CALIFORNIA CARBON ALLOWANCE VINTAGE 2014 - ICE FUTURES ENERGY DIV Code-006392
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California Carbon Allowances OPEN INTEREST: 5,067
COMMITMENTS
397 1,022 150 4,467 3,845 5,014 5,017 53 50
CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 20.2 3.0 88.2 75.9 99.0 99.0 1.0 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
5 3 1 9 4 15 8
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 5,780,576
COMMITMENTS
1169756 84,185 1575991 2992090 4103591 5737837 5763767 42,739 16,809
CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: -1,578)
32,782 -9,215 -53,744 17,208 58,810 -3,754 -4,149 2,176 2,571
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.2 1.5 27.3 51.8 71.0 99.3 99.7 0.7 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 222)
56 17 57 141 121 211 183
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 1,712,889
COMMITMENTS
106,359 167,267 653,945 949,452 889,363 1709757 1710575 3,132 2,313
CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: -735,461)
-263 24,504 -488,153 -249,282 -273,189 -737,698 -736,838 2,237 1,377
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 9.8 38.2 55.4 51.9 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107)
24 21 36 55 58 96 98
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 256,499
COMMITMENTS
34,165 7,418 6,073 197,276 236,758 237,514 250,249 18,985 6,250
CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: -413)
-1,682 895 -142 -184 -975 -2,008 -222 1,595 -191
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.3 2.9 2.4 76.9 92.3 92.6 97.6 7.4 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
4 3 7 29 28 37 35
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 157,193
COMMITMENTS
16,069 3,749 2,183 132,528 148,391 150,780 154,323 6,413 2,870
CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: -12,170)
3,290 276 -1,221 -14,423 -11,164 -12,354 -12,109 184 -61
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 2.4 1.4 84.3 94.4 95.9 98.2 4.1 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
2 4 3 29 29 33 34
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 221,119
COMMITMENTS
26,364 2,980 6,048 177,868 203,134 210,280 212,162 10,839 8,957
CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: 2,641)
1,073 -3,929 1,170 637 3,744 2,880 985 -239 1,656
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.9 1.3 2.7 80.4 91.9 95.1 95.9 4.9 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
4 1 3 25 27 30 30
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 822,507
COMMITMENTS
49,107 3,768 8,143 757,461 802,789 814,711 814,700 7,796 7,807
CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: 12,634)
1,143 785 3,109 5,590 10,257 9,842 14,151 2,792 -1,517
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 0.5 1.0 92.1 97.6 99.1 99.1 0.9 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
4 2 4 52 38 58 42
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 266,683
COMMITMENTS
33,443 17,652 721 224,339 241,486 258,503 259,859 8,180 6,824
CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: 16,533)
6,859 492 104 10,306 16,330 17,269 16,926 -736 -393
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.5 6.6 0.3 84.1 90.6 96.9 97.4 3.1 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
8 2 2 29 31 37 35
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 239,110
COMMITMENTS
1,764 0 2,283 231,384 231,614 235,431 233,897 3,679 5,213
CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: 2,178)
1,754 -999 657 72 2,605 2,483 2,263 -305 -85
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.0 1.0 96.8 96.9 98.5 97.8 1.5 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
3 0 3 35 32 38 35
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 87,248
COMMITMENTS
7,878 0 1,531 72,305 74,024 81,714 75,555 5,534 11,693
CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: 2,142)
4,217 0 -1,060 -1,658 2,229 1,499 1,169 643 973
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 0.0 1.8 82.9 84.8 93.7 86.6 6.3 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 0 2 15 20 18 22
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 143,976
COMMITMENTS
19,537 12,126 10,298 102,959 112,017 132,794 134,441 11,182 9,535
CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: 1,621)
1,315 -338 404 -2,294 -3,743 -575 -3,677 2,196 5,298
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.6 8.4 7.2 71.5 77.8 92.2 93.4 7.8 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 2 3 24 27 28 30
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 21,555
COMMITMENTS
5,260 451 1,054 13,078 19,416 19,392 20,921 2,163 634
CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: 2,356)
1,519 -1,147 1,054 -499 2,567 2,074 2,474 282 -118
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.4 2.1 4.9 60.7 90.1 90.0 97.1 10.0 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
6 1 2 12 12 19 14
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 80,940
COMMITMENTS
0 8,977 5,401 65,478 57,236 70,879 71,614 10,061 9,326
CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: 893)
0 1,143 -27 1,449 816 1,422 1,932 -529 -1,039
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 11.1 6.7 80.9 70.7 87.6 88.5 12.4 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 2 2 17 17 19 19
