333 41,347 31,794 43,302 73,945 74,315 583 213
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 1.4 44.6 51.0 53.9 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112)
30 17 43 62 59 107 104
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 248,166
COMMITMENTS
21,617 5,406 4,738 203,269 230,805 229,624 240,949 18,542 7,217
CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: -20,120)
-1,440 3,703 -3,350 -15,693 -20,853 -20,483 -20,500 363 380
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 2.2 1.9 81.9 93.0 92.5 97.1 7.5 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
6 4 6 36 32 45 39
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 177,048
COMMITMENTS
5,641 238 4,692 163,893 168,591 174,226 173,521 2,822 3,527
CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: -6,040)
773 -217 -207 -6,120 -5,585 -5,554 -6,009 -486 -31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 0.1 2.7 92.6 95.2 98.4 98.0 1.6 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
5 1 4 33 35 39 39
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 218,149
COMMITMENTS
13,032 4,496 4,002 195,084 204,035 212,118 212,533 6,031 5,616
CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: -8,164)
2,864 253 -978 -7,709 -7,093 -5,823 -7,818 -2,341 -346
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 2.1 1.8 89.4 93.5 97.2 97.4 2.8 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
5 3 6 32 33 39 40
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 788,038
COMMITMENTS
403 2,618 3,836 776,794 778,112 781,033 784,566 7,005 3,472
CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: -46,300)
93 -727 -938 -45,682 -44,416 -46,527 -46,081 227 -219
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.3 0.5 98.6 98.7 99.1 99.6 0.9 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
1 5 5 55 45 61 51
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 249,432
COMMITMENTS
2,585 1,868 2,159 236,368 236,157 241,112 240,184 8,320 9,248
CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: -6,250)
-927 1,868 -57 -4,690 -5,199 -5,674 -3,388 -576 -2,862
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.7 0.9 94.8 94.7 96.7 96.3 3.3 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
3 1 2 26 33 29 36
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 224,676
COMMITMENTS
21,900 372 4,303 192,906 213,016 219,109 217,691 5,567 6,985
CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: -23,341)
-10,966 0 774 -12,405 -25,033 -22,597 -24,259 -744 918
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 0.2 1.9 85.9 94.8 97.5 96.9 2.5 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
3 1 3 34 41 37 45
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 87,167
COMMITMENTS
6,801 1,123 2,088 72,576 75,477 81,465 78,688 5,702 8,479
CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: -10,578)
667 -153 -567 -11,280 -9,026 -11,180 -9,746 602 -832
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 1.3 2.4 83.3 86.6 93.5 90.3 6.5 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 2 4 19 18 23 22
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 164,575
COMMITMENTS
10,239 11,151 8,217 140,187 141,448 158,643 160,816 5,932 3,759
CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: -9,302)
452 -1,120 414 -6,550 -5,886 -5,684 -6,592 -3,618 -2,710
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 6.8 5.0 85.2 85.9 96.4 97.7 3.6 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
4 1 4 33 28 38 32
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 64,730
COMMITMENTS
1,139 11,144 423 55,837 43,767 57,399 55,334 7,331 9,396
CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: -8,223)
-684 -2,116 0 -9,635 -7,440 -10,319 -9,556 2,096 1,333
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 17.2 0.7 86.3 67.6 88.7 85.5 11.3 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 2 2 18 16 20 19
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 157,981
COMMITMENTS
747 610 3,009 149,959 150,327 153,715 153,946 4,266 4,035
CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: -4,478)
-258 0 386 -4,444 -5,136 -4,316 -4,750 -162 272
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.4 1.9 94.9 95.2 97.3 97.4 2.7 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
1 1 1 29 32 30 34
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 77,494
COMMITMENTS
0 679 0 61,698 72,475 61,698 73,154 15,796 4,340
CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: -4,492)
0 31 0 -6,098 -4,379 -6,098 -4,348 1,606 -144
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.9 0.0 79.6 93.5 79.6 94.4 20.4 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 1 0 17 16 17 17
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 332,338
COMMITMENTS
13,704 4,266 4,945 309,512 318,997 328,161 328,208 4,177 4,130
CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: -10,511)
-35 -2,469 1,555 -9,676 -10,601 -8,156 -11,515 -2,355 1,004
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 1.3 1.5 93.1 96.0 98.7 98.8 1.3 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
1 4 2 43 40 46 44
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 82,500
COMMITMENTS
4,622 153 3,452 70,057 71,497 78,131 75,102 4,369 7,398
CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: -7,234)
