CALIF CARBON ALLOWANCE-2013 - ICE FUTURES ENERGY DIV Code-006391
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/13/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 CALIFORNIA CARBON ALLOWANCES OPEN INTEREST: 10,838
COMMITMENTS
3,359 3,498 472 6,954 6,863 10,785 10,833 53 5
CHANGES FROM 08/06/13 (CHANGE IN OPEN INTEREST: 34)
61 90 -22 13 1 52 69 -18 -35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.0 32.3 4.4 64.2 63.3 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
11 11 8 14 9 29 24
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/13/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 5,645,749
COMMITMENTS
909,233 281,923 1748572 2966066 3604455 5623871 5634950 21,878 10,799
CHANGES FROM 08/06/13 (CHANGE IN OPEN INTEREST: -1,852)
-91,252 1,013 83,021 8,096 -84,952 -135 -918 -1,717 -934
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.1 5.0 31.0 52.5 63.8 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 232)
41 38 66 148 139 222 210
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/13/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 3,776,874
COMMITMENTS
154,761 60,195 1714422 1906618 2000964 3775801 3775582 1,073 1,292
CHANGES FROM 08/06/13 (CHANGE IN OPEN INTEREST: 109,075)
-4,266 8,212 77,606 36,478 23,999 109,817 109,817 -742 -742
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 1.6 45.4 50.5 53.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114)
31 17 44 65 61 110 108
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/13/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 248,673
COMMITMENTS
18,314 5,380 4,754 209,389 231,119 232,457 241,253 16,216 7,420
CHANGES FROM 08/06/13 (CHANGE IN OPEN INTEREST: 507)
-3,303 -26 16 6,120 314 2,833 304 -2,326 203
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 2.2 1.9 84.2 92.9 93.5 97.0 6.5 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
5 4 8 36 31 44 40
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/13/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 179,854
COMMITMENTS
4,896 238 5,777 164,215 170,825 174,888 176,840 4,966 3,014
CHANGES FROM 08/06/13 (CHANGE IN OPEN INTEREST: 2,806)
-745 0 1,085 322 2,234 662 3,319 2,144 -513
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 0.1 3.2 91.3 95.0 97.2 98.3 2.8 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
5 1 5 34 37 40 42
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/13/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 221,473
COMMITMENTS
11,312 7,408 4,772 199,422 204,069 215,506 216,249 5,967 5,224
CHANGES FROM 08/06/13 (CHANGE IN OPEN INTEREST: 3,324)
-1,720 2,912 770 4,338 34 3,388 3,716 -64 -392
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 3.3 2.2 90.0 92.1 97.3 97.6 2.7 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
4 4 6 34 34 41 41
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/13/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 794,267
COMMITMENTS
692 3,833 4,693 783,240 783,580 788,625 792,106 5,642 2,161
CHANGES FROM 08/06/13 (CHANGE IN OPEN INTEREST: 6,229)
289 1,215 857 6,446 5,468 7,592 7,540 -1,363 -1,311
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.5 0.6 98.6 98.7 99.3 99.7 0.7 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
4 4 7 57 49 65 57
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/13/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 252,909
COMMITMENTS
1,707 1,654 1,940 240,603 241,831 244,250 245,425 8,659 7,484
CHANGES FROM 08/06/13 (CHANGE IN OPEN INTEREST: 3,477)
-878 -214 -219 4,235 5,674 3,138 5,241 339 -1,764
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.7 0.8 95.1 95.6 96.6 97.0 3.4 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
3 1 2 26 34 29 37
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/13/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 227,863
COMMITMENTS
21,365 978 4,413 195,543 213,321 221,321 218,712 6,542 9,151
CHANGES FROM 08/06/13 (CHANGE IN OPEN INTEREST: 3,187)
-535 606 110 2,637 305 2,212 1,021 975 2,166
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.4 0.4 1.9 85.8 93.6 97.1 96.0 2.9 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
2 2 3 33 41 36 45
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/13/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 96,720
