CALIF CARBON ALLOWANCE-2013 - ICE FUTURES ENERGY DIV Code-006391
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 CALIFORNIA CARBON ALLOWANCES OPEN INTEREST: 14,244
COMMITMENTS
4,241 3,618 893 9,060 9,714 14,193 14,224 51 20
CHANGES FROM 10/22/13 (CHANGE IN OPEN INTEREST: 674)
196 -73 -70 531 817 657 674 17 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.8 25.4 6.3 63.6 68.2 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
11 12 9 13 10 30 25
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 5,498,631
COMMITMENTS
720,472 198,623 1693068 3067333 3605509 5480873 5497200 17,758 1,431
CHANGES FROM 10/22/13 (CHANGE IN OPEN INTEREST: -110,541)
-84,073 36,083 -95,099 74,941 -43,619 -104,231 -102,635 -6,310 -7,906
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.1 3.6 30.8 55.8 65.6 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 227)
41 35 63 143 132 215 200
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 2,854,258
COMMITMENTS
97,435 43,619 1229433 1526634 1580033 2853502 2853085 757 1,174
CHANGES FROM 10/22/13 (CHANGE IN OPEN INTEREST: -273,239)
-34,036 -2,027 -148,173 -90,811 -123,121 -273,020 -273,320 -219 81
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 1.5 43.1 53.5 55.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107)
24 19 36 60 59 101 97
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 236,310
COMMITMENTS
14,439 3,482 11,151 193,980 213,746 219,570 228,379 16,740 7,931
CHANGES FROM 10/22/13 (CHANGE IN OPEN INTEREST: 3,945)
2,461 614 -1,448 2,947 4,535 3,960 3,701 -15 244
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 1.5 4.7 82.1 90.5 92.9 96.6 7.1 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
5 2 5 28 30 34 36
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 175,743
COMMITMENTS
3,362 3,410 4,185 164,755 164,251 172,302 171,846 3,441 3,897
CHANGES FROM 10/22/13 (CHANGE IN OPEN INTEREST: 5,457)
-860 -316 -749 6,944 7,558 5,335 6,493 122 -1,036
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 1.9 2.4 93.7 93.5 98.0 97.8 2.0 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
3 4 5 34 35 40 41
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 240,062
COMMITMENTS
13,572 13,123 6,189 208,474 209,698 228,235 229,010 11,827 11,052
CHANGES FROM 10/22/13 (CHANGE IN OPEN INTEREST: 7,132)
1,107 -548 -1,649 7,094 6,622 6,552 4,425 580 2,707
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 5.5 2.6 86.8 87.4 95.1 95.4 4.9 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 2 4 27 27 32 31
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 807,784
COMMITMENTS
9,682 1,250 4,930 787,824 795,916 802,436 802,096 5,348 5,688
CHANGES FROM 10/22/13 (CHANGE IN OPEN INTEREST: 8,954)
-691 1,013 338 9,187 6,627 8,834 7,978 120 976
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.2 0.6 97.5 98.5 99.3 99.3 0.7 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
7 3 6 49 40 59 46
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 245,612
COMMITMENTS
2,771 8,502 2,338 232,274 232,039 237,383 242,879 8,229 2,733
CHANGES FROM 10/22/13 (CHANGE IN OPEN INTEREST: 4,830)
804 1,466 1,031 5,219 3,307 7,054 5,804 -2,224 -974
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 3.5 1.0 94.6 94.5 96.6 98.9 3.4 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
3 2 3 28 33 32 37
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 261,792
COMMITMENTS
4,251 1,612 3,749 248,203 250,633 256,203 255,994 5,589 5,798
CHANGES FROM 10/22/13 (CHANGE IN OPEN INTEREST: 3,294)
3 317 -8 5,973 2,955 5,968 3,264 -2,674 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 0.6 1.4 94.8 95.7 97.9 97.8 2.1 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
4 1 4 38 40 43 44
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 70,853
COMMITMENTS
7,097 0 2,286 53,915 61,972 63,298 64,258 7,555 6,595
CHANGES FROM 10/22/13 (CHANGE IN OPEN INTEREST: 713)
-2,100 0 723 1,779 330 402 1,053 311 -340