-3,088 153 341 -5,774 -7,336 -8,521 -6,842 1,287 -392
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 0.2 4.2 84.9 86.7 94.7 91.0 5.3 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 2 19 22 21 24
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BA - ICE FUTURES ENERCode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 63,959
COMMITMENTS
984 4,479 1,737 49,729 50,421 52,450 56,637 11,509 7,322
CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: -6,128)
478 -1,059 -33 -8,693 -3,935 -8,248 -5,027 2,120 -1,101
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 7.0 2.7 77.8 78.8 82.0 88.6 18.0 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 2 2 15 19 17 22
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 143,038
COMMITMENTS
10,083 0 549 131,831 139,075 142,463 139,624 575 3,414
CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: -43,745)
-6,640 -9,672 -248 -36,223 -33,391 -43,111 -43,311 -634 -434
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 0.0 0.4 92.2 97.2 99.6 97.6 0.4 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 0 1 15 21 17 22
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 105,928
COMMITMENTS
17,083 9,672 797 86,988 94,808 104,868 105,277 1,060 651
CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: -52,409)
-11,389 -7,936 0 -41,144 -43,822 -52,533 -51,758 124 -651
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.1 9.1 0.8 82.1 89.5 99.0 99.4 1.0 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
5 3 2 25 30 31 34
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 31,397
COMMITMENTS
310 0 0 30,964 31,242 31,274 31,242 123 155
CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: -18,038)
-186 0 0 -17,914 -17,790 -18,100 -17,790 62 -248
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.0 0.0 98.6 99.5 99.6 99.5 0.4 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 0 0 15 24 16 24
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 134,820
COMMITMENTS
0 0 0 121,612 125,313 121,612 125,313 13,208 9,507
CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: -10,710)
0 0 0 -14,107 -10,076 -14,107 -10,076 3,397 -634
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 90.2 92.9 90.2 92.9 9.8 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 0 0 27 24 27 24
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS - ICE FUTURES ENERCode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 68,947
COMMITMENTS
1,566 0 1,852 62,632 62,240 66,050 64,092 2,897 4,855
CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: -4,463)
51 0 -148 -3,960 -4,259 -4,057 -4,407 -406 -56
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 0.0 2.7 90.8 90.3 95.8 93.0 4.2 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 1 15 16 16 17
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 103,109
COMMITMENTS
0 4,402 1,294 94,027 95,270 95,321 100,966 7,788 2,143
CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: -8,694)
0 -1,024 -65 -8,852 -7,411 -8,917 -8,500 223 -194
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.3 1.3 91.2 92.4 92.4 97.9 7.6 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 3 2 25 23 27 26
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 98,801
COMMITMENTS
1,537 0 1,941 90,132 88,247 93,610 90,188 5,191 8,613
CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: -7,422)
365 0 -389 -8,064 -7,971 -8,088 -8,360 666 938
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 0.0 2.0 91.2 89.3 94.7 91.3 5.3 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 0 2 15 17 17 19
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 68,562
COMMITMENTS
0 1,187 1,229 61,823 62,273 63,052 64,689 5,510 3,873
CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: 796)
-188 154 -307 1,903 1,169 1,408 1,016 -612 -220
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.7 1.8 90.2 90.8 92.0 94.4 8.0 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 1 16 13 17 14
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 116,618
COMMITMENTS
0 891 1,517 110,583 111,041 112,100 113,449 4,518 3,169
CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: -8,773)
-128 558 -864 -7,093 -8,374 -8,085 -8,680 -688 -93
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.8 1.3 94.8 95.2 96.1 97.3 3.9 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 2 2 20 19 22 21
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 304,165
COMMITMENTS
12,777 9,682 1,464 282,178 288,807 296,419 299,953 7,746 4,212
CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: -10,580)
4,085 457 -4,886 -9,177 -5,655 -9,978 -10,084 -602 -496
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 3.2 0.5 92.8 95.0 97.5 98.6 2.5 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
2 3 3 32 32 35 37
SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 28,272
COMMITMENTS
2,274 0 496 24,271 26,856 27,041 27,352 1,231 920
CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: -13,226)
-51 -31 -124 -12,772 -12,730 -12,947 -12,885 -279 -341
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 0.0 1.8 85.8 95.0 95.6 96.7 4.4 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 0 1 11 14 14 15
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 48,290
COMMITMENTS
0 0 0 46,696 47,577 46,696 47,577 1,594 713
CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: -7,595)