COMMITMENTS
5,073 3,506 2,536 84,361 83,224 91,970 89,266 4,750 7,454
CHANGES FROM 08/06/13 (CHANGE IN OPEN INTEREST: 9,553)
-1,728 2,383 448 11,785 7,747 10,505 10,578 -952 -1,025
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 3.6 2.6 87.2 86.0 95.1 92.3 4.9 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 3 4 20 18 24 23
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/13/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 167,607
COMMITMENTS
8,737 12,638 8,519 145,124 139,646 162,380 160,803 5,227 6,804
CHANGES FROM 08/06/13 (CHANGE IN OPEN INTEREST: 3,032)
-1,502 1,487 302 4,937 -1,802 3,737 -13 -705 3,045
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 7.5 5.1 86.6 83.3 96.9 95.9 3.1 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
5 1 4 32 29 38 33
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/13/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 64,418
COMMITMENTS
1,139 10,842 423 55,463 43,757 57,025 55,022 7,393 9,396
CHANGES FROM 08/06/13 (CHANGE IN OPEN INTEREST: -312)
0 -302 0 -374 -10 -374 -312 62 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 16.8 0.7 86.1 67.9 88.5 85.4 11.5 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 2 2 19 16 21 19
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/13/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 159,244
COMMITMENTS
817 0 4,214 149,344 150,414 154,375 154,628 4,869 4,616
CHANGES FROM 08/06/13 (CHANGE IN OPEN INTEREST: 1,263)
70 -610 1,205 -615 87 660 682 603 581
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.0 2.6 93.8 94.5 96.9 97.1 3.1 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
1 0 1 28 31 29 32
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/13/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 81,411
COMMITMENTS
0 679 0 64,554 77,116 64,554 77,795 16,857 3,616
CHANGES FROM 08/06/13 (CHANGE IN OPEN INTEREST: 3,917)
0 0 0 2,856 4,641 2,856 4,641 1,061 -724
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.8 0.0 79.3 94.7 79.3 95.6 20.7 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 1 0 17 17 17 18
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/13/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 331,468
COMMITMENTS
14,242 2,429 4,804 308,216 318,952 327,262 326,185 4,206 5,283
CHANGES FROM 08/06/13 (CHANGE IN OPEN INTEREST: -870)
538 -1,837 -141 -1,296 -45 -899 -2,023 29 1,153
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 0.7 1.4 93.0 96.2 98.7 98.4 1.3 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
3 1 2 43 40 46 43
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/13/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 82,971
COMMITMENTS
4,508 148 3,471 71,751 72,134 79,730 75,753 3,241 7,218
CHANGES FROM 08/06/13 (CHANGE IN OPEN INTEREST: 471)
-114 -5 19 1,694 637 1,599 651 -1,128 -180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 0.2 4.2 86.5 86.9 96.1 91.3 3.9 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 1 2 20 23 22 25
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BA - ICE FUTURES ENERCode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/13/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 64,419
COMMITMENTS
984 4,169 1,737 50,189 51,191 52,910 57,097 11,509 7,322
CHANGES FROM 08/06/13 (CHANGE IN OPEN INTEREST: 460)
0 -310 0 460 770 460 460 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 6.5 2.7 77.9 79.5 82.1 88.6 17.9 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 2 2 15 20 17 23
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/13/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 145,968
COMMITMENTS
15,243 0 549 129,541 142,005 145,333 142,554 635 3,414
CHANGES FROM 08/06/13 (CHANGE IN OPEN INTEREST: 2,930)
5,160 0 0 -2,290 2,930 2,870 2,930 60 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.4 0.0 0.4 88.7 97.3 99.6 97.7 0.4 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 0 1 16 22 18 23
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/13/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 111,868
COMMITMENTS
22,243 9,672 797 87,768 100,748 110,808 111,217 1,060 651
CHANGES FROM 08/06/13 (CHANGE IN OPEN INTEREST: 5,940)