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 0.0 3.2 76.1 87.5 89.3 90.7 10.7 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 0 2 21 20 24 22
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 171,766
COMMITMENTS
18,589 20,203 8,289 135,982 138,786 162,860 167,278 8,906 4,488
CHANGES FROM 10/22/13 (CHANGE IN OPEN INTEREST: 3,236)
-437 -451 842 2,683 3,103 3,088 3,494 148 -258
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 11.8 4.8 79.2 80.8 94.8 97.4 5.2 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
4 3 7 23 28 30 35
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 80,940
COMMITMENTS
1,434 6,962 4,828 67,032 58,332 73,294 70,122 7,646 10,818
CHANGES FROM 10/22/13 (CHANGE IN OPEN INTEREST: 2,567)
-398 -98 737 2,390 2,129 2,729 2,768 -162 -201
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 8.6 6.0 82.8 72.1 90.6 86.6 9.4 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 1 3 17 15 20 18
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 157,533
COMMITMENTS
1,508 0 2,034 150,022 150,944 153,564 152,978 3,969 4,555
CHANGES FROM 10/22/13 (CHANGE IN OPEN INTEREST: 855)
-209 0 -424 1,458 423 825 -1 30 856
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.0 1.3 95.2 95.8 97.5 97.1 2.5 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 0 1 26 28 27 29
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 86,459
COMMITMENTS
0 0 0 71,756 83,637 71,756 83,637 14,703 2,822
CHANGES FROM 10/22/13 (CHANGE IN OPEN INTEREST: 3,367)
0 0 0 5,339 2,731 5,339 2,731 -1,972 636
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 83.0 96.7 83.0 96.7 17.0 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 0 0 22 25 22 25
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 20,218
COMMITMENTS
1,574 0 0 17,978 19,482 19,552 19,482 666 736
CHANGES FROM 10/22/13 (CHANGE IN OPEN INTEREST: 2,010)
270 0 0 1,472 1,950 1,742 1,950 268 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 0.0 0.0 88.9 96.4 96.7 96.4 3.3 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 0 0 12 20 15 20
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 326,361
COMMITMENTS
3,647 3,019 3,964 313,097 315,076 320,708 322,059 5,653 4,302
CHANGES FROM 10/22/13 (CHANGE IN OPEN INTEREST: 1,989)
2,103 -832 -501 -1,519 3,136 83 1,803 1,906 186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.9 1.2 95.9 96.5 98.3 98.7 1.7 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
4 2 3 45 38 49 43
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 88,226
COMMITMENTS
3,229 11,270 3,775 76,731 63,703 83,735 78,748 4,491 9,478
CHANGES FROM 10/22/13 (CHANGE IN OPEN INTEREST: 2,733)
-1,971 432 643 5,960 2,444 4,632 3,519 -1,899 -786
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 12.8 4.3 87.0 72.2 94.9 89.3 5.1 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 2 3 23 23 26 28
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BA - ICE FUTURES ENERCode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 56,801
COMMITMENTS
386 5,327 1,651 41,768 39,288 43,805 46,266 12,996 10,535
CHANGES FROM 10/22/13 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 9.4 2.9 73.5 69.2 77.1 81.5 22.9 18.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 2 2 13 12 15 15
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 207,517
COMMITMENTS
74,766 8,850 0 131,550 195,715 206,316 204,565 1,201 2,952
CHANGES FROM 10/22/13 (CHANGE IN OPEN INTEREST: 41,798)
18,000 3,810 0 22,988 37,598 40,988 41,408 810 390
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.0 4.3 0.0 63.4 94.3 99.4 98.6 0.6 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
10 4 0 29 31 39 35
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 209,506
COMMITMENTS
96,660 16,273 1,200 111,033 190,954 208,893 208,427 613 1,079
CHANGES FROM 10/22/13 (CHANGE IN OPEN INTEREST: 46,848)
17,016 3,390 1,014 29,038 42,419 47,068 46,823 -220 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.1 7.8 0.6 53.0 91.1 99.7 99.5 0.3 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
