CALIF CARBON ALLOWANCE-2013 - ICE FUTURES ENERGY DIV Code-006391
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 CALIFORNIA CARBON ALLOWANCES OPEN INTEREST: 11,639
COMMITMENTS
3,597 3,754 419 7,562 7,461 11,578 11,634 61 5
CHANGES FROM 09/03/13 (CHANGE IN OPEN INTEREST: 565)
175 3 15 368 547 558 565 7 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.9 32.3 3.6 65.0 64.1 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
11 12 8 14 9 30 24
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 5,694,445
COMMITMENTS
982,608 191,842 1849721 2840073 3641435 5672402 5682998 22,043 11,447
CHANGES FROM 09/03/13 (CHANGE IN OPEN INTEREST: 33,677)
-18,013 11,228 14,486 38,641 8,647 35,114 34,361 -1,437 -684
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.3 3.4 32.5 49.9 63.9 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 226)
48 26 67 145 133 216 203
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 3,307,367
COMMITMENTS
146,248 71,772 1464082 1696005 1769802 3306335 3305656 1,032 1,711
CHANGES FROM 09/03/13 (CHANGE IN OPEN INTEREST: -93,984)
664 -2,536 -45,241 -49,138 -45,898 -93,715 -93,675 -269 -309
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 2.2 44.3 51.3 53.5 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109)
30 17 41 60 58 106 100
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 228,858
COMMITMENTS
15,299 372 7,269 187,923 215,055 210,491 222,696 18,367 6,162
CHANGES FROM 09/03/13 (CHANGE IN OPEN INTEREST: -20,534)
-3,369 -1,221 141 -20,429 -18,108 -23,657 -19,188 3,123 -1,346
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 0.2 3.2 82.1 94.0 92.0 97.3 8.0 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
6 1 5 33 33 40 38
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 166,250
COMMITMENTS
7,047 749 4,510 151,236 157,263 162,793 162,522 3,457 3,728
CHANGES FROM 09/03/13 (CHANGE IN OPEN INTEREST: -13,707)
-540 212 -798 -12,261 -12,821 -13,599 -13,407 -108 -300
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 0.5 2.7 91.0 94.6 97.9 97.8 2.1 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
5 1 5 34 35 40 40
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 210,916
COMMITMENTS
10,376 10,909 4,721 186,982 190,173 202,079 205,803 8,837 5,113
CHANGES FROM 09/03/13 (CHANGE IN OPEN INTEREST: -14,927)
1,794 810 -3,326 -14,113 -12,267 -15,645 -14,783 718 -144
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 5.2 2.2 88.7 90.2 95.8 97.6 4.2 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
4 3 3 30 32 35 37
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 789,428
COMMITMENTS
1,279 2,127 4,149 778,321 778,339 783,749 784,615 5,679 4,813
CHANGES FROM 09/03/13 (CHANGE IN OPEN INTEREST: -25,615)
783 210 -941 -25,331 -21,391 -25,489 -22,122 -126 -3,493
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.3 0.5 98.6 98.6 99.3 99.4 0.7 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
4 5 8 54 45 64 53
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 248,071
COMMITMENTS
3,061 0 976 235,405 237,012 239,442 237,988 8,629 10,083
CHANGES FROM 09/03/13 (CHANGE IN OPEN INTEREST: -10,349)
1,516 0 -980 -9,520 -9,829 -8,984 -10,809 -1,365 460
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.0 0.4 94.9 95.5 96.5 95.9 3.5 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 0 1 24 30 26 31
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 236,589
COMMITMENTS
8,547 372 4,460 218,918 223,944 231,925 228,776 4,664 7,813
CHANGES FROM 09/03/13 (CHANGE IN OPEN INTEREST: -11,587)
-500 0 -481 -9,818 -10,923 -10,799 -11,404 -788 -183
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 0.2 1.9 92.5 94.7 98.0 96.7 2.0 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
3 1 3 33 40 36 44
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 92,935
COMMITMENTS
5,678 2,477 1,873 81,053 82,168 88,604 86,518 4,331 6,417
CHANGES FROM 09/03/13 (CHANGE IN OPEN INTEREST: -10,075)
-1,955 -702 -70 -8,030 -9,238 -10,055 -10,010 -20 -65
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 2.7 2.0 87.2 88.4 95.3 93.1 4.7 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 2 3 22 19 25 23
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 169,968
