CALIF CARBON ALLOWANCE-2013 - ICE FUTURES ENERGY DIV Code-006391
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 CALIFORNIA CARBON ALLOWANCES OPEN INTEREST: 12,966
COMMITMENTS
3,944 3,484 879 8,115 8,583 12,938 12,946 28 20
CHANGES FROM 10/08/13 (CHANGE IN OPEN INTEREST: 238)
4 236 34 249 -43 287 228 -49 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.4 26.9 6.8 62.6 66.2 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
11 13 10 14 10 32 26
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 5,634,657
COMMITMENTS
854,595 169,761 1794521 2963311 3660695 5612427 5624977 22,230 9,680
CHANGES FROM 10/08/13 (CHANGE IN OPEN INTEREST: 112,679)
7,991 -4,087 -11,192 112,726 125,144 109,525 109,865 3,154 2,814
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.2 3.0 31.8 52.6 65.0 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 225)
44 32 63 141 131 209 202
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 3,132,210
COMMITMENTS
131,788 51,307 1373936 1625312 1705410 3131035 3130652 1,174 1,557
CHANGES FROM 10/08/13 (CHANGE IN OPEN INTEREST: 44,818)
-989 2,639 36,677 9,085 5,472 44,772 44,787 46 31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 1.6 43.9 51.9 54.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108)
27 18 38 57 59 98 101
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 225,795
COMMITMENTS
12,114 1,199 10,337 187,734 204,978 210,185 216,514 15,610 9,281
CHANGES FROM 10/08/13 (CHANGE IN OPEN INTEREST: 3,544)
317 973 647 3,716 1,979 4,680 3,599 -1,136 -55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 0.5 4.6 83.1 90.8 93.1 95.9 6.9 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
6 2 7 29 30 37 37
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 166,804
COMMITMENTS
3,890 2,543 4,603 154,137 157,637 162,630 164,783 4,174 2,021
CHANGES FROM 10/08/13 (CHANGE IN OPEN INTEREST: 5,387)
-1,650 1,366 1,394 5,995 2,263 5,739 5,023 -352 364
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 1.5 2.8 92.4 94.5 97.5 98.8 2.5 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
3 3 5 35 37 40 43
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 224,414
COMMITMENTS
12,853 12,178 5,476 196,150 202,390 214,479 220,044 9,935 4,370
CHANGES FROM 10/08/13 (CHANGE IN OPEN INTEREST: 2,739)
1,999 286 898 -672 2,321 2,225 3,505 514 -766
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 5.4 2.4 87.4 90.2 95.6 98.1 4.4 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
6 2 6 28 32 35 39
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 794,037
COMMITMENTS
7,923 1,565 5,153 773,351 782,700 786,427 789,418 7,610 4,619
CHANGES FROM 10/08/13 (CHANGE IN OPEN INTEREST: 8,058)
-452 258 -434 9,135 8,108 8,249 7,932 -191 126
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.2 0.6 97.4 98.6 99.0 99.4 1.0 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
6 3 8 47 39 56 47
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 236,731
COMMITMENTS
2,022 0 1,601 225,098 228,566 228,721 230,167 8,010 6,564
CHANGES FROM 10/08/13 (CHANGE IN OPEN INTEREST: -756)
-38 0 -24 646 217 584 193 -1,340 -949
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.0 0.7 95.1 96.6 96.6 97.2 3.4 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
2 0 1 27 31 29 32
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 260,269
COMMITMENTS
10,119 1,269 3,626 238,906 250,887 252,651 255,782 7,618 4,487
CHANGES FROM 10/08/13 (CHANGE IN OPEN INTEREST: 12,351)
-138 -123 -821 11,308 12,752 10,349 11,808 2,002 543
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 0.5 1.4 91.8 96.4 97.1 98.3 2.9 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
3 1 4 32 41 36 45
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 69,666
COMMITMENTS
9,588 0 1,336 52,141 61,062 63,065 62,398 6,601 7,268
CHANGES FROM 10/08/13 (CHANGE IN OPEN INTEREST: 12)
2,441 0 328 -1,489 -796 1,280 -468 -1,268 480
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.8 0.0 1.9 74.8 87.6 90.5 89.6 9.5 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 0 2 19 17 22 19
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 163,656
COMMITMENTS
18,075 19,660 8,298 127,955 129,793 154,328 157,751 9,328 5,905
CHANGES FROM 10/08/13 (CHANGE IN OPEN INTEREST: 5,167)
1,886 0 565 4,070 5,285 6,521 5,850 -1,354 -683
