NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 5,993,044
COMMITMENTS
1103131 84,382 1685578 3165277 4210080 5953986 5980040 39,058 13,004
CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST: 73,244)
-53,026 -28,197 33,736 91,495 68,015 72,205 73,554 1,039 -310
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.4 1.4 28.1 52.8 70.2 99.3 99.8 0.7 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 220)
54 19 56 138 120 208 179
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 2,455,104
COMMITMENTS
93,646 49,437 1083108 1277732 1322546 2454486 2455091 618 13
CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST: -412,118)
-28,272 -48,519 -205,775 -178,113 -157,082 -412,161 -411,377 43 -741
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 2.0 44.1 52.0 53.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107)
20 26 43 56 59 101 103
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 245,801
COMMITMENTS
29,945 5,702 7,272 188,644 225,648 225,861 238,622 19,940 7,179
CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST: 6,779)
1,767 -2,102 1,808 577 6,496 4,152 6,202 2,627 577
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.2 2.3 3.0 76.7 91.8 91.9 97.1 8.1 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
5 3 6 27 27 35 33
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 184,215
COMMITMENTS
14,766 3,256 2,347 161,453 175,661 178,566 181,264 5,649 2,951
CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST: 2,575)
1,426 2,182 280 -175 2,789 1,531 5,251 1,044 -2,676
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 1.8 1.3 87.6 95.4 96.9 98.4 3.1 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 3 5 30 31 35 37
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 221,613
COMMITMENTS
26,622 5,316 5,556 179,926 204,038 212,104 214,910 9,509 6,703
CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST: 1,738)
2,837 447 -831 551 1,438 2,557 1,054 -819 684
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.0 2.4 2.5 81.2 92.1 95.7 97.0 4.3 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
4 2 3 26 30 32 33
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 785,317
COMMITMENTS
37,757 2,620 3,211 738,142 772,251 779,110 778,082 6,207 7,235
CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST: 21,106)
6,948 587 -975 16,612 20,447 22,585 20,059 -1,479 1,047
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 0.3 0.4 94.0 98.3 99.2 99.1 0.8 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
3 2 4 50 37 55 41
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 249,718
COMMITMENTS
21,607 15,142 531 220,183 229,291 242,321 244,964 7,397 4,754
CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST: 11,334)
5,069 384 -355 5,724 12,349 10,438 12,378 896 -1,044
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 6.1 0.2 88.2 91.8 97.0 98.1 3.0 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
6 1 1 32 33 38 35
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 234,039
COMMITMENTS
1,580 310 2,435 225,503 226,531 229,518 229,276 4,521 4,763
CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST: 7,003)
-25 310 -389 7,616 6,996 7,202 6,917 -199 86
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.1 1.0 96.4 96.8 98.1 98.0 1.9 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
4 1 3 34 32 38 36
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 76,633
COMMITMENTS
6,896 0 1,939 61,134 66,220 69,969 68,159 6,664 8,474
CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST: 2,341)
1,404 -496 499 -906 2,324 997 2,327 1,344 14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 0.0 2.5 79.8 86.4 91.3 88.9 8.7 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 0 2 19 18 22 20
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 148,899
COMMITMENTS
18,505 15,569 9,072 110,233 118,507 137,810 143,148 11,089 5,751
CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST: -803)
-1,084 -513 649 -1,354 -3,259 -1,789 -3,123 986 2,320
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 10.5 6.1 74.0 79.6 92.6 96.1 7.4 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 4 4 23 27 29 32
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 23,596
COMMITMENTS
2,752 1,853 0 19,835 20,973 22,587 22,826 1,009 770
CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST: 1,148)
224 168 0 1,014 793 1,238 961 -90 187
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.7 7.9 0.0 84.1 88.9 95.7 96.7 4.3 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 1 0 15 13 17 14
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 83,950
COMMITMENTS
0 7,421 5,081 68,862 62,552 73,943 75,054 10,007 8,896
CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST: 1,711)
0 -543 477 970 1,726 1,447 1,660 264 51
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 8.8 6.1 82.0 74.5 88.1 89.4 11.9 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 2 2 20 18 22 20
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 167,418
COMMITMENTS
1,922 0 1,148 159,299 161,971 162,369 163,119 5,049 4,299
CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST: 2,890)
1,224 0 90 2,770 5,319 4,084 5,409 -1,194 -2,519
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.0 0.7 95.2 96.7 97.0 97.4 3.0 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
2 0 1 28 25 30 26
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 85,781
COMMITMENTS
0 0 0 73,333 84,614 73,333 84,614 12,448 1,167
CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST: 1,411)
0 0 0 2,351 1,951 2,351 1,951 -940 -540
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 85.5 98.6 85.5 98.6 14.5 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 0 0 20 25 20 25
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 308,751
COMMITMENTS
1,759 2,692 3,003 299,342 293,822 304,104 299,517 4,647 9,234
CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST: 23,098)
-318 394 1,404 22,036 20,248 23,122 22,046 -24 1,052
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.9 1.0 97.0 95.2 98.5 97.0 1.5 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
1 2 2 43 41 45 44
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 85,304
COMMITMENTS
5,358 10,711 2,406 74,787 60,748 82,551 73,865 2,753 11,439
CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST: -239)
2,349 -640 53 -1,894 951 508 364 -747 -603
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 12.6 2.8 87.7 71.2 96.8 86.6 3.2 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 3 2 23 21 27 25
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BA - ICE FUTURES ENERCode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 66,657
COMMITMENTS
0 5,080 824 53,793 51,895 54,617 57,799 12,040 8,858
CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST: 770)
0 1,852 -1 1,291 -1,422 1,290 429 -520 341
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.6 1.2 80.7 77.9 81.9 86.7 18.1 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 1 17 17 18 18
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 152,161
COMMITMENTS
43,318 3,804 1,400 106,260 141,935 150,978 147,139 1,183 5,022
CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST: 28,446)
16,474 980 -2,296 14,256 31,689 28,434 30,373 12 -1,927
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.5 2.5 0.9 69.8 93.3 99.2 96.7 0.8 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
10 3 2 18 37 29 41
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 132,543
COMMITMENTS
54,026 5,042 7,356 69,995 118,442 131,377 130,840 1,166 1,703
CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST: 27,356)
15,065 -1,316 -308 12,883 29,249 27,640 27,625 -284 -269
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.8 3.8 5.5 52.8 89.4 99.1 98.7 0.9 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
13 4 4 25 37 40 43
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 30,264
COMMITMENTS
392 0 0 28,994 29,814 29,386 29,814 878 450
CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST: 9,072)
392 0 0 8,484 8,932 8,876 8,932 196 140
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 0.0 0.0 95.8 98.5 97.1 98.5 2.9 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 0 0 15 20 16 20
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 116,682
COMMITMENTS
0 10,058 0 104,257 95,357 104,257 105,415 12,425 11,267
CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST: 1,984)
0 0 0 2,368 2,409 2,368 2,409 -384 -425
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 8.6 0.0 89.4 81.7 89.4 90.3 10.6 9.7
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 01/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 67,612
COMMITMENTS
2,071 0 2,080 57,710 62,032 61,861 64,112 5,751 3,500
CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST: 891)
130 0 -59 893 3,920 964 3,861 -73 -2,970
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 0.0 3.1 85.4 91.7 91.5 94.8 8.5 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 1 14 20 15 21
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 112,552
COMMITMENTS
1,938 0 1,607 101,144 99,614 104,689 101,221 7,863 11,331
CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST: 2,504)
1,938 -176 -216 597 4,417 2,319 4,025 185 -1,521
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 0.0 1.4 89.9 88.5 93.0 89.9 7.0 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 0 1 25 28 26 29
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 81,972
COMMITMENTS
443 0 804 76,615 74,173 77,862 74,977 4,110 6,995
CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST: 447)
304 0 -219 144 314 229 95 218 352
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.0 1.0 93.5 90.5 95.0 91.5 5.0 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 0 1 18 17 20 18
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 72,716
COMMITMENTS
2,505 0 31 64,147 68,693 66,683 68,724 6,033 3,992
CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 0.0 0.0 88.2 94.5 91.7 94.5 8.3 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 1 18 10 20 11
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 32,258
COMMITMENTS
9,324 336 0 22,033 30,764 31,357 31,100 901 1,158
CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST: 4,456)
