NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 5,787,983
COMMITMENTS
1259765 105,191 1575630 2914244 4096824 5749639 5777645 38,344 10,338
CHANGES FROM 12/31/13 (CHANGE IN OPEN INTEREST: 128,433)
-59,430 14,649 113,479 75,058 611 129,107 128,739 -674 -306
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.8 1.8 27.2 50.3 70.8 99.3 99.8 0.7 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 215)
54 20 62 130 117 202 182
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 2,762,702
COMMITMENTS
88,051 63,761 1217175 1457312 1481359 2762538 2762295 164 407
CHANGES FROM 12/31/13 (CHANGE IN OPEN INTEREST: 45,551)
8,328 6,429 18,228 19,326 21,469 45,882 46,127 -332 -576
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 2.3 44.1 52.7 53.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
19 24 39 53 59 93 101
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 217,754
COMMITMENTS
17,375 7,086 7,530 173,868 197,127 198,773 211,743 18,981 6,011
CHANGES FROM 12/31/13 (CHANGE IN OPEN INTEREST: -13,819)
2,411 1,935 -417 -17,009 -14,639 -15,015 -13,121 1,196 -698
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 3.3 3.5 79.8 90.5 91.3 97.2 8.7 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
6 2 6 24 25 32 31
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 171,389
COMMITMENTS
15,536 1,726 2,709 149,096 159,083 167,341 163,518 4,048 7,871
CHANGES FROM 12/31/13 (CHANGE IN OPEN INTEREST: -9,250)
55 652 -340 -8,499 -11,981 -8,784 -11,669 -466 2,419
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.1 1.0 1.6 87.0 92.8 97.6 95.4 2.4 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 2 5 29 26 34 31
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 205,628
COMMITMENTS
20,534 3,489 6,575 169,872 190,680 196,981 200,744 8,647 4,884
CHANGES FROM 12/31/13 (CHANGE IN OPEN INTEREST: -13,118)
-1,939 691 1,896 -12,275 -15,243 -12,318 -12,656 -800 -462
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 1.7 3.2 82.6 92.7 95.8 97.6 4.2 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
4 2 4 26 28 32 32
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 742,335
COMMITMENTS
25,549 1,999 2,683 707,683 731,460 735,915 736,142 6,420 6,193
CHANGES FROM 12/31/13 (CHANGE IN OPEN INTEREST: -21,328)
5,834 -183 -894 -25,164 -20,638 -20,224 -21,715 -1,104 387
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 0.3 0.4 95.3 98.5 99.1 99.2 0.9 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
5 1 4 48 35 54 39
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 237,582
COMMITMENTS
17,548 15,143 1,148 212,293 215,881 230,989 232,172 6,593 5,410
CHANGES FROM 12/31/13 (CHANGE IN OPEN INTEREST: -3,715)
4,413 385 -729 -8,176 -4,538 -4,492 -4,882 777 1,167
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 6.4 0.5 89.4 90.9 97.2 97.7 2.8 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
2 2 1 28 28 31 30
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 213,921
COMMITMENTS
2,561 116 3,038 204,347 205,459 209,946 208,613 3,975 5,308
CHANGES FROM 12/31/13 (CHANGE IN OPEN INTEREST: -21,143)
-1,123 -840 -949 -19,069 -18,695 -21,141 -20,484 -2 -659
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.1 1.4 95.5 96.0 98.1 97.5 1.9 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
3 2 4 32 32 37 36
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 73,623
COMMITMENTS
5,647 434 1,465 60,730 60,024 67,842 61,923 5,781 11,700
CHANGES FROM 12/31/13 (CHANGE IN OPEN INTEREST: -13,486)
-531 -1,271 -688 -12,079 -14,988 -13,298 -16,947 -188 3,461
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 0.6 2.0 82.5 81.5 92.1 84.1 7.9 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 1 2 18 16 21 19
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 144,181
COMMITMENTS
18,706 15,940 7,537 107,443 116,401 133,686 139,878 10,495 4,303
CHANGES FROM 12/31/13 (CHANGE IN OPEN INTEREST: -4,185)
-102 -1,047 -472 -4,781 -2,418 -5,355 -3,937 1,170 -248
