CALIF CARBON ALLOWANCE-2013 - ICE FUTURES ENERGY DIV Code-006391
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 CALIFORNIA CARBON ALLOWANCES OPEN INTEREST: 12,729
COMMITMENTS
3,940 3,248 845 7,866 8,626 12,652 12,719 77 10
CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST: -196)
-122 -62 14 -97 -148 -205 -196 9 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.0 25.5 6.6 61.8 67.8 99.4 99.9 0.6 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
10 11 9 14 10 30 24
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 5,521,978
COMMITMENTS
846,604 173,848 1805713 2850585 3535551 5502902 5515112 19,076 6,866
CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST: 9,432)
-57,850 -43,915 36,273 32,667 16,468 11,090 8,826 -1,658 606
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.3 3.1 32.7 51.6 64.0 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 228)
43 35 65 141 131 212 204
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 3,087,392
COMMITMENTS
132,777 48,668 1337259 1616227 1699938 3086263 3085865 1,129 1,527
CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST: 48,613)
-106 6,855 18,330 30,386 23,473 48,610 48,658 3 -45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 1.6 43.3 52.3 55.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105)
28 16 38 59 57 100 98
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 222,251
COMMITMENTS
11,797 226 9,690 184,018 202,999 205,505 212,915 16,746 9,336
CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST: -22,997)
-1,316 11 167 -23,365 -26,929 -24,514 -26,751 1,517 3,754
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 0.1 4.4 82.8 91.3 92.5 95.8 7.5 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
6 2 6 27 29 35 35
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 161,417
COMMITMENTS
5,540 1,177 3,209 148,142 155,374 156,891 159,760 4,526 1,657
CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST: -11,459)
-3,390 124 -656 -8,781 -11,650 -12,827 -12,182 1,368 723
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 0.7 2.0 91.8 96.3 97.2 99.0 2.8 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
4 1 3 35 37 40 40
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 221,675
COMMITMENTS
10,854 11,892 4,578 196,822 200,069 212,254 216,539 9,421 5,136
CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST: -5,527)
2,310 -793 -1,507 -7,117 -3,803 -6,314 -6,103 787 576
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 5.4 2.1 88.8 90.3 95.8 97.7 4.2 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
5 3 5 28 31 35 37
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 785,979
COMMITMENTS
8,375 1,307 5,587 764,216 774,592 778,178 781,486 7,801 4,493
CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST: -38,333)
1,313 -791 -2,074 -40,444 -31,896 -41,205 -34,761 2,872 -3,572
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.2 0.7 97.2 98.6 99.0 99.4 1.0 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
7 3 8 46 39 56 47
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 237,487
COMMITMENTS
2,060 0 1,625 224,452 228,349 228,137 229,974 9,350 7,513
CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST: -13,621)
-1,637 0 533 -15,508 -11,103 -16,612 -10,570 2,991 -3,051
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.0 0.7 94.5 96.2 96.1 96.8 3.9 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
2 0 2 25 29 27 31
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 247,918
COMMITMENTS
10,257 1,392 4,447 227,598 238,135 242,302 243,974 5,616 3,944
CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST: -21,474)
-650 1,020 -463 -20,893 -20,184 -22,006 -19,627 532 -1,847
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 0.6 1.8 91.8 96.1 97.7 98.4 2.3 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
3 1 4 32 40 36 44
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 69,654
COMMITMENTS
7,147 0 1,008 53,630 61,858 61,785 62,866 7,869 6,788
CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST: -16,821)
-28 -2,229 -496 -19,193 -14,461 -19,717 -17,186 2,896 365
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 0.0 1.4 77.0 88.8 88.7 90.3 11.3 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 0 1 19 17 21 18
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 158,489
COMMITMENTS
16,189 19,660 7,733 123,885 124,508 147,807 151,901 10,682 6,588
CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST: -10,462)
456 2,031 -1,603 -10,492 -7,864 -11,639 -7,436 1,177 -3,026
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 12.4 4.9 78.2 78.6 93.3 95.8 6.7 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