4,422 -1,070 0 672 6,236 5,094 5,166 -638 -710
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.9 1.0 0.0 68.3 95.4 97.2 96.4 2.8 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
4 1 0 12 16 16 17
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 131,764
COMMITMENTS
621 2,748 812 122,439 124,836 123,872 128,396 7,892 3,368
CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST: 8,669)
-178 394 337 7,862 6,616 8,021 7,347 648 1,322
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 2.1 0.6 92.9 94.7 94.0 97.4 6.0 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 1 1 16 13 18 15
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 285,023
COMMITMENTS
4,853 33,316 4,050 257,866 240,686 266,769 278,052 18,254 6,971
CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST: 5,521)
-2,855 3,455 1,178 5,817 1,326 4,140 5,959 1,381 -438
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 11.7 1.4 90.5 84.4 93.6 97.6 6.4 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
2 2 2 33 29 36 32
SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 33,298
COMMITMENTS
6,153 0 0 25,841 32,664 31,994 32,664 1,304 634
CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST: 2,706)
2,442 0 0 46 3,159 2,488 3,159 218 -453
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.5 0.0 0.0 77.6 98.1 96.1 98.1 3.9 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
5 0 0 14 18 19 18
SONAT - TIER 1 POOL (ZONE 0) - ICE FUTURES ENERGY DIV Code-0233C1
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 36,792
COMMITMENTS
0 0 0 33,603 36,761 33,603 36,761 3,189 31
CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST: 1,518)
0 0 0 662 1,518 662 1,518 856 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 91.3 99.9 91.3 99.9 8.7 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 13 19 13 19
TENNESSEE GAS PIPELINE CO. - ZONE L, 500 LEG POOL - ICE FUTURES ENERGCode-0233C9
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 22,205
COMMITMENTS
0 0 0 20,255 18,516 20,255 18,516 1,950 3,689
CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 91.2 83.4 91.2 83.4 8.8 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 14 13 14 13
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 44,308
COMMITMENTS
2,047 0 0 40,017 42,973 42,064 42,973 2,244 1,335
CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST: 1,680)
56 0 0 1,204 1,400 1,260 1,400 420 280
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 0.0 0.0 90.3 97.0 94.9 97.0 5.1 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 0 0 18 14 20 14
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 261,693
COMMITMENTS
8,639 33,557 4,623 238,818 218,764 252,080 256,944 9,613 4,749
CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST: 24,614)
4,359 -2,575 350 19,944 24,631 24,653 22,406 -39 2,208
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 12.8 1.8 91.3 83.6 96.3 98.2 3.7 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
3 4 4 38 34 44 39
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 89,632
COMMITMENTS
8,932 0 0 76,769 86,442 85,701 86,442 3,931 3,190
CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST: 226)
-162 0 -422 706 547 122 125 104 101
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 0.0 0.0 85.6 96.4 95.6 96.4 4.4 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 0 0 22 22 24 22
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 79,772
COMMITMENTS
0 0 0 75,956 77,056 75,956 77,056 3,816 2,716
CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST: 448)
0 0 0 2,869 532 2,869 532 -2,421 -84
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.2 96.6 95.2 96.6 4.8 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 0 0 21 15 21 15
TRANSCONTINENTAL GAS PIPELINE CORP. - ZONE 6 (NY) - ICE FUTURES ENERGCode-0233CY
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 23,589
COMMITMENTS
2,592 0 224 20,432 21,838 23,248 22,062 341 1,527
CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.0 0.0 0.9 86.6 92.6 98.6 93.5 1.4 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 1 12 11 13 12
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 90,570
COMMITMENTS
0 6,155 1,011 77,170 76,921 78,181 84,087 12,389 6,483
CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST: 345)
0 -228 -96 188 603 92 279 253 66
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.8 1.1 85.2 84.9 86.3 92.8 13.7 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 3 1 22 17 23 20
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 15,682
COMMITMENTS
869 1,501 112 14,471 12,427 15,452 14,040 230 1,642
CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST: 2,604)
0 -112 112 2,380 2,544 2,492 2,544 112 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 9.6 0.7 92.3 79.2 98.5 89.5 1.5 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 3 1 9 13 12 16
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 170,409
COMMITMENTS
19,954 4,297 12,495 136,832 152,749 169,280 169,541 1,129 868
CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST: -7,451)