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.0 12.0 5.1 78.2 79.3 94.3 96.4 5.7 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
5 2 6 23 27 29 34
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 76,494
COMMITMENTS
0 6,937 5,598 63,892 53,355 69,490 65,890 7,004 10,604
CHANGES FROM 10/08/13 (CHANGE IN OPEN INTEREST: 5,493)
0 -2,910 1,621 3,902 6,052 5,523 4,763 -30 730
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 9.1 7.3 83.5 69.8 90.8 86.1 9.2 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 3 3 17 14 20 17
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 153,597
COMMITMENTS
1,398 0 2,386 144,589 147,482 148,373 149,868 5,224 3,729
CHANGES FROM 10/08/13 (CHANGE IN OPEN INTEREST: 1,339)
726 0 -540 1,030 1,848 1,216 1,308 123 31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.0 1.6 94.1 96.0 96.6 97.6 3.4 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 0 1 25 27 26 28
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 82,372
COMMITMENTS
0 0 0 65,788 80,336 65,788 80,336 16,584 2,036
CHANGES FROM 10/08/13 (CHANGE IN OPEN INTEREST: 6,260)
0 0 0 4,861 6,169 4,861 6,169 1,399 91
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 79.9 97.5 79.9 97.5 20.1 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 17 22 17 22
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 326,286
COMMITMENTS
3,113 6,804 3,324 316,896 312,380 323,333 322,508 2,953 3,778
CHANGES FROM 10/08/13 (CHANGE IN OPEN INTEREST: -926)
2,306 1,859 -1,958 -1,014 -544 -666 -643 -260 -283
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 2.1 1.0 97.1 95.7 99.1 98.8 0.9 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
2 3 3 44 38 47 43
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 83,145
COMMITMENTS
4,775 10,196 3,245 69,115 59,912 77,135 73,353 6,010 9,792
CHANGES FROM 10/08/13 (CHANGE IN OPEN INTEREST: 4,699)
1,987 5,119 -524 2,809 -640 4,272 3,955 427 744
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 12.3 3.9 83.1 72.1 92.8 88.2 7.2 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 2 3 16 21 19 26
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 141,952
COMMITMENTS
45,526 2,370 0 95,703 136,416 141,229 138,786 723 3,166
CHANGES FROM 10/08/13 (CHANGE IN OPEN INTEREST: 7,059)
5,288 2,370 0 1,621 5,117 6,909 7,487 150 -428
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.1 1.7 0.0 67.4 96.1 99.5 97.8 0.5 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 1 0 16 19 19 20
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 139,480
COMMITMENTS
68,590 10,213 0 69,872 128,027 138,462 138,240 1,018 1,240
CHANGES FROM 10/08/13 (CHANGE IN OPEN INTEREST: 8,900)
5,448 2,370 0 3,582 6,530 9,030 8,900 -130 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
49.2 7.3 0.0 50.1 91.8 99.3 99.1 0.7 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
8 5 0 31 23 39 28
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 29,918
COMMITMENTS
0 372 0 29,547 28,687 29,547 29,059 371 859
CHANGES FROM 10/08/13 (CHANGE IN OPEN INTEREST: 1,530)
0 0 0 1,530 1,564 1,530 1,564 0 -34
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.2 0.0 98.8 95.9 98.8 97.1 1.2 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 1 0 12 20 12 21
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 132,536
COMMITMENTS
291 2,568 441 114,647 118,491 115,379 121,500 17,157 11,036
CHANGES FROM 10/08/13 (CHANGE IN OPEN INTEREST: 3,296)
-422 2,568 30 2,266 2,038 1,874 4,636 1,422 -1,340
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 1.9 0.3 86.5 89.4 87.1 91.7 12.9 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 1 1 23 22 24 24
NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV Code-0233AW
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 11,549
COMMITMENTS
1,728 0 186 7,428 11,024 9,342 11,210 2,207 339
CHANGES FROM 10/08/13 (CHANGE IN OPEN INTEREST: 1,200)
240 0 0 930 1,202 1,170 1,202 30 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.0 0.0 1.6 64.3 95.5 80.9 97.1 19.1 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 0 1 13 11 16 12
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 111,381
COMMITMENTS
988 2,352 2,079 103,994 101,109 107,061 105,540 4,320 5,841
CHANGES FROM 10/08/13 (CHANGE IN OPEN INTEREST: -1,816)