10 7 3 40 38 52 46
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 42,206
COMMITMENTS
0 372 0 41,475 40,281 41,475 40,653 731 1,553
CHANGES FROM 10/22/13 (CHANGE IN OPEN INTEREST: 7,308)
0 0 0 7,068 6,824 7,068 6,824 240 484
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.9 0.0 98.3 95.4 98.3 96.3 1.7 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 1 0 15 23 15 24
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 131,172
COMMITMENTS
0 3,165 450 116,165 115,241 116,615 118,856 14,557 12,316
CHANGES FROM 10/22/13 (CHANGE IN OPEN INTEREST: 7)
0 -107 31 397 -747 428 -823 -421 830
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.4 0.3 88.6 87.9 88.9 90.6 11.1 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 2 1 25 24 26 26
NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV Code-0233AW
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 19,225
COMMITMENTS
5,550 0 336 10,562 18,100 16,448 18,436 2,777 789
CHANGES FROM 10/22/13 (CHANGE IN OPEN INTEREST: 1,380)
-330 0 150 1,410 812 1,230 962 150 418
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.9 0.0 1.7 54.9 94.1 85.6 95.9 14.4 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 0 1 17 13 20 14
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 118,968
COMMITMENTS
1,571 3,664 1,296 111,631 104,264 114,498 109,224 4,470 9,744
CHANGES FROM 10/22/13 (CHANGE IN OPEN INTEREST: 2,935)
744 120 -350 2,511 2,527 2,905 2,297 30 638
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 3.1 1.1 93.8 87.6 96.2 91.8 3.8 8.2
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 10/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 100,075
COMMITMENTS
3,181 0 270 92,069 91,719 95,520 91,989 4,555 8,086
CHANGES FROM 10/22/13 (CHANGE IN OPEN INTEREST: 361)
-1,541 0 -1,078 609 580 -2,010 -498 2,371 859
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 0.0 0.3 92.0 91.7 95.4 91.9 4.6 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 1 18 14 19 15
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 64,514
COMMITMENTS
0 2,114 0 56,963 59,470 56,963 61,584 7,551 2,930
CHANGES FROM 10/22/13 (CHANGE IN OPEN INTEREST: 1,754)
0 0 0 511 1,634 511 1,634 1,243 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.3 0.0 88.3 92.2 88.3 95.5 11.7 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 10/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 26,240
COMMITMENTS
1,633 279 0 24,272 25,502 25,905 25,781 335 459
CHANGES FROM 10/22/13 (CHANGE IN OPEN INTEREST: 6,444)
150 0 0 6,114 6,264 6,264 6,264 180 180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 1.1 0.0 92.5 97.2 98.7 98.3 1.3 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 1 0 10 16 12 17
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 107,073
COMMITMENTS
167 706 1,459 101,158 101,178 102,784 103,343 4,289 3,730
CHANGES FROM 10/22/13 (CHANGE IN OPEN INTEREST: -187)
167 -1,548 -71 -223 737 -127 -882 -60 695
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.7 1.4 94.5 94.5 96.0 96.5 4.0 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 3 3 19 17 22 21
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 312,407
COMMITMENTS
2,446 10,556 9,981 289,994 285,268 302,421 305,805 9,986 6,602
CHANGES FROM 10/22/13 (CHANGE IN OPEN INTEREST: 11,460)
-100 2,478 427 12,870 10,640 13,197 13,545 -1,737 -2,085
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 3.4 3.2 92.8 91.3 96.8 97.9 3.2 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
3 3 4 30 30 35 35
SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 38,443
COMMITMENTS
1,313 4,589 31 35,878 33,423 37,222 38,043 1,221 400
CHANGES FROM 10/22/13 (CHANGE IN OPEN INTEREST: 3,763)
0 3,690 0 3,651 43 3,651 3,733 112 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 11.9 0.1 93.3 86.9 96.8 99.0 3.2 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 2 1 18 16 21 18
