CALIF CARBON ALLOWANCE-2013 - ICE FUTURES ENERGY DIV Code-006391
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 CALIFORNIA CARBON ALLOWANCES OPEN INTEREST: 14,447
COMMITMENTS
4,250 3,344 1,041 9,132 10,047 14,423 14,432 24 15
CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: 383)
41 -26 29 328 401 398 404 -15 -21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.4 23.1 7.2 63.2 69.5 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
13 11 9 13 11 32 25
RGGI GREENHOUSE GAS VINT 2013 - ICE FUTURES ENERGY DIV Code-00639I
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 Regional Greenhouse Gas Initiative OPEN INTEREST: 19,852
COMMITMENTS
4,283 635 2,225 13,344 16,992 19,852 19,852 0 0
CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.6 3.2 11.2 67.2 85.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
8 2 4 8 10 17 15
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 5,184,170
COMMITMENTS
599,383 274,758 1587519 2972123 3313211 5159025 5175488 25,145 8,682
CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: 40,677)
-27,645 9,255 12,205 60,637 19,155 45,197 40,615 -4,520 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.6 5.3 30.6 57.3 63.9 99.5 99.8 0.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 224)
37 35 62 139 128 209 195
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 3,046,598
COMMITMENTS
86,898 43,727 1362655 1594573 1637508 3044126 3043890 2,472 2,708
CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: -2,369)
-6,467 3,620 5,887 -2,745 -12,464 -3,325 -2,957 956 588
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 1.4 44.7 52.3 53.7 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118)
24 24 41 66 62 112 105
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 213,898
COMMITMENTS
9,061 1,473 4,141 184,623 201,587 197,825 207,201 16,073 6,697
CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: 2,670)
461 154 -965 4,148 4,290 3,644 3,479 -974 -809
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 0.7 1.9 86.3 94.2 92.5 96.9 7.5 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 3 3 27 28 33 31
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 163,382
COMMITMENTS
6,618 2,427 3,751 149,872 153,668 160,241 159,846 3,141 3,536
CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: 3,361)
3,901 564 635 -339 2,438 4,197 3,637 -836 -276
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 1.5 2.3 91.7 94.1 98.1 97.8 1.9 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
4 2 5 31 32 37 37
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 212,315
COMMITMENTS
11,591 2,349 7,195 183,362 195,185 202,148 204,729 10,167 7,586
CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: -4,267)
2,766 -905 1,450 -6,632 -3,846 -2,416 -3,301 -1,851 -966
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 1.1 3.4 86.4 91.9 95.2 96.4 4.8 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
4 3 6 29 27 36 33
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 757,342
COMMITMENTS
9,596 391 3,759 738,840 747,945 752,195 752,095 5,147 5,247
CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: 1,407)
479 -514 567 297 1,264 1,343 1,317 64 90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 0.1 0.5 97.6 98.8 99.3 99.3 0.7 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
7 3 5 48 37 58 42
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 238,278
COMMITMENTS
8,377 10,029 2,301 219,631 223,546 230,309 235,876 7,969 2,402
CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: 1,065)
6,987 -1,000 282 -4,710 3,119 2,559 2,401 -1,494 -1,336
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 4.2 1.0 92.2 93.8 96.7 99.0 3.3 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
5 2 2 26 29 32 32
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 249,224
COMMITMENTS
1,114 1,032 5,868 236,806 234,587 243,788 241,487 5,436 7,737
CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: 6,920)
-512 -342 2,520 5,271 5,350 7,279 7,528 -359 -608
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.4 2.4 95.0 94.1 97.8 96.9 2.2 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
2 2 4 35 37 39 41
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 65,343
COMMITMENTS
3,842 0 2,698 52,420 56,246 58,960 58,944 6,383 6,399
CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: 36)
-1,340 0 -404 2,462 43 718 -361 -682 397
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 0.0 4.1 80.2 86.1 90.2 90.2 9.8 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 0 2 21 19 24 21
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 162,446
COMMITMENTS
19,818 17,599 8,750 125,660 131,451 154,228 157,800 8,218 4,646
CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: 233)
3,228 -819 -336 -27 1,418 2,865 263 -2,632 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.2 10.8 5.4 77.4 80.9 94.9 97.1 5.1 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
5 2 6 25 32 31 39
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 80,312
COMMITMENTS
61 7,345 4,433 66,594 57,630 71,088 69,408 9,224 10,904
CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: 1,925)
61 1,273 -890 1,423 1,114 594 1,497 1,331 428
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 9.1 5.5 82.9 71.8 88.5 86.4 11.5 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 2 3 16 15 19 18
