CALIFORNIA CARBON ALLOWANCE VINTAGE 2014 - ICE FUTURES ENERGY DIV Code-006392
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California Carbon Allowances OPEN INTEREST: 5,018
COMMITMENTS
614 1,037 0 4,354 3,951 4,968 4,988 50 30
CHANGES FROM 02/25/14 (CHANGE IN OPEN INTEREST: -49)
217 15 -150 -113 106 -46 -29 -3 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.2 20.7 0.0 86.8 78.7 99.0 99.4 1.0 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
7 3 0 8 4 15 7
CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 16,724
COMMITMENTS
7,532 2,624 1,088 7,854 12,762 16,474 16,474 250 250
CHANGES FROM 02/25/14 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.0 15.7 6.5 47.0 76.3 98.5 98.5 1.5 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
7 2 3 9 6 16 11
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 5,442,195
COMMITMENTS
1042196 104,454 1464400 2891805 3856500 5398401 5425354 43,794 16,841
CHANGES FROM 02/25/14 (CHANGE IN OPEN INTEREST: -338,381)
-127,560 20,269 -111,591 -100,285 -247,091 -339,436 -338,413 1,055 32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.2 1.9 26.9 53.1 70.9 99.2 99.7 0.8 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 212)
48 21 53 135 115 200 173
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 1,715,051
COMMITMENTS
70,545 58,955 736,011 907,523 919,023 1714079 1713988 973 1,063
CHANGES FROM 02/25/14 (CHANGE IN OPEN INTEREST: 2,163)
-35,815 -108,312 82,066 -41,929 29,660 4,321 3,413 -2,159 -1,251
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 3.4 42.9 52.9 53.6 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
21 21 39 55 58 94 100
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 271,983
COMMITMENTS
40,025 9,011 5,594 206,830 249,965 252,449 264,570 19,534 7,413
CHANGES FROM 02/25/14 (CHANGE IN OPEN INTEREST: 15,484)
5,860 1,593 -479 9,554 13,207 14,935 14,321 549 1,163
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.7 3.3 2.1 76.0 91.9 92.8 97.3 7.2 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
5 3 7 31 28 40 35
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 158,736
COMMITMENTS
17,456 2,992 2,521 131,617 149,085 151,594 154,598 7,142 4,138
CHANGES FROM 02/25/14 (CHANGE IN OPEN INTEREST: 1,543)
1,387 -757 338 -911 694 814 275 729 1,268
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.0 1.9 1.6 82.9 93.9 95.5 97.4 4.5 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 3 3 30 29 34 34
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 223,460
COMMITMENTS
32,656 3,688 5,740 172,610 205,013 211,006 214,441 12,454 9,019
CHANGES FROM 02/25/14 (CHANGE IN OPEN INTEREST: 2,341)
6,292 708 -308 -5,258 1,879 726 2,279 1,615 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.6 1.7 2.6 77.2 91.7 94.4 96.0 5.6 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
4 2 3 25 27 31 30
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 805,786
COMMITMENTS
48,727 2,308 12,326 738,036 779,041 799,089 793,675 6,697 12,111
CHANGES FROM 02/25/14 (CHANGE IN OPEN INTEREST: -16,721)
-380 -1,460 4,183 -19,425 -23,748 -15,622 -21,025 -1,099 4,304
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 0.3 1.5 91.6 96.7 99.2 98.5 0.8 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
3 3 4 51 37 57 41
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 268,995
COMMITMENTS
32,203 18,175 1,437 228,345 242,921 261,985 262,533 7,010 6,462
CHANGES FROM 02/25/14 (CHANGE IN OPEN INTEREST: 2,312)
-1,240 523 716 4,006 1,435 3,482 2,674 -1,170 -362
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.0 6.8 0.5 84.9 90.3 97.4 97.6 2.6 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
8 2 3 31 33 39 38
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 238,256
COMMITMENTS
2,264 0 2,263 229,192 230,680 233,719 232,943 4,537 5,313
CHANGES FROM 02/25/14 (CHANGE IN OPEN INTEREST: -854)
500 0 -20 -2,192 -934 -1,712 -954 858 100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.0 0.9 96.2 96.8 98.1 97.8 1.9 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
3 0 3 35 32 38 35
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 88,064
COMMITMENTS
4,481 126 1,570 76,541 76,570 82,592 78,266 5,472 9,798
CHANGES FROM 02/25/14 (CHANGE IN OPEN INTEREST: 816)
-3,397 126 39 4,236 2,546 878 2,711 -62 -1,895