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 46,028
COMMITMENTS
820 792 62 44,350 44,406 45,232 45,260 796 768
CHANGES FROM 10/22/13 (CHANGE IN OPEN INTEREST: 2,370)
448 0 62 2,228 2,160 2,738 2,222 -368 148
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 1.7 0.1 96.4 96.5 98.3 98.3 1.7 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 2 1 20 22 22 25
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 231,824
COMMITMENTS
4,844 31,633 3,849 213,914 194,479 222,607 229,961 9,217 1,863
CHANGES FROM 10/22/13 (CHANGE IN OPEN INTEREST: 225)
-2,261 1,181 -2,377 4,791 4,105 153 2,909 72 -2,684
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 13.6 1.7 92.3 83.9 96.0 99.2 4.0 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
4 4 4 35 36 41 42
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 69,499
COMMITMENTS
10,125 0 2,140 53,651 64,008 65,916 66,148 3,583 3,351
CHANGES FROM 10/22/13 (CHANGE IN OPEN INTEREST: 666)
-66 0 -88 520 1,088 366 1,000 300 -334
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.6 0.0 3.1 77.2 92.1 94.8 95.2 5.2 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 0 1 18 14 21 15
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 80,196
COMMITMENTS
0 0 0 75,302 74,997 75,302 74,997 4,894 5,199
CHANGES FROM 10/22/13 (CHANGE IN OPEN INTEREST: 851)
0 0 0 1,279 393 1,279 393 -428 458
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 93.9 93.5 93.9 93.5 6.1 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 19 17 19 17
TRANSCONTINENTAL GAS PIPELINE CORP. - ZONE 6 (NY) - ICE FUTURES ENERGCode-0233CY
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 32,362
COMMITMENTS
4,016 870 0 27,136 31,008 31,152 31,878 1,210 484
CHANGES FROM 10/22/13 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 2.7 0.0 83.9 95.8 96.3 98.5 3.7 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 0 16 13 17 14
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 94,926
COMMITMENTS
2,436 14,852 999 82,984 75,187 86,419 91,038 8,507 3,888
CHANGES FROM 10/22/13 (CHANGE IN OPEN INTEREST: 2,512)
304 -1,796 168 1,754 3,369 2,226 1,741 286 771
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 15.6 1.1 87.4 79.2 91.0 95.9 9.0 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 3 1 24 18 26 21
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 181,998
COMMITMENTS
17,687 8,312 14,553 149,078 158,644 181,318 181,508 680 490
CHANGES FROM 10/22/13 (CHANGE IN OPEN INTEREST: 544)
-1,956 1,422 -46 2,603 -762 601 614 -57 -70
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 4.6 8.0 81.9 87.2 99.6 99.7 0.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
12 10 15 54 52 72 71
MID-C FINANCIAL PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 54,464
COMMITMENTS
1,322 776 2,771 50,371 50,917 54,464 54,464 0 0
CHANGES FROM 10/22/13 (CHANGE IN OPEN INTEREST: 686)
-324 449 127 883 110 686 686 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 1.4 5.1 92.5 93.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 3 2 29 25 31 29
MID-C FINANCIAL OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 481,913
COMMITMENTS
2,824 271 24,697 454,392 456,945 481,913 481,913 0 0
CHANGES FROM 10/22/13 (CHANGE IN OPEN INTEREST: 1,877)
-1,499 0 1,220 2,156 657 1,877 1,877 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.1 5.1 94.3 94.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 1 2 22 25 24 27
PJM WH OFF PEAK REAL TIME - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,656,648
COMMITMENTS
67,352 15,748 29,476 1559820 1611424 1656648 1656648 0 0
CHANGES FROM 10/22/13 (CHANGE IN OPEN INTEREST: 20,119)
-8,643 32 -408 29,170 20,495 20,119 20,119 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 1.0 1.8 94.2 97.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
5 5 6 43 46 52 53
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 54,375
COMMITMENTS
768 10,620 4,089 49,518 39,666 54,375 54,375 -0 -0
CHANGES FROM 10/22/13 (CHANGE IN OPEN INTEREST: -1,799)