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 178,669
COMMITMENTS
0 193 996 171,989 172,684 172,985 173,873 5,684 4,796
CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: 3,004)
-81 193 -27 5,349 3,329 5,241 3,495 -2,237 -491
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.1 0.6 96.3 96.7 96.8 97.3 3.2 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
0 1 1 28 24 29 25
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 89,588
COMMITMENTS
0 0 0 78,208 86,034 78,208 86,034 11,380 3,554
CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: 5,047)
0 0 0 5,016 3,915 5,016 3,915 31 1,132
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 87.3 96.0 87.3 96.0 12.7 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 0 0 22 21 22 21
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 299,771
COMMITMENTS
3,938 4,128 2,013 289,509 286,077 295,460 292,218 4,311 7,553
CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: 4,338)
1,754 1,001 -834 3,731 4,881 4,651 5,048 -313 -710
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 1.4 0.7 96.6 95.4 98.6 97.5 1.4 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
2 2 1 45 42 47 45
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 85,829
COMMITMENTS
3,153 14,420 2,252 76,657 61,807 82,062 78,479 3,767 7,350
CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: 530)
-2,754 977 675 2,153 -1,060 74 592 456 -62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 16.8 2.6 89.3 72.0 95.6 91.4 4.4 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 2 3 22 21 26 25
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BA - ICE FUTURES ENERCode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 76,185
COMMITMENTS
0 1,366 2,414 64,031 66,208 66,445 69,988 9,740 6,197
CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: 3,588)
0 -530 272 3,986 6,276 4,258 6,018 -670 -2,430
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.8 3.2 84.0 86.9 87.2 91.9 12.8 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 1 15 19 16 20
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 129,343
COMMITMENTS
15,293 8,413 4,162 107,214 109,587 126,669 122,162 2,674 7,181
CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: 13,084)
4,588 1,618 25 7,487 9,900 12,100 11,543 984 1,541
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 6.5 3.2 82.9 84.7 97.9 94.4 2.1 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
7 3 3 19 34 28 38
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 108,637
COMMITMENTS
39,988 5,008 8,979 58,079 92,937 107,046 106,924 1,591 1,713
CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: 15,308)
2,418 -335 2,102 10,594 13,334 15,114 15,101 194 207
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.8 4.6 8.3 53.5 85.5 98.5 98.4 1.5 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
11 4 3 26 41 38 47
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 29,152
COMMITMENTS
802 0 0 26,198 26,633 27,000 26,633 2,152 2,519
CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: 4,309)
186 0 0 3,937 3,922 4,123 3,922 186 387
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 0.0 0.0 89.9 91.4 92.6 91.4 7.4 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 0 0 16 20 17 20
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 113,357
COMMITMENTS
0 5,076 0 95,685 96,292 95,685 101,368 17,672 11,989
CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: 5,991)
0 0 0 2,857 8,838 2,857 8,838 3,134 -2,847
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.5 0.0 84.4 84.9 84.4 89.4 15.6 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 1 0 31 27 31 28
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS - ICE FUTURES ENERCode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 68,439
COMMITMENTS
4,717 0 1,513 54,702 59,914 60,932 61,427 7,507 7,012
CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: 1,960)
-1,992 0 1,068 2,646 906 1,722 1,974 238 -14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 0.0 2.2 79.9 87.5 89.0 89.8 11.0 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 0 1 15 15 17 16
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 111,182
COMMITMENTS
0 4,212 913 104,516 92,098 105,429 97,223 5,753 13,959
CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: 573)
0 -442 540 -152 1,239 388 1,337 185 -764
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.8 0.8 94.0 82.8 94.8 87.4 5.2 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 2 1 26 23 27 25
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 73,257
COMMITMENTS
0 214 601 65,527 64,766 66,128 65,581 7,129 7,676
CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: 1,060)
-302 214 -189 -190 604 -681 629 1,741 431
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.3 0.8 89.4 88.4 90.3 89.5 9.7 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 1 16 14 17 15
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 76,203
COMMITMENTS
3,088 0 0 65,607 71,696 68,695 71,696 7,508 4,507
CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: 2,519)
888 0 0 1,278 1,637 2,166 1,637 353 882
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 0.0 0.0 86.1 94.1 90.1 94.1 9.9 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 0 0 18 13 20 13
