CALIF CARBON ALLOWANCE-2013 - ICE FUTURES ENERGY DIV Code-006391
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 CALIFORNIA CARBON ALLOWANCES OPEN INTEREST: 13,571
COMMITMENTS
4,045 3,690 963 8,529 8,897 13,537 13,551 34 20
CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST: 604)
101 207 83 414 314 598 604 6 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.8 27.2 7.1 62.8 65.6 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
11 13 11 13 10 31 27
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 5,609,172
COMMITMENTS
804,545 162,540 1788167 2992392 3649128 5585104 5599835 24,068 9,337
CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST: -25,485)
-50,050 -7,221 -6,354 29,081 -11,567 -27,323 -25,142 1,838 -343
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.3 2.9 31.9 53.3 65.1 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 232)
51 28 65 144 133 219 204
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 3,127,497
COMMITMENTS
131,471 45,646 1377606 1617444 1703154 3126521 3126405 976 1,092
CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST: -4,712)
-317 -5,661 3,670 -7,867 -2,256 -4,514 -4,247 -198 -465
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 1.5 44.0 51.7 54.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 111)
27 18 40 61 60 103 103
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 232,365
COMMITMENTS
11,978 2,868 12,599 191,033 209,211 215,610 224,678 16,755 7,687
CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST: 6,570)
-136 1,669 2,262 3,299 4,233 5,425 8,164 1,145 -1,594
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 1.2 5.4 82.2 90.0 92.8 96.7 7.2 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
5 2 6 28 30 35 36
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 170,286
COMMITMENTS
4,222 3,726 4,934 157,811 156,693 166,967 165,353 3,319 4,933
CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST: 3,482)
332 1,183 331 3,674 -944 4,337 570 -855 2,912
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 2.2 2.9 92.7 92.0 98.1 97.1 1.9 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
5 3 6 33 34 40 41
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 232,930
COMMITMENTS
12,465 13,671 7,838 201,380 203,076 221,683 224,585 11,247 8,345
CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST: 8,516)
-388 1,493 2,362 5,230 686 7,204 4,541 1,312 3,975
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 5.9 3.4 86.5 87.2 95.2 96.4 4.8 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
4 4 5 26 27 33 33
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 798,830
COMMITMENTS
10,373 237 4,592 778,637 789,289 793,602 794,118 5,228 4,712
CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST: 4,793)
2,450 -1,328 -561 5,286 6,589 7,175 4,700 -2,382 93
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 0.0 0.6 97.5 98.8 99.3 99.4 0.7 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
8 2 6 49 41 59 47
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 240,782
COMMITMENTS
1,967 7,036 1,307 227,055 228,732 230,329 237,075 10,453 3,707
CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST: 4,051)
-55 7,036 -294 1,957 166 1,608 6,908 2,443 -2,857
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 2.9 0.5 94.3 95.0 95.7 98.5 4.3 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
2 2 1 29 31 32 33
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 258,498
COMMITMENTS
4,248 1,295 3,757 242,230 247,678 250,235 252,730 8,263 5,768
CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST: -1,771)
-5,871 26 131 3,324 -3,209 -2,416 -3,052 645 1,281
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 0.5 1.5 93.7 95.8 96.8 97.8 3.2 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
3 1 4 34 40 38 44
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 70,140
COMMITMENTS
9,197 0 1,563 52,136 61,642 62,896 63,205 7,244 6,935
CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST: 474)
-391 0 227 -5 580 -169 807 643 -333
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.1 0.0 2.2 74.3 87.9 89.7 90.1 10.3 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 0 2 20 19 23 21
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 168,530
COMMITMENTS
19,026 20,654 7,447 133,299 135,683 159,772 163,784 8,758 4,746
CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST: 4,874)
951 994 -851 5,344 5,890 5,444 6,033 -570 -1,159
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 12.3 4.4 79.1 80.5 94.8 97.2 5.2 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
4 3 6 23 29 29 36
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 78,373
COMMITMENTS
1,832 7,060 4,091 64,642 56,203 70,565 67,354 7,808 11,019
CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST: 1,879)
1,832 123 -1,507 750 2,848 1,075 1,464 804 415
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 9.0 5.2 82.5 71.7 90.0 85.9 10.0 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 2 17 15 19 17
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 156,678
COMMITMENTS
1,717 0 2,458 148,564 150,521 152,739 152,979 3,939 3,699
CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST: 3,081)