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 0.1 1.8 86.9 86.9 93.8 88.9 6.2 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 1 2 17 22 20 24
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 146,701
COMMITMENTS
19,393 11,579 11,796 103,805 113,864 134,994 137,239 11,707 9,462
CHANGES FROM 02/25/14 (CHANGE IN OPEN INTEREST: 2,725)
-144 -547 1,498 846 1,847 2,200 2,798 525 -73
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.2 7.9 8.0 70.8 77.6 92.0 93.6 8.0 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 3 3 22 26 27 30
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 22,047
COMMITMENTS
5,694 451 1,054 13,229 17,970 19,977 19,475 2,070 2,572
CHANGES FROM 02/25/14 (CHANGE IN OPEN INTEREST: 492)
434 0 0 151 -1,446 585 -1,446 -93 1,938
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.8 2.0 4.8 60.0 81.5 90.6 88.3 9.4 11.7
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 03/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 81,993
COMMITMENTS
0 10,262 5,340 66,316 55,462 71,656 71,064 10,337 10,929
CHANGES FROM 02/25/14 (CHANGE IN OPEN INTEREST: 1,053)
0 1,285 -61 838 -1,774 777 -550 276 1,603
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 12.5 6.5 80.9 67.6 87.4 86.7 12.6 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 2 2 17 16 19 18
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 179,968
COMMITMENTS
1,452 0 1,085 171,851 173,719 174,388 174,804 5,580 5,164
CHANGES FROM 02/25/14 (CHANGE IN OPEN INTEREST: 1,299)
1,452 -193 89 -138 1,035 1,403 931 -104 368
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.0 0.6 95.5 96.5 96.9 97.1 3.1 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 0 1 28 24 30 25
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 89,673
COMMITMENTS
0 0 0 78,988 86,803 78,988 86,803 10,685 2,870
CHANGES FROM 02/25/14 (CHANGE IN OPEN INTEREST: 85)
0 0 0 780 769 780 769 -695 -684
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 88.1 96.8 88.1 96.8 11.9 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 0 0 23 23 23 23
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 304,045
COMMITMENTS
6,235 6,024 1,798 290,045 286,135 298,078 293,957 5,967 10,088
CHANGES FROM 02/25/14 (CHANGE IN OPEN INTEREST: 4,274)
2,297 1,896 -215 536 58 2,618 1,739 1,656 2,535
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 2.0 0.6 95.4 94.1 98.0 96.7 2.0 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
2 3 1 45 41 47 45
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 85,488
COMMITMENTS
3,735 12,494 2,203 75,355 62,761 81,293 77,458 4,195 8,030
CHANGES FROM 02/25/14 (CHANGE IN OPEN INTEREST: -341)
582 -1,926 -49 -1,302 954 -769 -1,021 428 680
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 14.6 2.6 88.1 73.4 95.1 90.6 4.9 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 2 3 23 19 27 23
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BA - ICE FUTURES ENERCode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 77,038
COMMITMENTS
0 638 2,718 64,434 67,704 67,152 71,060 9,886 5,978
CHANGES FROM 02/25/14 (CHANGE IN OPEN INTEREST: 853)
0 -728 304 403 1,496 707 1,072 146 -219
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.8 3.5 83.6 87.9 87.2 92.2 12.8 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 1 16 20 17 21
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 142,858
COMMITMENTS
15,716 4,817 6,518 118,729 123,160 140,963 134,495 1,895 8,363
CHANGES FROM 02/25/14 (CHANGE IN OPEN INTEREST: 13,515)
423 -3,596 2,356 11,515 13,573 14,294 12,333 -779 1,182
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.0 3.4 4.6 83.1 86.2 98.7 94.1 1.3 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
12 2 3 23 35 37 38
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 123,268
COMMITMENTS
41,049 2,652 10,126 70,850 108,298 122,025 121,076 1,243 2,192
CHANGES FROM 02/25/14 (CHANGE IN OPEN INTEREST: 14,631)
1,061 -2,356 1,147 12,771 15,361 14,979 14,152 -348 479
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.3 2.2 8.2 57.5 87.9 99.0 98.2 1.0 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
14 3 3 32 45 47 50
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 29,028
COMMITMENTS
802 0 0 26,446 26,881 27,248 26,881 1,780 2,147
CHANGES FROM 02/25/14 (CHANGE IN OPEN INTEREST: -124)
0 0 0 248 248 248 248 -372 -372