5,160 0 0 780 5,940 5,940 5,940 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.9 8.6 0.7 78.5 90.1 99.1 99.4 0.9 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 08/13/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 35,093
COMMITMENTS
310 0 0 34,660 34,938 34,970 34,938 123 155
CHANGES FROM 08/06/13 (CHANGE IN OPEN INTEREST: 3,696)
0 0 0 3,696 3,696 3,696 3,696 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.0 0.0 98.8 99.6 99.6 99.6 0.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 0 0 14 24 15 24
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/13/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 138,361
COMMITMENTS
0 0 0 124,311 128,880 124,311 128,880 14,050 9,481
CHANGES FROM 08/06/13 (CHANGE IN OPEN INTEREST: 3,541)
0 0 0 2,699 3,567 2,699 3,567 842 -26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 89.8 93.1 89.8 93.1 10.2 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 0 0 25 25 25 25
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS - ICE FUTURES ENERCode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/13/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 69,457
COMMITMENTS
1,086 0 2,332 63,142 62,270 66,560 64,602 2,897 4,855
CHANGES FROM 08/06/13 (CHANGE IN OPEN INTEREST: 510)
-480 0 480 510 30 510 510 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 0.0 3.4 90.9 89.7 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 08/13/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 104,912
COMMITMENTS
0 3,634 1,564 95,831 98,026 97,395 103,224 7,517 1,688
CHANGES FROM 08/06/13 (CHANGE IN OPEN INTEREST: 1,803)
0 -768 270 1,804 2,756 2,074 2,258 -271 -455
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.5 1.5 91.3 93.4 92.8 98.4 7.2 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
0 3 2 26 25 28 28
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/13/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 101,656
COMMITMENTS
2,072 16 2,122 91,390 90,263 95,584 92,401 6,072 9,255
CHANGES FROM 08/06/13 (CHANGE IN OPEN INTEREST: 2,855)
535 16 181 1,258 2,016 1,974 2,213 881 642
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 0.0 2.1 89.9 88.8 94.0 90.9 6.0 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 2 15 17 17 19
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/13/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 70,450
COMMITMENTS
0 1,517 899 63,984 63,975 64,883 66,391 5,567 4,059
CHANGES FROM 08/06/13 (CHANGE IN OPEN INTEREST: 1,888)
0 330 -330 2,161 1,702 1,831 1,702 57 186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.2 1.3 90.8 90.8 92.1 94.2 7.9 5.8
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 08/13/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 117,657
COMMITMENTS
0 290 1,752 111,447 112,596 113,199 114,638 4,458 3,019
CHANGES FROM 08/06/13 (CHANGE IN OPEN INTEREST: 1,039)
0 -601 235 864 1,555 1,099 1,189 -60 -150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.2 1.5 94.7 95.7 96.2 97.4 3.8 2.6
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 08/13/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 310,459
COMMITMENTS
12,036 6,655 2,371 288,374 297,195 302,781 306,221 7,678 4,238
CHANGES FROM 08/06/13 (CHANGE IN OPEN INTEREST: 6,294)
-741 -3,027 907 6,196 8,388 6,362 6,268 -68 26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 2.1 0.8 92.9 95.7 97.5 98.6 2.5 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
2 3 5 32 32 37 37
SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/13/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 28,662
COMMITMENTS
2,694 0 496 24,181 27,246 27,371 27,742 1,291 920
CHANGES FROM 08/06/13 (CHANGE IN OPEN INTEREST: 390)
420 0 0 -90 390 330 390 60 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.4 0.0 1.7 84.4 95.1 95.5 96.8 4.5 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 0 1 12 15 15 16
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/13/13 |
--------------------------------------------------------------| 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 08/06/13 (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 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 08/13/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 223,418
COMMITMENTS