50 -1,603 234 -7,723 -6,085 -7,439 -7,454 -12 3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.7 2.5 7.3 80.3 89.6 99.3 99.5 0.7 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
9 7 11 58 54 70 69
MID-C FINANCIAL PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 55,335
COMMITMENTS
3,299 26 3,583 48,453 51,726 55,335 55,335 0 0
CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST: -331)
744 0 -276 -751 -55 -283 -331 -48 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 0.0 6.5 87.6 93.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 1 3 24 22 27 26
MID-C FINANCIAL OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 506,462
COMMITMENTS
1,032 20,557 17,071 488,359 468,834 506,462 506,462 0 0
CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST: 12,599)
-976 659 -329 13,904 12,269 12,599 12,599 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 4.1 3.4 96.4 92.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 2 2 20 20 22 23
PJM WH OFF PEAK REAL TIME - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,523,469
COMMITMENTS
29,560 2,826 29,454 1464455 1491189 1523469 1523469 -0 0
CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST: 20,563)
-1,777 1,024 384 21,956 19,155 20,563 20,563 -0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 0.2 1.9 96.1 97.9 100.0 100.0 -0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
5 3 4 42 42 49 47
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 50,888
COMMITMENTS
1,427 9,618 4,374 45,087 36,896 50,888 50,888 -0 -0
CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST: -157)
519 707 -745 69 -119 -157 -157 -0 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 18.9 8.6 88.6 72.5 100.0 100.0 -0.0 -0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 3 4 22 23 27 29
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 350,328
COMMITMENTS
3,088 35,564 26,950 320,290 287,814 350,328 350,328 0 0
CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST: 2,528)
-560 -3,975 1,920 1,168 4,583 2,528 2,528 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 10.2 7.7 91.4 82.2 100.0 100.0 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 01/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 511,988
COMMITMENTS
36,081 744 2,359 473,548 508,885 511,988 511,988 0 0
CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST: 22,673)
281 0 775 21,617 21,898 22,673 22,673 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 0.1 0.5 92.5 99.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
5 1 1 23 28 28 30
AEP DAYTON HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 51,451
COMMITMENTS
3,685 258 1,844 45,582 47,864 51,111 49,966 340 1,485
CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST: -1,137)
-207 256 92 -999 -1,549 -1,114 -1,201 -23 64
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 0.5 3.6 88.6 93.0 99.3 97.1 0.7 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 2 3 28 30 32 34
AD HUB DA OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 mwh OPEN INTEREST: 3,309,350
COMMITMENTS
0 0 0 3309350 3309350 3309350 3309350 0 0
CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST: 280,560)
0 0 0 280,560 280,560 280,560 280,560 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 01/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 mwh OPEN INTEREST: 7,150
COMMITMENTS
600 0 50 6,350 7,000 7,000 7,050 150 100
CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST: -5,000)
-400 0 50 -4,550 -4,400 -4,900 -4,350 -100 -650
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 0.0 0.7 88.8 97.9 97.9 98.6 2.1 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 0 1 17 12 19 13
PJM AEP DAYTON DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 mwh OPEN INTEREST: 1,307,650
COMMITMENTS
0 0 0 1307650 1307650 1307650 1307650 0 0
CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST: 71,200)
0 0 0 71,200 71,200 71,200 71,200 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 19 13 19 13
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 733,720
COMMITMENTS
3,920 0 0 729,800 733,720 733,720 733,720 0 0
CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST: 4,080)
0 0 0 4,080 4,080 4,080 4,080 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 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 01/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 285,568
COMMITMENTS
9,040 0 1,568 274,960 284,000 285,568 285,568 0 0
CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST: 352)
0 0 0 352 352 352 352 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: 29)
2 0 1 21 17 23 18
ERCOT - NORTH ZONE - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 12,223
COMMITMENTS
1,617 694 254 9,800 10,979 11,671 11,927 552 296
CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST: 21)
-20 -42 42 -1 21 21 21 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.2 5.7 2.1 80.2 89.8 95.5 97.6 4.5 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 3 3 15 18 20 22
ISO NEW ENGLAND CT DA LMP PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643AU