5 2 6 21 26 27 33
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 71,001
COMMITMENTS
0 9,847 3,977 59,990 47,303 63,967 61,127 7,034 9,874
CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST: -2,640)
0 -1,989 1,016 -3,562 -1,386 -2,546 -2,359 -94 -281
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 13.9 5.6 84.5 66.6 90.1 86.1 9.9 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 3 3 16 14 19 17
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 152,258
COMMITMENTS
672 0 2,926 143,559 145,634 147,157 148,560 5,101 3,698
CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST: -5,693)
81 0 164 -5,093 -5,547 -4,848 -5,383 -845 -310
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.0 1.9 94.3 95.6 96.6 97.6 3.4 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 0 1 26 27 27 28
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 76,112
COMMITMENTS
0 0 0 60,927 74,167 60,927 74,167 15,185 1,945
CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST: -6,366)
0 -465 0 -6,670 -5,497 -6,670 -5,962 304 -404
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 80.0 97.4 80.0 97.4 20.0 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 15 22 15 22
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 327,212
COMMITMENTS
807 4,945 5,282 317,910 312,924 323,999 323,151 3,213 4,061
CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST: -27,813)
601 -2,329 128 -28,883 -26,116 -28,154 -28,317 341 504
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 1.5 1.6 97.2 95.6 99.0 98.8 1.0 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
2 2 4 43 39 47 43
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 78,446
COMMITMENTS
2,788 5,077 3,769 66,306 60,552 72,863 69,398 5,583 9,048
CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST: -4,161)
-601 2,971 -369 -4,761 -7,541 -5,731 -4,939 1,570 778
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 6.5 4.8 84.5 77.2 92.9 88.5 7.1 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 3 3 17 21 20 26
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 134,893
COMMITMENTS
40,238 0 0 94,082 131,299 134,320 131,299 573 3,594
CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST: -51,005)
-13,740 -7,843 -780 -35,767 -42,423 -50,287 -51,046 -718 41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.8 0.0 0.0 69.7 97.3 99.6 97.3 0.4 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 0 0 13 19 15 19
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 130,580
COMMITMENTS
63,142 7,843 0 66,290 121,497 129,432 129,340 1,148 1,240
CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST: -36,202)
-5,561 -461 -1,489 -29,329 -34,444 -36,379 -36,394 177 192
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.4 6.0 0.0 50.8 93.0 99.1 99.1 0.9 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
8 4 0 29 23 37 27
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 28,388
COMMITMENTS
0 372 0 28,017 27,123 28,017 27,495 371 893
CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST: -15,306)
0 0 0 -15,371 -15,373 -15,371 -15,373 65 67
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.3 0.0 98.7 95.5 98.7 96.9 1.3 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 1 0 11 18 11 19
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 129,240
COMMITMENTS
713 0 411 112,381 116,453 113,505 116,864 15,735 12,376
CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST: -15,254)
-93 0 8 -17,370 -17,309 -17,455 -17,301 2,201 2,047
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.0 0.3 87.0 90.1 87.8 90.4 12.2 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 0 1 22 20 23 21
NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV Code-0233AW
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 10,349
COMMITMENTS
1,488 0 186 6,498 9,822 8,172 10,008 2,177 341
CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST: -5,430)
30 0 -30 -4,710 -5,314 -4,710 -5,344 -720 -86
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.4 0.0 1.8 62.8 94.9 79.0 96.7 21.0 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 1 12 8 14 9
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 113,197
COMMITMENTS
930 2,843 1,718 106,229 103,827 108,877 108,388 4,320 4,809
CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST: -4,635)
673 660 -770 -4,011 -5,546 -4,108 -5,656 -527 1,021
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 2.5 1.5 93.8 91.7 96.2 95.8 3.8 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 2 3 25 22 28 25
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 98,899