16,264 29,933 5,139 195,338 184,749 216,741 219,821 6,677 3,597
CHANGES FROM 08/06/13 (CHANGE IN OPEN INTEREST: 7,724)
553 375 155 6,925 7,761 7,633 8,291 91 -567
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 13.4 2.3 87.4 82.7 97.0 98.4 3.0 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
4 4 5 32 30 38 37
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/13/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 74,061
COMMITMENTS
9,353 0 2,791 53,586 67,831 65,730 70,622 8,331 3,439
CHANGES FROM 08/06/13 (CHANGE IN OPEN INTEREST: 361)
882 0 0 -915 -250 -33 -250 394 611
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.6 0.0 3.8 72.4 91.6 88.8 95.4 11.2 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 0 1 16 13 18 14
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/13/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 87,376
COMMITMENTS
0 0 0 85,131 83,644 85,131 83,644 2,245 3,732
CHANGES FROM 08/06/13 (CHANGE IN OPEN INTEREST: 89)
0 0 0 89 89 89 89 0 0
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 08/13/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 90,470
COMMITMENTS
791 16,492 624 82,610 70,939 84,025 88,055 6,445 2,415
CHANGES FROM 08/06/13 (CHANGE IN OPEN INTEREST: 708)
0 -93 -62 863 1,252 801 1,097 -93 -389
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 18.2 0.7 91.3 78.4 92.9 97.3 7.1 2.7
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 08/13/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 179,653
COMMITMENTS
26,055 9,566 16,835 136,253 152,360 179,143 178,761 510 892
CHANGES FROM 08/06/13 (CHANGE IN OPEN INTEREST: 1,079)
553 -548 -695 1,094 2,543 952 1,300 127 -221
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.5 5.3 9.4 75.8 84.8 99.7 99.5 0.3 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
12 8 16 58 55 76 73
MID-C FINANCIAL PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/13/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 55,900
COMMITMENTS
1,795 464 2,334 51,771 53,102 55,900 55,900 0 0
CHANGES FROM 08/06/13 (CHANGE IN OPEN INTEREST: 1,153)
-599 141 235 1,517 777 1,153 1,153 -0 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 0.8 4.2 92.6 95.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 4 2 29 28 32 33
MID-C FINANCIAL OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/13/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 493,513
COMMITMENTS
14,702 0 5,414 473,397 488,099 493,513 493,513 0 0
CHANGES FROM 08/06/13 (CHANGE IN OPEN INTEREST: 7,172)
-3,513 0 1,304 9,381 5,868 7,172 7,172 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 0.0 1.1 95.9 98.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 0 2 24 28 27 30
PJM WH OFF PEAK REAL TIME - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/13/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,739,847
COMMITMENTS
191,498 41,515 43,582 1504767 1654750 1739847 1739847 0 0
CHANGES FROM 08/06/13 (CHANGE IN OPEN INTEREST: 30,829)
-9,527 -3,137 24 40,724 33,942 31,221 30,829 -392 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.0 2.4 2.5 86.5 95.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
5 6 7 45 45 55 53
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/13/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 65,757
COMMITMENTS
136 8,511 4,647 60,974 52,599 65,757 65,757 -0 0
CHANGES FROM 08/06/13 (CHANGE IN OPEN INTEREST: -377)
-72 153 547 -852 -1,077 -377 -377 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 12.9 7.1 92.7 80.0 100.0 100.0 -0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
3 4 5 29 29 35 35
SP15 FIN DA LPM OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/13/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 372,398
COMMITMENTS
0 7,673 13,665 358,733 351,060 372,398 372,398 0 0
CHANGES FROM 08/06/13 (CHANGE IN OPEN INTEREST: -19,551)
0 -2,689 -41 -19,510 -16,821 -19,551 -19,551 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.1 3.7 96.3 94.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 2 2 18 20 20 22
AEP DAYTON HUB (REAL TIME LMP OFF-PEAK) - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/13/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 645,092
COMMITMENTS
39,395 211,935 10,385 595,312 422,772 645,092 645,092 0 0