431 740 -709 -1,522 -1,831 -1,799 -1,799 -0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 19.5 7.5 91.1 72.9 100.0 100.0 -0.0 -0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
4 5 3 28 24 34 30
SP15 FIN DA LPM OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 327,815
COMMITMENTS
0 57,817 14,434 313,381 255,564 327,815 327,815 0 0
CHANGES FROM 10/22/13 (CHANGE IN OPEN INTEREST: 1,929)
0 1,692 0 1,929 237 1,929 1,929 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 17.6 4.4 95.6 78.0 100.0 100.0 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 10/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 556,332
COMMITMENTS
26,516 0 10,486 519,330 545,846 556,332 556,332 0 0
CHANGES FROM 10/22/13 (CHANGE IN OPEN INTEREST: 2,233)
-802 0 802 2,233 1,431 2,233 2,233 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 0.0 1.9 93.3 98.1 100.0 100.0 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 10/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 51,334
COMMITMENTS
4,829 716 1,669 43,730 48,628 50,228 51,013 1,106 321
CHANGES FROM 10/22/13 (CHANGE IN OPEN INTEREST: 278)
-126 -1 169 -104 110 -61 278 339 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.4 1.4 3.3 85.2 94.7 97.8 99.4 2.2 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 2 2 25 30 29 33
AD HUB DA OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 mwh OPEN INTEREST: 1,888,115
COMMITMENTS
0 0 0 1888115 1888115 1888115 1888115 0 0
CHANGES FROM 10/22/13 (CHANGE IN OPEN INTEREST: 36,090)
0 0 0 36,090 36,090 36,090 36,090 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 10/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 mwh OPEN INTEREST: 834,100
COMMITMENTS
0 9,600 0 834,100 824,500 834,100 834,100 0 0
CHANGES FROM 10/22/13 (CHANGE IN OPEN INTEREST: 49,900)
0 0 0 49,900 49,900 49,900 49,900 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: 25)
0 1 0 17 13 17 14
CIN HUB DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 932,320
COMMITMENTS
0 7,760 0 932,320 924,560 932,320 932,320 0 0
CHANGES FROM 10/22/13 (CHANGE IN OPEN INTEREST: 20,000)
0 0 0 20,000 20,000 20,000 20,000 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.8 0.0 100.0 99.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 2 0 16 12 16 14
CIN HUB REAL TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 294,688
COMMITMENTS
13,480 1,184 1,160 280,048 292,344 294,688 294,688 0 0
CHANGES FROM 10/22/13 (CHANGE IN OPEN INTEREST: 12,192)
0 0 0 12,192 12,192 12,192 12,192 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 0.4 0.4 95.0 99.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 1 1 22 20 25 22
ERCOT - NORTH ZONE - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 14,560
COMMITMENTS
1,386 685 272 12,689 13,149 14,347 14,106 213 454
CHANGES FROM 10/22/13 (CHANGE IN OPEN INTEREST: 24)
-40 0 20 24 4 4 24 20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 4.7 1.9 87.1 90.3 98.5 96.9 1.5 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 10/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5MWh OPEN INTEREST: 1,153,045
COMMITMENTS
27,460 0 0 1125585 1153045 1153045 1153045 0 0
CHANGES FROM 10/22/13 (CHANGE IN OPEN INTEREST: -12,030)
0 0 0 -12,030 -12,030 -12,030 -12,030 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 16 16 16
MISCO CINERGY DAY AHEAD LMP, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 336,195
COMMITMENTS
2,150 0 0 334,045 336,195 336,195 336,195 0 0
CHANGES FROM 10/22/13 (CHANGE IN OPEN INTEREST: 4,000)
0 0 0 4,000 4,000 4,000 4,000 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 10/29/13 |
--------------------------------------------------------------| 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 10/22/13 (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 10/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 24,067
COMMITMENTS
1,245 1,248 229 20,714 21,417 22,188 22,894 1,880 1,173