COMMITMENTS
4,388 0 1,373 92,010 90,816 97,771 92,189 1,128 6,710
CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST: -9,032)
1,355 0 -1,136 -9,185 -7,526 -8,966 -8,662 -66 -370
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 0.0 1.4 93.0 91.8 98.9 93.2 1.1 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 0 2 18 15 20 17
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 15,650
COMMITMENTS
910 279 0 14,492 15,092 15,402 15,371 248 279
CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST: -5,760)
540 30 -210 -5,760 -5,280 -5,430 -5,460 -330 -300
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 1.8 0.0 92.6 96.4 98.4 98.2 1.6 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 0 8 12 9 13
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 104,531
COMMITMENTS
0 1,848 1,694 97,811 97,254 99,505 100,796 5,026 3,735
CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST: -8,621)
0 -1,078 -152 -9,405 -8,084 -9,557 -9,314 936 693
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.8 1.6 93.6 93.0 95.2 96.4 4.8 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 2 1 16 15 17 17
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 293,795
COMMITMENTS
189 6,470 6,985 275,421 269,458 282,595 282,913 11,200 10,882
CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST: -16,329)
170 -5,325 -1,756 -16,366 -11,464 -17,952 -18,545 1,623 2,216
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 2.2 2.4 93.7 91.7 96.2 96.3 3.8 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
2 1 3 28 28 31 31
SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 24,976
COMMITMENTS
1,313 0 0 22,733 24,666 24,046 24,666 930 310
CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST: -12,360)
-1 -384 -186 -12,034 -11,016 -12,221 -11,586 -139 -774
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 0.0 0.0 91.0 98.8 96.3 98.8 3.7 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 0 0 12 13 14 13
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 39,938
COMMITMENTS
372 372 0 38,642 38,885 39,014 39,257 924 681
CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST: -8,010)
-840 90 -90 -7,057 -7,591 -7,987 -7,591 -23 -419
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.9 0.0 96.8 97.4 97.7 98.3 2.3 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 0 17 15 18 16
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 223,768
COMMITMENTS
6,396 30,028 5,852 200,905 183,727 213,153 219,607 10,615 4,161
CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST: -10,884)
112 -8 87 -16,004 -9,757 -15,805 -9,678 4,921 -1,206
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 13.4 2.6 89.8 82.1 95.3 98.1 4.7 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
4 3 3 34 30 39 35
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 64,368
COMMITMENTS
11,781 0 2,350 45,440 59,094 59,571 61,444 4,797 2,924
CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST: -7,232)
-1,102 0 -542 -4,903 -7,422 -6,547 -7,964 -685 732
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.3 0.0 3.7 70.6 91.8 92.5 95.5 7.5 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 0 1 16 11 19 12
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 76,410
COMMITMENTS
0 0 0 71,516 71,609 71,516 71,609 4,894 4,801
CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST: -7,955)
0 0 0 -9,841 -10,957 -9,841 -10,957 1,886 3,002
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 93.6 93.7 93.6 93.7 6.4 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 18 15 18 15
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 87,477
COMMITMENTS
0 16,587 700 79,749 66,193 80,449 83,480 7,028 3,997
CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST: -3,898)
-431 -2,927 20 -1,906 -3,640 -2,317 -6,547 -1,581 2,649
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 19.0 0.8 91.2 75.7 92.0 95.4 8.0 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 3 1 24 18 25 21
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 177,052
COMMITMENTS
22,103 7,664 14,408 139,890 154,321 176,401 176,394 651 659
CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST: -3,157)
-711 46 -486 -1,786 -2,809 -2,983 -3,248 -174 92
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.5 4.3 8.1 79.0 87.2 99.6 99.6 0.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
15 6 12 53 51 70 67
MID-C FINANCIAL PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 52,831
COMMITMENTS
1,035 201 2,566 49,230 50,064 52,831 52,831 0 0
CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST: 370)