319 0 72 3,975 3,039 4,366 3,111 -1,285 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.0 1.6 94.8 96.1 97.5 97.6 2.5 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 0 1 25 28 26 29
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 83,092
COMMITMENTS
0 0 0 66,417 80,906 66,417 80,906 16,675 2,186
CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST: 720)
0 0 0 629 570 629 570 91 150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 79.9 97.4 79.9 97.4 20.1 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 17 22 17 22
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 18,208
COMMITMENTS
1,304 0 0 16,506 17,532 17,810 17,532 398 676
CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 0.0 0.0 90.7 96.3 97.8 96.3 2.2 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 0 0 11 15 14 15
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 324,372
COMMITMENTS
1,544 3,851 4,465 314,616 311,940 320,625 320,256 3,747 4,116
CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST: -1,914)
-1,569 -2,953 1,141 -2,280 -440 -2,708 -2,252 794 338
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 1.2 1.4 97.0 96.2 98.8 98.7 1.2 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
3 2 3 45 37 49 41
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 85,493
COMMITMENTS
5,200 10,838 3,132 70,771 61,259 79,103 75,229 6,390 10,264
CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST: 2,348)
425 642 -113 1,656 1,347 1,968 1,876 380 472
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 12.7 3.7 82.8 71.7 92.5 88.0 7.5 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 2 3 20 22 23 27
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 165,719
COMMITMENTS
56,766 5,040 0 108,562 158,117 165,328 163,157 391 2,562
CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST: 23,767)
11,240 2,670 0 12,859 21,701 24,099 24,371 -332 -604
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.3 3.0 0.0 65.5 95.4 99.8 98.5 0.2 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
6 1 0 18 22 24 23
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 162,658
COMMITMENTS
79,644 12,883 186 81,995 148,535 161,825 161,604 833 1,054
CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST: 23,178)
11,054 2,670 186 12,123 20,508 23,363 23,364 -185 -186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
49.0 7.9 0.1 50.4 91.3 99.5 99.4 0.5 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
10 5 1 32 25 42 31
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 34,898
COMMITMENTS
0 372 0 34,407 33,457 34,407 33,829 491 1,069
CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST: 4,980)
0 0 0 4,860 4,770 4,860 4,770 120 210
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.1 0.0 98.6 95.9 98.6 96.9 1.4 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 1 0 13 22 13 23
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 131,165
COMMITMENTS
0 3,272 419 115,768 115,988 116,187 119,679 14,978 11,486
CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST: -1,371)
-291 704 -22 1,121 -2,503 808 -1,821 -2,179 450
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.5 0.3 88.3 88.4 88.6 91.2 11.4 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 2 1 24 23 25 25
NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV Code-0233AW
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 17,845
COMMITMENTS
5,880 0 186 9,152 17,288 15,218 17,474 2,627 371
CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST: 6,296)
4,152 0 0 1,724 6,264 5,876 6,264 420 32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.0 0.0 1.0 51.3 96.9 85.3 97.9 14.7 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
4 0 1 13 13 17 14
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 116,033
COMMITMENTS
827 3,544 1,646 109,120 101,737 111,593 106,927 4,440 9,106
CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST: 4,652)
-161 1,192 -433 5,126 628 4,532 1,387 120 3,265
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 3.1 1.4 94.0 87.7 96.2 92.2 3.8 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 2 2 26 24 28 28
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 99,714
COMMITMENTS
4,722 0 1,348 91,460 91,139 97,530 92,487 2,184 7,227
CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST: -510)
640 0 -453 -1,511 -392 -1,324 -845 814 335
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 0.0 1.4 91.7 91.4 97.8 92.8 2.2 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 0 2 18 15 20 17
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 62,760
COMMITMENTS
0 2,114 0 56,452 57,836 56,452 59,950 6,308 2,810
CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.4 0.0 89.9 92.2 89.9 95.5 10.1 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 16 12 16 13
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 19,796
COMMITMENTS
1,483 279 0 18,158 19,238 19,641 19,517 155 279
CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST: 2,946)
0 0 0 2,946 2,946 2,946 2,946 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 1.4 0.0 91.7 97.2 99.2 98.6 0.8 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 1 0 10 14 12 15
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 107,260