58 -491 361 -2,235 -2,718 -1,816 -2,848 0 1,032
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 2.1 1.9 93.4 90.8 96.1 94.8 3.9 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 2 2 26 23 28 26
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 100,224
COMMITMENTS
4,082 0 1,801 92,971 91,531 98,854 93,332 1,370 6,892
CHANGES FROM 10/08/13 (CHANGE IN OPEN INTEREST: 1,325)
-306 0 428 961 715 1,083 1,143 242 182
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 0.0 1.8 92.8 91.3 98.6 93.1 1.4 6.9
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 10/15/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 16,850
COMMITMENTS
1,483 279 0 15,212 16,292 16,695 16,571 155 279
CHANGES FROM 10/08/13 (CHANGE IN OPEN INTEREST: 1,200)
573 0 0 720 1,200 1,293 1,200 -93 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 1.7 0.0 90.3 96.7 99.1 98.3 0.9 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 1 0 9 13 11 14
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 105,933
COMMITMENTS
0 3,955 644 100,819 98,060 101,463 102,659 4,470 3,274
CHANGES FROM 10/08/13 (CHANGE IN OPEN INTEREST: 1,402)
0 2,107 -1,050 3,008 806 1,958 1,863 -556 -461
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.7 0.6 95.2 92.6 95.8 96.9 4.2 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 4 2 17 17 19 21
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 302,256
COMMITMENTS
5,773 7,593 8,214 276,486 278,923 290,473 294,730 11,783 7,526
CHANGES FROM 10/08/13 (CHANGE IN OPEN INTEREST: 8,461)
5,584 1,123 1,229 1,065 9,465 7,878 11,817 583 -3,356
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 2.5 2.7 91.5 92.3 96.1 97.5 3.9 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
3 2 3 29 30 33 34
SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 30,148
COMMITMENTS
1,313 0 0 27,815 29,838 29,128 29,838 1,020 310
CHANGES FROM 10/08/13 (CHANGE IN OPEN INTEREST: 5,172)
0 0 0 5,082 5,172 5,082 5,172 90 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 0.0 0.0 92.3 99.0 96.6 99.0 3.4 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 0 0 12 14 14 14
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 41,558
COMMITMENTS
372 372 0 40,202 40,566 40,574 40,938 984 620
CHANGES FROM 10/08/13 (CHANGE IN OPEN INTEREST: 1,620)
0 0 0 1,560 1,681 1,560 1,681 60 -61
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.9 0.0 96.7 97.6 97.6 98.5 2.4 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 1 0 18 16 19 17
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 228,614
COMMITMENTS
4,915 29,622 6,930 205,823 187,689 217,668 224,241 10,946 4,373
CHANGES FROM 10/08/13 (CHANGE IN OPEN INTEREST: 4,846)
-1,481 -406 1,078 4,918 3,962 4,515 4,634 331 212
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 13.0 3.0 90.0 82.1 95.2 98.1 4.8 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
4 3 3 33 31 38 36
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 66,259
COMMITMENTS
11,660 0 2,471 48,266 60,986 62,397 63,457 3,862 2,802
CHANGES FROM 10/08/13 (CHANGE IN OPEN INTEREST: 1,891)
-121 0 121 2,826 1,892 2,826 2,013 -935 -122
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.6 0.0 3.7 72.8 92.0 94.2 95.8 5.8 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 0 1 17 12 20 13
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 78,767
COMMITMENTS
0 0 0 73,813 74,026 73,813 74,026 4,954 4,741
CHANGES FROM 10/08/13 (CHANGE IN OPEN INTEREST: 2,357)
0 0 0 2,297 2,417 2,297 2,417 60 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 93.7 94.0 93.7 94.0 6.3 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 19 15 19 15
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 88,579
COMMITMENTS
0 17,788 674 80,296 66,913 80,970 85,375 7,609 3,204
CHANGES FROM 10/08/13 (CHANGE IN OPEN INTEREST: 1,102)
0 1,201 -26 547 720 521 1,895 581 -793
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 20.1 0.8 90.6 75.5 91.4 96.4 8.6 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
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 10/15/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 177,540
COMMITMENTS
20,613 6,189 14,471 141,632 156,256 176,715 176,916 825 624
CHANGES FROM 10/08/13 (CHANGE IN OPEN INTEREST: 488)
-1,490 -1,475 63 1,741 1,934 314 522 173 -34