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 30,863
COMMITMENTS
7,867 212 124 22,322 29,369 30,313 29,705 550 1,158
CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: 1,271)
93 -837 -62 1,436 1,922 1,467 1,023 -196 248
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.5 0.7 0.4 72.3 95.2 98.2 96.2 1.8 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
5 1 1 14 18 20 19
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 120,642
COMMITMENTS
0 4,262 549 111,573 112,616 112,122 117,427 8,520 3,215
CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: -3,121)
0 654 -138 -3,718 -2,809 -3,856 -2,293 735 -828
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.5 0.5 92.5 93.3 92.9 97.3 7.1 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 2 1 19 16 20 18
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 288,341
COMMITMENTS
807 43,348 6,628 263,781 227,770 271,216 277,746 17,125 10,595
CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: -505)
-1,734 4,351 1,566 -755 -6,076 -923 -159 418 -346
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 15.0 2.3 91.5 79.0 94.1 96.3 5.9 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
2 2 3 33 28 37 31
SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 32,375
COMMITMENTS
7,165 310 0 24,477 31,320 31,642 31,630 733 745
CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: 1,395)
-41 310 0 1,346 816 1,305 1,126 90 269
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.1 1.0 0.0 75.6 96.7 97.7 97.7 2.3 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
7 1 0 15 19 22 20
SONAT - TIER 1 POOL (ZONE 0) - ICE FUTURES ENERGY DIV Code-0233C1
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 30,365
COMMITMENTS
0 0 0 26,665 30,210 26,665 30,210 3,700 155
CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: -937)
0 0 0 -1,577 -875 -1,577 -875 640 -62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 87.8 99.5 87.8 99.5 12.2 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 13 18 13 18
TENNESSEE GAS PIPELINE CO. - ZONE L, 500 LEG POOL - ICE FUTURES ENERGCode-0233C9
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 21,291
COMMITMENTS
0 0 0 16,644 18,319 16,644 18,319 4,647 2,972
CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: 60)
0 0 0 122 -124 122 -124 -62 184
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 78.2 86.0 78.2 86.0 21.8 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 13 13 13 13
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 44,075
COMMITMENTS
2,934 0 0 39,124 43,370 42,058 43,370 2,017 705
CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: 1,767)
310 0 0 1,886 1,752 2,196 1,752 -429 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 0.0 0.0 88.8 98.4 95.4 98.4 4.6 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 0 0 18 19 19 19
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 275,404
COMMITMENTS
2,448 34,001 4,935 258,079 233,656 265,462 272,592 9,942 2,812
CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: 4,010)
-3,001 723 588 5,172 2,794 2,759 4,105 1,251 -95
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 12.3 1.8 93.7 84.8 96.4 99.0 3.6 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
1 5 5 39 35 45 40
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 88,988
COMMITMENTS
8,679 0 0 75,791 83,529 84,470 83,529 4,518 5,459
CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: 728)
-308 0 0 266 -400 -42 -400 770 1,128
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.8 0.0 0.0 85.2 93.9 94.9 93.9 5.1 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 0 0 22 20 24 20
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 75,986
COMMITMENTS
0 0 0 68,950 73,512 68,950 73,512 7,036 2,474
CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: -307)
0 0 0 -1,073 -394 -1,073 -394 766 87
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 90.7 96.7 90.7 96.7 9.3 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 18 16 18 16
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 81,271
COMMITMENTS
943 1,490 1,637 67,334 70,372 69,914 73,499 11,357 7,772
CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: -370)
31 -1,545 -173 -2,516 0 -2,658 -1,718 2,288 1,348
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 1.8 2.0 82.9 86.6 86.0 90.4 14.0 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 2 17 16 19 18
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 14,232
COMMITMENTS
280 615 0 13,331 11,786 13,611 12,401 621 1,831
CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 4.3 0.0 93.7 82.8 95.6 87.1 4.4 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 2 0 9 13 10 15
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 156,355
COMMITMENTS
15,807 6,176 11,554 127,737 137,330 155,098 155,060 1,256 1,294
CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: 1,651)
-1,883 740 1,123 2,200 -293 1,440 1,569 212 82
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 4.0 7.4 81.7 87.8 99.2 99.2 0.8 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
9 5 11 57 57 69 70
MID-C FINANCIAL PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 60,634
COMMITMENTS
6,417 228 1,562 52,655 58,820 60,634 60,610 0 24
CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: 4,685)
