NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 5,919,800
COMMITMENTS
1156157 112,579 1651842 3073782 4142065 5881781 5906486 38,019 13,314
CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 109,106)
34,384 -341 25,671 50,337 81,504 110,392 106,834 -1,286 2,272
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.5 1.9 27.9 51.9 70.0 99.4 99.8 0.6 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 218)
57 16 61 136 120 208 182
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 2,867,221
COMMITMENTS
121,918 97,956 1288883 1455845 1479628 2866647 2866468 575 754
CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 46,160)
21,303 14,188 15,055 9,790 16,898 46,149 46,141 11 19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 3.4 45.0 50.8 51.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
23 22 42 54 59 98 102
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 239,022
COMMITMENTS
28,178 7,804 5,464 188,067 219,152 221,709 232,420 17,313 6,602
CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 4,021)
8,555 -1,454 -1,946 -1,727 8,180 4,882 4,780 -861 -759
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 3.3 2.3 78.7 91.7 92.8 97.2 7.2 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
8 1 6 26 27 35 33
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 181,640
COMMITMENTS
13,340 1,074 2,067 161,628 172,872 177,035 176,013 4,605 5,627
CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 6,335)
-1,986 -432 -653 9,827 10,504 7,188 9,419 -853 -3,084
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 0.6 1.1 89.0 95.2 97.5 96.9 2.5 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 1 4 30 29 34 33
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 219,875
COMMITMENTS
23,785 4,869 6,387 179,375 202,600 209,547 213,856 10,328 6,019
CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 6,746)
-807 2,888 -554 7,284 2,432 5,923 4,766 823 1,980
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 2.2 2.9 81.6 92.1 95.3 97.3 4.7 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
4 2 4 23 27 29 31
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 764,211
COMMITMENTS
30,809 2,033 4,186 721,530 751,804 756,525 758,023 7,686 6,188
CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 13,628)
1,237 -645 2,268 8,653 12,409 12,158 14,032 1,470 -404
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 0.3 0.5 94.4 98.4 99.0 99.2 1.0 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
4 2 5 48 37 54 42
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 238,384
COMMITMENTS
16,538 14,758 886 214,459 216,942 231,883 232,586 6,501 5,798
CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 4,220)
250 0 36 5,511 3,847 5,797 3,883 -1,577 337
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 6.2 0.4 90.0 91.0 97.3 97.6 2.7 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
4 1 1 31 30 35 32
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 227,036
COMMITMENTS
1,605 0 2,824 217,887 219,535 222,316 222,359 4,720 4,677
CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 4,084)
-797 0 -6 3,831 4,425 3,028 4,419 1,056 -335
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.0 1.2 96.0 96.7 97.9 97.9 2.1 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
4 0 3 33 33 37 36
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 74,292
COMMITMENTS
5,492 496 1,440 62,040 63,896 68,972 65,832 5,320 8,460
CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: -304)
-2,188 31 -40 1,863 -286 -365 -295 61 -9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 0.7 1.9 83.5 86.0 92.8 88.6 7.2 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 1 2 17 17 20 20
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 149,702
COMMITMENTS
19,589 16,082 8,423 111,587 121,766 139,599 146,271 10,103 3,431
CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 2,147)
455 604 272 1,812 1,153 2,539 2,029 -392 118
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.1 10.7 5.6 74.5 81.3 93.3 97.7 6.7 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 4 4 25 29 31 34
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 22,448
COMMITMENTS
2,528 1,685 0 18,821 20,180 21,349 21,865 1,099 583
CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 644)
0 0 0 476 992 476 992 168 -348
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 7.5 0.0 83.8 89.9 95.1 97.4 4.9 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 0 11 12 12 13
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 82,239
COMMITMENTS
0 7,964 4,604 67,892 60,826 72,496 73,394 9,743 8,845
CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: -134)
0 -604 -119 420 499 301 -224 -435 90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 9.7 5.6 82.6 74.0 88.2 89.2 11.8 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 2 2 19 17 21 19
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 164,528
COMMITMENTS
698 0 1,058 156,529 156,652 158,285 157,710 6,243 6,818
CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 3,832)
256 0 -97 2,643 4,602 2,802 4,505 1,030 -673
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.0 0.6 95.1 95.2 96.2 95.9 3.8 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 0 1 26 23 27 24
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 84,370
COMMITMENTS
0 0 0 70,982 82,663 70,982 82,663 13,388 1,707
CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 326)
0 0 0 1,583 1,570 1,583 1,570 -1,257 -1,244