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.0 11.1 5.2 74.5 80.7 92.7 97.0 7.3 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 4 4 23 26 29 31
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 16,484
COMMITMENTS
1,240 341 0 14,481 15,436 15,721 15,777 763 707
CHANGES FROM 12/31/13 (CHANGE IN OPEN INTEREST: -9,145)
0 0 0 -8,742 -9,083 -8,742 -9,083 -403 -62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 2.1 0.0 87.8 93.6 95.4 95.7 4.6 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 0 11 11 12 12
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 80,998
COMMITMENTS
0 8,187 4,563 65,562 59,493 70,125 72,243 10,873 8,755
CHANGES FROM 12/31/13 (CHANGE IN OPEN INTEREST: -3,395)
0 562 -27 -2,856 -3,210 -2,883 -2,675 -512 -720
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 10.1 5.6 80.9 73.4 86.6 89.2 13.4 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 2 2 17 17 19 19
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 153,638
COMMITMENTS
0 102 1,391 146,914 142,425 148,305 143,918 5,333 9,720
CHANGES FROM 12/31/13 (CHANGE IN OPEN INTEREST: -13,052)
0 -214 161 -12,138 -14,433 -11,977 -14,486 -1,075 1,434
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.1 0.9 95.6 92.7 96.5 93.7 3.5 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 1 1 24 22 25 23
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 84,400
COMMITMENTS
0 0 0 69,541 81,449 69,541 81,449 14,859 2,951
CHANGES FROM 12/31/13 (CHANGE IN OPEN INTEREST: -3,361)
0 0 0 -4,185 -4,407 -4,185 -4,407 824 1,046
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 82.4 96.5 82.4 96.5 17.6 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 17 19 17 19
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 280,366
COMMITMENTS
900 2,672 2,518 272,997 268,537 276,415 273,727 3,951 6,639
CHANGES FROM 12/31/13 (CHANGE IN OPEN INTEREST: -20,783)
900 99 -519 -18,610 -20,888 -18,229 -21,308 -2,554 525
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 1.0 0.9 97.4 95.8 98.6 97.6 1.4 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
1 2 2 39 35 41 38
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 85,005
COMMITMENTS
4,372 10,021 2,561 75,304 60,220 82,237 72,802 2,768 12,203
CHANGES FROM 12/31/13 (CHANGE IN OPEN INTEREST: -4,404)
-687 -1,295 225 -3,844 -2,256 -4,306 -3,326 -98 -1,078
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 11.8 3.0 88.6 70.8 96.7 85.6 3.3 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 3 3 18 18 22 22
HENRY FIN PENULTIMATE 1-MO CALENDAR SPREAD OPTION - ICE FUTURES ENERGCode-0233AD
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2,500 MMbtus OPEN INTEREST: 88,433
COMMITMENTS
23,390 12,845 33,362 31,682 42,226 88,433 88,433 0 0
CHANGES FROM 12/31/13 (CHANGE IN OPEN INTEREST: 8,412)
2,202 1,814 4,107 2,102 2,490 8,412 8,412 0 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.4 14.5 37.7 35.8 47.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
5 7 8 3 8 13 18
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 98,887
COMMITMENTS
35,975 7,814 3,968 57,700 85,927 97,643 97,709 1,244 1,178
CHANGES FROM 12/31/13 (CHANGE IN OPEN INTEREST: -63,271)
-35,189 -3,813 -1,705 -26,257 -57,505 -63,151 -63,023 -120 -248
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.4 7.9 4.0 58.3 86.9 98.7 98.8 1.3 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
9 3 2 20 24 30 28
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 18,412
COMMITMENTS
634 0 0 17,282 18,102 17,916 18,102 496 310
CHANGES FROM 12/31/13 (CHANGE IN OPEN INTEREST: -11,060)
-248 0 0 -10,378 -10,595 -10,626 -10,595 -434 -465
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 0.0 0.0 93.9 98.3 97.3 98.3 2.7 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 0 0 13 17 14 17
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 108,831
COMMITMENTS
0 10,058 0 93,673 88,293 93,673 98,351 15,158 10,480
CHANGES FROM 12/31/13 (CHANGE IN OPEN INTEREST: -6,687)
0 0 0 -6,517 -6,001 -6,517 -6,001 -170 -686