COMMITMENTS
0 2,254 1,530 101,381 100,441 102,911 104,225 4,349 3,035
CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST: 1,327)
0 -1,701 886 562 2,381 1,448 1,566 -121 -239
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.1 1.4 94.5 93.6 95.9 97.2 4.1 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 4 3 18 17 21 21
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 300,947
COMMITMENTS
2,546 8,078 9,554 277,124 274,628 289,224 292,260 11,723 8,687
CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST: -1,309)
-3,227 485 1,340 638 -4,295 -1,249 -2,470 -60 1,161
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 2.7 3.2 92.1 91.3 96.1 97.1 3.9 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
2 3 4 29 27 33 32
SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 34,680
COMMITMENTS
1,313 899 31 32,227 33,380 33,571 34,310 1,109 370
CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST: 4,532)
0 899 31 4,412 3,542 4,443 4,472 89 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 2.6 0.1 92.9 96.3 96.8 98.9 3.2 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 2 1 15 14 18 16
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 43,658
COMMITMENTS
372 792 0 42,122 42,246 42,494 43,038 1,164 620
CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST: 2,100)
0 420 0 1,920 1,680 1,920 2,100 180 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 1.8 0.0 96.5 96.8 97.3 98.6 2.7 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 2 0 18 17 19 19
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 231,599
COMMITMENTS
7,105 30,452 6,226 209,123 190,374 222,454 227,052 9,145 4,547
CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST: 2,985)
2,190 830 -704 3,300 2,685 4,786 2,811 -1,801 174
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 13.1 2.7 90.3 82.2 96.1 98.0 3.9 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
4 3 4 35 31 40 37
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 68,833
COMMITMENTS
10,191 0 2,228 53,131 62,920 65,550 65,148 3,283 3,685
CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST: 2,574)
-1,469 0 -243 4,865 1,934 3,153 1,691 -579 883
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.8 0.0 3.2 77.2 91.4 95.2 94.6 4.8 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 0 1 18 13 21 14
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 79,345
COMMITMENTS
0 0 0 74,023 74,604 74,023 74,604 5,322 4,741
CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST: 578)
0 0 0 210 578 210 578 368 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 93.3 94.0 93.3 94.0 6.7 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 10/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 92,414
COMMITMENTS
2,132 16,648 831 81,230 71,818 84,193 89,297 8,221 3,117
CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST: 3,835)
2,132 -1,140 157 934 4,905 3,223 3,922 612 -87
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 18.0 0.9 87.9 77.7 91.1 96.6 8.9 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 3 1 24 17 26 20
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 181,454
COMMITMENTS
19,643 6,889 14,599 146,475 159,406 180,717 180,894 737 560
CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST: 3,914)
-970 700 128 4,843 3,150 4,001 3,978 -87 -64
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 3.8 8.0 80.7 87.8 99.6 99.7 0.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
13 9 13 55 51 72 69
MID-C FINANCIAL PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 53,777
COMMITMENTS
1,646 327 2,644 49,487 50,806 53,777 53,777 0 0
CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST: 685)
281 126 77 327 482 685 685 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 0.6 4.9 92.0 94.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 4 3 29 25 32 30
MID-C FINANCIAL OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 480,036
COMMITMENTS
4,323 271 23,477 452,236 456,288 480,036 480,036 0 0
CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST: 12,724)
-4,479 -351 2,279 14,924 10,796 12,724 12,724 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.1 4.9 94.2 95.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 1 2 21 25 23 27
PJM WH OFF PEAK REAL TIME - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,636,529
COMMITMENTS
75,995 15,716 29,884 1530650 1590929 1636529 1636529 -0 0
CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST: 18,777)
-3,571 1,200 -792 23,140 18,369 18,777 18,777 -0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 1.0 1.8 93.5 97.2 100.0 100.0 -0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
6 5 6 43 45 53 52
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 56,175
COMMITMENTS
337 9,880 4,798 51,040 41,497 56,175 56,175 0 -0
CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST: 1,101)
8 -545 230 863 1,416 1,101 1,101 -0 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 17.6 8.5 90.9 73.9 100.0 100.0 0.0 -0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
4 5 3 27 24 33 30
SP15 FIN DA LPM OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 325,886
COMMITMENTS