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 84.1 98.0 84.1 98.0 15.9 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 0 0 18 22 18 22
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 285,653
COMMITMENTS
2,077 2,298 1,599 277,306 273,574 280,982 277,471 4,671 8,182
CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 4,331)
0 406 -319 3,780 2,615 3,461 2,702 870 1,629
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.8 0.6 97.1 95.8 98.4 97.1 1.6 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
1 2 3 41 37 44 40
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 85,543
COMMITMENTS
3,009 11,351 2,353 76,681 59,797 82,043 73,501 3,500 12,042
CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: -360)
-241 -365 -329 -404 213 -974 -481 614 121
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 13.3 2.8 89.6 69.9 95.9 85.9 4.1 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 4 2 21 20 24 24
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BA - ICE FUTURES ENERCode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 65,887
COMMITMENTS
0 3,228 825 52,502 53,317 53,327 57,370 12,560 8,517
CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 3,796)
0 -124 488 1,722 4,292 2,210 4,656 1,586 -860
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.9 1.3 79.7 80.9 80.9 87.1 19.1 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 1 17 16 18 17
HENRY FIN PENULTIMATE 1-MO CALENDAR SPREAD OPTION - ICE FUTURES ENERGCode-0233AD
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2,500 MMbtus OPEN INTEREST: 106,930
COMMITMENTS
29,709 16,670 40,443 36,778 49,817 106,930 106,930 -0 0
CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 34)
940 65 284 -1,190 -315 34 34 -0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.8 15.6 37.8 34.4 46.6 100.0 100.0 -0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
5 7 8 3 8 13 18
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 123,715
COMMITMENTS
26,844 2,824 3,696 92,004 110,246 122,544 116,766 1,171 6,949
CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 4,115)
1,369 -1,456 2,576 -93 3,423 3,852 4,543 263 -428
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.7 2.3 3.0 74.4 89.1 99.1 94.4 0.9 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
5 1 2 10 17 16 19
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 105,187
COMMITMENTS
38,961 6,358 7,664 57,112 89,193 103,737 103,215 1,450 1,972
CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 3,528)
1,369 -1,456 2,576 -560 2,470 3,385 3,590 143 -62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.0 6.0 7.3 54.3 84.8 98.6 98.1 1.4 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
10 3 2 20 27 31 31
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 21,192
COMMITMENTS
0 0 0 20,510 20,882 20,510 20,882 682 310
CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 672)
-634 0 0 1,120 672 486 672 186 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.8 98.5 96.8 98.5 3.2 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 0 0 13 20 13 20
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 114,698
COMMITMENTS
0 10,058 0 101,889 92,948 101,889 103,006 12,809 11,692
CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 3,201)
0 428 0 3,621 1,176 3,621 1,604 -420 1,597
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 8.8 0.0 88.8 81.0 88.8 89.8 11.2 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
0 2 0 29 28 29 30
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS - ICE FUTURES ENERCode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 66,721
COMMITMENTS
1,941 0 2,139 56,817 58,112 60,897 60,251 5,824 6,470
CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 6,392)
-1,905 0 693 5,609 4,057 4,397 4,750 1,995 1,642
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 0.0 3.2 85.2 87.1 91.3 90.3 8.7 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 1 11 16 12 17
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 110,048
COMMITMENTS
0 176 1,823 100,547 95,197 102,370 97,196 7,678 12,852
CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: -1,673)
-1,366 176 38 -286 -1,719 -1,614 -1,505 -59 -168
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.2 1.7 91.4 86.5 93.0 88.3 7.0 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 1 1 22 24 23 25
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 81,525
COMMITMENTS
139 0 1,023 76,471 73,859 77,633 74,882 3,892 6,643
CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 1,039)
139 0 1,023 1,257 1,012 2,419 2,035 -1,380 -996
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.0 1.3 93.8 90.6 95.2 91.9 4.8 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 1 18 17 19 18
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 27,802
COMMITMENTS
4,902 1,406 0 21,361 24,528 26,263 25,934 1,539 1,868
CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 3,416)
1,960 896 0 1,344 2,600 3,304 3,496 112 -80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.6 5.1 0.0 76.8 88.2 94.5 93.3 5.5 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 2 0 10 15 13 17
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 123,095
COMMITMENTS
799 2,354 475 114,577 118,220 115,851 121,049 7,244 2,046
CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 2,777)
69 0 -95 2,675 3,096 2,649 3,001 128 -224
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 1.9 0.4 93.1 96.0 94.1 98.3 5.9 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 1 1 18 16 20 18