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 9.2 0.0 86.1 81.1 86.1 90.4 13.9 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 2 0 24 22 24 24
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS - ICE FUTURES ENERCode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 60,329
COMMITMENTS
3,846 0 1,446 51,208 54,055 56,500 55,501 3,829 4,828
CHANGES FROM 12/31/13 (CHANGE IN OPEN INTEREST: -3,371)
849 0 -813 -3,207 -3,200 -3,171 -4,013 -200 642
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 0.0 2.4 84.9 89.6 93.7 92.0 6.3 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 2 11 13 13 15
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 111,244
COMMITMENTS
501 1,367 2,163 100,601 97,894 103,265 101,424 7,979 9,820
CHANGES FROM 12/31/13 (CHANGE IN OPEN INTEREST: -3,702)
128 -1,923 -301 -2,767 -2,437 -2,940 -4,661 -762 959
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 1.2 1.9 90.4 88.0 92.8 91.2 7.2 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 1 2 22 25 24 27
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 78,857
COMMITMENTS
279 0 1,084 73,164 70,565 74,527 71,649 4,330 7,208
CHANGES FROM 12/31/13 (CHANGE IN OPEN INTEREST: -11,840)
-974 0 -596 -9,983 -13,342 -11,553 -13,938 -287 2,098
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.0 1.4 92.8 89.5 94.5 90.9 5.5 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 1 17 16 18 17
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 272,794
COMMITMENTS
3,374 34,660 1,989 253,437 225,944 258,800 262,593 13,994 10,201
CHANGES FROM 12/31/13 (CHANGE IN OPEN INTEREST: -9,984)
-1,772 5,349 19 -7,234 -18,742 -8,987 -13,374 -997 3,390
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 12.7 0.7 92.9 82.8 94.9 96.3 5.1 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
1 2 2 31 26 33 29
SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 22,347
COMMITMENTS
3,039 0 0 18,564 21,708 21,603 21,708 744 639
CHANGES FROM 12/31/13 (CHANGE IN OPEN INTEREST: -8,070)
-1,301 0 0 -6,347 -7,841 -7,648 -7,841 -422 -229
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.6 0.0 0.0 83.1 97.1 96.7 97.1 3.3 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 0 0 12 10 15 10
SONAT - TIER 1 POOL (ZONE 0) - ICE FUTURES ENERGY DIV Code-0233C1
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 35,049
COMMITMENTS
0 0 0 32,744 34,900 32,744 34,900 2,305 149
CHANGES FROM 12/31/13 (CHANGE IN OPEN INTEREST: -5,648)
0 0 0 -5,473 -5,766 -5,473 -5,766 -175 118
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 93.4 99.6 93.4 99.6 6.6 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 12 18 12 18
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 37,304
COMMITMENTS
279 0 0 35,369 36,529 35,648 36,529 1,656 775
CHANGES FROM 12/31/13 (CHANGE IN OPEN INTEREST: -7,440)
-806 -1,364 -31 -6,907 -5,549 -7,744 -6,944 304 -496
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.0 0.0 94.8 97.9 95.6 97.9 4.4 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 0 16 13 17 13
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 233,838
COMMITMENTS
5,723 35,836 4,796 212,423 188,248 222,942 228,880 10,896 4,958
CHANGES FROM 12/31/13 (CHANGE IN OPEN INTEREST: -11,531)
-1,555 -627 1,114 -13,697 -11,453 -14,138 -10,966 2,607 -565
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 15.3 2.1 90.8 80.5 95.3 97.9 4.7 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
3 5 4 33 29 38 36
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 82,254
COMMITMENTS
8,184 1,503 431 69,408 75,758 78,023 77,692 4,231 4,562
CHANGES FROM 12/31/13 (CHANGE IN OPEN INTEREST: -5,459)
-1,271 1,503 431 -4,271 -6,875 -5,111 -4,941 -348 -518
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 1.8 0.5 84.4 92.1 94.9 94.5 5.1 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 1 1 19 16 22 17
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 76,728
COMMITMENTS
0 0 0 70,491 73,956 70,491 73,956 6,237 2,772
CHANGES FROM 12/31/13 (CHANGE IN OPEN INTEREST: -6,493)
0 0 0 -6,292 -5,966 -6,292 -5,966 -201 -527