699 -157 -180 4,166 5,022 4,685 4,685 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.6 0.4 2.6 86.8 97.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 1 2 27 22 31 24
MID-C FINANCIAL OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 481,901
COMMITMENTS
304 12,726 20,351 461,246 448,824 481,901 481,901 0 0
CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: -1,919)
-680 912 -320 -919 -2,511 -1,919 -1,919 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 2.6 4.2 95.7 93.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 2 2 21 22 24 24
PJM WH OFF PEAK REAL TIME - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,541,900
COMMITMENTS
21,169 352 35,027 1481456 1502273 1537652 1537652 4,248 4,248
CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: 25,563)
1,837 -2,475 2,866 16,612 20,924 21,315 21,315 4,248 4,248
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.0 2.3 96.1 97.4 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
6 1 5 45 44 51 50
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 53,233
COMMITMENTS
1,083 10,839 4,074 48,075 38,320 53,233 53,233 -0 -0
CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: 408)
-234 -283 101 542 591 408 408 0 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 20.4 7.7 90.3 72.0 100.0 100.0 -0.0 -0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 3 4 25 23 30 29
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 339,025
COMMITMENTS
7,504 28,276 28,878 302,643 281,871 339,025 339,025 0 0
CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: -671)
0 0 -648 -23 -23 -671 -671 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 8.3 8.5 89.3 83.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 1 2 15 14 18 16
PJM AEP DAYTON RT OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 530,951
COMMITMENTS
30,850 0 10,591 489,510 520,360 530,951 530,951 0 0
CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: 14,453)
-3,928 -352 3,544 14,837 11,261 14,453 14,453 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 0.0 2.0 92.2 98.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
4 0 1 29 31 33 32
AEP DAYTON HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 52,961
COMMITMENTS
4,988 170 1,994 45,622 49,353 52,604 51,517 357 1,444
CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: 1,680)
70 -170 150 1,441 1,637 1,661 1,617 19 63
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.4 0.3 3.8 86.1 93.2 99.3 97.3 0.7 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
4 1 3 31 32 36 35
AD HUB DA OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 mwh OPEN INTEREST: 3,558,270
COMMITMENTS
0 0 0 3558270 3558270 3558270 3558270 0 0
CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: 42,570)
-7,750 0 0 50,320 42,570 42,570 42,570 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
AD HUB DA PEAK DAILY - ICE FUTURES ENERGY DIV Code-06439E
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 mwh OPEN INTEREST: 5,500
COMMITMENTS
550 1,250 50 4,850 3,450 5,450 4,750 50 750
CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: -3,500)
550 650 -300 -3,600 -3,150 -3,350 -2,800 -150 -700
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 22.7 0.9 88.2 62.7 99.1 86.4 0.9 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 2 1 17 8 18 11
PJM AEP DAYTON DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 mwh OPEN INTEREST: 1,350,150
COMMITMENTS
0 0 0 1350150 1350150 1350150 1350150 0 0
CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: 31,900)
-2,100 0 0 34,000 31,900 31,900 31,900 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: 30)
0 0 0 23 13 23 13
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 810,920
COMMITMENTS
0 0 0 810,920 810,920 810,920 810,920 0 0
CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: 20,400)
0 0 0 20,400 20,400 20,400 20,400 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 13 17 13
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 284,952
COMMITMENTS
8,288 0 3,888 272,368 280,656 284,544 284,544 408 408
CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: 392)
0 0 0 -16 -16 -16 -16 408 408
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 0.0 1.4 95.6 98.5 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 0 1 24 18 25 19
ERCOT - NORTH ZONE - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 11,974
COMMITMENTS
1,996 318 106 9,641 11,489 11,743 11,913 231 61
CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: 401)
105 -21 0 382 657 487 636 -86 -235
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.7 2.7 0.9 80.5 95.9 98.1 99.5 1.9 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
4 2 2 15 21 21 23
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5MWh OPEN INTEREST: 1,208,660
COMMITMENTS
46,500 58,770 93,280 1068880 1056610 1208660 1208660 0 0
CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 4.9 7.7 88.4 87.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 2 1 11 10 13 12
ISO NEW ENGLAND CT DA LMP PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643AU
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MwH OPEN INTEREST: 118,935
COMMITMENTS
0 6,925 0 118,935 112,010 118,935 118,935 0 0
CHANGES FROM 02/18/14 (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: 22)
0 1 0 14 10 14 11
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 329,710
COMMITMENTS