COMMITMENTS
12,633 13,635 9,095 139,962 141,462 161,690 164,192 8,278 5,776
CHANGES FROM 09/03/13 (CHANGE IN OPEN INTEREST: -11,171)
-800 856 183 -11,140 -11,725 -11,757 -10,686 586 -485
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 8.0 5.4 82.3 83.2 95.1 96.6 4.9 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
6 1 5 26 28 33 33
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 67,369
COMMITMENTS
0 11,226 1,433 58,790 43,945 60,223 56,604 7,146 10,765
CHANGES FROM 09/03/13 (CHANGE IN OPEN INTEREST: -4,273)
0 220 -288 -4,391 -6,017 -4,679 -6,085 406 1,812
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 16.7 2.1 87.3 65.2 89.4 84.0 10.6 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 2 2 18 17 20 19
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 148,310
COMMITMENTS
0 219 2,879 139,915 141,465 142,794 144,563 5,516 3,747
CHANGES FROM 09/03/13 (CHANGE IN OPEN INTEREST: -9,447)
0 187 -67 -10,916 -9,641 -10,983 -9,521 1,536 74
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.1 1.9 94.3 95.4 96.3 97.5 3.7 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
0 1 1 28 32 29 33
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 77,176
COMMITMENTS
0 589 0 61,955 73,499 61,955 74,088 15,221 3,088
CHANGES FROM 09/03/13 (CHANGE IN OPEN INTEREST: -6,543)
0 0 0 -3,753 -6,194 -3,753 -6,194 -2,790 -349
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.8 0.0 80.3 95.2 80.3 96.0 19.7 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 1 0 16 18 16 19
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 345,231
COMMITMENTS
0 5,856 4,269 336,381 328,803 340,650 338,928 4,581 6,303
CHANGES FROM 09/03/13 (CHANGE IN OPEN INTEREST: -11,309)
-13,713 1,674 -450 3,032 -12,975 -11,131 -11,751 -178 442
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.7 1.2 97.4 95.2 98.7 98.2 1.3 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
0 5 2 45 40 47 45
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 81,034
COMMITMENTS
3,227 1,956 4,242 68,968 65,924 76,437 72,122 4,597 8,912
CHANGES FROM 09/03/13 (CHANGE IN OPEN INTEREST: -6,870)
-150 -92 -588 -6,042 -7,255 -6,780 -7,935 -90 1,065
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 2.4 5.2 85.1 81.4 94.3 89.0 5.7 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 3 4 20 23 24 27
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BA - ICE FUTURES ENERCode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 57,618
COMMITMENTS
0 5,973 503 43,012 43,962 43,515 50,438 14,103 7,180
CHANGES FROM 09/03/13 (CHANGE IN OPEN INTEREST: -6,110)
0 -1,674 60 -6,500 -4,130 -6,440 -5,744 330 -366
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 10.4 0.9 74.7 76.3 75.5 87.5 24.5 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 1 14 17 15 18
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 141,788
COMMITMENTS
30,539 10,013 0 110,370 128,109 140,909 138,122 879 3,666
CHANGES FROM 09/03/13 (CHANGE IN OPEN INTEREST: -36,439)
-12,518 1,403 0 -23,867 -36,946 -36,385 -35,543 -54 -896
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.5 7.1 0.0 77.8 90.4 99.4 97.4 0.6 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 1 0 15 20 17 21
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 115,914
COMMITMENTS
45,569 11,183 0 69,623 104,041 115,192 115,224 722 690
CHANGES FROM 09/03/13 (CHANGE IN OPEN INTEREST: -43,821)
-3,719 -6,142 -1,205 -38,703 -35,444 -43,627 -42,791 -194 -1,030
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.3 9.6 0.0 60.1 89.8 99.4 99.4 0.6 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
5 3 0 32 22 37 25
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 35,448
COMMITMENTS
0 0 0 35,327 34,994 35,327 34,994 121 454
CHANGES FROM 09/03/13 (CHANGE IN OPEN INTEREST: -10,625)
-310 0 0 -10,223 -10,594 -10,533 -10,594 -92 -31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.7 98.7 99.7 98.7 0.3 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 0 0 14 20 14 20
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 132,140
COMMITMENTS
644 0 225 115,737 122,124 116,606 122,349 15,534 9,791
CHANGES FROM 09/03/13 (CHANGE IN OPEN INTEREST: -5,977)