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 279,502
COMMITMENTS
7,708 29,861 2,872 252,049 239,360 262,629 272,093 16,873 7,409
CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 5,413)
3,914 -908 -657 2,683 8,822 5,940 7,257 -527 -1,844
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 10.7 1.0 90.2 85.6 94.0 97.3 6.0 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
2 2 2 32 27 35 30
SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 30,592
COMMITMENTS
3,711 0 0 25,795 29,505 29,506 29,505 1,086 1,087
CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 2,422)
672 0 0 1,666 2,142 2,338 2,142 84 280
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 0.0 0.0 84.3 96.4 96.5 96.4 3.5 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 0 0 13 12 16 12
SONAT - TIER 1 POOL (ZONE 0) - ICE FUTURES ENERGY DIV Code-0233C1
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 35,274
COMMITMENTS
0 0 0 32,941 35,243 32,941 35,243 2,333 31
CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 448)
0 0 0 448 448 448 448 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 93.4 99.9 93.4 99.9 6.6 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 13 19 13 19
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 42,628
COMMITMENTS
1,991 0 0 38,813 41,573 40,804 41,573 1,824 1,055
CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 820)
1,712 0 0 -1,004 652 708 652 112 168
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 0.0 0.0 91.1 97.5 95.7 97.5 4.3 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 0 0 15 13 17 13
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 237,079
COMMITMENTS
4,280 36,132 4,273 218,874 194,133 227,427 234,538 9,652 2,541
CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: -1,514)
-462 221 -369 -1,760 59 -2,591 -89 1,077 -1,425
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 15.2 1.8 92.3 81.9 95.9 98.9 4.1 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
1 5 4 36 31 41 36
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 89,406
COMMITMENTS
9,094 0 422 76,063 85,895 85,579 86,317 3,827 3,089
CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 2,764)
631 -222 -712 2,120 3,542 2,039 2,608 725 156
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 0.0 0.5 85.1 96.1 95.7 96.5 4.3 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 0 1 22 21 25 22
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 79,324
COMMITMENTS
0 0 0 73,087 76,524 73,087 76,524 6,237 2,800
CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 176)
0 0 0 176 176 176 176 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 92.1 96.5 92.1 96.5 7.9 3.5
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 01/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 90,225
COMMITMENTS
0 6,383 1,107 76,982 76,318 78,089 83,808 12,136 6,417
CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: -1,952)
0 611 -655 -1,513 -2,218 -2,168 -2,262 216 310
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.1 1.2 85.3 84.6 86.5 92.9 13.5 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 3 1 21 17 22 20
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 13,078
COMMITMENTS
869 1,613 0 12,091 9,883 12,960 11,496 118 1,582
CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 840)
56 0 0 728 840 784 840 56 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 12.3 0.0 92.5 75.6 99.1 87.9 0.9 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 3 0 8 12 10 15
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 177,860
COMMITMENTS
19,904 5,899 12,261 144,555 158,834 176,719 176,994 1,141 866
CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: -5,279)
677 -1,347 620 -6,733 -4,668 -5,437 -5,395 158 116
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 3.3 6.9 81.3 89.3 99.4 99.5 0.6 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
8 9 13 59 55 72 72
MID-C FINANCIAL PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 55,666
COMMITMENTS
2,555 26 3,859 49,204 51,781 55,618 55,666 48 0
CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 3,280)
189 0 222 2,845 3,058 3,256 3,280 24 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 0.0 6.9 88.4 93.0 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 1 3 21 21 24 25
MID-C FINANCIAL OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 493,863
COMMITMENTS
2,008 19,898 17,400 474,455 456,565 493,863 493,863 0 0
CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 5,084)
-8 -3,970 1,371 3,721 7,683 5,084 5,084 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 4.0 3.5 96.1 92.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 2 2 20 21 22 24
PJM WH OFF PEAK REAL TIME - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,502,906
COMMITMENTS
31,337 1,802 29,070 1442499 1472034 1502906 1502906 0 -0
CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: -6,196)
-744 768 -768 -4,684 -6,196 -6,196 -6,196 0 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 0.1 1.9 96.0 97.9 100.0 100.0 0.0 -0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
6 2 4 41 42 48 47
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 51,045
COMMITMENTS
908 8,911 5,119 45,018 37,015 51,045 51,045 0 0
CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 1,579)
108 -469 325 1,145 1,722 1,579 1,579 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 17.5 10.0 88.2 72.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 3 4 21 22 25 28