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MwH OPEN INTEREST: 109,750
COMMITMENTS
0 8,685 0 109,750 101,065 109,750 109,750 0 0
CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.9 0.0 100.0 92.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 0 13 10 13 11
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 336,125
COMMITMENTS
10,600 0 0 325,525 336,125 336,125 336,125 0 0
CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST: 1,000)
0 0 0 1,000 1,000 1,000 1,000 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 18 12 19 12
MISO IN. RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWH PER LOT OPEN INTEREST: 192,750
COMMITMENTS
2,625 0 0 190,125 192,750 192,750 192,750 0 0
CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST: 1,200)
0 0 0 1,200 1,200 1,200 1,200 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: 27)
1 0 0 22 16 23 16
MISO CINERGY HUB (REAL-TIME LMP) - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 23,392
COMMITMENTS
274 352 663 21,415 21,058 22,352 22,073 1,040 1,319
CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST: 857)
-553 0 279 2,325 578 2,051 857 -1,194 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 1.5 2.8 91.5 90.0 95.6 94.4 4.4 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
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 01/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any multiple of 5 MWh OPEN INTEREST: 3,078,459
COMMITMENTS
1,568 355,592 260,090 2816801 2462777 3078459 3078459 0 0
CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST: 129,833)
1,056 -31,266 56,624 72,153 104,475 129,833 129,833 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 11.6 8.4 91.5 80.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
1 3 1 33 27 35 30
ISO NE MASS PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any multiple of 16 MWh OPEN INTEREST: 927,826
COMMITMENTS
8,772 105,723 57,655 861,399 764,363 927,826 927,741 0 85
CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST: 31,894)
265 -16,945 17,260 14,390 31,559 31,915 31,874 -21 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 11.4 6.2 92.8 82.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
1 8 5 38 33 43 42
N. ILLINOIS HUB DAY AHEAD LMP, OFF PEAK MONTHLY - ICE FUTURES ENERGY Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 MWH OPEN INTEREST: 2,194,993
COMMITMENTS
0 0 0 2194993 2194993 2194993 2194993 0 0
CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST: 18,700)
0 0 0 18,700 18,700 18,700 18,700 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 01/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 mwh OPEN INTEREST: 664,875
COMMITMENTS
0 0 0 664,875 664,875 664,875 664,875 0 0
CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST: 16,600)
0 0 0 16,600 16,600 16,600 16,600 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 0 0 24 14 24 14
ISO NE MASS DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 517,297
COMMITMENTS
111,882 9,208 22,645 382,770 485,444 517,297 517,297 0 0
CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST: 10,338)
-3,530 2,442 3,122 10,746 4,774 10,338 10,338 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.6 1.8 4.4 74.0 93.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
3 1 2 32 26 35 29
NEPOOL MASS HUB (DAY-AHEAD LMP) - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 38,961
COMMITMENTS
6,054 2,665 820 31,028 35,286 37,902 38,771 1,059 190
CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST: 738)
-440 125 106 1,072 507 738 738 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.5 6.8 2.1 79.6 90.6 97.3 99.5 2.7 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 2 2 28 27 31 31
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 28,679
COMMITMENTS
8,208 580 1,228 19,243 26,871 28,679 28,679 0 0
CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST: 314)
218 -148 0 96 462 314 314 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.6 2.0 4.3 67.1 93.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 2 1 19 8 21 11
CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BR
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
25MWh OPEN INTEREST: 238,872
COMMITMENTS
115,375 1,264 0 123,497 237,608 238,872 238,872 0 0
CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST: -1,113)
-923 -1,806 0 -190 693 -1,113 -1,113 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.3 0.5 0.0 51.7 99.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 1 0 15 7 17 8
PJM NI REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 505,806
COMMITMENTS
4,680 16,612 17,489 483,637 471,705 505,806 505,806 0 0
CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST: -2,759)
0 -352 0 -2,759 -2,407 -2,759 -2,759 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 3.3 3.5 95.6 93.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 3 1 22 17 24 20
NORTHERN ILLINOIS HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 31,743
COMMITMENTS
6,157 0 315 24,997 31,047 31,469 31,362 274 381
CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST: 798)