0 56,125 14,434 311,452 255,327 325,886 325,886 0 0
CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST: 10,648)
0 8,711 0 10,648 1,937 10,648 10,648 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 17.2 4.4 95.6 78.3 100.0 100.0 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 10/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 554,099
COMMITMENTS
27,318 0 9,684 517,097 544,415 554,099 554,099 0 0
CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST: -13,907)
1,224 0 -408 -14,723 -13,499 -13,907 -13,907 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 0.0 1.7 93.3 98.3 100.0 100.0 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 10/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 51,056
COMMITMENTS
4,955 717 1,500 43,834 48,518 50,289 50,735 767 321
CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST: 740)
-100 515 -197 654 422 357 740 383 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 1.4 2.9 85.9 95.0 98.5 99.4 1.5 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 2 2 25 31 29 34
AD HUB DA OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 mwh OPEN INTEREST: 1,852,025
COMMITMENTS
0 0 0 1852025 1852025 1852025 1852025 0 0
CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST: 191,210)
0 0 0 191,210 191,210 191,210 191,210 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 10/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 mwh OPEN INTEREST: 784,200
COMMITMENTS
0 9,600 0 784,200 774,600 784,200 784,200 0 0
CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST: 25,400)
0 0 0 25,400 25,400 25,400 25,400 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.2 0.0 100.0 98.8 100.0 100.0 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 10/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 912,320
COMMITMENTS
0 7,760 0 912,320 904,560 912,320 912,320 0 0
CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST: 8,000)
0 4,000 0 8,000 4,000 8,000 8,000 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.9 0.0 100.0 99.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 2 0 14 11 14 13
CIN HUB REAL TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 282,496
COMMITMENTS
13,480 1,184 1,160 267,856 280,152 282,496 282,496 0 0
CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST: 9,016)
1,224 0 -416 8,208 9,432 9,016 9,016 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 0.4 0.4 94.8 99.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 1 1 22 19 25 21
ERCOT - NORTH ZONE - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 14,536
COMMITMENTS
1,426 685 252 12,665 13,145 14,343 14,082 193 454
CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST: 497)
41 0 22 455 475 518 497 -21 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.8 4.7 1.7 87.1 90.4 98.7 96.9 1.3 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
4 2 2 20 18 24 22
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5MWh OPEN INTEREST: 1,165,075
COMMITMENTS
27,460 0 0 1137615 1165075 1165075 1165075 0 0
CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST: 139,920)
0 0 0 139,920 139,920 139,920 139,920 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 0.0 0.0 97.6 100.0 100.0 100.0 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 10/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 332,195
COMMITMENTS
2,150 0 0 330,045 332,195 332,195 332,195 0 0
CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST: 1,050)
-2,000 0 0 3,050 1,050 1,050 1,050 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.0 0.0 99.4 100.0 100.0 100.0 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 10/22/13 |
--------------------------------------------------------------| 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 10/15/13 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 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 10/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 23,884
COMMITMENTS
1,262 940 209 20,533 21,603 22,004 22,752 1,880 1,132
CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST: 254)
257 0 41 -24 233 274 274 -20 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 3.9 0.9 86.0 90.4 92.1 95.3 7.9 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
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 10/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any multiple of 5 MWh OPEN INTEREST: 2,420,761
COMMITMENTS
113,373 188,632 161,238 2146150 2070891 2420761 2420761 0 0
CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST: 52,627)
0 48,003 0 52,627 4,624 52,627 52,627 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 7.8 6.7 88.7 85.5 100.0 100.0 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 10/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any multiple of 16 MWh OPEN INTEREST: 784,825
COMMITMENTS
1,450 82,834 43,835 739,540 658,156 784,825 784,825 0 0
CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST: 3,482)
0 2,930 0 3,482 552 3,482 3,482 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 10.6 5.6 94.2 83.9 100.0 100.0 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 10/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 MWH OPEN INTEREST: 1,068,811