0 -589 0 -7,713 -6,789 -7,713 -7,378 118 -217
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.7 98.5 96.7 98.5 3.3 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 17 16 17 16
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 215,694
COMMITMENTS
15,711 29,558 4,984 188,413 176,988 209,108 211,530 6,586 4,164
CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: -9,700)
396 -1,331 830 -11,024 -10,032 -9,798 -10,533 98 833
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 13.7 2.3 87.4 82.1 96.9 98.1 3.1 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
4 4 5 31 28 37 35
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 73,700
COMMITMENTS
8,471 0 2,791 54,501 68,081 65,763 70,872 7,937 2,828
CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: -8,162)
367 0 -367 -10,183 -7,764 -10,183 -8,131 2,021 -31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 0.0 3.8 73.9 92.4 89.2 96.2 10.8 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 1 16 13 17 14
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 87,287
COMMITMENTS
0 0 0 85,042 83,555 85,042 83,555 2,245 3,732
CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: -7,166)
0 0 0 -6,366 -6,918 -6,366 -6,918 -800 -248
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.4 95.7 97.4 95.7 2.6 4.3
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 08/06/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 89,762
COMMITMENTS
791 16,585 686 81,747 69,687 83,224 86,958 6,538 2,804
CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: -3,487)
-124 511 -170 -3,127 -3,447 -3,421 -3,106 -66 -381
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 18.5 0.8 91.1 77.6 92.7 96.9 7.3 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 1 1 22 20 24 21
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 178,574
COMMITMENTS
25,502 10,114 17,530 135,159 149,817 178,191 177,461 383 1,113
CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: -12,666)
-633 -3,314 210 -7,094 -5,189 -7,517 -8,292 -5,149 -4,374
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.3 5.7 9.8 75.7 83.9 99.8 99.4 0.2 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
11 8 15 56 54 73 71
MID-C FINANCIAL PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 54,747
COMMITMENTS
2,394 323 2,099 50,254 52,325 54,747 54,747 0 0
CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: -1,746)
-1,702 12 652 -696 -2,410 -1,746 -1,746 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 0.6 3.8 91.8 95.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 3 3 29 28 33 32
MID-C FINANCIAL OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 486,341
COMMITMENTS
18,215 0 4,110 464,016 482,231 486,341 486,341 0 0
CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: -54,492)
-5,626 0 2,862 -51,728 -57,354 -54,492 -54,492 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 0.0 0.8 95.4 99.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 0 2 24 27 27 29
PJM WH OFF PEAK REAL TIME - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,709,017
COMMITMENTS
201,025 44,652 43,558 1464042 1620807 1708625 1709017 392 0
CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: -74,322)
-1,181 8,234 -7,790 -65,743 -74,766 -74,714 -74,322 392 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 2.6 2.5 85.7 94.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
5 6 7 44 45 54 53
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 66,134
COMMITMENTS
208 8,358 4,100 61,826 53,676 66,134 66,134 -0 0
CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: 1,055)
0 1,499 -704 1,759 260 1,055 1,055 -0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 12.6 6.2 93.5 81.2 100.0 100.0 -0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
2 4 4 30 31 35 36
SP15 FIN DA LPM OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 391,949
COMMITMENTS
0 10,362 13,706 378,243 367,881 391,949 391,949 0 0
CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: 8,108)
0 -6,881 4,992 3,116 9,997 8,108 8,108 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.6 3.5 96.5 93.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 2 2 20 20 22 22
AEP DAYTON HUB (REAL TIME LMP OFF-PEAK) - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 650,606
COMMITMENTS
46,412 206,080 10,777 593,417 433,749 650,606 650,606 0 0
CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: -22,376)
852 775 809 -24,037 -23,960 -22,376 -22,376 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 31.7 1.7 91.2 66.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
5 2 2 26 25 31 29
AEP DAYTON HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 50,485
COMMITMENTS
6,203 21,650 1,815 42,232 26,237 50,250 49,702 235 783
CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: -1,918)
337 -154 -328 -1,905 -1,392 -1,896 -1,874 -22 -44
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.3 42.9 3.6 83.7 52.0 99.5 98.4 0.5 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 2 2 25 26 28 30
AD HUB DA OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 mwh OPEN INTEREST: 1,777,875
COMMITMENTS
7,840 1026605 0 1770035 751,270 1777875 1777875 0 0
CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: -252,660)
-3,920 -139,160 0 -248,740 -113,500 -252,660 -252,660 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 57.7 0.0 99.6 42.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 0 13 9 14 10