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 0.0 0.0 91.1 92.6 93.9 92.6 6.1 7.4
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 03/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 114,734
COMMITMENTS
0 4,468 0 99,449 98,287 99,449 102,755 15,285 11,979
CHANGES FROM 02/25/14 (CHANGE IN OPEN INTEREST: 1,377)
0 -608 0 3,764 1,995 3,764 1,387 -2,387 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.9 0.0 86.7 85.7 86.7 89.6 13.3 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 1 0 32 27 32 28
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS - ICE FUTURES ENERCode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 67,382
COMMITMENTS
6,523 0 1,278 53,095 59,892 60,896 61,170 6,486 6,212
CHANGES FROM 02/25/14 (CHANGE IN OPEN INTEREST: -1,057)
1,806 0 -235 -1,607 -22 -36 -257 -1,021 -800
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 0.0 1.9 78.8 88.9 90.4 90.8 9.6 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 0 1 16 16 18 17
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 109,425
COMMITMENTS
0 4,831 1,057 100,983 90,508 102,040 96,396 7,385 13,029
CHANGES FROM 02/25/14 (CHANGE IN OPEN INTEREST: -1,757)
0 619 144 -3,533 -1,590 -3,389 -827 1,632 -930
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.4 1.0 92.3 82.7 93.3 88.1 6.7 11.9
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 03/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 77,998
COMMITMENTS
0 613 810 68,325 69,422 69,135 70,845 8,863 7,153
CHANGES FROM 02/25/14 (CHANGE IN OPEN INTEREST: 4,741)
0 399 209 2,798 4,656 3,007 5,264 1,734 -523
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.8 1.0 87.6 89.0 88.6 90.8 11.4 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 1 16 15 17 16
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 77,022
COMMITMENTS
2,509 0 0 67,357 72,320 69,866 72,320 7,156 4,702
CHANGES FROM 02/25/14 (CHANGE IN OPEN INTEREST: 819)
-579 0 0 1,750 624 1,171 624 -352 195
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 0.0 0.0 87.5 93.9 90.7 93.9 9.3 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 0 0 18 14 20 14
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/04/14 |
--------------------------------------------------------------| 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 21,650 29,369 29,641 29,705 1,222 1,158
CHANGES FROM 02/25/14 (CHANGE IN OPEN INTEREST: 0)
0 0 0 -672 0 -672 0 672 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.5 0.7 0.4 70.1 95.2 96.0 96.2 4.0 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 03/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 123,717
COMMITMENTS
0 3,012 1,245 112,132 116,031 113,377 120,288 10,340 3,429
CHANGES FROM 02/25/14 (CHANGE IN OPEN INTEREST: 3,075)
0 -1,250 696 559 3,415 1,255 2,861 1,820 214
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.4 1.0 90.6 93.8 91.6 97.2 8.4 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 2 1 18 16 19 18
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 294,832
COMMITMENTS
0 51,347 7,289 267,751 225,600 275,040 284,236 19,792 10,596
CHANGES FROM 02/25/14 (CHANGE IN OPEN INTEREST: 6,491)
-807 7,999 661 3,970 -2,170 3,824 6,490 2,667 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 17.4 2.5 90.8 76.5 93.3 96.4 6.7 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
0 4 3 33 28 36 32
SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 32,290
COMMITMENTS
7,165 310 0 23,888 31,235 31,053 31,545 1,237 745
CHANGES FROM 02/25/14 (CHANGE IN OPEN INTEREST: -85)
0 0 0 -589 -85 -589 -85 504 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.2 1.0 0.0 74.0 96.7 96.2 97.7 3.8 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
7 1 0 16 20 23 21
SONAT - TIER 1 POOL (ZONE 0) - ICE FUTURES ENERGY DIV Code-0233C1
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 32,223
COMMITMENTS
0 0 0 28,523 32,068 28,523 32,068 3,700 155
CHANGES FROM 02/25/14 (CHANGE IN OPEN INTEREST: 1,858)
0 0 0 1,858 1,858 1,858 1,858 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 88.5 99.5 88.5 99.5 11.5 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 14 18 14 18
TENNESSEE GAS PIPELINE CO. - ZONE L, 500 LEG POOL - ICE FUTURES ENERGCode-0233C9
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 20,435
COMMITMENTS