CHANGES FROM 10/22/13 (CHANGE IN OPEN INTEREST: 184)
-17 308 20 181 -185 184 143 -0 41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 5.2 1.0 86.1 89.0 92.2 95.1 7.8 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 1 1 22 20 24 22
Nepool MH DA LMP Offpk Mon Min - ICE FUTURES ENERGY DIV Code-0643B9
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any multiple of 5 MWh OPEN INTEREST: 2,529,854
COMMITMENTS
89,973 182,872 181,477 2258404 2165505 2529854 2529854 0 0
CHANGES FROM 10/22/13 (CHANGE IN OPEN INTEREST: 109,093)
-23,400 -5,760 20,239 112,254 94,614 109,093 109,093 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 7.2 7.2 89.3 85.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
1 2 1 28 29 29 32
Nepool MH DA LMP Peak Mon Mini - ICE FUTURES ENERGY DIV Code-0643BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any multiple of 16 MWh OPEN INTEREST: 810,208
COMMITMENTS
1,450 90,976 43,835 764,923 675,397 810,208 810,208 0 0
CHANGES FROM 10/22/13 (CHANGE IN OPEN INTEREST: 25,383)
0 8,142 0 25,383 17,241 25,383 25,383 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 11.2 5.4 94.4 83.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
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 10/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 MWH OPEN INTEREST: 2,196,091
COMMITMENTS
0 0 0 2196091 2196091 2196091 2196091 0 0
CHANGES FROM 10/22/13 (CHANGE IN OPEN INTEREST: 1,127,280)
0 0 0 1127280 1127280 1127280 1127280 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 10/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 mwh OPEN INTEREST: 651,805
COMMITMENTS
2,200 0 0 649,605 651,805 651,805 651,805 0 0
CHANGES FROM 10/22/13 (CHANGE IN OPEN INTEREST: 307,050)
0 0 0 307,050 307,050 307,050 307,050 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.0 0.0 99.7 100.0 100.0 100.0 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 10/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 589,399
COMMITMENTS
127,712 1,140 22,144 439,543 566,115 589,399 589,399 0 0
CHANGES FROM 10/22/13 (CHANGE IN OPEN INTEREST: -15,876)
-7,926 0 -744 -7,206 -15,132 -15,876 -15,876 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.7 0.2 3.8 74.6 96.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
2 1 3 31 31 34 34
NEPOOL MASS HUB (DAY-AHEAD LMP) - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 41,364
COMMITMENTS
7,586 2,775 1,220 32,089 37,282 40,895 41,277 469 87
CHANGES FROM 10/22/13 (CHANGE IN OPEN INTEREST: -626)
-961 44 133 205 -739 -623 -562 -3 -64
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.3 6.7 2.9 77.6 90.1 98.9 99.8 1.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
4 2 3 30 34 35 38
N PATH 15 EZ GEN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 25,563
COMMITMENTS
5,132 50 538 19,893 24,975 25,563 25,563 0 0
CHANGES FROM 10/22/13 (CHANGE IN OPEN INTEREST: 231)
385 -75 -154 0 460 231 231 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.1 0.2 2.1 77.8 97.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 1 1 22 13 24 15
NPATH 15 EZ GEN HUB DA OFFPEAK - ICE FUTURES ENERGY DIV Code-0643BR
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
25MWh OPEN INTEREST: 264,753
COMMITMENTS
109,095 688 665 154,993 263,400 264,753 264,753 0 0
CHANGES FROM 10/22/13 (CHANGE IN OPEN INTEREST: 3,613)
986 -642 0 2,627 4,255 3,613 3,613 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.2 0.3 0.3 58.5 99.5 100.0 100.0 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 10/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 591,843
COMMITMENTS
6,898 1,193 33,125 551,820 557,525 591,843 591,843 0 0
CHANGES FROM 10/22/13 (CHANGE IN OPEN INTEREST: -29,582)
-4,664 -802 0 -24,918 -28,780 -29,582 -29,582 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.2 5.6 93.2 94.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 1 2 27 21 29 23
NORTHERN ILLINOIS HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 31,319