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 153,107
COMMITMENTS
812 0 1,304 144,681 146,388 146,797 147,692 6,310 5,415
CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: 3,540)
-281 0 -509 1,711 3,131 921 2,622 2,619 918
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.0 0.9 94.5 95.6 95.9 96.5 4.1 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 0 1 26 26 27 27
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 96,837
COMMITMENTS
0 0 0 78,870 83,486 78,870 83,486 17,967 13,351
CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: 10,744)
0 0 0 11,380 131 11,380 131 -636 10,613
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 81.4 86.2 81.4 86.2 18.6 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 18 24 18 24
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 312,439
COMMITMENTS
248 801 3,784 303,313 279,212 307,345 283,797 5,094 28,642
CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: 4,834)
-2,437 801 -42 7,184 -21,633 4,705 -20,874 129 25,708
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.3 1.2 97.1 89.4 98.4 90.8 1.6 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
1 2 3 45 34 48 37
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 87,123
COMMITMENTS
2,085 12,276 3,690 77,391 60,664 83,166 76,630 3,957 10,493
CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: 2,702)
-1,569 -34 242 4,755 996 3,428 1,204 -726 1,498
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 14.1 4.2 88.8 69.6 95.5 88.0 4.5 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 2 3 19 21 22 26
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BA - ICE FUTURES ENERCode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 59,211
COMMITMENTS
458 4,307 1,839 43,906 43,912 46,203 50,058 13,008 9,153
CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: 2,410)
72 -1,020 188 2,138 4,624 2,398 3,792 12 -1,382
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 7.3 3.1 74.2 74.2 78.0 84.5 22.0 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 2 3 10 13 13 16
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 134,309
COMMITMENTS
40,970 5,084 0 92,492 126,415 133,462 131,499 847 2,810
CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: 5,069)
5,084 5,084 0 -468 500 4,616 5,584 453 -515
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.5 3.8 0.0 68.9 94.1 99.4 97.9 0.6 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 1 0 11 19 14 20
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 154,294
COMMITMENTS
79,850 14,714 0 74,144 139,280 153,994 153,994 300 300
CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: 3,161)
5,053 5,263 0 -1,172 -1,712 3,881 3,551 -720 -390
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
51.8 9.5 0.0 48.1 90.3 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
10 5 0 30 27 40 32
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 25,917
COMMITMENTS
0 0 0 25,466 25,077 25,466 25,077 451 840
CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: 124)
0 0 0 124 124 124 124 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.3 96.8 98.3 96.8 1.7 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 12 17 12 17
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 119,574
COMMITMENTS
73 9,844 602 106,609 98,661 107,284 109,107 12,290 10,467
CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: 1,284)
-387 7,276 -123 2,921 -5,621 2,411 1,532 -1,127 -248
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 8.2 0.5 89.2 82.5 89.7 91.2 10.3 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 2 1 26 23 27 26
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 116,087
COMMITMENTS
659 1,712 1,872 105,782 97,516 108,313 101,100 7,774 14,987
CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: -1,339)
-757 -4,066 338 -4,794 -563 -5,213 -4,291 3,874 2,952
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 1.5 1.6 91.1 84.0 93.3 87.1 6.7 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 1 2 24 22 26 25
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 93,478
COMMITMENTS
2,032 822 972 88,301 85,423 91,305 87,217 2,173 6,261
CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: 2,412)
30 822 -181 1,856 2,081 1,705 2,722 707 -310
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 0.9 1.0 94.5 91.4 97.7 93.3 2.3 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 2 19 15 21 17
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 296,249
COMMITMENTS
5,584 21,029 4,342 274,395 264,084 284,321 289,455 11,928 6,794
CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: -2,139)
3,144 2,267 -1,446 -4,306 -4,281 -2,608 -3,460 469 1,321
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 7.1 1.5 92.6 89.1 96.0 97.7 4.0 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
2 3 3 29 28 32 33
SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 25,883
COMMITMENTS
600 4,620 0 24,464 20,689 25,064 25,309 819 574
CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: 2,258)
0 0 0 2,254 2,254 2,254 2,254 4 4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 17.8 0.0 94.5 79.9 96.8 97.8 3.2 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 2 0 13 11 14 13
SONAT - TIER 1 POOL (ZONE 0) - ICE FUTURES ENERGY DIV Code-0233C1
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 39,454
COMMITMENTS
0 0 0 38,118 38,896 38,118 38,896 1,336 558
CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.6 98.6 96.6 98.6 3.4 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 12 17 12 17
TENNESSEE GAS PIPELINE CO. - ZONE L, 500 LEG POOL - ICE FUTURES ENERGCode-0233C9
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 25,725
COMMITMENTS
0 0 0 24,692 23,755 24,692 23,755 1,033 1,970
CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.0 92.3 96.0 92.3 4.0 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 15 14 15 14
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 42,378
COMMITMENTS
510 420 0 40,408 41,628 40,918 42,048 1,460 330
CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: 806)
0 0 0 806 806 806 806 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 1.0 0.0 95.4 98.2 96.6 99.2 3.4 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 0 12 18 13 19
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 244,662
COMMITMENTS
5,630 34,700 3,596 220,367 200,315 229,593 238,611 15,069 6,051
CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: 21,788)
964 1,361 18 19,074 19,354 20,056 20,733 1,732 1,055
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 14.2 1.5 90.1 81.9 93.8 97.5 6.2 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
3 4 4 31 29 36 35
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 76,704
COMMITMENTS
12,690 0 1,808 57,951 71,465 72,449 73,273 4,255 3,431
CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: 4,924)
611 0 0 5,298 4,935 5,909 4,935 -985 -11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.5 0.0 2.4 75.6 93.2 94.5 95.5 5.5 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 0 1 17 14 20 15
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 76,835
COMMITMENTS
0 0 0 71,827 71,444 71,827 71,444 5,008 5,391
CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: 845)
0 0 0 431 505 431 505 414 340
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 93.5 93.0 93.5 93.0 6.5 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 18 15 18 15
TRANSCONTINENTAL GAS PIPELINE CORP. - ZONE 6 (NY) - ICE FUTURES ENERGCode-0233CY
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 29,603
COMMITMENTS
4,016 870 0 24,563 28,280 28,579 29,150 1,024 453
CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: 31)
0 0 0 31 0 31 0 0 31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.6 2.9 0.0 83.0 95.5 96.5 98.5 3.5 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 0 13 10 14 11
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 95,281
COMMITMENTS
2,438 11,872 1,102 82,047 79,623 85,587 92,597 9,694 2,684
CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: 5,421)
31 -1,419 -114 6,117 7,695 6,034 6,162 -613 -741
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 12.5 1.2 86.1 83.6 89.8 97.2 10.2 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 3 1 22 19 24 22
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 177,363
COMMITMENTS
19,414 8,034 12,777 144,491 156,056 176,682 176,867 681 496
CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: 3,158)
753 -512 935 1,283 2,589 2,972 3,012 186 146
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 4.5 7.2 81.5 88.0 99.6 99.7 0.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
13 5 11 55 52 70 66
MID-C FINANCIAL PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 51,865
COMMITMENTS
1,513 602 2,812 47,540 48,451 51,865 51,865 0 0
CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: 593)
-82 -76 232 443 437 593 593 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 1.2 5.4 91.7 93.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 1 1 29 24 30 26
MID-C FINANCIAL OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 455,194
COMMITMENTS
672 8,408 24,861 429,661 421,925 455,194 455,194 0 0
CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: 369)
0 5,767 -976 1,345 -4,422 369 369 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 1.8 5.5 94.4 92.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 1 1 21 22 23 23
PJM WH OFF PEAK REAL TIME - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,574,899
COMMITMENTS
60,612 13,362 32,708 1481579 1528829 1574899 1574899 -0 0
CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: 7,008)
-145 -4,744 5,535 1,618 6,217 7,008 7,008 -0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 0.8 2.1 94.1 97.1 100.0 100.0 -0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
6 4 7 43 45 52 53
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 51,331
COMMITMENTS
271 9,244 4,672 46,387 37,414 51,331 51,331 0 0
CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: -3,490)
-192 -1,341 304 -3,602 -2,453 -3,490 -3,490 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 18.0 9.1 90.4 72.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 4 4 26 25 31 31
SP15 FIN DA LPM OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 306,050
COMMITMENTS
0 57,544 10,363 295,687 238,143 306,050 306,050 0 0
CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: -26,824)
0 -1,216 -3,128 -23,696 -22,480 -26,824 -26,824 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 18.8 3.4 96.6 77.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 3 3 17 17 20 20
AEP DAYTON HUB (REAL TIME LMP OFF-PEAK) - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 521,920
COMMITMENTS
31,473 0 5,951 484,496 515,969 521,920 521,920 0 0
CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: -27,196)
2,632 0 -3,760 -26,068 -23,060 -27,196 -26,820 0 -376
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 0.0 1.1 92.8 98.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
4 0 2 24 29 28 31
AEP DAYTON HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 48,878
COMMITMENTS
5,751 1,115 1,461 41,582 46,053 48,794 48,629 84 249
CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: -1,166)
880 37 -165 -711 -946 4 -1,074 -1,170 -92
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 2.3 3.0 85.1 94.2 99.8 99.5 0.2 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
4 2 2 25 29 30 32
AD HUB DA OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 mwh OPEN INTEREST: 2,102,279
COMMITMENTS
0 0 0 2102279 2102279 2102279 2102279 0 0
CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: -122,110)
0 0 0 -122,110 -122,110 -122,110 -122,110 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 18 11 18 11
AD HUB DA PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 mwh OPEN INTEREST: 944,230
COMMITMENTS
0 6,150 0 944,230 938,080 944,230 944,230 0 0
CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: -54,600)
0 -3,450 0 -54,600 -51,150 -54,600 -54,600 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.7 0.0 100.0 99.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 1 0 20 13 20 14
CIN HUB DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 844,720
COMMITMENTS
0 4,000 0 844,720 840,720 844,720 844,720 0 0
CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: -150,400)
0 -3,760 0 -150,400 -146,640 -150,400 -150,400 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.5 0.0 100.0 99.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 1 0 17 11 17 12
CIN HUB REAL TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 282,224
COMMITMENTS
11,160 808 1,160 269,904 280,256 282,224 282,224 0 0
CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: -15,984)
-1,504 -376 0 -14,480 -15,608 -15,984 -15,984 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 0.3 0.4 95.6 99.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 1 1 22 21 25 23
ERCOT - NORTH ZONE - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 12,610
COMMITMENTS
1,219 655 314 10,890 11,261 12,423 12,230 187 380
CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: -1,994)
-146 -29 -21 -1,801 -1,806 -1,968 -1,856 -26 -138
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 5.2 2.5 86.4 89.3 98.5 97.0 1.5 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
5 2 2 18 16 23 20
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5MWh OPEN INTEREST: 1,069,017
COMMITMENTS
16,180 184,853 2,427 1050410 881,737 1069017 1069017 0 0
CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: -80,088)
-11,280 0 0 -68,808 -80,088 -80,088 -80,088 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 17.3 0.2 98.3 82.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 1 14 12 16 13
MISCO CINERGY DAY AHEAD LMP, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 299,475
COMMITMENTS
1,000 0 0 298,475 299,475 299,475 299,475 0 0
CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: -50,470)
-1,150 0 0 -49,320 -50,470 -50,470 -50,470 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: 26)
1 0 0 17 12 18 12
MISCO CINERGY HUB REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-0643B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWH PER LOT OPEN INTEREST: 197,460
COMMITMENTS
3,650 0 0 193,810 197,460 197,460 197,460 0 0
CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: -23,740)
-575 0 0 -23,165 -23,740 -23,740 -23,740 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: 30)
1 0 0 24 23 25 23
MISO CINERGY HUB (REAL-TIME LMP) - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 22,651
COMMITMENTS
898 1,198 418 19,485 20,042 20,801 21,658 1,850 993
CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: -1,137)
-135 -50 126 -970 -1,033 -979 -957 -158 -180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 5.3 1.8 86.0 88.5 91.8 95.6 8.2 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 2 2 22 20 25 23
Nepool MH DA LMP Offpk Mon Min - ICE FUTURES ENERGY DIV Code-0643B9
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any multiple of 5 MWh OPEN INTEREST: 2,612,175
COMMITMENTS
42,389 163,699 226,445 2343341 2222031 2612175 2612175 0 0
CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: 63,827)
-20,928 -19,173 45,712 39,043 37,288 63,827 63,827 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 6.3 8.7 89.7 85.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
1 3 1 30 29 31 33
Nepool MH DA LMP Peak Mon Mini - ICE FUTURES ENERGY DIV Code-0643BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any multiple of 16 MWh OPEN INTEREST: 793,589
COMMITMENTS
5,425 73,816 44,805 743,359 674,968 793,589 793,589 0 0
CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: -14,931)
525 -17,160 4,420 -18,036 1,259 -13,091 -11,481 -1,840 -3,450
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 9.3 5.6 93.7 85.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
2 2 2 33 29 36 32
N. ILLINOIS HUB DAY AHEAD LMP, OFF PEAK MONTHLY - ICE FUTURES ENERGY Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 MWH OPEN INTEREST: 2,238,225
COMMITMENTS
0 0 0 2238225 2238225 2238225 2238225 0 0
CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: -106,496)
0 0 0 -106,496 -106,496 -106,496 -106,496 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 0 0 21 10 21 10
N. ILLINOIS HUB DAY AHEAD LMP, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 mwh OPEN INTEREST: 643,605
COMMITMENTS
0 0 0 643,605 643,605 643,605 643,605 0 0
CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: -55,975)
-1,150 0 0 -54,825 -55,975 -55,975 -55,975 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 25 12 25 12
NEPOOL MASS HUB (DAY-AHEAD LMP OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 547,116
COMMITMENTS
125,551 44 21,361 400,204 525,711 547,116 547,116 0 0
CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: -29,513)
-2,089 -1,504 -39 -27,009 -27,970 -29,137 -29,513 -376 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.9 0.0 3.9 73.1 96.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
2 1 3 30 31 33 34
NEPOOL MASS HUB (DAY-AHEAD LMP) - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 39,926
COMMITMENTS
7,452 2,449 601 31,389 36,813 39,442 39,863 484 63
CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: -1,691)
461 162 -580 -1,587 -1,229 -1,706 -1,647 15 -44
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.7 6.1 1.5 78.6 92.2 98.8 99.8 1.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
3 2 3 28 33 32 37
N PATH 15 EZ GEN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 25,717
COMMITMENTS
5,344 277 922 19,451 24,518 25,717 25,717 0 0
CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: -255)
-96 252 384 -543 -891 -255 -255 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.8 1.1 3.6 75.6 95.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 1 1 21 13 23 15
NPATH 15 EZ GEN HUB DA OFFPEAK - ICE FUTURES ENERGY DIV Code-0643BR
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
25MWh OPEN INTEREST: 243,264
COMMITMENTS
104,315 1,631 665 138,284 240,968 243,264 243,264 0 0
CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: -24,695)
-5,723 943 0 -18,972 -25,638 -24,695 -24,695 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.9 0.7 0.3 56.8 99.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 1 1 13 10 15 12
NORTHERN ILLINOIS HUB (REAL TIME LMP OFF-PEAK) - ICE FUTURES ENERGY DCode-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 552,529
COMMITMENTS
9,154 5,329 26,733 516,642 520,467 552,529 552,529 0 0
CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: -30,672)
2,256 4,136 -6,392 -26,160 -28,416 -30,296 -30,672 -376 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 1.0 4.8 93.5 94.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
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 11/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 31,713
COMMITMENTS
6,036 0 20 24,538 30,790 30,594 30,810 1,119 903
CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: -1,286)
-401 0 0 -1,128 -1,554 -1,529 -1,554 243 268
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.0 0.0 0.1 77.4 97.1 96.5 97.2 3.5 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 0 1 24 20 27 21
NYISO ZONE J - ICE FUTURES ENERGY DIV Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 7,856
COMMITMENTS
126 591 21 5,953 6,865 6,100 7,477 1,756 379
CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: 424)
126 0 0 -21 424 105 424 319 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 7.5 0.3 75.8 87.4 77.6 95.2 22.4 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 3 1 13 16 15 19
NYISO ZONE A - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 20,405
COMMITMENTS
4,205 0 0 15,948 20,260 20,153 20,260 252 145
CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: -210)
-41 0 0 -360 -189 -401 -189 191 -21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.6 0.0 0.0 78.2 99.3 98.8 99.3 1.2 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
7 0 0 22 24 29 24
NYISO ZONE A (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 312,666
COMMITMENTS
52,058 0 1,632 258,976 311,034 312,666 312,666 0 0
CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: -330)
-6,312 0 1,632 4,350 -1,962 -330 -330 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.6 0.0 0.5 82.8 99.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
4 0 1 23 20 27 21
NYISO ZONE G - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 17,303
COMMITMENTS
800 398 275 16,101 16,567 17,176 17,240 127 63
CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: 993)
84 189 0 889 1,039 973 1,228 20 -235
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 2.3 1.6 93.1 95.7 99.3 99.6 0.7 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 4 3 23 25 28 31
NYISO ZONE G (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 209,210
COMMITMENTS
2,033 816 0 207,177 208,394 209,210 209,210 0 0
CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: 4,999)
0 816 0 4,999 4,183 4,999 4,999 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.4 0.0 99.0 99.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 1 0 22 17 24 18
PALO VERDE - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 23,760
COMMITMENTS
0 870 2,968 20,792 19,922 23,760 23,760 0 0
CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: 128)
0 76 -26 154 78 128 128 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.7 12.5 87.5 83.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 1 1 19 19 20 20