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.6 3.5 8.2 79.8 88.0 99.5 99.6 0.5 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
14 8 13 56 51 74 68
MID-C FINANCIAL PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 53,092
COMMITMENTS
1,365 201 2,567 49,160 50,324 53,092 53,092 0 0
CHANGES FROM 10/08/13 (CHANGE IN OPEN INTEREST: 261)
330 0 1 -70 260 261 261 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 0.4 4.8 92.6 94.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 4 3 27 24 30 29
MID-C FINANCIAL OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 467,312
COMMITMENTS
8,802 622 21,198 437,312 445,492 467,312 467,312 0 0
CHANGES FROM 10/08/13 (CHANGE IN OPEN INTEREST: 8,415)
888 622 1,200 6,327 6,593 8,415 8,415 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 0.1 4.5 93.6 95.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 1 2 20 24 22 26
PJM WH OFF PEAK REAL TIME - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,617,752
COMMITMENTS
79,566 14,516 30,676 1507510 1572560 1617752 1617752 0 0
CHANGES FROM 10/08/13 (CHANGE IN OPEN INTEREST: 5,511)
-4,358 5,053 -3,901 13,770 4,359 5,511 5,511 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 0.9 1.9 93.2 97.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
6 5 6 43 44 53 51
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 55,073
COMMITMENTS
329 10,425 4,567 50,177 40,080 55,073 55,073 0 0
CHANGES FROM 10/08/13 (CHANGE IN OPEN INTEREST: -1,918)
-239 863 -164 -1,515 -2,616 -1,918 -1,918 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 18.9 8.3 91.1 72.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 6 3 26 25 32 31
SP15 FIN DA LPM OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 315,238
COMMITMENTS
0 47,414 14,434 300,804 253,390 315,238 315,238 0 0
CHANGES FROM 10/08/13 (CHANGE IN OPEN INTEREST: -28,422)
0 -6,065 1,592 -30,014 -23,949 -28,422 -28,422 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 15.0 4.6 95.4 80.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 3 2 16 18 18 21
AEP DAYTON HUB (REAL TIME LMP OFF-PEAK) - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 568,006
COMMITMENTS
26,094 0 10,092 531,820 557,914 568,006 568,006 0 0
CHANGES FROM 10/08/13 (CHANGE IN OPEN INTEREST: 742)
1,611 0 -1,611 742 2,353 742 742 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 0.0 1.8 93.6 98.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
4 0 2 23 29 27 31
AEP DAYTON HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 50,316
COMMITMENTS
5,055 202 1,697 43,180 48,096 49,932 49,995 384 321
CHANGES FROM 10/08/13 (CHANGE IN OPEN INTEREST: 468)
-507 0 253 508 257 254 510 214 -42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 0.4 3.4 85.8 95.6 99.2 99.4 0.8 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
4 1 2 25 30 29 33
AD HUB DA OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/13 |
--------------------------------------------------------------| 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 10/08/13 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 15 10 15 10
AD HUB DA PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/13 |
--------------------------------------------------------------| 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 10/08/13 (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 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 10/15/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 904,320
COMMITMENTS
0 3,760 0 904,320 900,560 904,320 904,320 0 0
CHANGES FROM 10/08/13 (CHANGE IN OPEN INTEREST: 46,800)
0 0 0 46,800 46,800 46,800 46,800 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 10/15/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 273,480
COMMITMENTS
12,256 1,184 1,576 259,648 270,720 273,480 273,480 0 0
CHANGES FROM 10/08/13 (CHANGE IN OPEN INTEREST: 2,328)
1,128 0 800 400 1,528 2,328 2,328 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 0.4 0.6 94.9 99.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 1 1 23 19 26 21
ERCOT - NORTH ZONE - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 14,039
COMMITMENTS
1,385 685 230 12,210 12,670 13,825 13,585 214 454
CHANGES FROM 10/08/13 (CHANGE IN OPEN INTEREST: 838)
-20 120 20 817 698 817 838 21 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 4.9 1.6 87.0 90.2 98.5 96.8 1.5 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 2 2 19 18 22 22