AD HUB DA PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 mwh OPEN INTEREST: 514,000
COMMITMENTS
0 333,400 0 514,000 180,600 514,000 514,000 0 0
CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: -84,100)
0 -42,570 0 -84,100 -41,530 -84,100 -84,100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 64.9 0.0 100.0 35.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 0 16 10 16 11
CIN HUB DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/13 |
--------------------------------------------------------------| 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 07/30/13 (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 0.4 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 08/06/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 295,432
COMMITMENTS
13,544 3,584 3,136 278,752 288,712 295,432 295,432 0 0
CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: 1,952)
-1,240 -408 408 3,176 1,952 2,344 1,952 -392 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 1.2 1.1 94.4 97.7 100.0 100.0 0.0 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 08/06/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 12,497
COMMITMENTS
1,267 840 681 10,164 10,910 12,112 12,431 385 66
CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: 2)
0 0 0 21 21 21 21 -19 -19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 6.7 5.4 81.3 87.3 96.9 99.5 3.1 0.5
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 08/06/13 |
--------------------------------------------------------------| 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 07/30/13 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 17 13 17 13
MISCO CINERGY HUB REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-0643B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWH PER LOT OPEN INTEREST: 230,415
COMMITMENTS
0 1,150 1,600 228,815 227,665 230,415 230,415 0 0
CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: 9,895)
0 0 0 9,895 9,895 9,895 9,895 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: 27)
0 1 1 21 23 22 24
MISO CINERGY HUB (REAL-TIME LMP) - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 26,057
COMMITMENTS
1,086 1,256 252 22,949 22,888 24,287 24,396 1,770 1,661
CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: 34)
-167 -20 60 118 16 11 56 23 -22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 4.8 1.0 88.1 87.8 93.2 93.6 6.8 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 2 3 23 23 26 27
Nepool MH DA LMP Offpk Mon Min - ICE FUTURES ENERGY DIV Code-0643B9
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any multiple of 5 MWh OPEN INTEREST: 1,827,484
COMMITMENTS
66,155 123,011 146,183 1615146 1558290 1827484 1827484 0 0
CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: -36,776)
16,072 -22,048 -6,744 -46,104 -7,984 -36,776 -36,776 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 6.7 8.0 88.4 85.3 100.0 100.0 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 08/06/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any multiple of 16 MWh OPEN INTEREST: 621,505
COMMITMENTS
0 91,545 15,105 606,400 514,855 621,505 621,505 0 0
CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: -29,945)
0 -7,695 -550 -29,395 -21,700 -29,945 -29,945 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 14.7 2.4 97.6 82.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
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 08/06/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 MWH OPEN INTEREST: 989,022
COMMITMENTS
0 0 0 989,022 989,022 989,022 989,022 0 0
CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: -117,312)
0 0 0 -117,312 -117,312 -117,312 -117,312 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 08/06/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 mwh OPEN INTEREST: 317,545
COMMITMENTS
4,200 0 0 313,345 317,545 317,545 317,545 0 0
CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: -49,500)
-1,100 0 0 -48,400 -49,500 -49,500 -49,500 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 0.0 0.0 98.7 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 0 0 23 13 24 13
NEPOOL MASS HUB (DAY-AHEAD LMP OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 591,391
COMMITMENTS
108,785 21,369 24,593 458,013 545,429 591,391 591,391 0 0
CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: -38,078)
-4,232 -3,168 -1,960 -31,886 -32,950 -38,078 -38,078 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.4 3.6 4.2 77.4 92.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
1 2 3 30 30 33 33
NEPOOL MASS HUB (DAY-AHEAD LMP) - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 41,850
COMMITMENTS
6,269 4,766 1,196 34,108 35,762 41,573 41,724 277 126
CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: -2,986)
-264 -253 -60 -2,604 -2,682 -2,928 -2,995 -59 9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.0 11.4 2.9 81.5 85.5 99.3 99.7 0.7 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
1 3 4 29 31 33 35
N PATH 15 EZ GEN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 24,169
COMMITMENTS
3,002 170 181 20,986 23,818 24,169 24,169 0 0
CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: 324)