PALO VERDE (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
25 MWh OPEN INTEREST: 134,857
COMMITMENTS
0 0 0 134,857 134,857 134,857 134,857 0 0
CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: 327)
0 0 0 327 327 327 327 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 17 16 17
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 MWh OPEN INTEREST: 723,169
COMMITMENTS
0 54,720 0 723,169 668,449 723,169 723,169 0 0
CHANGES FROM 11/05/13 (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 7.6 0.0 100.0 92.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 1 0 19 12 19 13
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 211,895
COMMITMENTS
0 5,275 0 211,895 206,620 211,895 211,895 0 0
CHANGES FROM 11/05/13 (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 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 11/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 Mwh OPEN INTEREST: 213,975
COMMITMENTS
0 0 0 213,975 213,975 213,975 213,975 0 0
CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 19 11 19 11
PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643CV
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 Mwh OPEN INTEREST: 729,923
COMMITMENTS
0 0 0 729,923 729,923 729,923 729,923 0 0
CHANGES FROM 11/05/13 (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 11/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 165,010
COMMITMENTS
0 0 0 165,010 165,010 165,010 165,010 0 0
CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: 12,775)
0 0 0 12,775 12,775 12,775 12,775 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 15 15 15 15
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mwh OPEN INTEREST: 721,970
COMMITMENTS
0 0 0 721,970 721,970 721,970 721,970 0 0
CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: 46,720)
0 0 0 46,720 46,720 46,720 46,720 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 14 15 14
PJM PEPCO DAY-AHEAD - ICE FUTURES ENERGY DIV Code-0643D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 193,510
COMMITMENTS
2,940 0 0 190,570 193,510 193,510 193,510 0 0
CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 0.0 0.0 98.5 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
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 11/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 MWh OPEN INTEREST: 648,168
COMMITMENTS
0 0 0 648,168 648,168 648,168 648,168 0 0
CHANGES FROM 11/05/13 (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: 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 11/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 MWh OPEN INTEREST: 917,104
COMMITMENTS
0 0 0 917,104 917,104 917,104 917,104 0 0
CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 18 9 18 9
PJM PPL ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 239,145
COMMITMENTS
0 0 0 239,145 239,145 239,145 239,145 0 0
CHANGES FROM 11/05/13 (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: 29)
0 0 0 24 9 24 9
PJM WESTERN HUB (DAY-AHEAD OFF PEAK) - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 MWh OPEN INTEREST: 7,713,959
COMMITMENTS
193,196 0 0 7520763 7713959 7713959 7713959 0 0
CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: 190,004)
0 0 0 190,004 190,004 190,004 190,004 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 0.0 0.0 97.5 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
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 11/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 2,471,200
COMMITMENTS
54,655 0 0 2416545 2471200 2471200 2471200 0 0
CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: 19,945)
0 0 0 19,945 19,945 19,945 19,945 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 0.0 0.0 97.8 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
4 0 0 39 36 43 36
PJM WESTERN HUB MINI (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 2,996,349
COMMITMENTS
574,916 341,787 120,250 2301183 2534312 2996349 2996349 -0 0
CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: 81,379)
490 -7,849 12,835 68,054 76,393 81,379 81,379 -0 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.2 11.4 4.0 76.8 84.6 100.0 100.0 -0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
5 10 7 43 41 53 53
PJM WH REAL TIME MINI OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
MWh (Megawatt Hours) OPEN INTEREST: 6,463,580
COMMITMENTS
187,803 199,015 154,484 6121293 6110081 6463580 6463580 0 0
CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: 187,593)
0 23,400 0 187,593 164,193 187,593 187,593 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 3.1 2.4 94.7 94.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
5 2 3 36 30 41 35
PSA-PJM PSEG ZONE DAY-AHEAD - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 595,505
COMMITMENTS
0 410 0 595,505 595,095 595,505 595,505 0 0
CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: 3,100)
0 0 0 3,100 3,100 3,100 3,100 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 14 30 15
PSB-PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 MWh OPEN INTEREST: 2,081,966
COMMITMENTS
0 3,658 0 2081966 2078308 2081966 2081966 0 0
CHANGES FROM 11/05/13 (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 0.2 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 28 15 28 16
Updated November 15, 2013