CHANGES FROM 08/06/13 (CHANGE IN OPEN INTEREST: -5,514)
-7,017 5,855 -392 1,895 -10,977 -5,514 -5,514 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 32.9 1.6 92.3 65.5 100.0 100.0 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 08/13/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 50,734
COMMITMENTS
5,761 21,758 1,873 42,503 26,236 50,137 49,867 597 867
CHANGES FROM 08/06/13 (CHANGE IN OPEN INTEREST: 249)
-442 108 58 271 -1 -113 165 362 84
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 42.9 3.7 83.8 51.7 98.8 98.3 1.2 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 2 2 24 26 27 30
AD HUB DA OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/13/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 mwh OPEN INTEREST: 1,813,565
COMMITMENTS
7,840 1026605 0 1805725 786,960 1813565 1813565 0 0
CHANGES FROM 08/06/13 (CHANGE IN OPEN INTEREST: 35,690)
0 0 0 35,690 35,690 35,690 35,690 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 56.6 0.0 99.6 43.4 100.0 100.0 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 08/13/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 mwh OPEN INTEREST: 547,450
COMMITMENTS
0 334,400 0 547,450 213,050 547,450 547,450 0 0
CHANGES FROM 08/06/13 (CHANGE IN OPEN INTEREST: 33,450)
0 1,000 0 33,450 32,450 33,450 33,450 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 61.1 0.0 100.0 38.9 100.0 100.0 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 08/13/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 884,440
COMMITMENTS
0 3,920 0 884,440 880,520 884,440 884,440 0 0
CHANGES FROM 08/06/13 (CHANGE IN OPEN INTEREST: -135,240)
0 0 0 -135,240 -135,240 -135,240 -135,240 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 08/13/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 298,080
COMMITMENTS
13,552 2,408 2,336 282,192 293,336 298,080 298,080 0 0
CHANGES FROM 08/06/13 (CHANGE IN OPEN INTEREST: 2,648)
8 -1,176 -800 3,440 4,624 2,648 2,648 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 0.8 0.8 94.7 98.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 2 3 24 21 27 25
ERCOT - NORTH ZONE - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/13/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 12,421
COMMITMENTS
1,457 583 491 10,131 11,347 12,079 12,421 342 0
CHANGES FROM 08/06/13 (CHANGE IN OPEN INTEREST: -77)
190 -257 -190 -34 436 -34 -11 -43 -66
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.7 4.7 4.0 81.6 91.4 97.2 100.0 2.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 2 2 25 25 28 29
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/13/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5MWh OPEN INTEREST: 1,179,951
COMMITMENTS
0 35,020 23,700 1156251 1121231 1179951 1179951 0 0
CHANGES FROM 08/06/13 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.0 2.0 98.0 95.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 1 11 13 12 14
MISCO CINERGY DAY AHEAD LMP, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/13/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 308,575
COMMITMENTS
0 0 0 308,575 308,575 308,575 308,575 0 0
CHANGES FROM 08/06/13 (CHANGE IN OPEN INTEREST: -60,500)
0 0 0 -60,500 -60,500 -60,500 -60,500 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 08/13/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWH PER LOT OPEN INTEREST: 216,065
COMMITMENTS
0 50 1,600 214,465 214,415 216,065 216,065 0 0
CHANGES FROM 08/06/13 (CHANGE IN OPEN INTEREST: -14,350)
0 -1,100 0 -14,350 -13,250 -14,350 -14,350 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.7 99.3 99.2 100.0 100.0 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 08/13/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 24,019
COMMITMENTS
1,040 1,168 191 21,062 21,087 22,293 22,446 1,726 1,573
CHANGES FROM 08/06/13 (CHANGE IN OPEN INTEREST: -2,038)
-46 -88 -61 -1,887 -1,801 -1,994 -1,950 -43 -88
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 4.9 0.8 87.7 87.8 92.8 93.5 7.2 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
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 08/13/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any multiple of 5 MWh OPEN INTEREST: 1,884,651
COMMITMENTS
52,069 126,077 158,687 1673895 1599887 1884651 1884651 0 0