18 0 91 755 727 864 818 -66 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.4 0.0 1.0 78.7 97.8 99.1 98.8 0.9 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 0 1 24 21 27 22
NYISO ZONE J - ICE FUTURES ENERGY DIV Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 7,491
COMMITMENTS
4 1,040 40 6,660 6,135 6,704 7,215 787 276
CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST: 380)
-40 20 40 378 320 378 380 2 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 13.9 0.5 88.9 81.9 89.5 96.3 10.5 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 2 1 15 13 16 16
NYISO ZONE A - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 17,861
COMMITMENTS
1,211 727 104 16,165 16,883 17,480 17,714 381 147
CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST: -217)
-256 0 0 18 -217 -238 -217 21 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 4.1 0.6 90.5 94.5 97.9 99.2 2.1 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 01/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 256,410
COMMITMENTS
45,840 0 392 210,178 256,018 256,410 256,410 0 0
CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST: -7,864)
3,920 -392 392 -12,176 -7,864 -7,864 -7,864 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.9 0.0 0.2 82.0 99.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 0 1 15 19 18 20
NYISO ZONE G - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 16,458
COMMITMENTS
2,108 504 360 13,693 15,488 16,161 16,352 297 106
CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST: 272)
101 0 0 407 420 508 420 -236 -148
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.8 3.1 2.2 83.2 94.1 98.2 99.4 1.8 0.6
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 01/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 180,177
COMMITMENTS
1,096 8,928 744 178,337 170,505 180,177 180,177 0 0
CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST: 1,869)
0 0 0 1,869 1,869 1,869 1,869 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 21 17 22 19
PALO VERDE - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 22,120
COMMITMENTS
0 3,858 1,766 20,354 16,496 22,120 22,120 0 0
CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST: 780)
0 0 0 780 780 780 780 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 17.4 8.0 92.0 74.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 1 1 17 16 18 17
PALO VERDE (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
25 MWh OPEN INTEREST: 156,171
COMMITMENTS
7,712 0 0 148,459 156,171 156,171 156,171 0 0
CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 0.0 0.0 95.1 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 0 12 13 13 13
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 MWh OPEN INTEREST: 813,517
COMMITMENTS
0 38,540 0 813,517 774,977 813,517 813,517 0 0
CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST: 149,139)
0 0 0 149,139 149,139 149,139 149,139 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.7 0.0 100.0 95.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 1 0 18 13 18 14
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 232,840
COMMITMENTS
0 3,225 0 232,840 229,615 232,840 232,840 0 0
CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST: 41,750)
0 0 0 41,750 41,750 41,750 41,750 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.4 0.0 100.0 98.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 1 0 22 13 22 14
PJM JCPL ZONE DAY-AHEAD - ICE FUTURES ENERGY DIV Code-0643CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 Mwh OPEN INTEREST: 301,900
COMMITMENTS
0 0 0 301,900 301,900 301,900 301,900 0 0
CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST: 1,000)
0 0 0 1,000 1,000 1,000 1,000 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 19 11 19 11
PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643CV
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/14 |
--------------------------------------------------------------| 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 01/21/14 (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 01/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 170,510
COMMITMENTS
0 0 0 170,510 170,510 170,510 170,510 0 0
CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST: 18,500)
0 0 0 18,500 18,500 18,500 18,500 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: 22)
0 0 0 15 14 15 14
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/14 |
--------------------------------------------------------------| 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 01/21/14 (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 01/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 378,835
COMMITMENTS
0 0 0 378,835 378,835 378,835 378,835 0 0
CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST: 51,480)
0 0 0 51,480 51,480 51,480 51,480 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 23 14 23 14
PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643D5
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 MWh OPEN INTEREST: 1,250,901
COMMITMENTS
0 0 0 1250901 1250901 1250901 1250901 0 0
CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST: 88,865)
0 0 0 88,865 88,865 88,865 88,865 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: 26)
0 0 0 22 14 22 14
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 MWh OPEN INTEREST: 1,711,037
COMMITMENTS
0 0 0 1711037 1711037 1711037 1711037 0 0
CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST: 11,899)
0 0 0 11,899 11,899 11,899 11,899 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 PPL ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 459,695
COMMITMENTS
0 0 0 459,695 459,695 459,695 459,695 0 0
CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST: 11,180)
0 0 0 11,180 11,180 11,180 11,180 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 22 10 22 10
PJM WESTERN HUB (DAY-AHEAD OFF PEAK) - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 MWh OPEN INTEREST: 9,524,868
COMMITMENTS
136,490 0 0 9388378 9524868 9524868 9524868 0 0
CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST: 122,937)
0 0 0 122,937 122,937 122,937 122,937 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: 49)
3 0 0 40 32 43 32
PJM WESTERN HUB (DAY-AHEAD) - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 3,103,825
COMMITMENTS
40,370 1,000 0 3063455 3102825 3103825 3103825 0 0
CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST: 88,435)
1,870 -4,000 0 86,565 92,435 88,435 88,435 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 0.0 0.0 98.7 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
2 1 0 44 34 46 35
PJM WESTERN HUB MINI (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 3,262,785
COMMITMENTS
510,960 198,998 113,784 2636261 2948223 3261005 3261005 1,780 1,780
CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST: 71,302)
-2,091 -15,514 7,720 65,673 79,116 71,302 71,322 -0 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.7 6.1 3.5 80.8 90.4 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
5 9 6 42 44 53 53
PJM WH REAL TIME MINI OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
MWh (Megawatt Hours) OPEN INTEREST: 6,885,966
COMMITMENTS
134,116 186,880 169,361 6582489 6529725 6885966 6885966 0 0
CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST: 81,972)
-1,760 0 0 83,732 81,972 81,972 81,972 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 2.7 2.5 95.6 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 01/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 641,585
COMMITMENTS
5,380 4,200 0 636,205 637,385 641,585 641,585 0 0
CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST: 15,355)
-2,820 1,050 0 18,175 14,305 15,355 15,355 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.7 0.0 99.2 99.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 1 0 31 15 33 16
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 MWh OPEN INTEREST: 2,316,755
COMMITMENTS
14,880 0 0 2301875 2316755 2316755 2316755 0 0
CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST: 130,535)
0 0 0 130,535 130,535 130,535 130,535 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.0 0.0 99.4 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 0 0 28 15 29 15
NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 16 MEGAWATTS PER HOUR) OPEN INTEREST: 120,765
COMMITMENTS
10,775 12,330 2,805 104,993 103,640 118,573 118,775 2,192 1,990
CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST: 10,820)
-700 0 60 11,440 10,660 10,800 10,720 20 100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 10.2 2.3 86.9 85.8 98.2 98.4 1.8 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 1 2 21 17 24 20
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C75
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5 MEGAWATTS PER HOUR) OPEN INTEREST: 196,011
COMMITMENTS
23,320 704 0 172,691 195,307 196,011 196,011 0 0
CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.9 0.4 0.0 88.1 99.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 0 17 11 18 12
NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C76
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 16 MEGAWATTS PER HOUR) OPEN INTEREST: 124,138
COMMITMENTS
1,740 14,008 2,380 119,318 107,750 123,438 124,138 700 0
CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST: 7,223)
-420 48 805 6,500 6,370 6,885 7,223 338 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 11.3 1.9 96.1 86.8 99.4 100.0 0.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 5 3 23 18 27 23
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5 MEGAWATTS PER HOUR) OPEN INTEREST: 243,452
COMMITMENTS
0 11,512 0 243,452 231,588 243,452 243,100 0 352
CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.7 0.0 100.0 95.1 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 0 12 16 12 17
NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C78
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 16 MEGAWATTS PER HOUR) OPEN INTEREST: 97,980
COMMITMENTS
5,050 100 0 92,864 97,180 97,914 97,280 66 700
CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 0.1 0.0 94.8 99.2 99.9 99.3 0.1 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 1 0 15 11 17 12
Updated January 31, 2014