COMMITMENTS
0 0 0 1068811 1068811 1068811 1068811 0 0
CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST: 24,060)
0 0 0 24,060 24,060 24,060 24,060 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 10/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 mwh OPEN INTEREST: 344,755
COMMITMENTS
2,200 0 0 342,555 344,755 344,755 344,755 0 0
CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST: 8,050)
0 0 0 8,050 8,050 8,050 8,050 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.0 0.0 99.4 100.0 100.0 100.0 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 10/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 605,275
COMMITMENTS
135,638 1,140 22,888 446,749 581,247 605,275 605,275 0 0
CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST: -5,935)
737 0 79 -6,751 -6,014 -5,935 -5,935 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.4 0.2 3.8 73.8 96.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
2 1 3 30 30 33 33
NEPOOL MASS HUB (DAY-AHEAD LMP) - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 41,990
COMMITMENTS
8,547 2,731 1,087 31,884 38,021 41,518 41,839 472 151
CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST: 270)
-175 -81 257 188 94 270 270 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.4 6.5 2.6 75.9 90.5 98.9 99.6 1.1 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
4 2 3 30 32 35 36
N PATH 15 EZ GEN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 25,332
COMMITMENTS
4,747 125 692 19,893 24,515 25,332 25,332 0 0
CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST: 25)
178 -79 -76 -77 180 25 25 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.7 0.5 2.7 78.5 96.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 1 1 23 12 25 14
NPATH 15 EZ GEN HUB DA OFFPEAK - ICE FUTURES ENERGY DIV Code-0643BR
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
25MWh OPEN INTEREST: 261,140
COMMITMENTS
108,109 1,330 665 152,366 259,145 261,140 261,140 0 0
CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST: 13,407)
5,541 -963 0 7,866 14,370 13,407 13,407 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.4 0.5 0.3 58.3 99.2 100.0 100.0 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 10/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 621,425
COMMITMENTS
11,562 1,995 33,125 576,738 586,305 621,425 621,425 0 0
CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST: 8,294)
0 816 0 8,294 7,478 8,294 8,294 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 0.3 5.3 92.8 94.3 100.0 100.0 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 10/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 36,618
COMMITMENTS
5,254 0 20 30,514 35,921 35,788 35,941 830 677
CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST: 1,587)
1,658 0 0 184 1,566 1,842 1,566 -255 21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.3 0.0 0.1 83.3 98.1 97.7 98.2 2.3 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 0 1 24 19 27 20
NYISO ZONE J - ICE FUTURES ENERGY DIV Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 6,941
COMMITMENTS
0 576 21 5,690 5,877 5,711 6,474 1,230 467
CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST: 299)
0 0 0 256 299 256 299 43 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 8.3 0.3 82.0 84.7 82.3 93.3 17.7 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 2 1 12 15 13 17
NYISO ZONE A - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 21,272
COMMITMENTS
4,225 0 46 16,871 20,991 21,142 21,037 130 235
CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST: -3)
161 0 0 -164 -87 -3 -87 0 84
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.9 0.0 0.2 79.3 98.7 99.4 98.9 0.6 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
6 0 1 25 23 31 24
NYISO ZONE A (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 312,530
COMMITMENTS
58,646 0 376 253,508 312,154 312,530 312,530 0 0
CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST: 6,291)
1,203 0 0 5,088 6,291 6,291 6,291 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 10/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 15,920
COMMITMENTS
808 128 233 14,646 15,451 15,687 15,812 233 108
CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST: 704)
0 0 0 514 727 514 727 190 -23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 0.8 1.5 92.0 97.1 98.5 99.3 1.5 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 2 2 22 23 25 26
NYISO ZONE G (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 195,440
COMMITMENTS
2,033 0 0 193,407 195,440 195,440 195,440 0 0
CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST: -1,159)
0 0 0 -1,159 -1,159 -1,159 -1,159 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 10/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 25,415
COMMITMENTS
0 1,206 2,763 22,652 21,446 25,415 25,415 0 0
CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST: 51)
0 0 0 51 51 51 51 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.7 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 21 18 22 19
PALO VERDE (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/13 |