CHANGES FROM 08/06/13 (CHANGE IN OPEN INTEREST: 57,167)
-14,086 3,066 12,504 58,749 41,597 57,167 57,167 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 6.7 8.4 88.8 84.9 100.0 100.0 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 08/13/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any multiple of 16 MWh OPEN INTEREST: 632,178
COMMITMENTS
0 101,370 15,105 617,073 515,703 632,178 632,178 0 0
CHANGES FROM 08/06/13 (CHANGE IN OPEN INTEREST: 10,673)
0 9,825 0 10,673 848 10,673 10,673 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 16.0 2.4 97.6 81.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
0 3 1 32 26 33 29
N. ILLINOIS HUB DAY AHEAD LMP, OFF PEAK MONTHLY - ICE FUTURES ENERGY Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/13/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 MWH OPEN INTEREST: 997,022
COMMITMENTS
0 0 0 997,022 997,022 997,022 997,022 0 0
CHANGES FROM 08/06/13 (CHANGE IN OPEN INTEREST: 8,000)
0 0 0 8,000 8,000 8,000 8,000 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 18 10 18 10
N. ILLINOIS HUB DAY AHEAD LMP, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/13/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 mwh OPEN INTEREST: 323,545
COMMITMENTS
4,200 0 0 319,345 323,545 323,545 323,545 0 0
CHANGES FROM 08/06/13 (CHANGE IN OPEN INTEREST: 6,000)
0 0 0 6,000 6,000 6,000 6,000 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 12 24 12
NEPOOL MASS HUB (DAY-AHEAD LMP OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/13/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 597,239
COMMITMENTS
109,464 20,553 23,849 463,926 552,837 597,239 597,239 0 0
CHANGES FROM 08/06/13 (CHANGE IN OPEN INTEREST: 5,848)
679 -816 -744 5,913 7,408 5,848 5,848 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.3 3.4 4.0 77.7 92.6 100.0 100.0 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 08/13/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 42,075
COMMITMENTS
6,173 4,947 1,157 34,468 35,825 41,798 41,929 277 146
CHANGES FROM 08/06/13 (CHANGE IN OPEN INTEREST: 225)
-96 181 -39 360 63 225 205 0 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.7 11.8 2.7 81.9 85.1 99.3 99.7 0.7 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
1 4 4 32 31 36 36
N PATH 15 EZ GEN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/13/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 21,791
COMMITMENTS
2,793 196 129 18,869 21,466 21,791 21,791 0 0
CHANGES FROM 08/06/13 (CHANGE IN OPEN INTEREST: -2,378)
-209 26 -52 -2,117 -2,352 -2,378 -2,378 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.8 0.9 0.6 86.6 98.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 3 2 21 18 23 22
NPATH 15 EZ GEN HUB DA OFFPEAK - ICE FUTURES ENERGY DIV Code-0643BR
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/13/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
25MWh OPEN INTEREST: 156,360
COMMITMENTS
12,302 672 1,296 142,762 154,392 156,360 156,360 0 0
CHANGES FROM 08/06/13 (CHANGE IN OPEN INTEREST: -25,752)
-2,968 336 -656 -22,128 -25,432 -25,752 -25,752 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 0.4 0.8 91.3 98.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 1 1 15 12 17 14
NORTHERN ILLINOIS HUB (REAL TIME LMP OFF-PEAK) - ICE FUTURES ENERGY DCode-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/13/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 557,534
COMMITMENTS
16,186 4,449 34,524 506,824 518,561 557,534 557,534 0 0
CHANGES FROM 08/06/13 (CHANGE IN OPEN INTEREST: -1,152)
0 -3,880 -800 -352 3,528 -1,152 -1,152 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 0.8 6.2 90.9 93.0 100.0 100.0 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 08/13/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 30,918
COMMITMENTS
3,320 0 130 27,423 30,385 30,873 30,515 45 403
CHANGES FROM 08/06/13 (CHANGE IN OPEN INTEREST: 1,263)
-162 0 -20 1,784 1,561 1,602 1,541 -339 -278
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.7 0.0 0.4 88.7 98.3 99.9 98.7 0.1 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 0 1 26 24 28 25
NYISO ZONE J (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/13/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 86,298
COMMITMENTS