8,400 0 0 321,310 329,710 329,710 329,710 0 0
CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: 6,510)
0 0 0 6,510 6,510 6,510 6,510 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 0.0 0.0 97.5 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 0 0 20 14 21 14
MISO IN. RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWH PER LOT OPEN INTEREST: 199,351
COMMITMENTS
2,625 0 0 196,726 199,351 199,351 199,351 0 0
CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: 6,400)
0 0 0 6,400 6,400 6,400 6,400 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: 30)
1 0 0 25 18 26 18
MISO CINERGY HUB (REAL-TIME LMP) - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 23,596
COMMITMENTS
782 308 601 21,830 21,262 23,213 22,171 383 1,425
CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: 345)
0 0 0 406 365 406 365 -61 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 1.3 2.5 92.5 90.1 98.4 94.0 1.6 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 1 1 28 25 29 27
Nepool MH DA LMP Offpk Mon Min - ICE FUTURES ENERGY DIV Code-0643B9
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any multiple of 5 MWh OPEN INTEREST: 2,984,103
COMMITMENTS
0 321,297 287,965 2696138 2374841 2984103 2984103 0 0
CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: 31,487)
0 19,416 0 31,487 12,071 31,487 31,487 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 10.8 9.6 90.4 79.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
0 4 1 32 31 33 35
ISO NE MASS PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any multiple of 16 MWh OPEN INTEREST: 897,647
COMMITMENTS
17,985 76,308 69,103 810,539 752,236 897,627 897,647 20 0
CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: 11,837)
525 5,361 615 10,697 5,903 11,837 11,879 0 -42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 8.5 7.7 90.3 83.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
2 7 5 39 30 45 38
N. ILLINOIS HUB DAY AHEAD LMP, OFF PEAK MONTHLY - ICE FUTURES ENERGY Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 MWH OPEN INTEREST: 2,153,228
COMMITMENTS
0 0 0 2153228 2153228 2153228 2153228 0 0
CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: 48,677)
0 0 0 48,677 48,677 48,677 48,677 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 0 0 21 10 21 10
PJM NI DAY AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 mwh OPEN INTEREST: 635,195
COMMITMENTS
0 0 0 635,195 635,195 635,195 635,195 0 0
CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: 10,180)
0 0 0 10,180 10,180 10,180 10,180 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: 32)
0 0 0 27 15 27 15
ISO NE MASS DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 513,430
COMMITMENTS
107,893 0 24,672 380,865 488,758 513,430 513,430 0 0
CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: 8,457)
-2,368 0 3,624 7,201 4,833 8,457 8,457 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.0 0.0 4.8 74.2 95.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
3 0 3 33 29 36 32
NEPOOL MASS HUB (DAY-AHEAD LMP) - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 36,597
COMMITMENTS
6,522 1,923 754 28,157 33,815 35,433 36,492 1,164 105
CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: 106)
-64 3 105 64 18 105 126 1 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.8 5.3 2.1 76.9 92.4 96.8 99.7 3.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
4 2 3 31 33 36 37
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 26,637
COMMITMENTS
7,351 153 1,281 18,005 25,203 26,637 26,637 0 0
CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: -324)
-391 -235 53 14 -142 -324 -324 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.6 0.6 4.8 67.6 94.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 2 3 20 13 24 16
CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BR
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
25MWh OPEN INTEREST: 219,538
COMMITMENTS
102,579 2,216 1,308 115,651 216,014 219,538 219,538 0 0
CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: 2,908)
252 952 1,004 1,652 952 2,908 2,908 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.7 1.0 0.6 52.7 98.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 2 1 14 8 16 11
PJM NI REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 492,836
COMMITMENTS
4,288 21,668 16,705 471,843 454,463 492,836 492,836 0 0
CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: 5,931)
0 0 0 5,931 5,931 5,931 5,931 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 4.4 3.4 95.7 92.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 3 1 23 18 25 21
NORTHERN ILLINOIS HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 30,571
COMMITMENTS
6,262 0 252 23,485 29,898 29,999 30,150 572 421
CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: 2)
42 0 -21 -317 -18 -296 -39 298 41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.5 0.0 0.8 76.8 97.8 98.1 98.6 1.9 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 0 1 23 19 26 20
NYISO ZONE J - ICE FUTURES ENERGY DIV Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 6,772
COMMITMENTS
0 1,017 0 6,395 5,501 6,395 6,518 377 254
CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: 42)
0 -21 0 21 63 21 42 21 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 15.0 0.0 94.4 81.2 94.4 96.2 5.6 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 3 0 16 12 16 15