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 347,800
COMMITMENTS
3,648 39,539 25,030 319,122 283,231 347,800 347,800 0 0
CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 7,352)
0 0 640 6,712 6,712 7,352 7,352 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 11.4 7.2 91.8 81.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 1 2 14 14 17 16
PJM AEP DAYTON RT OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 489,315
COMMITMENTS
35,800 744 1,584 451,931 486,987 489,315 489,315 0 0
CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: -9,339)
3,495 0 -768 -12,066 -8,571 -9,339 -9,339 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 0.2 0.3 92.4 99.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
5 1 1 24 27 29 29
AEP DAYTON HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 52,588
COMMITMENTS
3,892 2 1,752 46,581 49,413 52,225 51,167 363 1,421
CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: -3,481)
-419 2 206 -3,226 -3,708 -3,439 -3,500 -42 19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 0.0 3.3 88.6 94.0 99.3 97.3 0.7 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
4 1 3 26 30 31 33
AD HUB DA OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 mwh OPEN INTEREST: 3,028,790
COMMITMENTS
0 0 0 3028790 3028790 3028790 3028790 0 0
CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 796,366)
0 0 0 796,366 796,366 796,366 796,366 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 17 11 17 11
AD HUB DA PEAK DAILY - ICE FUTURES ENERGY DIV Code-06439E
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 mwh OPEN INTEREST: 12,150
COMMITMENTS
1,000 0 0 10,900 11,400 11,900 11,400 250 750
CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 0.0 0.0 89.7 93.8 97.9 93.8 2.1 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 0 0 14 13 16 13
PJM AEP DAYTON DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 mwh OPEN INTEREST: 1,236,450
COMMITMENTS
0 0 0 1236450 1236450 1236450 1236450 0 0
CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 234,370)
0 0 0 234,370 234,370 234,370 234,370 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: 27)
0 0 0 19 12 19 12
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 729,640
COMMITMENTS
3,920 0 0 725,720 729,640 729,640 729,640 0 0
CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 7,040)
0 0 0 7,040 7,040 7,040 7,040 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.0 0.0 99.5 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 0 16 10 17 10
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 285,216
COMMITMENTS
9,040 0 1,568 274,608 283,648 285,216 285,216 0 0
CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 3,544)
-832 0 416 3,960 3,128 3,544 3,544 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 0.0 0.5 96.3 99.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 0 1 22 17 24 18
ERCOT - NORTH ZONE - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 12,202
COMMITMENTS
1,637 736 212 9,801 10,958 11,650 11,906 552 296
CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 657)
276 -322 63 277 896 616 637 41 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.4 6.0 1.7 80.3 89.8 95.5 97.6 4.5 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 3 3 15 17 20 21
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 335,125
COMMITMENTS
10,600 0 0 324,525 335,125 335,125 335,125 0 0
CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 0.0 0.0 96.8 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 0 0 16 12 17 12
MISO IN. RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWH PER LOT OPEN INTEREST: 191,550
COMMITMENTS
2,625 0 0 188,925 191,550 191,550 191,550 0 0
CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 3,825)
0 0 0 3,825 3,825 3,825 3,825 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)
1 0 0 19 14 20 14
MISO CINERGY HUB (REAL-TIME LMP) - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 22,535
COMMITMENTS
827 352 384 19,090 20,480 20,301 21,216 2,234 1,319
CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 403)
-148 0 43 465 148 360 191 43 212
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 1.6 1.7 84.7 90.9 90.1 94.1 9.9 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 2 1 23 24 24 27
Nepool MH DA LMP Offpk Mon Min - ICE FUTURES ENERGY DIV Code-0643B9
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any multiple of 5 MWh OPEN INTEREST: 2,948,626
COMMITMENTS
512 386,858 203,466 2744648 2358302 2948626 2948626 0 0
CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 65,503)
0 3,233 -834 66,337 63,104 65,503 65,503 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 13.1 6.9 93.1 80.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
1 3 2 32 27 34 31
ISO NE MASS PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any multiple of 16 MWh OPEN INTEREST: 895,932
COMMITMENTS
8,507 122,668 40,395 847,009 732,804 895,911 895,867 21 65
CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 16,399)
-1,553 6,205 107 17,845 10,066 16,399 16,378 0 21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 13.7 4.5 94.5 81.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
1 8 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 01/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 MWH OPEN INTEREST: 2,176,293
COMMITMENTS
0 0 0 2176293 2176293 2176293 2176293 0 0
CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 15,744)