COMMITMENTS
5,229 0 20 25,240 30,642 30,489 30,662 830 657
CHANGES FROM 10/22/13 (CHANGE IN OPEN INTEREST: -5,299)
-25 0 0 -5,274 -5,279 -5,299 -5,279 0 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.7 0.0 0.1 80.6 97.8 97.3 97.9 2.7 2.1
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 10/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 7,418
COMMITMENTS
0 660 21 6,124 6,312 6,145 6,993 1,273 425
CHANGES FROM 10/22/13 (CHANGE IN OPEN INTEREST: 477)
0 84 0 434 435 434 519 43 -42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 8.9 0.3 82.6 85.1 82.8 94.3 17.2 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 3 1 13 17 14 20
NYISO ZONE A - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 22,302
COMMITMENTS
4,256 0 46 17,870 22,021 22,172 22,067 130 235
CHANGES FROM 10/22/13 (CHANGE IN OPEN INTEREST: 1,030)
31 0 0 999 1,030 1,030 1,030 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.1 0.0 0.2 80.1 98.7 99.4 98.9 0.6 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
6 0 1 24 25 30 26
NYISO ZONE A (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 328,565
COMMITMENTS
59,448 0 376 268,741 328,189 328,565 328,565 0 0
CHANGES FROM 10/22/13 (CHANGE IN OPEN INTEREST: 16,035)
802 0 0 15,233 16,035 16,035 16,035 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.1 0.0 0.1 81.8 99.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 0 1 23 19 27 20
NYISO ZONE G - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 17,378
COMMITMENTS
808 233 275 16,146 16,549 17,229 17,057 149 321
CHANGES FROM 10/22/13 (CHANGE IN OPEN INTEREST: 1,458)
0 105 42 1,500 1,098 1,542 1,245 -84 213
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 1.3 1.6 92.9 95.2 99.1 98.2 0.9 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 3 3 24 23 28 27
NYISO ZONE G (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 212,416
COMMITMENTS
2,033 0 0 210,383 212,416 212,416 212,416 0 0
CHANGES FROM 10/22/13 (CHANGE IN OPEN INTEREST: 16,976)
0 0 0 16,976 16,976 16,976 16,976 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.0 0.0 99.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 0 0 19 16 21 16
PALO VERDE - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 25,824
COMMITMENTS
0 1,206 2,763 23,061 21,855 25,824 25,824 0 0
CHANGES FROM 10/22/13 (CHANGE IN OPEN INTEREST: 409)
0 0 0 409 409 409 409 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.7 10.7 89.3 84.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 1 1 21 19 22 20
PALO VERDE (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
25 MWh OPEN INTEREST: 144,826
COMMITMENTS
0 0 0 144,826 144,826 144,826 144,826 0 0
CHANGES FROM 10/22/13 (CHANGE IN OPEN INTEREST: 321)
0 0 0 321 321 321 321 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 10/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 MWh OPEN INTEREST: 719,073
COMMITMENTS
0 62,240 0 719,073 656,833 719,073 719,073 0 0
CHANGES FROM 10/22/13 (CHANGE IN OPEN INTEREST: 17,875)
0 0 0 17,875 17,875 17,875 17,875 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 8.7 0.0 100.0 91.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 1 0 19 12 19 13
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 216,890
COMMITMENTS
0 5,350 0 216,890 211,540 216,890 216,890 0 0
CHANGES FROM 10/22/13 (CHANGE IN OPEN INTEREST: 3,675)
0 0 0 3,675 3,675 3,675 3,675 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 22 13 22 14
PJM JCPL ZONE DAY-AHEAD - ICE FUTURES ENERGY DIV Code-0643CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 Mwh OPEN INTEREST: 226,165
COMMITMENTS
0 0 0 226,165 226,165 226,165 226,165 0 0
CHANGES FROM 10/22/13 (CHANGE IN OPEN INTEREST: 1,050)
0 0 0 1,050 1,050 1,050 1,050 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 10/29/13 |
--------------------------------------------------------------| 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 10/22/13 (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 10/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 154,295