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5MWh OPEN INTEREST: 1,025,155
COMMITMENTS
27,460 0 0 997,695 1025155 1025155 1025155 0 0
CHANGES FROM 10/08/13 (CHANGE IN OPEN INTEREST: 70,820)
0 0 0 70,820 70,820 70,820 70,820 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 0.0 0.0 97.3 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 0 15 15 16 15
MISCO CINERGY DAY AHEAD LMP, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 331,145
COMMITMENTS
4,150 0 0 326,995 331,145 331,145 331,145 0 0
CHANGES FROM 10/08/13 (CHANGE IN OPEN INTEREST: 53,100)
0 0 0 53,100 53,100 53,100 53,100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 0.0 0.0 98.7 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 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 10/15/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWH PER LOT OPEN INTEREST: 208,425
COMMITMENTS
4,225 0 0 204,200 208,425 208,425 208,425 0 0
CHANGES FROM 10/08/13 (CHANGE IN OPEN INTEREST: 6,350)
0 0 0 6,350 6,350 6,350 6,350 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 24 22 25 22
MISO CINERGY HUB (REAL-TIME LMP) - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 23,629
COMMITMENTS
1,005 940 168 20,556 21,369 21,729 22,477 1,900 1,152
CHANGES FROM 10/08/13 (CHANGE IN OPEN INTEREST: 676)
299 0 0 316 653 615 653 62 23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 4.0 0.7 87.0 90.4 92.0 95.1 8.0 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 1 1 21 20 23 22
Nepool MH DA LMP Offpk Mon Min - ICE FUTURES ENERGY DIV Code-0643B9
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any multiple of 5 MWh OPEN INTEREST: 2,368,134
COMMITMENTS
113,373 140,629 161,238 2093523 2066267 2368134 2368134 0 0
CHANGES FROM 10/08/13 (CHANGE IN OPEN INTEREST: 10,782)
-4,096 744 0 14,878 10,038 10,782 10,782 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 5.9 6.8 88.4 87.3 100.0 100.0 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 10/15/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any multiple of 16 MWh OPEN INTEREST: 781,343
COMMITMENTS
1,450 79,904 43,835 736,058 657,604 781,343 781,343 0 0
CHANGES FROM 10/08/13 (CHANGE IN OPEN INTEREST: 15,367)
0 -525 0 15,367 15,892 15,367 15,367 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 10.2 5.6 94.2 84.2 100.0 100.0 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 10/15/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 MWH OPEN INTEREST: 1,044,751
COMMITMENTS
0 0 0 1044751 1044751 1044751 1044751 0 0
CHANGES FROM 10/08/13 (CHANGE IN OPEN INTEREST: 14,436)
0 0 0 14,436 14,436 14,436 14,436 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 21 11 21 11
N. ILLINOIS HUB DAY AHEAD LMP, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 mwh OPEN INTEREST: 336,705
COMMITMENTS
2,200 0 0 334,505 336,705 336,705 336,705 0 0
CHANGES FROM 10/08/13 (CHANGE IN OPEN INTEREST: 1,000)
0 0 0 1,000 1,000 1,000 1,000 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 10/15/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 611,210
COMMITMENTS
134,901 1,140 22,809 453,500 587,261 611,210 611,210 0 0
CHANGES FROM 10/08/13 (CHANGE IN OPEN INTEREST: -541)
6,256 0 -5,440 -1,357 4,899 -541 -541 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.1 0.2 3.7 74.2 96.1 100.0 100.0 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 10/15/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 41,720
COMMITMENTS
8,722 2,812 830 31,696 37,927 41,248 41,569 472 151
CHANGES FROM 10/08/13 (CHANGE IN OPEN INTEREST: 232)
212 21 21 -22 190 211 232 21 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.9 6.7 2.0 76.0 90.9 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 10/15/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 25,307
COMMITMENTS
4,569 204 768 19,970 24,335 25,307 25,307 0 0
CHANGES FROM 10/08/13 (CHANGE IN OPEN INTEREST: -1,569)
554 52 -153 -1,970 -1,468 -1,569 -1,569 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.1 0.8 3.0 78.9 96.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 1 1 23 13 24 15
NPATH 15 EZ GEN HUB DA OFFPEAK - ICE FUTURES ENERGY DIV Code-0643BR
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
25MWh OPEN INTEREST: 247,733
COMMITMENTS