-322 0 118 -8,569 -5,139 -8,773 -5,021 2,796 -956
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.0 0.2 87.6 92.4 88.2 92.6 11.8 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 0 1 25 25 26 26
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS - ICE FUTURES ENERCode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 64,864
COMMITMENTS
833 0 2,494 59,109 57,435 62,436 59,929 2,428 4,935
CHANGES FROM 09/03/13 (CHANGE IN OPEN INTEREST: -5,092)
833 -637 -1,272 -4,762 -3,322 -5,201 -5,231 109 139
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 0.0 3.8 91.1 88.5 96.3 92.4 3.7 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 1 13 15 14 16
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 108,094
COMMITMENTS
0 3,503 980 101,779 100,095 102,759 104,578 5,335 3,516
CHANGES FROM 09/03/13 (CHANGE IN OPEN INTEREST: -4,217)
0 1,974 -480 -1,161 -5,399 -1,641 -3,905 -2,576 -312
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.2 0.9 94.2 92.6 95.1 96.7 4.9 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
0 2 1 26 26 27 28
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 98,345
COMMITMENTS
1,430 0 2,244 90,323 88,741 93,997 90,985 4,348 7,360
CHANGES FROM 09/03/13 (CHANGE IN OPEN INTEREST: -8,555)
-767 0 147 -7,537 -7,835 -8,157 -7,688 -398 -867
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 0.0 2.3 91.8 90.2 95.6 92.5 4.4 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 0 2 16 18 18 20
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 67,295
COMMITMENTS
0 2,114 0 61,192 61,999 61,192 64,113 6,103 3,182
CHANGES FROM 09/03/13 (CHANGE IN OPEN INTEREST: -5,987)
0 310 -310 -5,359 -5,172 -5,669 -5,172 -318 -815
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.1 0.0 90.9 92.1 90.9 95.3 9.1 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 0 18 12 18 13
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 12,937
COMMITMENTS
401 0 180 11,872 12,395 12,453 12,575 484 362
CHANGES FROM 09/03/13 (CHANGE IN OPEN INTEREST: -8,339)
161 -211 -161 -8,277 -7,685 -8,277 -8,057 -62 -282
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 0.0 1.4 91.8 95.8 96.3 97.2 3.7 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 1 9 14 11 15
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 116,005
COMMITMENTS
0 2,085 1,739 109,905 108,005 111,644 111,829 4,361 4,176
CHANGES FROM 09/03/13 (CHANGE IN OPEN INTEREST: -7,370)
0 -251 602 -7,247 -7,603 -6,645 -7,252 -725 -118
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.8 1.5 94.7 93.1 96.2 96.4 3.8 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 2 1 19 18 20 20
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 299,436
COMMITMENTS
6,145 6,044 2,846 284,265 284,350 293,256 293,240 6,180 6,196
CHANGES FROM 09/03/13 (CHANGE IN OPEN INTEREST: -12,749)
339 -70 -3,497 -6,614 -9,318 -9,772 -12,885 -2,977 136
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 2.0 1.0 94.9 95.0 97.9 97.9 2.1 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
2 1 3 32 31 35 34
SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 21,859
COMMITMENTS
1,190 570 0 20,003 20,149 21,193 20,719 666 1,140
CHANGES FROM 09/03/13 (CHANGE IN OPEN INTEREST: -16,833)
-1,054 310 -806 -14,601 -15,957 -16,461 -16,453 -372 -380
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 2.6 0.0 91.5 92.2 97.0 94.8 3.0 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 2 0 13 13 16 15
SONAT - TIER 1 POOL (ZONE 0) - ICE FUTURES ENERGY DIV Code-0233C1
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 38,637
COMMITMENTS
0 0 0 36,661 37,452 36,661 37,452 1,976 1,185
CHANGES FROM 09/03/13 (CHANGE IN OPEN INTEREST: -3,219)
0 0 0 -2,735 -3,521 -2,735 -3,521 -484 302
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 94.9 96.9 94.9 96.9 5.1 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 14 17 14 17
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 43,546
COMMITMENTS
840 0 0 41,216 42,822 42,056 42,822 1,490 724
CHANGES FROM 09/03/13 (CHANGE IN OPEN INTEREST: -8,494)
-454 0 0 -7,850 -8,360 -8,304 -8,360 -190 -134
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 0.0 0.0 94.6 98.3 96.6 98.3 3.4 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 0 0 16 17 18 17