0 3,897 0 86,298 82,401 86,298 86,298 0 0
CHANGES FROM 08/06/13 (CHANGE IN OPEN INTEREST: 3,950)
0 0 0 3,950 3,950 3,950 3,950 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.5 0.0 100.0 95.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 0 13 12 13 13
NYISO ZONE A - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/13/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 20,310
COMMITMENTS
3,015 144 44 16,784 19,932 19,843 20,120 467 190
CHANGES FROM 08/06/13 (CHANGE IN OPEN INTEREST: -1,626)
-118 -44 0 -1,570 -1,538 -1,688 -1,582 62 -44
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.8 0.7 0.2 82.6 98.1 97.7 99.1 2.3 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
4 1 1 22 22 26 24
NYISO ZONE A (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/13/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 319,081
COMMITMENTS
47,373 0 1,560 270,148 317,521 319,081 319,081 0 0
CHANGES FROM 08/06/13 (CHANGE IN OPEN INTEREST: -5,514)
0 0 0 -5,514 -5,514 -5,514 -5,514 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.8 0.0 0.5 84.7 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 08/13/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 16,769
COMMITMENTS
1,172 0 124 15,132 16,496 16,428 16,620 341 149
CHANGES FROM 08/06/13 (CHANGE IN OPEN INTEREST: -1,304)
-110 0 0 -1,194 -1,280 -1,304 -1,280 0 -24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 0.0 0.7 90.2 98.4 98.0 99.1 2.0 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 0 2 23 23 26 25
NYISO ZONE G (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/13/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 218,365
COMMITMENTS
5,169 4,680 0 213,196 213,685 218,365 218,365 0 0
CHANGES FROM 08/06/13 (CHANGE IN OPEN INTEREST: -801)
0 0 0 -801 -801 -801 -801 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: 30)
2 1 0 19 17 21 18
PALO VERDE - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/13/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 30,167
COMMITMENTS
0 964 3,053 27,114 26,150 30,167 30,167 0 0
CHANGES FROM 08/06/13 (CHANGE IN OPEN INTEREST: 132)
0 -77 77 55 132 132 132 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.2 10.1 89.9 86.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 1 1 21 23 22 24
PALO VERDE (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/13/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
25 MWh OPEN INTEREST: 185,389
COMMITMENTS
1,584 0 0 183,805 185,389 185,389 185,389 0 0
CHANGES FROM 08/06/13 (CHANGE IN OPEN INTEREST: 624)
0 0 0 624 624 624 624 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 08/13/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 MWh OPEN INTEREST: 770,435
COMMITMENTS
0 78,080 0 770,435 692,355 770,435 770,435 0 0
CHANGES FROM 08/06/13 (CHANGE IN OPEN INTEREST: 17,343)
0 0 0 17,343 17,343 17,343 17,343 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 10.1 0.0 100.0 89.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 0 16 11 16 12
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/13/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 239,365
COMMITMENTS
0 8,500 0 239,365 230,865 239,365 239,365 0 0
CHANGES FROM 08/06/13 (CHANGE IN OPEN INTEREST: 2,120)
0 0 0 2,120 2,120 2,120 2,120 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 23 14 23 15
PJM CAL 1X FIXED - ICE FUTURES ENERGY DIV Code-0643CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/13/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs OPEN INTEREST: 2,377
COMMITMENTS
481 9 313 1,567 2,041 2,362 2,363 15 15
CHANGES FROM 08/06/13 (CHANGE IN OPEN INTEREST: 84)
-1 3 20 73 47 92 70 -8 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.3 0.4 13.2 65.9 85.8 99.4 99.4 0.6 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 2 3 17 17 20 20
PJM EASTERN HUB DAY-AHEAD - ICE FUTURES ENERGY DIV Code-0643CR
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/13/13 |
--------------------------------------------------------------| 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 08/06/13 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 16 12 16 12
PJM JCPL ZONE DAY-AHEAD - ICE FUTURES ENERGY DIV Code-0643CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/13/13 |