-255 -50 101 524 319 370 370 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 0.4 4.9 93.2 94.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 4 3 27 23 30 28
MID-C FINANCIAL OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 458,897
COMMITMENTS
7,914 0 19,998 430,985 438,899 458,897 458,897 0 0
CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST: 3,883)
5,446 -321 -952 -611 5,156 3,883 3,883 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 0.0 4.4 93.9 95.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 0 1 21 24 23 25
PJM WH OFF PEAK REAL TIME - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,612,242
COMMITMENTS
83,924 9,463 34,577 1493741 1568202 1612242 1612242 0 0
CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST: -73,800)
-12,384 80 -32 -61,384 -73,848 -73,800 -73,800 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 0.6 2.1 92.6 97.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
7 3 6 42 44 52 50
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 56,991
COMMITMENTS
568 9,563 4,731 51,691 42,697 56,991 56,991 0 0
CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST: 455)
46 509 -11 420 -43 455 455 0 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 16.8 8.3 90.7 74.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
3 6 4 27 27 33 34
SP15 FIN DA LPM OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 343,660
COMMITMENTS
0 53,479 12,842 330,818 277,339 343,660 343,660 0 0
CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST: 2,385)
0 3,027 -23 2,408 -619 2,385 2,385 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 15.6 3.7 96.3 80.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 2 1 20 20 21 22
AEP DAYTON HUB (REAL TIME LMP OFF-PEAK) - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 567,264
COMMITMENTS
24,483 0 11,703 531,078 555,561 567,264 567,264 0 0
CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST: -23,281)
1,144 -775 -3,200 -21,225 -19,306 -23,281 -23,281 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 0.0 2.1 93.6 97.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
4 0 2 24 28 28 30
AEP DAYTON HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 49,848
COMMITMENTS
5,562 202 1,444 42,672 47,839 49,678 49,485 170 363
CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST: -642)
-146 0 -85 -412 -410 -643 -495 1 -147
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 0.4 2.9 85.6 96.0 99.7 99.3 0.3 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
4 1 1 26 30 30 32
AD HUB DA OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 mwh OPEN INTEREST: 1,660,815
COMMITMENTS
0 0 0 1660815 1660815 1660815 1660815 0 0
CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST: -205,970)
0 -4,000 0 -205,970 -201,970 -205,970 -205,970 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 15 10 15 10
AD HUB DA PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 mwh OPEN INTEREST: 758,800
COMMITMENTS
0 9,600 0 758,800 749,200 758,800 758,800 0 0
CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST: -16,050)
0 -1,000 0 -16,050 -15,050 -16,050 -16,050 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.3 0.0 100.0 98.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 1 0 16 13 16 14
CIN HUB DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 857,520
COMMITMENTS
0 3,760 0 857,520 853,760 857,520 857,520 0 0
CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST: -45,120)
0 0 0 -45,120 -45,120 -45,120 -45,120 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: 21)
0 1 0 14 10 14 11
CIN HUB REAL TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 271,152
COMMITMENTS
11,128 1,184 776 259,248 269,192 271,152 271,152 0 0
CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST: -21,632)
-1,208 -1,192 -408 -20,016 -20,032 -21,632 -21,632 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 0.4 0.3 95.6 99.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 1 1 23 18 26 20
ERCOT - NORTH ZONE - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 13,200
COMMITMENTS
1,405 565 210 11,392 11,971 13,007 12,746 193 454
CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST: 935)
0 -80 -20 911 1,032 891 932 44 3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.6 4.3 1.6 86.3 90.7 98.5 96.6 1.5 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 2 2 18 16 21 20
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5MWh OPEN INTEREST: 954,335
COMMITMENTS
27,460 0 0 926,875 954,335 954,335 954,335 0 0
CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST: -84,000)
-4,000 0 0 -80,000 -84,000 -84,000 -84,000 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: 22)