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 91.9 96.4 91.9 96.4 8.1 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 19 15 19 15
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 86,785
COMMITMENTS
0 6,136 1,200 74,322 76,573 75,522 83,909 11,263 2,876
CHANGES FROM 12/31/13 (CHANGE IN OPEN INTEREST: -6,941)
0 -1,183 -151 -5,776 -5,336 -5,927 -6,670 -1,014 -271
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.1 1.4 85.6 88.2 87.0 96.7 13.0 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 3 1 20 17 21 20
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 11,174
COMMITMENTS
589 1,333 0 10,523 8,259 11,112 9,592 62 1,582
CHANGES FROM 12/31/13 (CHANGE IN OPEN INTEREST: -6,107)
0 -217 0 -5,921 -5,456 -5,921 -5,673 -186 -434
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 11.9 0.0 94.2 73.9 99.4 85.8 0.6 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 3 0 7 12 8 15
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 170,331
COMMITMENTS
19,876 7,893 10,330 139,103 151,384 169,310 169,607 1,021 724
CHANGES FROM 12/31/13 (CHANGE IN OPEN INTEREST: -4,305)
-1,397 -2,456 216 -3,469 -2,233 -4,649 -4,473 344 168
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.7 4.6 6.1 81.7 88.9 99.4 99.6 0.6 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
11 7 13 56 51 71 67
MID-C FINANCIAL PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 50,495
COMMITMENTS
2,220 26 3,474 44,777 46,995 50,471 50,495 24 0
CHANGES FROM 12/31/13 (CHANGE IN OPEN INTEREST: -2,464)
61 -26 178 -2,727 -2,616 -2,488 -2,464 24 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 0.1 6.9 88.7 93.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 1 3 19 21 22 25
MID-C FINANCIAL OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 478,944
COMMITMENTS
328 14,359 19,507 459,109 445,078 478,944 478,944 0 0
CHANGES FROM 12/31/13 (CHANGE IN OPEN INTEREST: -15,239)
-977 4,399 -5,375 -8,887 -14,263 -15,239 -15,239 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 3.0 4.1 95.9 92.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 1 1 19 20 21 21
PJM WH OFF PEAK REAL TIME - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,513,218
COMMITMENTS
33,486 2,695 29,737 1449995 1480786 1513218 1513218 0 0
CHANGES FROM 12/31/13 (CHANGE IN OPEN INTEREST: -94,349)
-17,874 -1,962 -3,342 -72,571 -88,483 -93,787 -93,787 -562 -562
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 0.2 2.0 95.8 97.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
5 2 4 42 40 48 45
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 52,446
COMMITMENTS
234 9,721 5,100 47,112 37,601 52,446 52,422 0 24
CHANGES FROM 12/31/13 (CHANGE IN OPEN INTEREST: 580)
-153 555 225 508 -224 580 556 -0 24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 18.5 9.7 89.8 71.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 5 5 25 23 31 30
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 357,848
COMMITMENTS
1,720 50,219 20,502 335,626 287,127 357,848 357,848 0 0
CHANGES FROM 12/31/13 (CHANGE IN OPEN INTEREST: 13,120)
1,264 -5,785 2,929 8,927 15,976 13,120 13,120 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 14.0 5.7 93.8 80.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 2 3 17 17 20 20
PJM AEP DAYTON RT OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 501,150
COMMITMENTS
25,291 744 3,944 471,915 496,462 501,150 501,150 0 0
CHANGES FROM 12/31/13 (CHANGE IN OPEN INTEREST: -28,536)
-449 0 -816 -27,271 -27,720 -28,536 -28,536 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 0.1 0.8 94.2 99.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
4 1 1 24 25 28 27
AEP DAYTON HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 55,067
COMMITMENTS
4,106 0 1,400 49,156 52,519 54,662 53,919 405 1,148
CHANGES FROM 12/31/13 (CHANGE IN OPEN INTEREST: -1,970)
-619 0 -420 -1,038 -2,550 -2,077 -2,970 107 1,000
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 0.0 2.5 89.3 95.4 99.3 97.9 0.7 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
4 0 2 24 26 28 28