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 223,850
COMMITMENTS
6,299 27,666 6,723 205,212 183,942 218,234 218,331 5,616 5,519
CHANGES FROM 09/03/13 (CHANGE IN OPEN INTEREST: -4,864)
-7,438 -1,845 660 2,932 -4,040 -3,846 -5,225 -1,018 361
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 12.4 3.0 91.7 82.2 97.5 97.5 2.5 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
4 2 4 34 31 39 36
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 67,108
COMMITMENTS
11,814 0 1,885 47,398 63,151 61,097 65,036 6,011 2,072
CHANGES FROM 09/03/13 (CHANGE IN OPEN INTEREST: -8,581)
-501 0 302 -8,063 -8,368 -8,262 -8,066 -319 -515
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.6 0.0 2.8 70.6 94.1 91.0 96.9 9.0 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 0 1 16 14 19 15
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 82,958
COMMITMENTS
0 0 0 80,827 78,248 80,827 78,248 2,131 4,710
CHANGES FROM 09/03/13 (CHANGE IN OPEN INTEREST: -6,822)
0 0 0 -6,948 -8,560 -6,948 -8,560 126 1,738
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.4 94.3 97.4 94.3 2.6 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 0 0 23 20 23 20
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 89,293
COMMITMENTS
431 15,707 802 78,922 69,154 80,155 85,663 9,138 3,630
CHANGES FROM 09/03/13 (CHANGE IN OPEN INTEREST: -4,201)
-360 1,170 92 -4,147 -5,286 -4,415 -4,024 214 -177
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 17.6 0.9 88.4 77.4 89.8 95.9 10.2 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 2 1 22 20 24 22
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 172,402
COMMITMENTS
22,669 7,911 15,513 133,526 148,576 171,708 172,000 694 402
CHANGES FROM 09/03/13 (CHANGE IN OPEN INTEREST: -6,183)
-514 -889 -2,457 -3,331 -2,771 -6,302 -6,117 119 -66
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.1 4.6 9.0 77.5 86.2 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
11 8 15 54 55 70 73
MID-C FINANCIAL PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 57,658
COMMITMENTS
1,168 341 3,245 53,221 54,048 57,634 57,634 24 24
CHANGES FROM 09/03/13 (CHANGE IN OPEN INTEREST: 575)
-446 326 260 761 -11 575 575 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 0.6 5.6 92.3 93.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 2 3 27 26 30 29
MID-C FINANCIAL OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 463,613
COMMITMENTS
26,283 0 6,423 430,907 457,190 463,613 463,613 0 0
CHANGES FROM 09/03/13 (CHANGE IN OPEN INTEREST: -98)
-952 0 952 -98 -1,050 -98 -98 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 0.0 1.4 92.9 98.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 0 2 23 25 25 27
PJM WH OFF PEAK REAL TIME - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,681,514
COMMITMENTS
158,868 9,000 36,096 1486550 1636418 1681514 1681514 0 0
CHANGES FROM 09/03/13 (CHANGE IN OPEN INTEREST: -61,418)
-6,706 -20,403 -15,341 -39,371 -25,674 -61,418 -61,418 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.4 0.5 2.1 88.4 97.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
6 3 6 44 46 53 52
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 59,317
COMMITMENTS
131 7,354 4,941 54,244 46,998 59,317 59,293 -0 24
CHANGES FROM 09/03/13 (CHANGE IN OPEN INTEREST: -3,477)
-5 -1,037 195 -3,643 -2,635 -3,453 -3,477 -24 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 12.4 8.3 91.4 79.2 100.0 100.0 -0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
2 4 4 26 28 31 33
SP15 FIN DA LPM OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 316,241
COMMITMENTS
6,018 2,500 12,527 297,696 301,214 316,241 316,241 0 0
CHANGES FROM 09/03/13 (CHANGE IN OPEN INTEREST: -23,712)
4,680 624 -4,992 -23,400 -19,344 -23,712 -23,712 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 0.8 4.0 94.1 95.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 1 2 20 17 22 19
AEP DAYTON HUB (REAL TIME LMP OFF-PEAK) - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 609,297
COMMITMENTS
30,114 7,065 11,137 568,046 591,095 609,297 609,297 0 0
CHANGES FROM 09/03/13 (CHANGE IN OPEN INTEREST: -38,107)