-28 26 1 351 297 324 324 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 0.7 0.7 86.8 98.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 3 3 22 19 25 23
NPATH 15 EZ GEN HUB DA OFFPEAK - ICE FUTURES ENERGY DIV Code-0643BR
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
25MWh OPEN INTEREST: 182,112
COMMITMENTS
15,270 336 1,952 164,890 179,824 182,112 182,112 0 0
CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: 9,040)
0 0 0 9,040 9,040 9,040 9,040 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 0.2 1.1 90.5 98.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 1 1 15 13 17 15
NORTHERN ILLINOIS HUB (REAL TIME LMP OFF-PEAK) - ICE FUTURES ENERGY DCode-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 558,686
COMMITMENTS
16,186 8,329 35,324 507,176 515,033 558,686 558,686 0 0
CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: -27,074)
2,352 -5,464 -3,136 -26,290 -18,474 -27,074 -27,074 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 1.5 6.3 90.8 92.2 100.0 100.0 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 08/06/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 29,655
COMMITMENTS
3,482 0 150 25,639 28,824 29,271 28,974 384 681
CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: -876)
-3 0 -212 -662 -920 -877 -1,132 1 256
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.7 0.0 0.5 86.5 97.2 98.7 97.7 1.3 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 0 1 25 23 27 24
NYISO ZONE J (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 82,348
COMMITMENTS
0 3,897 0 82,348 78,451 82,348 82,348 0 0
CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: -7,840)
0 -1,568 0 -7,840 -6,272 -7,840 -7,840 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: 21)
0 1 0 13 12 13 13
NYISO ZONE A - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 21,936
COMMITMENTS
3,133 188 44 18,354 21,470 21,531 21,702 405 234
CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: -677)
128 0 0 -825 -677 -697 -677 20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.3 0.9 0.2 83.7 97.9 98.2 98.9 1.8 1.1
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 08/06/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 324,595
COMMITMENTS
47,373 0 1,560 275,662 323,035 324,595 324,595 0 0
CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: -24,304)
-4,312 0 0 -19,992 -24,304 -24,304 -24,304 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.6 0.0 0.5 84.9 99.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 0 1 21 21 24 22
NYISO ZONE G - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 18,073
COMMITMENTS
1,282 0 124 16,326 17,776 17,732 17,900 341 173
CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: 394)
0 0 0 394 394 394 394 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 0.0 0.7 90.3 98.4 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 08/06/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 219,166
COMMITMENTS
5,169 4,680 0 213,997 214,486 219,166 219,166 0 0
CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: -18,816)
-1,960 0 0 -16,856 -18,816 -18,816 -18,816 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 2.1 0.0 97.6 97.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 1 0 18 16 20 17
PALO VERDE - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 30,035
COMMITMENTS
0 1,041 2,976 27,059 26,018 30,035 30,035 0 0
CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: -1,282)
0 -216 54 -1,336 -1,120 -1,282 -1,282 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.5 9.9 90.1 86.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 1 1 21 24 22 25
PALO VERDE (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
25 MWh OPEN INTEREST: 184,765
COMMITMENTS
1,584 0 0 183,181 184,765 184,765 184,765 0 0
CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: -35,224)
-649 0 -328 -34,247 -34,896 -35,224 -35,224 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.0 0.0 99.1 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 0 0 17 19 18 19
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 MWh OPEN INTEREST: 753,092
COMMITMENTS
0 78,080 0 753,092 675,012 753,092 753,092 0 0
CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: -27,088)
0 -7,840 0 -27,088 -19,248 -27,088 -27,088 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 10.4 0.0 100.0 89.6 100.0 100.0 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 08/06/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 237,245
COMMITMENTS
0 8,500 0 237,245 228,745 237,245 237,245 0 0
CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: -13,120)
0 -3,275 0 -13,120 -9,845 -13,120 -13,120 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.6 0.0 100.0 96.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 1 0 22 14 22 15
PJM CAL 1X FIXED - ICE FUTURES ENERGY DIV Code-0643CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs OPEN INTEREST: 2,293
COMMITMENTS
483 6 293 1,495 1,994 2,271 2,293 23 -0
CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: -300)
-61 -2 -43 -196 -254 -300 -300 1 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.0 0.3 12.8 65.2 87.0 99.0 100.0 1.0 -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 08/06/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 122,220
COMMITMENTS
0 0 0 122,220 122,220 122,220 122,220 0 0
CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: -13,520)