AD HUB DA OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 mwh OPEN INTEREST: 1,985,874
COMMITMENTS
0 0 0 1985874 1985874 1985874 1985874 0 0
CHANGES FROM 12/31/13 (CHANGE IN OPEN INTEREST: -272,440)
0 0 0 -272,440 -272,440 -272,440 -272,440 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 14 11 14 11
PJM AEP DAYTON DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 mwh OPEN INTEREST: 936,080
COMMITMENTS
0 0 0 936,080 936,080 936,080 936,080 0 0
CHANGES FROM 12/31/13 (CHANGE IN OPEN INTEREST: -92,200)
0 -3,150 0 -92,200 -89,050 -92,200 -92,200 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 0 0 17 12 17 12
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 876,920
COMMITMENTS
12,080 0 0 864,840 876,920 876,920 876,920 0 0
CHANGES FROM 12/31/13 (CHANGE IN OPEN INTEREST: 11,280)
0 0 0 11,280 11,280 11,280 11,280 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.0 0.0 98.6 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 0 0 18 10 21 10
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 289,256
COMMITMENTS
11,496 408 1,176 276,584 287,672 289,256 289,256 0 0
CHANGES FROM 12/31/13 (CHANGE IN OPEN INTEREST: 1,616)
1,968 -408 408 -760 1,616 1,616 1,616 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 0.1 0.4 95.6 99.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 1 2 22 20 25 23
ERCOT - NORTH ZONE - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 12,243
COMMITMENTS
1,445 911 296 10,097 10,673 11,838 11,880 405 363
CHANGES FROM 12/31/13 (CHANGE IN OPEN INTEREST: 40)
0 40 0 40 0 40 40 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 7.4 2.4 82.5 87.2 96.7 97.0 3.3 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 3 3 18 16 23 20
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5MWh OPEN INTEREST: 1,036,900
COMMITMENTS
8,160 105,016 46,640 982,100 885,244 1036900 1036900 0 0
CHANGES FROM 12/31/13 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 10.1 4.5 94.7 85.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 1 14 15 16 16
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 362,500
COMMITMENTS
9,500 0 0 353,000 362,500 362,500 362,500 0 0
CHANGES FROM 12/31/13 (CHANGE IN OPEN INTEREST: 2,000)
0 0 0 2,000 2,000 2,000 2,000 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 0.0 0.0 97.4 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 0 0 20 13 22 13
MISO IN. RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWH PER LOT OPEN INTEREST: 203,370
COMMITMENTS
3,150 0 0 200,220 203,370 203,370 203,370 0 0
CHANGES FROM 12/31/13 (CHANGE IN OPEN INTEREST: 6,350)
0 0 0 6,350 6,350 6,350 6,350 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
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: 30)
1 0 0 26 23 27 23
MISO CINERGY HUB (REAL-TIME LMP) - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 22,449
COMMITMENTS
828 351 361 18,689 20,800 19,878 21,512 2,571 937
CHANGES FROM 12/31/13 (CHANGE IN OPEN INTEREST: 491)
-170 -551 42 152 979 24 470 467 21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 1.6 1.6 83.3 92.7 88.5 95.8 11.5 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 2 3 23 23 26 27
Nepool MH DA LMP Offpk Mon Min - ICE FUTURES ENERGY DIV Code-0643B9
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any multiple of 5 MWh OPEN INTEREST: 2,866,761
COMMITMENTS
0 380,297 206,444 2660317 2280020 2866761 2866761 0 0
CHANGES FROM 12/31/13 (CHANGE IN OPEN INTEREST: -144,230)
0 2,184 -33,704 -110,526 -112,710 -144,230 -144,230 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 13.3 7.2 92.8 79.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
0 4 2 32 27 34 31
ISO NE MASS PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any multiple of 16 MWh OPEN INTEREST: 870,655
COMMITMENTS
9,567 116,423 39,416 821,672 714,772 870,655 870,611 0 44
CHANGES FROM 12/31/13 (CHANGE IN OPEN INTEREST: -52,021)
4,852 7,147 -24,554 -32,319 -34,455 -52,021 -51,862 0 -159
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 13.4 4.5 94.4 82.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