0 0 0 15,744 15,744 15,744 15,744 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 NI DAY AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 mwh OPEN INTEREST: 648,275
COMMITMENTS
0 0 0 648,275 648,275 648,275 648,275 0 0
CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 7,235)
0 0 0 7,235 7,235 7,235 7,235 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: 28)
0 0 0 23 14 23 14
ISO NE MASS DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 506,959
COMMITMENTS
115,412 6,766 19,523 372,024 480,670 506,959 506,959 0 0
CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 2,636)
-817 814 417 3,036 1,405 2,636 2,636 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.8 1.3 3.9 73.4 94.8 100.0 100.0 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 01/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 38,223
COMMITMENTS
6,494 2,540 714 29,956 34,779 37,164 38,033 1,059 190
CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 461)
-146 -2 -41 905 483 718 440 -257 21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.0 6.6 1.9 78.4 91.0 97.2 99.5 2.8 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 2 1 28 26 31 29
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 28,365
COMMITMENTS
7,990 728 1,228 19,147 26,409 28,365 28,365 0 0
CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 867)
834 128 0 33 739 867 867 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.2 2.6 4.3 67.5 93.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 2 1 19 7 21 10
CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BR
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
25MWh OPEN INTEREST: 239,985
COMMITMENTS
116,298 3,070 0 123,687 236,915 239,985 239,985 0 0
CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 4,368)
0 0 0 4,368 4,368 4,368 4,368 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.5 1.3 0.0 51.5 98.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 2 0 16 7 18 9
PJM NI REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 508,565
COMMITMENTS
4,680 16,964 17,489 486,396 474,112 508,565 508,565 0 0
CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 5,952)
0 2,752 0 5,952 3,200 5,952 5,952 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 3.3 3.4 95.6 93.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 3 1 22 18 24 21
NORTHERN ILLINOIS HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 30,945
COMMITMENTS
6,139 0 224 24,242 30,320 30,605 30,544 340 401
CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 397)
-1 0 0 418 377 417 377 -20 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.8 0.0 0.7 78.3 98.0 98.9 98.7 1.1 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 0 2 23 20 26 22
NYISO ZONE J - ICE FUTURES ENERGY DIV Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 7,111
COMMITMENTS
44 1,020 0 6,282 5,815 6,326 6,835 785 276
CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: -20)
-40 40 0 20 -60 -20 -20 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 14.3 0.0 88.3 81.8 89.0 96.1 11.0 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 2 0 15 13 16 15
NYISO ZONE A - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 18,078
COMMITMENTS
1,467 727 104 16,147 17,100 17,718 17,931 360 147
CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: -88)
0 -22 0 -88 -45 -88 -67 0 -21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 4.0 0.6 89.3 94.6 98.0 99.2 2.0 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 2 3 19 20 24 23
NYISO ZONE A (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 264,274
COMMITMENTS
41,920 392 0 222,354 263,882 264,274 264,274 0 0
CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 8,216)
-704 0 0 8,920 8,216 8,216 8,216 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.9 0.1 0.0 84.1 99.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 1 0 16 19 18 20
NYISO ZONE G - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 16,186
COMMITMENTS
2,007 504 360 13,286 15,068 15,653 15,932 533 254
CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 41)
122 0 0 -39 41 83 41 -42 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 3.1 2.2 82.1 93.1 96.7 98.4 3.3 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
7 1 4 19 23 26 28
NYISO ZONE G (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 178,308
COMMITMENTS
1,096 8,928 744 176,468 168,636 178,308 178,308 0 0
CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 5.0 0.4 99.0 94.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 1 20 17 21 19
PALO VERDE - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 21,340
COMMITMENTS
0 3,858 1,766 19,574 15,716 21,340 21,340 0 0
CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 180)
0 231 -154 334 103 180 180 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 18.1 8.3 91.7 73.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 1 15 16 16 17
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14 |
--------------------------------------------------------------| 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 01/14/14 (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 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 01/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 191,090
COMMITMENTS
0 3,225 0 191,090 187,865 191,090 191,090 0 0
CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.7 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 01/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 Mwh OPEN INTEREST: 300,900