-4,672 -180,270 752 -34,187 141,411 -38,107 -38,107 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 1.2 1.8 93.2 97.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
5 1 2 24 28 29 31
AEP DAYTON HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 49,900
COMMITMENTS
5,453 425 1,418 42,474 47,426 49,345 49,269 555 631
CHANGES FROM 09/03/13 (CHANGE IN OPEN INTEREST: -1,964)
177 -19,396 -409 -1,666 18,074 -1,898 -1,731 -66 -233
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 0.9 2.8 85.1 95.0 98.9 98.7 1.1 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
4 1 2 22 28 26 31
AD HUB DA OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 mwh OPEN INTEREST: 1,577,285
COMMITMENTS
0 4,000 0 1577285 1573285 1577285 1577285 0 0
CHANGES FROM 09/03/13 (CHANGE IN OPEN INTEREST: -280,280)
-7,840 -1042605 0 -272,440 762,325 -280,280 -280,280 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.3 0.0 100.0 99.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 12 10 12 11
AD HUB DA PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 mwh OPEN INTEREST: 572,500
COMMITMENTS
0 1,000 0 572,500 571,500 572,500 572,500 0 0
CHANGES FROM 09/03/13 (CHANGE IN OPEN INTEREST: -78,550)
0 -367,150 0 -78,550 288,600 -78,550 -78,550 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.2 0.0 100.0 99.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 1 0 18 11 18 12
CIN HUB DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 818,800
COMMITMENTS
0 0 0 818,800 818,800 818,800 818,800 0 0
CHANGES FROM 09/03/13 (CHANGE IN OPEN INTEREST: -107,640)
0 -3,920 0 -107,640 -103,720 -107,640 -107,640 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 13 11 13 11
CIN HUB REAL TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 290,248
COMMITMENTS
12,336 2,376 1,184 276,728 286,688 290,248 290,248 0 0
CHANGES FROM 09/03/13 (CHANGE IN OPEN INTEREST: -7,376)
0 -32 -752 -6,624 -6,592 -7,376 -7,376 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 0.8 0.4 95.3 98.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 2 2 24 18 27 21
ERCOT - NORTH ZONE - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 11,402
COMMITMENTS
1,698 424 230 9,345 10,430 11,273 11,084 129 318
CHANGES FROM 09/03/13 (CHANGE IN OPEN INTEREST: -1,822)
154 -265 -176 -1,841 -1,699 -1,863 -2,140 41 318
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.9 3.7 2.0 82.0 91.5 98.9 97.2 1.1 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 2 1 22 19 25 22
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5MWh OPEN INTEREST: 1,091,527
COMMITMENTS
0 19,100 27,700 1063827 1044727 1091527 1091527 0 0
CHANGES FROM 09/03/13 (CHANGE IN OPEN INTEREST: -30,224)
0 -3,920 0 -30,224 -26,304 -30,224 -30,224 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.7 2.5 97.5 95.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 1 16 12 17 13
MISCO CINERGY DAY AHEAD LMP, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 273,525
COMMITMENTS
0 0 0 273,525 273,525 273,525 273,525 0 0
CHANGES FROM 09/03/13 (CHANGE IN OPEN INTEREST: -54,450)
0 0 0 -54,450 -54,450 -54,450 -54,450 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 16 9 16 9
MISCO CINERGY HUB REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-0643B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWH PER LOT OPEN INTEREST: 210,640
COMMITMENTS
4,225 0 0 206,415 210,640 210,640 210,640 0 0
CHANGES FROM 09/03/13 (CHANGE IN OPEN INTEREST: -7,500)
4,225 -50 -1,600 -10,125 -5,850 -7,500 -7,500 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 0.0 0.0 98.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 0 0 23 23 24 23
MISO CINERGY HUB (REAL-TIME LMP) - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 22,149
COMMITMENTS
888 1,037 127 19,156 19,478 20,171 20,642 1,978 1,507
CHANGES FROM 09/03/13 (CHANGE IN OPEN INTEREST: -1,718)
0 -47 -63 -1,886 -1,520 -1,949 -1,630 231 -88
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 4.7 0.6 86.5 87.9 91.1 93.2 8.9 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 2 2 20 18 23 21
Nepool MH DA LMP Offpk Mon Min - ICE FUTURES ENERGY DIV Code-0643B9
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any multiple of 5 MWh OPEN INTEREST: 2,197,376