1 0 0 14 13 15 13
MISCO CINERGY DAY AHEAD LMP, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 278,045
COMMITMENTS
4,150 0 0 273,895 278,045 278,045 278,045 0 0
CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST: -15,750)
3,000 0 0 -18,750 -15,750 -15,750 -15,750 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: 26)
2 0 0 16 13 18 13
MISCO CINERGY HUB REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-0643B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWH PER LOT OPEN INTEREST: 202,075
COMMITMENTS
4,225 0 0 197,850 202,075 202,075 202,075 0 0
CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST: -10,600)
0 0 0 -10,600 -10,600 -10,600 -10,600 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 0.0 0.0 97.9 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 0 0 24 22 25 22
MISO CINERGY HUB (REAL-TIME LMP) - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 22,953
COMMITMENTS
706 940 168 20,241 20,716 21,115 21,824 1,838 1,129
CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST: -124)
-81 -80 -60 52 116 -89 -24 -36 -100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 4.1 0.7 88.2 90.3 92.0 95.1 8.0 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 1 1 22 21 24 23
Nepool MH DA LMP Offpk Mon Min - ICE FUTURES ENERGY DIV Code-0643B9
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any multiple of 5 MWh OPEN INTEREST: 2,357,352
COMMITMENTS
117,469 139,885 161,238 2078645 2056229 2357352 2357352 0 0
CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST: -53,932)
-5,816 -23,600 -2,025 -46,091 -28,307 -53,932 -53,932 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 5.9 6.8 88.2 87.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
1 2 1 28 28 29 31
Nepool MH DA LMP Peak Mon Mini - ICE FUTURES ENERGY DIV Code-0643BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any multiple of 16 MWh OPEN INTEREST: 765,976
COMMITMENTS
1,450 80,429 43,835 720,691 641,712 765,976 765,976 0 0
CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST: -18,865)
1,450 -9,637 -1,660 -18,655 -7,568 -18,865 -18,865 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 10.5 5.7 94.1 83.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
1 2 2 33 29 35 32
N. ILLINOIS HUB DAY AHEAD LMP, OFF PEAK MONTHLY - ICE FUTURES ENERGY Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 MWH OPEN INTEREST: 1,030,315
COMMITMENTS
0 0 0 1030315 1030315 1030315 1030315 0 0
CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST: -104,940)
0 0 0 -104,940 -104,940 -104,940 -104,940 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: 27)
0 0 0 20 11 20 11
N. ILLINOIS HUB DAY AHEAD LMP, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 mwh OPEN INTEREST: 335,705
COMMITMENTS
2,200 0 0 333,505 335,705 335,705 335,705 0 0
CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST: -35,800)
-2,000 0 0 -33,800 -35,800 -35,800 -35,800 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.0 0.0 99.3 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 0 0 25 12 26 12
NEPOOL MASS HUB (DAY-AHEAD LMP OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 611,751
COMMITMENTS
128,645 1,140 28,249 454,857 582,362 611,751 611,751 0 0
CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST: -22,418)
10,156 1,140 -8,740 -23,834 -14,818 -22,418 -22,418 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.0 0.2 4.6 74.4 95.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
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 10/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 41,488
COMMITMENTS
8,510 2,791 809 31,718 37,737 41,037 41,337 451 151
CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST: -864)
458 19 -400 -967 -527 -909 -908 45 44
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.5 6.7 1.9 76.5 91.0 98.9 99.6 1.1 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
4 3 3 30 31 35 36
N PATH 15 EZ GEN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 26,876
COMMITMENTS
4,015 152 921 21,940 25,803 26,876 26,876 0 0
CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST: 736)
-329 0 152 913 584 736 736 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.9 0.6 3.4 81.6 96.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 1 1 26 16 27 18
NPATH 15 EZ GEN HUB DA OFFPEAK - ICE FUTURES ENERGY DIV Code-0643BR
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
25MWh OPEN INTEREST: 274,910
COMMITMENTS
110,075 0 665 164,170 274,245 274,910 274,910 0 0
CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST: 2,619)