NYISO ZONE A - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 17,509
COMMITMENTS
1,062 366 230 15,941 16,724 17,233 17,320 276 189
CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: 474)
256 -169 148 70 474 474 453 0 21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 2.1 1.3 91.0 95.5 98.4 98.9 1.6 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 1 2 20 20 24 22
NYISO ZONE A (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 250,461
COMMITMENTS
9,775 0 0 240,686 250,461 250,461 250,461 0 0
CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: 1,143)
407 0 0 736 1,143 1,143 1,143 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 0.0 0.0 96.1 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 0 0 17 19 20 19
NYISO ZONE G - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 15,494
COMMITMENTS
2,119 0 230 12,874 14,967 15,223 15,197 271 297
CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: -104)
-86 0 65 -20 -127 -41 -62 -63 -42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.7 0.0 1.5 83.1 96.6 98.3 98.1 1.7 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
7 0 3 19 23 26 26
NYISO ZONE G (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 170,616
COMMITMENTS
6,874 407 352 163,390 169,857 170,616 170,616 0 0
CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: 446)
-814 407 0 1,260 39 446 446 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 0.2 0.2 95.8 99.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 1 1 22 19 23 21
PALO VERDE - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 22,164
COMMITMENTS
0 3,555 1,766 20,398 16,843 22,164 22,164 0 0
CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: 284)
0 52 0 284 232 284 284 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 16.0 8.0 92.0 76.0 100.0 100.0 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 02/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
25 MWh OPEN INTEREST: 158,665
COMMITMENTS
7,058 0 654 150,953 158,011 158,665 158,665 0 0
CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: 2,931)
0 0 0 2,931 2,931 2,931 2,931 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 0.0 0.4 95.1 99.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 1 13 14 14 15
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 MWh OPEN INTEREST: 802,818
COMMITMENTS
0 34,220 0 802,818 768,598 802,818 802,818 0 0
CHANGES FROM 02/18/14 (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 4.3 0.0 100.0 95.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 1 0 18 14 18 15
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 230,540
COMMITMENTS
2,150 3,225 0 228,390 227,315 230,540 230,540 0 0
CHANGES FROM 02/18/14 (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
0.9 1.4 0.0 99.1 98.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 1 0 21 14 22 15
PJM JCPL ZONE DAY-AHEAD - ICE FUTURES ENERGY DIV Code-0643CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 Mwh OPEN INTEREST: 303,130
COMMITMENTS
1,050 10,675 0 302,080 292,455 303,130 303,130 0 0
CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: 5,350)
1,050 2,150 0 4,300 3,200 5,350 5,350 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 3.5 0.0 99.7 96.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 1 0 22 13 23 14
PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643CV
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 Mwh OPEN INTEREST: 1,019,775
COMMITMENTS
0 23,360 0 1019775 996,415 1019775 1019775 0 0
CHANGES FROM 02/18/14 (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 2.3 0.0 100.0 97.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 0 18 6 18 7
PJM PECO ZONE (DA LMP) PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 169,805
COMMITMENTS
0 0 0 169,805 169,805 169,805 169,805 0 0
CHANGES FROM 02/18/14 (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: 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 02/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mwh OPEN INTEREST: 638,175
COMMITMENTS
0 0 0 638,175 638,175 638,175 638,175 0 0
CHANGES FROM 02/18/14 (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 16 13 16 13
PJM PEPCO DAY-AHEAD - ICE FUTURES ENERGY DIV Code-0643D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 369,825
COMMITMENTS
0 1,100 1,050 368,775 367,675 369,825 369,825 0 0
CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: 4,250)
0 0 0 4,250 4,250 4,250 4,250 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.3 0.3 99.7 99.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 1 1 22 15 23 16
PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643D5
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 MWh OPEN INTEREST: 1,219,700
COMMITMENTS
0 0 0 1219700 1219700 1219700 1219700 0 0
CHANGES FROM 02/18/14 (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 21 14 21 14
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 MWh OPEN INTEREST: 2,022,370
COMMITMENTS
0 0 0 2022370 2022370 2022370 2022370 0 0
CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: 101,462)
0 0 0 101,462 101,462 101,462 101,462 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 8 22 8
PJM PPL ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 546,635
COMMITMENTS
0 0 0 546,635 546,635 546,635 546,635 0 0
CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: 26,065)
0 0 0 26,065 26,065 26,065 26,065 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 23 9 23 9
PJM WESTERN HUB (DAY-AHEAD OFF PEAK) - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 MWh OPEN INTEREST: 9,347,781
COMMITMENTS
149,969 0 0 9197812 9347781 9347781 9347781 0 0
CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: 104,167)
4,070 0 0 100,097 104,167 104,167 104,167 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 0.0 0.0 98.4 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
2 0 0 41 34 43 34
PJM WESTERN HUB (DAY-AHEAD) - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 3,330,075
COMMITMENTS
44,975 100 5,150 3279950 3324825 3330075 3330075 0 0
CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: 51,130)
3,350 100 2,000 45,780 49,030 51,130 51,130 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.0 0.2 98.5 99.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
3 1 1 42 35 46 36
PJM WESTERN HUB MINI (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 3,233,240
COMMITMENTS
496,971 185,906 134,535 2601734 2912799 3233240 3233240 0 0
CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: 35,252)
-2,490 2,629 18,548 19,194 14,075 35,252 35,252 0 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.4 5.7 4.2 80.5 90.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
4 9 8 43 44 54 54
PJM WH REAL TIME MINI OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
MWh (Megawatt Hours) OPEN INTEREST: 6,944,150
COMMITMENTS
145,122 205,880 136,776 6662252 6601494 6944150 6944150 0 0
CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: -48,439)
0 0 0 -48,032 -48,439 -48,032 -48,439 -407 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 3.0 2.0 95.9 95.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
3 2 2 35 30 38 34
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 647,745
COMMITMENTS
4,255 7,975 1,000 642,490 638,770 647,745 647,745 0 0
CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: 4,095)
1,575 3,725 0 2,520 370 4,095 4,095 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 1.2 0.2 99.2 98.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 2 1 34 17 36 19
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 MWh OPEN INTEREST: 2,380,868
COMMITMENTS
7,040 11,830 0 2373828 2369038 2380868 2380868 0 0
CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: 4,070)
0 0 0 4,070 4,070 4,070 4,070 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.5 0.0 99.7 99.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 1 0 31 15 32 16
NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 16 MEGAWATTS PER HOUR) OPEN INTEREST: 167,315
COMMITMENTS
20,210 11,450 1,590 143,365 153,275 165,165 166,315 2,150 1,000
CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: 11,410)
0 0 0 11,410 11,410 11,410 11,410 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 6.8 1.0 85.7 91.6 98.7 99.4 1.3 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 1 1 22 21 24 23
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C75
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5 MEGAWATTS PER HOUR) OPEN INTEREST: 337,567
COMMITMENTS
48,400 0 0 289,167 337,567 337,567 337,567 0 0
CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: 83,718)
23,320 0 0 60,398 83,718 83,718 83,718 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.3 0.0 0.0 85.7 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 0 20 13 21 13
NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C76
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 16 MEGAWATTS PER HOUR) OPEN INTEREST: 163,037
COMMITMENTS
1,100 21,822 3,520 158,417 137,695 163,037 163,037 0 0
CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: 27,820)
0 6,610 0 27,820 21,210 27,820 27,820 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 13.4 2.2 97.2 84.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 5 2 27 23 31 28
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5 MEGAWATTS PER HOUR) OPEN INTEREST: 341,404
COMMITMENTS
0 11,341 4,070 337,334 325,641 341,404 341,052 0 352
CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: 66,379)
0 -2,035 2,035 64,344 66,379 66,379 66,379 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.3 1.2 98.8 95.4 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 2 2 17 20 19 22
NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C78
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 16 MEGAWATTS PER HOUR) OPEN INTEREST: 120,233
COMMITMENTS
5,455 7,500 0 114,778 112,733 120,233 120,233 0 0
CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: 9,235)
735 0 0 8,500 9,235 9,235 9,235 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 6.2 0.0 95.5 93.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 3 0 18 13 20 16
NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C79
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5 MEGAWATTS PER HOUR) OPEN INTEREST: 144,199
COMMITMENTS
23,320 0 0 120,879 144,199 144,199 144,199 0 0
CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: 8,369)
0 0 0 8,369 8,369 8,369 8,369 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.2 0.0 0.0 83.8 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 0 13 13 14 13
Updated February 28, 2014