COMMITMENTS
82,632 109,701 155,199 1959545 1932476 2197376 2197376 0 0
CHANGES FROM 09/03/13 (CHANGE IN OPEN INTEREST: -36,192)
5,488 -21,840 -5,488 -36,192 -8,864 -36,192 -36,192 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 5.0 7.1 89.2 87.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
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 09/10/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any multiple of 16 MWh OPEN INTEREST: 705,662
COMMITMENTS
0 107,619 11,725 693,937 586,318 705,662 705,662 0 0
CHANGES FROM 09/03/13 (CHANGE IN OPEN INTEREST: -22,761)
0 -9,512 255 -23,016 -13,504 -22,761 -22,761 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 15.3 1.7 98.3 83.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
0 3 1 31 26 32 29
N. ILLINOIS HUB DAY AHEAD LMP, OFF PEAK MONTHLY - ICE FUTURES ENERGY Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 MWH OPEN INTEREST: 1,060,340
COMMITMENTS
0 0 0 1060340 1060340 1060340 1060340 0 0
CHANGES FROM 09/03/13 (CHANGE IN OPEN INTEREST: -124,512)
0 0 0 -124,512 -124,512 -124,512 -124,512 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 19 10 19 10
N. ILLINOIS HUB DAY AHEAD LMP, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 mwh OPEN INTEREST: 336,345
COMMITMENTS
4,200 0 0 332,145 336,345 336,345 336,345 0 0
CHANGES FROM 09/03/13 (CHANGE IN OPEN INTEREST: -41,600)
0 0 0 -41,600 -41,600 -41,600 -41,600 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.0 0.0 98.8 100.0 100.0 100.0 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 09/10/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 599,584
COMMITMENTS
110,804 12,158 30,739 458,041 556,687 599,584 599,584 0 0
CHANGES FROM 09/03/13 (CHANGE IN OPEN INTEREST: -33,448)
5,324 -4,236 -2,772 -36,000 -26,440 -33,448 -33,448 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.5 2.0 5.1 76.4 92.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
2 1 3 28 31 31 34
NEPOOL MASS HUB (DAY-AHEAD LMP) - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 40,846
COMMITMENTS
7,114 3,565 1,518 31,939 35,596 40,571 40,679 275 167
CHANGES FROM 09/03/13 (CHANGE IN OPEN INTEREST: -2,199)
336 -621 -65 -2,448 -1,513 -2,177 -2,199 -22 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.4 8.7 3.7 78.2 87.1 99.3 99.6 0.7 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
1 4 4 30 31 34 36
N PATH 15 EZ GEN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 21,524
COMMITMENTS
2,774 353 129 18,597 21,042 21,500 21,524 24 0
CHANGES FROM 09/03/13 (CHANGE IN OPEN INTEREST: -1,534)
-317 78 27 -1,268 -1,639 -1,558 -1,534 24 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.9 1.6 0.6 86.4 97.8 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 3 2 20 16 22 20
NPATH 15 EZ GEN HUB DA OFFPEAK - ICE FUTURES ENERGY DIV Code-0643BR
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
25MWh OPEN INTEREST: 174,062
COMMITMENTS
22,905 0 0 151,157 174,062 174,062 174,062 0 0
CHANGES FROM 09/03/13 (CHANGE IN OPEN INTEREST: -2,455)
-3,432 0 -624 1,601 -1,831 -2,455 -2,455 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.2 0.0 0.0 86.8 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 0 0 15 11 17 11
NORTHERN ILLINOIS HUB (REAL TIME LMP OFF-PEAK) - ICE FUTURES ENERGY DCode-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 598,272
COMMITMENTS
9,178 13,505 31,740 557,354 553,027 598,272 598,272 0 0
CHANGES FROM 09/03/13 (CHANGE IN OPEN INTEREST: -24,055)
2,352 392 -3,528 -22,879 -20,919 -24,055 -24,055 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 2.3 5.3 93.2 92.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 1 2 26 17 28 19
NORTHERN ILLINOIS HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 30,193
COMMITMENTS
3,326 0 63 26,465 29,921 29,854 29,984 339 209
CHANGES FROM 09/03/13 (CHANGE IN OPEN INTEREST: -1,557)
-22 0 -110 -1,719 -1,253 -1,851 -1,363 294 -194
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.0 0.0 0.2 87.7 99.1 98.9 99.3 1.1 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 0 1 25 20 27 21
NYISO ZONE A - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 19,791
COMMITMENTS
3,567 100 0 15,821 19,266 19,388 19,366 403 425