COMMITMENTS
0 0 0 154,295 154,295 154,295 154,295 0 0
CHANGES FROM 10/22/13 (CHANGE IN OPEN INTEREST: 15,260)
0 0 0 15,260 15,260 15,260 15,260 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 10/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mwh OPEN INTEREST: 581,714
COMMITMENTS
0 0 0 581,714 581,714 581,714 581,714 0 0
CHANGES FROM 10/22/13 (CHANGE IN OPEN INTEREST: 78,981)
0 0 0 78,981 78,981 78,981 78,981 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 10/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 207,145
COMMITMENTS
3,400 0 0 203,745 207,145 207,145 207,145 0 0
CHANGES FROM 10/22/13 (CHANGE IN OPEN INTEREST: 13,970)
0 0 0 13,970 13,970 13,970 13,970 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 0.0 0.0 98.4 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 0 0 20 16 21 16
PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643D5
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 MWh OPEN INTEREST: 678,879
COMMITMENTS
0 0 0 678,879 678,879 678,879 678,879 0 0
CHANGES FROM 10/22/13 (CHANGE IN OPEN INTEREST: 51,656)
0 0 0 51,656 51,656 51,656 51,656 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 19 12 19 12
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 MWh OPEN INTEREST: 1,019,000
COMMITMENTS
0 0 0 1019000 1019000 1019000 1019000 0 0
CHANGES FROM 10/22/13 (CHANGE IN OPEN INTEREST: 4,080)
0 0 0 4,080 4,080 4,080 4,080 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 10/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 266,385
COMMITMENTS
0 0 0 266,385 266,385 266,385 266,385 0 0
CHANGES FROM 10/22/13 (CHANGE IN OPEN INTEREST: 5,530)
0 0 0 5,530 5,530 5,530 5,530 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 10/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 MWh OPEN INTEREST: 7,212,578
COMMITMENTS
202,972 0 0 7009606 7212578 7212578 7212578 0 0
CHANGES FROM 10/22/13 (CHANGE IN OPEN INTEREST: 185,866)
13,440 0 0 172,426 185,866 185,866 185,866 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: 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 10/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 2,472,285
COMMITMENTS
56,685 4,600 0 2415600 2467685 2472285 2472285 0 0
CHANGES FROM 10/22/13 (CHANGE IN OPEN INTEREST: 210,635)
12,600 0 0 198,035 210,635 210,635 210,635 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 0.2 0.0 97.7 99.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
5 1 0 38 37 43 38
PJM WESTERN HUB MINI (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 2,953,939
COMMITMENTS
577,690 370,354 99,903 2276347 2483682 2953939 2953939 0 0
CHANGES FROM 10/22/13 (CHANGE IN OPEN INTEREST: 2,254)
8,395 20,621 -4,662 -1,479 -13,705 2,254 2,254 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.6 12.5 3.4 77.1 84.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
5 9 7 44 42 54 53
PJM WH REAL TIME MINI OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
MWh (Megawatt Hours) OPEN INTEREST: 6,409,775
COMMITMENTS
164,779 181,255 157,116 6087880 6071404 6409775 6409775 0 0
CHANGES FROM 10/22/13 (CHANGE IN OPEN INTEREST: -619)
-9,360 46,640 9,360 -619 -56,619 -619 -619 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 2.8 2.5 95.0 94.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
4 2 3 36 32 40 37
PSA-PJM PSEG ZONE DAY-AHEAD - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 606,345
COMMITMENTS
0 640 0 606,345 605,705 606,345 606,345 0 0
CHANGES FROM 10/22/13 (CHANGE IN OPEN INTEREST: 2,650)
0 0 0 2,650 2,650 2,650 2,650 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 10/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 MWh OPEN INTEREST: 2,150,752
COMMITMENTS
0 4,410 0 2150752 2146342 2150752 2150752 0 0
CHANGES FROM 10/22/13 (CHANGE IN OPEN INTEREST: 8,020)
0 0 0 8,020 8,020 8,020 8,020 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 6, 2013