2 7 5 37 33 42 42
N. ILLINOIS HUB DAY AHEAD LMP, OFF PEAK MONTHLY - ICE FUTURES ENERGY Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 MWH OPEN INTEREST: 2,063,749
COMMITMENTS
0 0 0 2063749 2063749 2063749 2063749 0 0
CHANGES FROM 12/31/13 (CHANGE IN OPEN INTEREST: -159,120)
0 0 0 -159,120 -159,120 -159,120 -159,120 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 17 8 17 8
PJM NI DAY AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 mwh OPEN INTEREST: 611,750
COMMITMENTS
0 0 0 611,750 611,750 611,750 611,750 0 0
CHANGES FROM 12/31/13 (CHANGE IN OPEN INTEREST: -50,555)
0 0 0 -50,555 -50,555 -50,555 -50,555 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 20 12 20 12
ISO NE MASS DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 500,029
COMMITMENTS
118,249 5,952 19,106 362,674 474,971 500,029 500,029 0 0
CHANGES FROM 12/31/13 (CHANGE IN OPEN INTEREST: -42,328)
-5,232 0 -2,040 -35,056 -40,288 -42,328 -42,328 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.6 1.2 3.8 72.5 95.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
3 1 2 31 26 34 29
NEPOOL MASS HUB (DAY-AHEAD LMP) - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 37,456
COMMITMENTS
6,783 2,686 693 28,708 33,991 36,184 37,370 1,272 86
CHANGES FROM 12/31/13 (CHANGE IN OPEN INTEREST: -2,847)
-209 -317 -58 -3,006 -2,473 -3,273 -2,848 426 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.1 7.2 1.9 76.6 90.7 96.6 99.8 3.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 3 1 26 26 29 30
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 29,778
COMMITMENTS
7,467 246 1,328 20,983 28,204 29,778 29,778 0 0
CHANGES FROM 12/31/13 (CHANGE IN OPEN INTEREST: 782)
-714 94 664 832 24 782 782 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.1 0.8 4.5 70.5 94.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 2 2 20 12 23 15
CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BR
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
25MWh OPEN INTEREST: 257,516
COMMITMENTS
119,002 4,320 344 138,170 252,852 257,516 257,516 0 0
CHANGES FROM 12/31/13 (CHANGE IN OPEN INTEREST: 2,736)
952 2,416 0 1,784 320 2,736 2,736 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.2 1.7 0.1 53.7 98.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 2 1 16 10 18 13
PJM NI REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 500,605
COMMITMENTS
14,008 8,438 17,841 468,756 474,326 500,605 500,605 0 0
CHANGES FROM 12/31/13 (CHANGE IN OPEN INTEREST: -30,795)
2,448 1,183 -4,080 -29,163 -27,898 -30,795 -30,795 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 1.7 3.6 93.6 94.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 2 1 22 15 24 17
NORTHERN ILLINOIS HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 28,828
COMMITMENTS
6,066 0 40 22,339 28,427 28,445 28,467 383 361
CHANGES FROM 12/31/13 (CHANGE IN OPEN INTEREST: -1,619)
-379 0 0 -1,367 -1,683 -1,746 -1,683 127 64
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.0 0.0 0.1 77.5 98.6 98.7 98.7 1.3 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 0 1 22 17 24 18
NYISO ZONE J - ICE FUTURES ENERGY DIV Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 6,875
COMMITMENTS
84 468 0 6,006 6,131 6,090 6,599 785 276
CHANGES FROM 12/31/13 (CHANGE IN OPEN INTEREST: -483)
-21 0 0 -378 -462 -399 -462 -84 -21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 6.8 0.0 87.4 89.2 88.6 96.0 11.4 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 0 15 13 16 14
NYISO ZONE A - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 18,315
COMMITMENTS
1,685 746 42 16,504 17,357 18,231 18,145 84 170
CHANGES FROM 12/31/13 (CHANGE IN OPEN INTEREST: -1,557)
-42 -149 -126 -1,410 -1,346 -1,578 -1,621 21 64
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 4.1 0.2 90.1 94.8 99.5 99.1 0.5 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 1 1 20 21 23 23
NYISO ZONE A (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 256,058
COMMITMENTS
42,624 392 0 213,434 255,666 256,058 256,058 0 0