--------------------------------------------------------------| 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 08/06/13 (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 08/13/13 |
--------------------------------------------------------------| 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 08/06/13 (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 14 10 14 10
PJM PECO ZONE (DA LMP) PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/13/13 |
--------------------------------------------------------------| 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 08/06/13 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 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 08/13/13 |
--------------------------------------------------------------| 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 08/06/13 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 16 12 16 12
PJM PEPCO DAY-AHEAD - ICE FUTURES ENERGY DIV Code-0643D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/13/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 220,875
COMMITMENTS
4,240 0 0 216,635 220,875 220,875 220,875 0 0
CHANGES FROM 08/06/13 (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
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 08/13/13 |
--------------------------------------------------------------| 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 08/06/13 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 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 08/13/13 |
--------------------------------------------------------------| 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 08/06/13 (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: 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 08/13/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 292,660
COMMITMENTS
0 0 0 292,660 292,660 292,660 292,660 0 0
CHANGES FROM 08/06/13 (CHANGE IN OPEN INTEREST: 1,270)
0 0 0 1,270 1,270 1,270 1,270 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 08/13/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 MWh OPEN INTEREST: 6,560,095
COMMITMENTS
258,916 0 0 6301179 6560095 6560095 6560095 0 0
CHANGES FROM 08/06/13 (CHANGE IN OPEN INTEREST: 50,732)
0 0 0 50,732 50,732 50,732 50,732 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 0.0 0.0 96.1 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
3 0 0 37 35 40 35
PJM WESTERN HUB (DAY-AHEAD) - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/13/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 2,176,835
COMMITMENTS
65,330 3,200 0 2111505 2173635 2176835 2176835 0 0
CHANGES FROM 08/06/13 (CHANGE IN OPEN INTEREST: 13,345)
-475 1,000 0 13,820 12,345 13,345 13,345 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: 56)
5 2 0 42 39 47 41
PJM WESTERN HUB MINI (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/13/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 2,720,557
COMMITMENTS
568,718 569,870 118,456 2033384 2032231 2720557 2720557 0 0
CHANGES FROM 08/06/13 (CHANGE IN OPEN INTEREST: 82,089)
12,425 6,334 -7,654 77,318 83,409 82,089 82,089 0 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.9 20.9 4.4 74.7 74.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
5 9 6 46 42 55 53
PJM WH REAL TIME MINI OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/13/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
MWh (Megawatt Hours) OPEN INTEREST: 5,451,970
COMMITMENTS
132,942 382,107 141,652 5177376 4928211 5451970 5451970 0 0
CHANGES FROM 08/06/13 (CHANGE IN OPEN INTEREST: 163,463)
0 0 0 163,463 163,463 163,463 163,463 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 7.0 2.6 95.0 90.4 100.0 100.0 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 08/13/13 |
--------------------------------------------------------------| 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 08/06/13 (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 0.1 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 08/13/13 |
--------------------------------------------------------------| 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 08/06/13 (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 0.5 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 16, 2013