0 0 665 1,954 1,954 2,619 2,619 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.0 0.0 0.2 59.7 99.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 0 1 16 10 18 11
NORTHERN ILLINOIS HUB (REAL TIME LMP OFF-PEAK) - ICE FUTURES ENERGY DCode-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 606,470
COMMITMENTS
11,562 5,081 33,125 561,783 568,264 606,470 606,470 0 0
CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST: -22,782)
2,400 1,200 -3,600 -21,582 -20,382 -22,782 -22,782 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 0.8 5.5 92.6 93.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 1 2 27 18 29 20
NORTHERN ILLINOIS HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 34,297
COMMITMENTS
3,076 0 20 30,371 33,876 33,467 33,896 830 401
CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST: -766)
-308 0 -40 -973 -686 -1,321 -726 555 -40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 0.0 0.1 88.6 98.8 97.6 98.8 2.4 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 0 1 23 19 25 20
NYISO ZONE J - ICE FUTURES ENERGY DIV Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 6,621
COMMITMENTS
0 576 21 5,456 5,599 5,477 6,196 1,144 425
CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 8.7 0.3 82.4 84.6 82.7 93.6 17.3 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 2 1 12 17 13 19
NYISO ZONE A - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 20,925
COMMITMENTS
3,654 0 46 16,797 20,664 20,497 20,710 428 215
CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST: -901)
-60 -100 0 -800 -781 -860 -881 -41 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.5 0.0 0.2 80.3 98.8 98.0 99.0 2.0 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
4 0 1 24 21 28 22
NYISO ZONE A (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 306,239
COMMITMENTS
57,443 0 376 248,420 305,863 306,239 306,239 0 0
CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST: -19,360)
-2,800 0 -400 -16,160 -18,960 -19,360 -19,360 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.8 0.0 0.1 81.1 99.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 0 1 22 20 26 21
NYISO ZONE G - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 15,217
COMMITMENTS
808 170 191 14,175 14,768 15,174 15,129 43 88
CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST: -734)
0 -260 -60 -440 -98 -500 -418 -234 -316
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 1.1 1.3 93.2 97.0 99.7 99.4 0.3 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 2 2 22 22 25 25
NYISO ZONE G (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 196,599
COMMITMENTS
2,033 0 0 194,566 196,599 196,599 196,599 0 0
CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST: -23,824)
-800 0 0 -23,024 -23,824 -23,824 -23,824 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.0 0.0 99.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 0 0 19 14 21 14
PALO VERDE - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 25,236
COMMITMENTS
0 1,434 2,737 22,499 21,065 25,236 25,236 0 0
CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST: 412)
0 -823 385 27 926 412 488 0 -76
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.7 10.8 89.2 83.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 1 1 20 18 21 19
PALO VERDE (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
25 MWh OPEN INTEREST: 144,505
COMMITMENTS
0 0 0 144,505 144,505 144,505 144,505 0 0
CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 17 17 17 17
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 MWh OPEN INTEREST: 687,912
COMMITMENTS
0 62,240 0 687,912 625,672 687,912 687,912 0 0
CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST: -47,600)
0 -8,000 0 -47,600 -39,600 -47,600 -47,600 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 9.0 0.0 100.0 91.0 100.0 100.0 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 10/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 209,405
COMMITMENTS
0 5,350 0 209,405 204,055 209,405 209,405 0 0
CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST: -13,400)
0 -1,500 0 -13,400 -11,900 -13,400 -13,400 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.6 0.0 100.0 97.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 1 0 19 12 19 13
PJM JCPL ZONE DAY-AHEAD - ICE FUTURES ENERGY DIV Code-0643CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 Mwh OPEN INTEREST: 221,965
COMMITMENTS
0 0 0 221,965 221,965 221,965 221,965 0 0
CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST: -8,100)
0 0 0 -8,100 -8,100 -8,100 -8,100 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: 24)
0 0 0 18 11 18 11
PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643CV