CHANGES FROM 12/31/13 (CHANGE IN OPEN INTEREST: -28,968)
3,672 -2,448 -4,488 -28,152 -22,032 -28,968 -28,968 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.6 0.2 0.0 83.4 99.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 1 0 15 19 17 20
NYISO ZONE G - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 15,724
COMMITMENTS
1,119 444 128 13,964 14,961 15,211 15,533 513 191
CHANGES FROM 12/31/13 (CHANGE IN OPEN INTEREST: -1,267)
-45 161 -128 -1,202 -1,279 -1,375 -1,246 108 -21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 2.8 0.8 88.8 95.1 96.7 98.8 3.3 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
4 1 2 19 23 23 26
NYISO ZONE G (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 177,252
COMMITMENTS
40 7,872 1,096 176,116 168,284 177,252 177,252 0 0
CHANGES FROM 12/31/13 (CHANGE IN OPEN INTEREST: -20,400)
-2,408 1,688 312 -18,304 -22,400 -20,400 -20,400 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.4 0.6 99.4 94.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 1 18 17 19 19
PALO VERDE - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 21,183
COMMITMENTS
0 3,243 1,996 19,187 15,944 21,183 21,183 0 0
CHANGES FROM 12/31/13 (CHANGE IN OPEN INTEREST: -1,327)
0 248 -75 -1,252 -1,500 -1,327 -1,327 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 15.3 9.4 90.6 75.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 1 14 14 15 15
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 MWh OPEN INTEREST: 664,378
COMMITMENTS
0 38,540 0 664,378 625,838 664,378 664,378 0 0
CHANGES FROM 12/31/13 (CHANGE IN OPEN INTEREST: -52,632)
0 -8,160 0 -52,632 -44,472 -52,632 -52,632 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.8 0.0 100.0 94.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 1 0 17 12 17 13
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 190,065
COMMITMENTS
0 3,225 0 190,065 186,840 190,065 190,065 0 0
CHANGES FROM 12/31/13 (CHANGE IN OPEN INTEREST: -20,595)
0 -1,050 0 -20,595 -19,545 -20,595 -20,595 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.7 0.0 100.0 98.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 1 0 20 12 20 13
PJM JCPL ZONE DAY-AHEAD - ICE FUTURES ENERGY DIV Code-0643CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 Mwh OPEN INTEREST: 275,700
COMMITMENTS
0 0 0 275,700 275,700 275,700 275,700 0 0
CHANGES FROM 12/31/13 (CHANGE IN OPEN INTEREST: 15,410)
0 0 0 15,410 15,410 15,410 15,410 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 19 10 19 10
PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643CV
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 Mwh OPEN INTEREST: 967,425
COMMITMENTS
0 0 0 967,425 967,425 967,425 967,425 0 0
CHANGES FROM 12/31/13 (CHANGE IN OPEN INTEREST: 66,920)
0 0 0 66,920 66,920 66,920 66,920 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 17 6 17 6
PJM PECO ZONE (DA LMP) PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 147,210
COMMITMENTS
0 0 0 147,210 147,210 147,210 147,210 0 0
CHANGES FROM 12/31/13 (CHANGE IN OPEN INTEREST: -3,370)
0 0 0 -3,370 -3,370 -3,370 -3,370 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 14 12 14 12
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mwh OPEN INTEREST: 654,380
COMMITMENTS
0 0 0 654,380 654,380 654,380 654,380 0 0
CHANGES FROM 12/31/13 (CHANGE IN OPEN INTEREST: -13,667)
0 0 0 -13,667 -13,667 -13,667 -13,667 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 13 15 13
PJM PEPCO DAY-AHEAD - ICE FUTURES ENERGY DIV Code-0643D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 203,525
COMMITMENTS
0 0 0 203,525 203,525 203,525 203,525 0 0
CHANGES FROM 12/31/13 (CHANGE IN OPEN INTEREST: -11,865)
0 0 0 -11,865 -11,865 -11,865 -11,865 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 21 13 21 13
PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643D5
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 MWh OPEN INTEREST: 577,135
COMMITMENTS
0 0 0 577,135 577,135 577,135 577,135 0 0
CHANGES FROM 12/31/13 (CHANGE IN OPEN INTEREST: -39,576)