COMMITMENTS
0 0 0 300,900 300,900 300,900 300,900 0 0
CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: -500)
0 0 0 -500 -500 -500 -500 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 01/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 Mwh OPEN INTEREST: 1,060,865
COMMITMENTS
0 0 0 1060865 1060865 1060865 1060865 0 0
CHANGES FROM 01/14/14 (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 18 6 18 6
PJM PECO ZONE (DA LMP) PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 152,010
COMMITMENTS
0 0 0 152,010 152,010 152,010 152,010 0 0
CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 3,200)
0 0 0 3,200 3,200 3,200 3,200 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: 21)
0 0 0 15 13 15 13
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14 |
--------------------------------------------------------------| 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 01/14/14 (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 13 15 13
PJM PEPCO DAY-AHEAD - ICE FUTURES ENERGY DIV Code-0643D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 327,355
COMMITMENTS
0 0 0 327,355 327,355 327,355 327,355 0 0
CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 38,960)
0 0 0 38,960 38,960 38,960 38,960 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 23 14 23 14
PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643D5
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 MWh OPEN INTEREST: 1,162,036
COMMITMENTS
0 0 0 1162036 1162036 1162036 1162036 0 0
CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 168,520)
0 0 0 168,520 168,520 168,520 168,520 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 20 14 20 14
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 MWh OPEN INTEREST: 1,699,138
COMMITMENTS
0 0 0 1699138 1699138 1699138 1699138 0 0
CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 20 9 20 9
PJM PPL ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 448,515
COMMITMENTS
0 0 0 448,515 448,515 448,515 448,515 0 0
CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 4,350)
0 0 0 4,350 4,350 4,350 4,350 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 10 21 10
PJM WESTERN HUB (DAY-AHEAD OFF PEAK) - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 MWh OPEN INTEREST: 9,401,931
COMMITMENTS
136,490 0 0 9265441 9401931 9401931 9401931 0 0
CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 274,531)
0 0 0 283,923 274,531 283,923 274,531 -9,392 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: 49)
3 0 0 39 29 42 29
PJM WESTERN HUB (DAY-AHEAD) - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 3,015,390
COMMITMENTS
38,500 5,000 0 2976890 3010390 3015390 3015390 0 0
CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 56,635)
-950 1,000 0 60,125 55,635 59,175 56,635 -2,540 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 0.2 0.0 98.7 99.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
2 1 0 44 32 46 33
PJM WESTERN HUB MINI (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 3,191,483
COMMITMENTS
513,051 214,512 106,064 2570588 2869107 3189703 3189683 1,780 1,800
CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 24,352)
3,093 -46,708 4,778 16,480 66,282 24,352 24,352 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.1 6.7 3.3 80.5 89.9 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
5 9 5 42 42 52 51
PJM WH REAL TIME MINI OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
MWh (Megawatt Hours) OPEN INTEREST: 6,803,994
COMMITMENTS
135,876 186,880 169,361 6498757 6447753 6803994 6803994 0 0
CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 54,850)
2,040 0 -3,800 56,610 58,650 54,850 54,850 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 2.7 2.5 95.5 94.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
4 2 2 35 30 39 34
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 626,230
COMMITMENTS
8,200 3,150 0 618,030 623,080 626,230 626,230 0 0
CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 11,650)
1,000 1,050 0 10,650 10,600 11,650 11,650 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 0.5 0.0 98.7 99.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 1 0 28 14 30 15
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 MWh OPEN INTEREST: 2,186,220
COMMITMENTS
14,880 0 0 2171340 2186220 2186220 2186220 0 0
CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 106,110)
0 0 0 106,110 106,110 106,110 106,110 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 27 15 28 15
NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 16 MEGAWATTS PER HOUR) OPEN INTEREST: 109,945
COMMITMENTS
11,475 12,330 2,745 93,553 92,980 107,773 108,055 2,172 1,890
CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 9,505)
-1,260 0 735 10,030 8,770 9,505 9,505 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.4 11.2 2.5 85.1 84.6 98.0 98.3 2.0 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 1 1 19 15 22 17
NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C76
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 16 MEGAWATTS PER HOUR) OPEN INTEREST: 116,915
COMMITMENTS
2,160 13,960 1,575 112,818 101,380 116,553 116,915 362 0
CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 2,680)
100 600 0 2,580 2,080 2,680 2,680 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 11.9 1.3 96.5 86.7 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 4 2 20 14 23 18
Updated January 24, 2014