0 0 0 16,272 18,319 16,272 18,319 4,163 2,116
CHANGES FROM 02/25/14 (CHANGE IN OPEN INTEREST: -856)
0 0 0 -372 0 -372 0 -484 -856
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 79.6 89.6 79.6 89.6 20.4 10.4
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 03/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 44,292
COMMITMENTS
2,934 0 0 39,518 42,909 42,452 42,909 1,840 1,383
CHANGES FROM 02/25/14 (CHANGE IN OPEN INTEREST: 217)
0 0 0 394 -461 394 -461 -177 678
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 0.0 0.0 89.2 96.9 95.8 96.9 4.2 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 0 0 19 19 20 19
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 276,833
COMMITMENTS
3,424 35,173 4,412 257,728 233,284 265,564 272,869 11,269 3,964
CHANGES FROM 02/25/14 (CHANGE IN OPEN INTEREST: 1,429)
976 1,172 -523 -351 -372 102 277 1,327 1,152
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 12.7 1.6 93.1 84.3 95.9 98.6 4.1 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
1 5 5 39 37 45 42
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 90,616
COMMITMENTS
8,831 0 62 73,966 86,016 82,859 86,078 7,757 4,538
CHANGES FROM 02/25/14 (CHANGE IN OPEN INTEREST: 1,628)
152 0 62 -1,825 2,487 -1,611 2,549 3,239 -921
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 0.0 0.1 81.6 94.9 91.4 95.0 8.6 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 0 1 21 19 23 20
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 76,680
COMMITMENTS
0 0 0 69,216 73,530 69,216 73,530 7,464 3,150
CHANGES FROM 02/25/14 (CHANGE IN OPEN INTEREST: 694)
0 0 0 266 18 266 18 428 676
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 90.3 95.9 90.3 95.9 9.7 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 18 17 18 17
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 81,081
COMMITMENTS
1,093 1,883 1,427 68,558 68,922 71,078 72,232 10,003 8,849
CHANGES FROM 02/25/14 (CHANGE IN OPEN INTEREST: -190)
150 393 -210 1,224 -1,450 1,164 -1,267 -1,354 1,077
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 2.3 1.8 84.6 85.0 87.7 89.1 12.3 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 2 17 14 19 16
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/04/14 |
--------------------------------------------------------------| 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 12,463 11,848 12,743 12,463 1,489 1,769
CHANGES FROM 02/25/14 (CHANGE IN OPEN INTEREST: 0)
0 0 0 -868 62 -868 62 868 -62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 4.3 0.0 87.6 83.2 89.5 87.6 10.5 12.4
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 03/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 152,398
COMMITMENTS
15,563 5,715 11,743 123,780 133,371 151,086 150,829 1,312 1,568
CHANGES FROM 02/25/14 (CHANGE IN OPEN INTEREST: -3,957)
-244 -461 189 -3,957 -3,960 -4,012 -4,231 55 274
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 3.8 7.7 81.2 87.5 99.1 99.0 0.9 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
9 7 12 53 56 66 71
MID-C FINANCIAL PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 58,672
COMMITMENTS
5,441 784 1,439 51,792 56,449 58,672 58,672 0 0
CHANGES FROM 02/25/14 (CHANGE IN OPEN INTEREST: -1,963)
-976 556 -123 -864 -2,372 -1,963 -1,939 0 -24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.3 1.3 2.5 88.3 96.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 1 3 24 20 28 23
MID-C FINANCIAL OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 462,620
COMMITMENTS
0 16,806 19,775 442,845 426,039 462,620 462,620 0 0
CHANGES FROM 02/25/14 (CHANGE IN OPEN INTEREST: -19,281)
-304 4,080 -576 -18,401 -22,785 -19,281 -19,281 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.6 4.3 95.7 92.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 3 2 21 23 23 26
PJM WH OFF PEAK REAL TIME - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,568,124
COMMITMENTS
32,346 1,275 48,238 1485700 1517475 1566284 1566988 1,840 1,136
CHANGES FROM 02/25/14 (CHANGE IN OPEN INTEREST: 26,224)
11,177 923 13,211 4,244 15,202 28,632 29,336 -2,408 -3,112
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 0.1 3.1 94.7 96.8 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
6 2 5 43 43 50 49
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 54,696
COMMITMENTS