--------------------------------------------------------------| 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 10/15/13 (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 10/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 MWh OPEN INTEREST: 701,198
COMMITMENTS
0 62,240 0 701,198 638,958 701,198 701,198 0 0
CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST: -802)
0 0 0 -802 -802 -802 -802 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 18 11 18 12
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/13 |
--------------------------------------------------------------| 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 10/15/13 (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 2.5 0.0 100.0 97.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 1 0 21 12 21 13
PJM JCPL ZONE DAY-AHEAD - ICE FUTURES ENERGY DIV Code-0643CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 Mwh OPEN INTEREST: 225,115
COMMITMENTS
0 0 0 225,115 225,115 225,115 225,115 0 0
CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST: 3,150)
0 0 0 3,150 3,150 3,150 3,150 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 19 12 19 12
PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643CV
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/13 |
--------------------------------------------------------------| 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 10/15/13 (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 10/22/13 |
--------------------------------------------------------------| 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 10/15/13 (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 10/22/13 |
--------------------------------------------------------------| 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 10/15/13 (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 10/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 193,175
COMMITMENTS
3,400 0 0 189,775 193,175 193,175 193,175 0 0
CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST: 4,200)
0 0 0 4,200 4,200 4,200 4,200 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 15 21 15
PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643D5
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/13 |
--------------------------------------------------------------| 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 10/15/13 (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 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 10/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 MWh OPEN INTEREST: 1,014,920
COMMITMENTS
0 0 0 1014920 1014920 1014920 1014920 0 0
CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST: 64,248)
0 0 0 64,248 64,248 64,248 64,248 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 9 18 9
PJM PPL ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 260,855
COMMITMENTS
0 0 0 260,855 260,855 260,855 260,855 0 0
CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST: 17,025)
0 0 0 17,025 17,025 17,025 17,025 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 10/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 MWh OPEN INTEREST: 7,026,712
COMMITMENTS
189,532 0 0 6837180 7026712 7026712 7026712 0 0
CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST: 349,679)
0 0 0 349,679 349,679 349,679 349,679 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: 45)
3 0 0 39 32 42 32
PJM WESTERN HUB (DAY-AHEAD) - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 2,261,650
COMMITMENTS
44,085 4,600 0 2217565 2257050 2261650 2261650 0 0
CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST: 78,710)
0 0 0 78,710 78,710 78,710 78,710 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 0.2 0.0 98.1 99.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
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 10/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 2,951,685
COMMITMENTS
569,295 349,733 104,565 2277825 2497387 2951685 2951685 0 -0
CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST: 62,785)
-815 7,645 -68 63,668 55,208 62,785 62,785 -0 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.3 11.8 3.5 77.2 84.6 100.0 100.0 0.0 -0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
6 8 7 43 42 53 53
PJM WH REAL TIME MINI OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
MWh (Megawatt Hours) OPEN INTEREST: 6,410,394
COMMITMENTS
174,139 134,615 147,756 6088499 6128023 6410394 6410394 0 0
CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST: 31,952)
0 0 0 31,952 31,952 31,952 31,952 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 36 31 40 36
PSA-PJM PSEG ZONE DAY-AHEAD - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 603,695
COMMITMENTS
0 640 0 603,695 603,055 603,695 603,695 0 0
CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST: 9,410)
0 0 0 9,410 9,410 9,410 9,410 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: 33)
0 1 0 30 13 30 14
PSB-PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 MWh OPEN INTEREST: 2,142,732
COMMITMENTS
0 4,410 0 2142732 2138322 2142732 2142732 0 0
CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST: 19,270)
0 0 0 19,270 19,270 19,270 19,270 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: 33)
0 1 0 30 15 30 16
Updated November 1, 2013