102,568 2,293 665 144,500 244,775 247,733 247,733 0 0
CHANGES FROM 10/08/13 (CHANGE IN OPEN INTEREST: -27,177)
-7,507 2,293 0 -19,670 -29,470 -27,177 -27,177 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.4 0.9 0.3 58.3 98.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 1 1 14 9 16 11
NORTHERN ILLINOIS HUB (REAL TIME LMP OFF-PEAK) - ICE FUTURES ENERGY DCode-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 613,131
COMMITMENTS
11,562 1,179 33,125 568,444 578,827 613,131 613,131 0 0
CHANGES FROM 10/08/13 (CHANGE IN OPEN INTEREST: 6,661)
0 -3,902 0 6,661 10,563 6,661 6,661 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 0.2 5.4 92.7 94.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 1 2 27 20 29 22
NORTHERN ILLINOIS HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 35,031
COMMITMENTS
3,596 0 20 30,330 34,355 33,946 34,375 1,085 656
CHANGES FROM 10/08/13 (CHANGE IN OPEN INTEREST: 734)
520 0 0 -41 479 479 479 255 255
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 0.0 0.1 86.6 98.1 96.9 98.1 3.1 1.9
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 10/15/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 6,642
COMMITMENTS
0 576 21 5,434 5,578 5,455 6,175 1,187 467
CHANGES FROM 10/08/13 (CHANGE IN OPEN INTEREST: 21)
0 0 0 -22 -21 -22 -21 43 42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 8.7 0.3 81.8 84.0 82.1 93.0 17.9 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 2 1 11 16 12 18
NYISO ZONE A - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 21,275
COMMITMENTS
4,064 0 46 17,035 21,078 21,145 21,124 130 151
CHANGES FROM 10/08/13 (CHANGE IN OPEN INTEREST: 350)
410 0 0 238 414 648 414 -298 -64
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.1 0.0 0.2 80.1 99.1 99.4 99.3 0.6 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
6 0 1 25 22 31 23
NYISO ZONE A (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/13 |
--------------------------------------------------------------| 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 10/08/13 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 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 19 26 20
NYISO ZONE G - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 15,216
COMMITMENTS
808 128 233 14,132 14,724 15,173 15,085 43 131
CHANGES FROM 10/08/13 (CHANGE IN OPEN INTEREST: -1)
0 -42 42 -43 -44 -1 -44 0 43
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 0.8 1.5 92.9 96.8 99.7 99.1 0.3 0.9
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 10/15/13 |
--------------------------------------------------------------| 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 10/08/13 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 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 18 14 20 14
PALO VERDE - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 25,364
COMMITMENTS
0 1,206 2,763 22,601 21,395 25,364 25,364 0 0
CHANGES FROM 10/08/13 (CHANGE IN OPEN INTEREST: 128)
0 -228 26 102 330 128 128 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.8 10.9 89.1 84.4 100.0 100.0 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 10/15/13 |
--------------------------------------------------------------| 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 10/08/13 (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 10/15/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 MWh OPEN INTEREST: 702,000
COMMITMENTS
0 62,240 0 702,000 639,760 702,000 702,000 0 0
CHANGES FROM 10/08/13 (CHANGE IN OPEN INTEREST: 14,088)
0 0 0 14,088 14,088 14,088 14,088 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 8.9 0.0 100.0 91.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 1 0 17 11 17 12
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 213,215
COMMITMENTS
0 5,350 0 213,215 207,865 213,215 213,215 0 0
CHANGES FROM 10/08/13 (CHANGE IN OPEN INTEREST: 3,810)
0 0 0 3,810 3,810 3,810 3,810 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.5 0.0 100.0 97.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 1 0 20 12 20 13
PJM JCPL ZONE DAY-AHEAD - ICE FUTURES ENERGY DIV Code-0643CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/13 |