0 0 0 -13,520 -13,520 -13,520 -13,520 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 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 08/06/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 Mwh OPEN INTEREST: 234,625
COMMITMENTS
0 0 0 234,625 234,625 234,625 234,625 0 0
CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: -6,990)
0 0 0 -6,990 -6,990 -6,990 -6,990 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 08/06/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 Mwh OPEN INTEREST: 809,803
COMMITMENTS
0 0 0 809,803 809,803 809,803 809,803 0 0
CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: -15,024)
0 0 0 -15,024 -15,024 -15,024 -15,024 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 14 10 14 10
PJM PECO ZONE (DA LMP) PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 157,705
COMMITMENTS
220 0 0 157,485 157,705 157,705 157,705 0 0
CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: 3,500)
-220 0 0 3,720 3,500 3,500 3,500 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.0 0.0 99.9 100.0 100.0 100.0 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 08/06/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mwh OPEN INTEREST: 557,069
COMMITMENTS
0 0 0 557,069 557,069 557,069 557,069 0 0
CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: 33,150)
0 0 0 33,150 33,150 33,150 33,150 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 16 12 16 12
PJM PEPCO DAY-AHEAD - ICE FUTURES ENERGY DIV Code-0643D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 218,775
COMMITMENTS
4,240 0 0 214,535 218,775 218,775 218,775 0 0
CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: 24,950)
-440 0 0 25,390 24,950 24,950 24,950 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: 27)
1 0 0 23 12 24 12
PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643D5
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 MWh OPEN INTEREST: 692,063
COMMITMENTS
0 0 0 692,063 692,063 692,063 692,063 0 0
CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: 120,631)
0 0 0 120,631 120,631 120,631 120,631 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 08/06/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 MWh OPEN INTEREST: 1,074,083
COMMITMENTS
0 3,920 0 1074083 1070163 1074083 1074083 0 0
CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: -82,712)
0 0 0 -82,712 -82,712 -82,712 -82,712 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: 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 08/06/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 291,390
COMMITMENTS
0 0 0 291,390 291,390 291,390 291,390 0 0
CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: -37,760)
0 0 0 -37,760 -37,760 -37,760 -37,760 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 24 9 24 9
PJM WESTERN HUB (DAY-AHEAD OFF PEAK) - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 MWh OPEN INTEREST: 6,509,363
COMMITMENTS
258,916 0 0 6250447 6509363 6509363 6509363 0 0
CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: -177,557)
-33,320 0 0 -144,237 -177,557 -177,557 -177,557 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 0.0 0.0 96.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
3 0 0 36 35 39 35
PJM WESTERN HUB (DAY-AHEAD) - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 2,163,490
COMMITMENTS
65,805 2,200 0 2097685 2161290 2163490 2163490 0 0
CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: -152,010)
-2,825 -3,300 0 -149,185 -148,710 -152,010 -152,010 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 0.1 0.0 97.0 99.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
5 1 0 39 40 44 41
PJM WESTERN HUB MINI (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 2,638,469
COMMITMENTS
556,293 563,536 126,110 1956066 1948823 2638469 2638469 0 0
CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: -62,397)
1,117 -19,417 -12,838 -45,376 -27,042 -57,097 -59,297 -5,300 -3,100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.1 21.4 4.8 74.1 73.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
5 9 7 46 41 55 53
PJM WH REAL TIME MINI OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
MWh (Megawatt Hours) OPEN INTEREST: 5,288,507
COMMITMENTS
132,942 382,107 141,652 5013913 4764748 5288507 5288507 0 0
CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: -39,798)
3,528 -23,128 -5,880 -37,446 -10,790 -39,798 -39,798 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 7.2 2.7 94.8 90.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
3 4 4 35 31 40 37
PSA-PJM PSEG ZONE DAY-AHEAD - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 602,880
COMMITMENTS
0 510 330 602,550 602,040 602,880 602,880 0 0
CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: -58,425)
0 330 -330 -58,095 -58,425 -58,425 -58,425 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.1 0.1 99.9 99.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 1 1 30 14 31 15
PSB-PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 MWh OPEN INTEREST: 2,067,198
COMMITMENTS
0 9,914 0 2067198 2057284 2067198 2067198 0 0
CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: -83,104)
0 -4,704 0 -83,104 -78,400 -83,104 -83,104 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.5 0.0 100.0 99.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 1 0 28 15 28 16
Updated August 9, 2013