928 11,228 4,203 49,565 39,265 54,696 54,696 0 0
CHANGES FROM 02/25/14 (CHANGE IN OPEN INTEREST: 1,463)
-155 389 128 1,490 946 1,463 1,463 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 20.5 7.7 90.6 71.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
4 3 3 25 25 30 30
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 340,006
COMMITMENTS
5,600 28,276 28,878 305,528 282,852 340,006 340,006 0 0
CHANGES FROM 02/25/14 (CHANGE IN OPEN INTEREST: 981)
-1,904 0 0 2,885 981 981 981 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 8.3 8.5 89.9 83.2 100.0 100.0 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 03/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 552,613
COMMITMENTS
33,644 0 11,724 507,245 538,425 552,613 550,149 0 2,464
CHANGES FROM 02/25/14 (CHANGE IN OPEN INTEREST: 21,662)
2,794 0 1,133 17,735 18,065 21,662 19,198 0 2,464
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 0.0 2.1 91.8 97.4 100.0 99.6 0.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
5 0 1 27 30 32 31
AEP DAYTON HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 53,071
COMMITMENTS
4,455 212 2,120 46,118 49,274 52,693 51,606 378 1,465
CHANGES FROM 02/25/14 (CHANGE IN OPEN INTEREST: 110)
-533 42 126 496 -79 89 89 21 21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 0.4 4.0 86.9 92.8 99.3 97.2 0.7 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
5 1 3 30 31 36 34
AD HUB DA OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 mwh OPEN INTEREST: 3,587,558
COMMITMENTS
0 0 0 3587558 3587558 3587558 3587558 0 0
CHANGES FROM 02/25/14 (CHANGE IN OPEN INTEREST: 29,288)
0 0 0 29,288 29,288 29,288 29,288 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 0 0 20 13 20 13
AD HUB DA PEAK DAILY - ICE FUTURES ENERGY DIV Code-06439E
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 mwh OPEN INTEREST: 2,950
COMMITMENTS
0 550 0 2,800 1,850 2,800 2,400 150 550
CHANGES FROM 02/25/14 (CHANGE IN OPEN INTEREST: -2,550)
-550 -700 -50 -2,050 -1,600 -2,650 -2,350 100 -200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 18.6 0.0 94.9 62.7 94.9 81.4 5.1 18.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 0 12 11 12 12
PJM AEP DAYTON DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 mwh OPEN INTEREST: 1,354,350
COMMITMENTS
0 0 0 1354350 1354350 1354350 1354350 0 0
CHANGES FROM 02/25/14 (CHANGE IN OPEN INTEREST: 4,200)
0 0 0 4,200 4,200 4,200 4,200 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: 30)
0 0 0 24 13 24 13
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 815,000
COMMITMENTS
0 0 0 815,000 815,000 815,000 815,000 0 0
CHANGES FROM 02/25/14 (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
0.0 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 17 14 17 14
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 297,888
COMMITMENTS
8,288 0 3,888 285,304 293,592 297,480 297,480 408 408
CHANGES FROM 02/25/14 (CHANGE IN OPEN INTEREST: 12,936)
0 0 0 12,936 12,936 12,936 12,936 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 0.0 1.3 95.8 98.6 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 0 1 25 17 26 18
ERCOT - NORTH ZONE - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 12,373
COMMITMENTS
2,018 340 106 9,996 11,866 12,120 12,312 253 61
CHANGES FROM 02/25/14 (CHANGE IN OPEN INTEREST: 399)
22 22 0 355 377 377 399 22 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.3 2.7 0.9 80.8 95.9 98.0 99.5 2.0 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 2 2 15 19 21 21
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5MWh OPEN INTEREST: 1,208,660
COMMITMENTS
46,500 54,700 93,280 1068880 1060680 1208660 1208660 0 0
CHANGES FROM 02/25/14 (CHANGE IN OPEN INTEREST: 0)
0 -4,070 0 0 4,070 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 4.5 7.7 88.4 87.8 100.0 100.0 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 03/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MwH OPEN INTEREST: 119,460
COMMITMENTS
0 6,925 0 119,460 112,535 119,460 119,460 0 0
CHANGES FROM 02/25/14 (CHANGE IN OPEN INTEREST: 525)
0 0 0 525 525 525 525 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 03/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 332,860
COMMITMENTS
8,400 0 0 324,460 332,860 332,860 332,860 0 0
CHANGES FROM 02/25/14 (CHANGE IN OPEN INTEREST: 3,150)