CHANGES FROM 09/03/13 (CHANGE IN OPEN INTEREST: -1,127)
22 -44 -44 -1,083 -1,017 -1,105 -1,105 -22 -22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.0 0.5 0.0 79.9 97.3 98.0 97.9 2.0 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
4 1 0 21 21 25 22
NYISO ZONE A (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 302,298
COMMITMENTS
50,909 0 1,560 249,829 300,738 302,298 302,298 0 0
CHANGES FROM 09/03/13 (CHANGE IN OPEN INTEREST: -19,248)
1,152 0 0 -20,400 -19,248 -19,248 -19,248 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.8 0.0 0.5 82.6 99.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 0 1 22 18 25 19
NYISO ZONE G - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 15,671
COMMITMENTS
808 367 337 14,185 14,522 15,330 15,226 341 445
CHANGES FROM 09/03/13 (CHANGE IN OPEN INTEREST: -1,203)
-88 47 0 -1,328 -1,588 -1,416 -1,541 213 338
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 2.3 2.2 90.5 92.7 97.8 97.2 2.2 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 2 3 21 22 24 26
NYISO ZONE G (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 212,215
COMMITMENTS
3,209 0 0 209,006 212,215 212,215 212,215 0 0
CHANGES FROM 09/03/13 (CHANGE IN OPEN INTEREST: -9,772)
-1,960 0 0 -7,812 -9,772 -9,772 -9,772 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 0.0 0.0 98.5 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 0 0 18 14 20 14
PALO VERDE - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 27,599
COMMITMENTS
0 1,715 2,838 24,737 23,046 27,575 27,599 24 0
CHANGES FROM 09/03/13 (CHANGE IN OPEN INTEREST: -108)
0 -95 -31 -77 18 -108 -108 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.2 10.3 89.6 83.5 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 1 1 20 21 21 22
PALO VERDE (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
25 MWh OPEN INTEREST: 163,854
COMMITMENTS
0 672 0 163,854 163,182 163,854 163,854 0 0
CHANGES FROM 09/03/13 (CHANGE IN OPEN INTEREST: -885)
0 0 0 -885 -885 -885 -885 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: 25)
0 1 0 17 18 17 19
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 MWh OPEN INTEREST: 735,512
COMMITMENTS
0 70,240 0 735,512 665,272 735,512 735,512 0 0
CHANGES FROM 09/03/13 (CHANGE IN OPEN INTEREST: -48,688)
0 -7,840 0 -48,688 -40,848 -48,688 -48,688 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 9.5 0.0 100.0 90.5 100.0 100.0 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 09/10/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 222,160
COMMITMENTS
0 6,850 0 222,160 215,310 222,160 222,160 0 0
CHANGES FROM 09/03/13 (CHANGE IN OPEN INTEREST: -21,460)
0 -1,650 0 -21,460 -19,810 -21,460 -21,460 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.1 0.0 100.0 96.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 1 0 21 11 21 12
PJM EASTERN HUB DAY-AHEAD - ICE FUTURES ENERGY DIV Code-0643CR
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 122,705
COMMITMENTS
0 1,000 0 122,705 121,705 122,705 122,705 0 0
CHANGES FROM 09/03/13 (CHANGE IN OPEN INTEREST: -14,620)
0 0 0 -14,620 -14,620 -14,620 -14,620 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.8 0.0 100.0 99.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 0 16 11 16 12
PJM JCPL ZONE DAY-AHEAD - ICE FUTURES ENERGY DIV Code-0643CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 Mwh OPEN INTEREST: 221,290
COMMITMENTS
0 0 0 221,290 221,290 221,290 221,290 0 0
CHANGES FROM 09/03/13 (CHANGE IN OPEN INTEREST: -14,410)
0 0 0 -14,410 -14,410 -14,410 -14,410 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 17 10 17 10
PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643CV
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 Mwh OPEN INTEREST: 778,363
COMMITMENTS
0 0 0 778,363 778,363 778,363 778,363 0 0
CHANGES FROM 09/03/13 (CHANGE IN OPEN INTEREST: -31,360)
0 0 0 -31,360 -31,360 -31,360 -31,360 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 15 7 15 7
PJM PECO ZONE (DA LMP) PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 147,935
COMMITMENTS
0 0 0 147,935 147,935 147,935 147,935 0 0
CHANGES FROM 09/03/13 (CHANGE IN OPEN INTEREST: -15,180)