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 Mwh OPEN INTEREST: 754,363
COMMITMENTS
0 0 0 754,363 754,363 754,363 754,363 0 0
CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST: -24,000)
0 0 0 -24,000 -24,000 -24,000 -24,000 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: 21)
0 0 0 15 6 15 6
PJM PECO ZONE (DA LMP) PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 139,035
COMMITMENTS
0 0 0 139,035 139,035 139,035 139,035 0 0
CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST: -9,900)
0 0 0 -9,900 -9,900 -9,900 -9,900 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 16 14 16 14
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mwh OPEN INTEREST: 502,733
COMMITMENTS
0 0 0 502,733 502,733 502,733 502,733 0 0
CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST: -29,200)
0 0 0 -29,200 -29,200 -29,200 -29,200 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 10/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 185,545
COMMITMENTS
3,400 0 0 182,145 185,545 185,545 185,545 0 0
CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST: -15,800)
-400 0 0 -15,400 -15,800 -15,800 -15,800 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 0.0 0.0 98.2 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 0 19 13 20 13
PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643D5
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 MWh OPEN INTEREST: 616,087
COMMITMENTS
0 0 0 616,087 616,087 616,087 616,087 0 0
CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST: -35,600)
0 0 0 -35,600 -35,600 -35,600 -35,600 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 10/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 MWh OPEN INTEREST: 950,672
COMMITMENTS
0 0 0 950,672 950,672 950,672 950,672 0 0
CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST: -109,888)
0 0 0 -109,888 -109,888 -109,888 -109,888 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 19 9 19 9
PJM PPL ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 243,830
COMMITMENTS
0 0 0 243,830 243,830 243,830 243,830 0 0
CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST: -37,200)
0 0 0 -37,200 -37,200 -37,200 -37,200 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: 29)
0 0 0 23 9 23 9
PJM WESTERN HUB (DAY-AHEAD OFF PEAK) - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 MWh OPEN INTEREST: 6,507,366
COMMITMENTS
189,532 0 0 6317834 6507366 6507366 6507366 0 0
CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST: -327,834)
-8,000 0 -800 -319,034 -327,034 -327,834 -327,834 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: 44)
3 0 0 38 33 41 33
PJM WESTERN HUB (DAY-AHEAD) - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 2,137,620
COMMITMENTS
44,085 4,600 0 2093535 2133020 2137620 2137620 0 0
CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST: -138,895)
-3,300 -9,000 -400 -135,195 -129,495 -138,895 -138,895 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 0.2 0.0 97.9 99.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
4 1 0 37 36 41 37
PJM WESTERN HUB MINI (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 2,832,049
COMMITMENTS
568,745 322,584 104,682 2158622 2404783 2832049 2832049 0 0
CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST: -49,289)
-4,745 -20,967 2,712 -47,257 -31,034 -49,289 -49,289 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.1 11.4 3.7 76.2 84.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
5 8 6 43 41 52 51
PJM WH REAL TIME MINI OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
MWh (Megawatt Hours) OPEN INTEREST: 6,260,189
COMMITMENTS
174,139 134,615 147,756 5938294 5977818 6260189 6260189 0 0
CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST: -36,329)
20,688 -6,000 695 -57,712 -31,024 -36,329 -36,329 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 2.2 2.4 94.9 95.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
4 2 3 35 29 39 34
PSA-PJM PSEG ZONE DAY-AHEAD - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 583,860
COMMITMENTS
0 640 0 583,860 583,220 583,860 583,860 0 0
CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST: -24,575)
0 -200 0 -24,575 -24,375 -24,575 -24,575 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 10/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 MWh OPEN INTEREST: 2,113,747
COMMITMENTS
0 4,410 0 2113747 2109337 2113747 2113747 0 0
CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST: -89,840)
0 -800 0 -89,840 -89,040 -89,840 -89,840 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: 32)
0 1 0 29 15 29 16
Updated October 28, 2013