--------------------------------------------------------------| 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 10/08/13 (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: 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 10/15/13 |
--------------------------------------------------------------| 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 10/08/13 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 15 6 15 6
PJM PECO ZONE (DA LMP) PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/13 |
--------------------------------------------------------------| 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 10/08/13 (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: 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 10/15/13 |
--------------------------------------------------------------| 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 10/08/13 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 15 12 15 12
PJM PEPCO DAY-AHEAD - ICE FUTURES ENERGY DIV Code-0643D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 188,975
COMMITMENTS
3,400 0 0 185,575 188,975 188,975 188,975 0 0
CHANGES FROM 10/08/13 (CHANGE IN OPEN INTEREST: 3,430)
0 0 0 3,430 3,430 3,430 3,430 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 20 14 21 14
PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643D5
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 MWh OPEN INTEREST: 627,223
COMMITMENTS
0 0 0 627,223 627,223 627,223 627,223 0 0
CHANGES FROM 10/08/13 (CHANGE IN OPEN INTEREST: 11,136)
0 0 0 11,136 11,136 11,136 11,136 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 18 11 18 11
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/13 |
--------------------------------------------------------------| 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 10/08/13 (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: 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 10/15/13 |
--------------------------------------------------------------| 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 10/08/13 (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: 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 10/15/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 MWh OPEN INTEREST: 6,677,033
COMMITMENTS
189,532 0 0 6487501 6677033 6677033 6677033 0 0
CHANGES FROM 10/08/13 (CHANGE IN OPEN INTEREST: 169,667)
0 0 0 169,667 169,667 169,667 169,667 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 0.0 0.0 97.2 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
3 0 0 38 31 41 31
PJM WESTERN HUB (DAY-AHEAD) - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 2,182,940
COMMITMENTS
44,085 4,600 0 2138855 2178340 2182940 2182940 0 0
CHANGES FROM 10/08/13 (CHANGE IN OPEN INTEREST: 45,320)
0 0 0 45,320 45,320 45,320 45,320 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 0.2 0.0 98.0 99.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
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 10/15/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 2,888,900
COMMITMENTS
570,110 342,088 104,633 2214158 2442179 2888900 2888900 0 0
CHANGES FROM 10/08/13 (CHANGE IN OPEN INTEREST: 56,851)
1,365 19,504 -49 55,535 37,396 56,851 56,851 0 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.7 11.8 3.6 76.6 84.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
6 7 6 43 42 53 51
PJM WH REAL TIME MINI OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
MWh (Megawatt Hours) OPEN INTEREST: 6,378,442
COMMITMENTS
174,139 134,615 147,756 6056547 6096071 6378442 6378442 0 0
CHANGES FROM 10/08/13 (CHANGE IN OPEN INTEREST: 118,253)
0 0 0 118,253 118,253 118,253 118,253 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 2.1 2.3 95.0 95.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
4 2 3 35 30 39 35
PSA-PJM PSEG ZONE DAY-AHEAD - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 594,285
COMMITMENTS
0 640 0 594,285 593,645 594,285 594,285 0 0
CHANGES FROM 10/08/13 (CHANGE IN OPEN INTEREST: 10,425)
0 0 0 10,425 10,425 10,425 10,425 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 10/15/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 MWh OPEN INTEREST: 2,123,462
COMMITMENTS
0 4,410 0 2123462 2119052 2123462 2123462 0 0
CHANGES FROM 10/08/13 (CHANGE IN OPEN INTEREST: 9,715)
0 0 0 9,715 9,715 9,715 9,715 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 30, 2013