0 0 0 3,150 3,150 3,150 3,150 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: 30)
1 0 0 21 15 22 15
MISO IN. RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWH PER LOT OPEN INTEREST: 205,936
COMMITMENTS
2,100 0 525 203,311 205,411 205,936 205,936 0 0
CHANGES FROM 02/25/14 (CHANGE IN OPEN INTEREST: 6,585)
-525 0 525 6,585 6,060 6,585 6,585 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.0 0.3 98.7 99.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 0 1 25 18 26 19
MISO CINERGY HUB (REAL-TIME LMP) - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 23,576
COMMITMENTS
760 348 580 21,897 21,203 23,237 22,131 339 1,445
CHANGES FROM 02/25/14 (CHANGE IN OPEN INTEREST: -20)
-22 40 -21 67 -59 24 -40 -44 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 1.5 2.5 92.9 89.9 98.6 93.9 1.4 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 2 1 28 24 30 27
Nepool MH DA LMP Offpk Mon Min - ICE FUTURES ENERGY DIV Code-0643B9
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any multiple of 5 MWh OPEN INTEREST: 2,982,444
COMMITMENTS
0 321,309 288,779 2690497 2372356 2979276 2982444 3,168 0
CHANGES FROM 02/25/14 (CHANGE IN OPEN INTEREST: -1,659)
0 12 814 -5,641 -2,485 -4,827 -1,659 3,168 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 10.8 9.7 90.2 79.5 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
0 4 2 32 31 34 35
ISO NE MASS PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any multiple of 16 MWh OPEN INTEREST: 913,949
COMMITMENTS
19,225 78,801 67,863 823,921 766,045 911,009 912,709 2,940 1,240
CHANGES FROM 02/25/14 (CHANGE IN OPEN INTEREST: 16,302)
1,240 2,493 -1,240 13,382 13,809 13,382 15,062 2,920 1,240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 8.6 7.4 90.1 83.8 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
2 5 5 39 30 45 36
N. ILLINOIS HUB DAY AHEAD LMP, OFF PEAK MONTHLY - ICE FUTURES ENERGY Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 MWH OPEN INTEREST: 2,164,268
COMMITMENTS
0 0 0 2164268 2164268 2164268 2164268 0 0
CHANGES FROM 02/25/14 (CHANGE IN OPEN INTEREST: 11,040)
0 0 0 11,040 11,040 11,040 11,040 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 03/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 mwh OPEN INTEREST: 642,120
COMMITMENTS
0 0 0 642,120 642,120 642,120 642,120 0 0
CHANGES FROM 02/25/14 (CHANGE IN OPEN INTEREST: 6,925)
0 0 0 6,925 6,925 6,925 6,925 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 03/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 521,575
COMMITMENTS
107,932 1,104 24,633 387,954 495,838 520,519 521,575 1,056 0
CHANGES FROM 02/25/14 (CHANGE IN OPEN INTEREST: 8,145)
39 1,104 -39 7,089 7,080 7,089 8,145 1,056 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.7 0.2 4.7 74.4 95.1 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
3 1 3 34 29 37 33
NEPOOL MASS HUB (DAY-AHEAD LMP) - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 36,770
COMMITMENTS
6,461 1,965 886 28,283 33,836 35,630 36,687 1,140 83
CHANGES FROM 02/25/14 (CHANGE IN OPEN INTEREST: 173)
-61 42 132 126 21 197 195 -24 -22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.6 5.3 2.4 76.9 92.0 96.9 99.8 3.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
3 3 4 31 33 36 39
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 26,533
COMMITMENTS
7,170 309 1,255 18,108 24,969 26,533 26,533 0 0
CHANGES FROM 02/25/14 (CHANGE IN OPEN INTEREST: -104)
-181 156 -26 103 -234 -104 -104 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.0 1.2 4.7 68.2 94.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 2 2 23 13 26 16
CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BR
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
25MWh OPEN INTEREST: 223,673
COMMITMENTS
101,983 3,168 0 121,690 220,505 223,673 223,673 0 0
CHANGES FROM 02/25/14 (CHANGE IN OPEN INTEREST: 4,135)
-596 952 -1,308 6,039 4,491 4,135 4,135 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.6 1.4 0.0 54.4 98.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 2 0 15 8 16 10
PJM NI REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 493,940
COMMITMENTS
4,288 20,932 17,073 469,763 455,935 491,124 493,940 2,816 0
CHANGES FROM 02/25/14 (CHANGE IN OPEN INTEREST: 1,104)