-220 0 0 -14,960 -15,180 -15,180 -15,180 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 15 13 15 13
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mwh OPEN INTEREST: 531,933
COMMITMENTS
0 0 0 531,933 531,933 531,933 531,933 0 0
CHANGES FROM 09/03/13 (CHANGE IN OPEN INTEREST: -34,496)
0 0 0 -34,496 -34,496 -34,496 -34,496 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 PEPCO DAY-AHEAD - ICE FUTURES ENERGY DIV Code-0643D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 196,745
COMMITMENTS
3,800 0 0 192,945 196,745 196,745 196,745 0 0
CHANGES FROM 09/03/13 (CHANGE IN OPEN INTEREST: -25,630)
-440 0 0 -25,190 -25,630 -25,630 -25,630 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 21 12 22 12
PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643D5
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 MWh OPEN INTEREST: 651,687
COMMITMENTS
0 0 0 651,687 651,687 651,687 651,687 0 0
CHANGES FROM 09/03/13 (CHANGE IN OPEN INTEREST: -40,376)
0 0 0 -40,376 -40,376 -40,376 -40,376 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 09/10/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 MWh OPEN INTEREST: 1,045,227
COMMITMENTS
0 0 0 1045227 1045227 1045227 1045227 0 0
CHANGES FROM 09/03/13 (CHANGE IN OPEN INTEREST: -89,696)
0 -3,920 0 -89,696 -85,776 -89,696 -89,696 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 17 8 17 8
PJM PPL ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 276,135
COMMITMENTS
0 0 0 276,135 276,135 276,135 276,135 0 0
CHANGES FROM 09/03/13 (CHANGE IN OPEN INTEREST: -33,100)
0 0 0 -33,100 -33,100 -33,100 -33,100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 0 0 23 10 23 10
PJM WESTERN HUB (DAY-AHEAD OFF PEAK) - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 MWh OPEN INTEREST: 6,738,219
COMMITMENTS
197,532 0 800 6539887 6737419 6738219 6738219 0 0
CHANGES FROM 09/03/13 (CHANGE IN OPEN INTEREST: -371,709)
-26,264 0 0 -345,445 -371,709 -371,709 -371,709 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 0.0 0.0 97.1 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
3 0 1 37 37 40 38
PJM WESTERN HUB (DAY-AHEAD) - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 2,196,805
COMMITMENTS
47,040 9,000 400 2149365 2187405 2196805 2196805 0 0
CHANGES FROM 09/03/13 (CHANGE IN OPEN INTEREST: -166,975)
-9,790 -2,200 0 -157,185 -164,775 -166,975 -166,975 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 0.4 0.0 97.8 99.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
3 1 1 40 36 43 38
PJM WESTERN HUB MINI (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 2,803,144
COMMITMENTS
579,867 364,756 100,535 2122742 2337853 2803144 2803144 -0 0
CHANGES FROM 09/03/13 (CHANGE IN OPEN INTEREST: -17,685)
11,264 -217,470 -6,370 -22,579 206,155 -17,685 -17,685 -0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.7 13.0 3.6 75.7 83.4 100.0 100.0 -0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
6 8 6 44 41 54 51
PJM WH REAL TIME MINI OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
MWh (Megawatt Hours) OPEN INTEREST: 5,889,434
COMMITMENTS
163,888 117,215 137,426 5588120 5634793 5889434 5889434 0 0
CHANGES FROM 09/03/13 (CHANGE IN OPEN INTEREST: 162,717)
26,386 -241,292 -15,410 151,741 419,419 162,717 162,717 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 2.0 2.3 94.9 95.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
4 1 3 35 29 39 33
PSA-PJM PSEG ZONE DAY-AHEAD - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 573,085
COMMITMENTS
0 840 0 573,085 572,245 573,085 573,085 0 0
CHANGES FROM 09/03/13 (CHANGE IN OPEN INTEREST: -44,090)
0 330 -330 -43,760 -44,090 -44,090 -44,090 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.1 0.0 100.0 99.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 1 0 27 13 27 14
PSB-PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 MWh OPEN INTEREST: 2,072,697
COMMITMENTS
0 5,210 0 2072697 2067487 2072697 2072697 0 0
CHANGES FROM 09/03/13 (CHANGE IN OPEN INTEREST: -92,494)
0 -4,704 0 -92,494 -87,790 -92,494 -92,494 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.3 0.0 100.0 99.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 1 0 28 15 28 16
Updated September 13, 2013