0 0 0 -39,576 -39,576 -39,576 -39,576 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 13 19 13
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 MWh OPEN INTEREST: 1,247,987
COMMITMENTS
0 0 0 1247987 1247987 1247987 1247987 0 0
CHANGES FROM 12/31/13 (CHANGE IN OPEN INTEREST: -20,758)
0 0 0 -20,758 -20,758 -20,758 -20,758 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 20 8 20 8
PJM PPL ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 325,565
COMMITMENTS
0 0 0 325,565 325,565 325,565 325,565 0 0
CHANGES FROM 12/31/13 (CHANGE IN OPEN INTEREST: -2,480)
0 0 0 -2,480 -2,480 -2,480 -2,480 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: 26)
0 0 0 21 9 21 9
PJM WESTERN HUB (DAY-AHEAD OFF PEAK) - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 MWh OPEN INTEREST: 8,845,695
COMMITMENTS
136,490 0 0 8709205 8845695 8845695 8845695 0 0
CHANGES FROM 12/31/13 (CHANGE IN OPEN INTEREST: -588,127)
-16,320 0 0 -571,807 -588,127 -588,127 -588,127 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: 48)
3 0 0 36 26 39 26
PJM WESTERN HUB (DAY-AHEAD) - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 2,881,730
COMMITMENTS
39,450 0 0 2842280 2881730 2881730 2881730 0 0
CHANGES FROM 12/31/13 (CHANGE IN OPEN INTEREST: -188,095)
-4,410 0 0 -183,685 -188,095 -188,095 -188,095 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.0 0.0 98.6 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
2 0 0 43 29 45 29
PJM WESTERN HUB MINI (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 3,163,380
COMMITMENTS
511,428 261,476 100,130 2550042 2799994 3161600 3161600 1,780 1,780
CHANGES FROM 12/31/13 (CHANGE IN OPEN INTEREST: 5,752)
-14,218 -16,404 17,444 747 2,932 3,972 3,972 1,780 1,780
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.2 8.3 3.2 80.6 88.5 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
4 9 7 42 40 52 50
PJM WH REAL TIME MINI OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
MWh (Megawatt Hours) OPEN INTEREST: 6,590,691
COMMITMENTS
157,316 186,880 159,093 6274282 6244718 6590691 6590691 0 0
CHANGES FROM 12/31/13 (CHANGE IN OPEN INTEREST: -81,224)
408 -6,120 -2,856 -78,776 -72,248 -81,224 -81,224 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 2.8 2.4 95.2 94.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
4 2 2 34 29 38 33
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 606,540
COMMITMENTS
3,200 2,100 0 603,340 604,440 606,540 606,540 0 0
CHANGES FROM 12/31/13 (CHANGE IN OPEN INTEREST: -23,945)
0 -1,260 0 -23,945 -22,685 -23,945 -23,945 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.3 0.0 99.5 99.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 1 0 28 14 29 15
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 MWh OPEN INTEREST: 2,045,345
COMMITMENTS
14,880 0 0 2030465 2045345 2045345 2045345 0 0
CHANGES FROM 12/31/13 (CHANGE IN OPEN INTEREST: -118,560)
0 -2,856 0 -118,560 -115,704 -118,560 -118,560 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.0 0.0 99.3 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 0 0 26 13 27 13
NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 16 MEGAWATTS PER HOUR) OPEN INTEREST: 99,535
COMMITMENTS
16,782 12,330 2,010 78,593 83,805 97,385 98,145 2,150 1,390
CHANGES FROM 12/31/13 (CHANGE IN OPEN INTEREST: -2,310)
-546 0 -525 -1,239 -1,785 -2,310 -2,310 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.9 12.4 2.0 79.0 84.2 97.8 98.6 2.2 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 1 1 19 13 22 15
NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C76
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 16 MEGAWATTS PER HOUR) OPEN INTEREST: 98,285
COMMITMENTS
1,260 12,285 1,050 95,613 84,950 97,923 98,285 362 0
CHANGES FROM 12/31/13 (CHANGE IN OPEN INTEREST: -2,055)
0 1,075 -525 -1,404 -2,605 -1,929 -2,055 -126 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 12.5 1.1 97.3 86.4 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 3 1 20 13 22 16
Updated January 10, 2014