0 -736 368 -2,080 1,472 -1,712 1,104 2,816 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 4.2 3.5 95.1 92.3 99.4 100.0 0.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 3 1 23 19 25 22
NORTHERN ILLINOIS HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 30,697
COMMITMENTS
6,220 0 315 23,589 29,961 30,124 30,276 573 421
CHANGES FROM 02/25/14 (CHANGE IN OPEN INTEREST: 126)
-42 0 63 104 63 125 126 1 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.3 0.0 1.0 76.8 97.6 98.1 98.6 1.9 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 0 2 23 19 26 21
NYISO ZONE J - ICE FUTURES ENERGY DIV Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 6,965
COMMITMENTS
0 1,082 0 6,528 5,629 6,528 6,711 437 254
CHANGES FROM 02/25/14 (CHANGE IN OPEN INTEREST: 193)
0 65 0 133 128 133 193 60 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 15.5 0.0 93.7 80.8 93.7 96.4 6.3 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 3 0 16 12 16 15
NYISO ZONE A - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 18,176
COMMITMENTS
1,446 429 167 16,442 17,412 18,055 18,008 121 168
CHANGES FROM 02/25/14 (CHANGE IN OPEN INTEREST: 667)
384 63 -63 501 688 822 688 -155 -21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 2.4 0.9 90.5 95.8 99.3 99.1 0.7 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 1 2 21 21 26 23
NYISO ZONE A (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 245,013
COMMITMENTS
43,090 0 0 201,571 244,309 244,661 244,309 352 704
CHANGES FROM 02/25/14 (CHANGE IN OPEN INTEREST: -5,448)
33,315 0 0 -39,115 -6,152 -5,800 -6,152 352 704
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.6 0.0 0.0 82.3 99.7 99.9 99.7 0.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 0 0 16 19 19 19
NYISO ZONE G - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 15,392
COMMITMENTS
2,099 0 187 12,959 15,125 15,245 15,312 147 80
CHANGES FROM 02/25/14 (CHANGE IN OPEN INTEREST: -102)
-20 0 -43 85 158 22 115 -124 -217
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.6 0.0 1.2 84.2 98.3 99.0 99.5 1.0 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
7 0 3 20 24 27 27
NYISO ZONE G (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 170,937
COMMITMENTS
8,340 407 352 162,245 170,178 170,937 170,937 0 0
CHANGES FROM 02/25/14 (CHANGE IN OPEN INTEREST: 321)
1,466 0 0 -1,145 321 321 321 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 0.2 0.2 94.9 99.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 1 1 22 18 24 20
PALO VERDE - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 20,868
COMMITMENTS
0 3,239 1,842 19,026 15,787 20,868 20,868 0 0
CHANGES FROM 02/25/14 (CHANGE IN OPEN INTEREST: -1,296)
0 -316 76 -1,372 -1,056 -1,296 -1,296 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 15.5 8.8 91.2 75.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 1 1 16 16 17 17
PALO VERDE (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
25 MWh OPEN INTEREST: 150,977
COMMITMENTS
7,058 0 654 143,265 150,323 150,977 150,977 0 0
CHANGES FROM 02/25/14 (CHANGE IN OPEN INTEREST: -7,688)
0 0 0 -7,688 -7,688 -7,688 -7,688 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 0.0 0.4 94.9 99.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 1 13 13 14 14
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/04/14 |
--------------------------------------------------------------| 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 0 802,818 763,318 802,818 797,538 0 5,280
CHANGES FROM 02/25/14 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 -5,280 0 -5,280 0 5,280
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.3 0.0 100.0 95.1 100.0 99.3 0.0 0.7
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 03/04/14 |
--------------------------------------------------------------| 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 0 228,390 225,715 230,540 228,940 0 1,600
CHANGES FROM 02/25/14 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 -1,600 0 -1,600 0 1,600
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 1.4 0.0 99.1 97.9 100.0 99.3 0.0 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 1 0 21 14 22 15
PJM EASTERN HUB DAY-AHEAD - ICE FUTURES ENERGY DIV Code-0643CR
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 84,455
COMMITMENTS
2,100 0 0 82,355 82,255 84,455 82,255 0 2,200
CHANGES FROM 02/25/14 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 0.0 0.0 97.5 97.4 100.0 97.4 0.0 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 14 12 15 12
PJM JCPL ZONE DAY-AHEAD - ICE FUTURES ENERGY DIV Code-0643CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 Mwh OPEN INTEREST: 314,755
COMMITMENTS
1,050 10,675 0 313,705 302,580 314,755 313,255 0 1,500
CHANGES FROM 02/25/14 (CHANGE IN OPEN INTEREST: 11,625)
0 0 0 11,625 10,125 11,625 10,125 0 1,500
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 3.4 0.0 99.7 96.1 100.0 99.5 0.0 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
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 03/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 Mwh OPEN INTEREST: 1,064,695
COMMITMENTS
0 23,360 0 1064695 1041335 1064695 1064695 0 0
CHANGES FROM 02/25/14 (CHANGE IN OPEN INTEREST: 44,920)
0 0 0 44,920 44,920 44,920 44,920 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.2 0.0 100.0 97.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 1 0 19 8 19 9
PJM PECO ZONE (DA LMP) PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 179,305
COMMITMENTS
0 0 0 179,305 179,305 179,305 179,305 0 0
CHANGES FROM 02/25/14 (CHANGE IN OPEN INTEREST: 9,500)
0 0 0 9,500 9,500 9,500 9,500 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 13 15 13
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mwh OPEN INTEREST: 685,135
COMMITMENTS
0 0 0 685,135 685,135 685,135 685,135 0 0
CHANGES FROM 02/25/14 (CHANGE IN OPEN INTEREST: 46,960)
0 0 0 46,960 46,960 46,960 46,960 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 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 03/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 444,870
COMMITMENTS
0 1,100 1,050 443,820 442,720 444,870 444,870 0 0
CHANGES FROM 02/25/14 (CHANGE IN OPEN INTEREST: 75,045)
0 0 0 75,045 75,045 75,045 75,045 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.2 0.2 99.8 99.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 1 1 23 15 24 16
PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643D5
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 MWh OPEN INTEREST: 1,476,820
COMMITMENTS
0 0 0 1473300 1476820 1473300 1476820 3,520 0
CHANGES FROM 02/25/14 (CHANGE IN OPEN INTEREST: 257,120)
0 0 0 253,600 257,120 253,600 257,120 3,520 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.8 100.0 99.8 100.0 0.2 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 03/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 MWh OPEN INTEREST: 2,038,650
COMMITMENTS
0 0 0 2037946 2038650 2037946 2038650 704 0
CHANGES FROM 02/25/14 (CHANGE IN OPEN INTEREST: 16,280)
0 0 0 15,576 16,280 15,576 16,280 704 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 03/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 554,085
COMMITMENTS
0 0 0 552,185 554,085 552,185 554,085 1,900 0
CHANGES FROM 02/25/14 (CHANGE IN OPEN INTEREST: 7,450)
0 0 0 5,550 7,450 5,550 7,450 1,900 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.7 100.0 99.7 100.0 0.3 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 03/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 MWh OPEN INTEREST: 9,719,731
COMMITMENTS
169,939 0 0 9538880 9719731 9708819 9719731 10,912 0
CHANGES FROM 02/25/14 (CHANGE IN OPEN INTEREST: 371,950)
19,970 0 0 341,068 371,950 361,038 371,950 10,912 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 0.0 0.0 98.1 100.0 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
3 0 0 41 35 44 35
PJM WESTERN HUB (DAY-AHEAD) - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 3,440,660
COMMITMENTS
51,645 0 5,145 3383870 3435315 3440660 3440460 0 200
CHANGES FROM 02/25/14 (CHANGE IN OPEN INTEREST: 110,585)
6,670 -100 -5 103,920 110,490 110,585 110,385 0 200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 0.0 0.1 98.3 99.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
4 0 2 43 38 47 40
PJM WESTERN HUB MINI (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 3,254,131
COMMITMENTS
496,676 170,829 142,331 2615124 2937471 3254131 3250631 0 3,500
CHANGES FROM 02/25/14 (CHANGE IN OPEN INTEREST: 20,892)
-295 -15,078 7,797 13,390 24,673 20,892 17,392 -0 3,500
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.3 5.2 4.4 80.4 90.3 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
5 8 9 44 44 56 54
PJM WH REAL TIME MINI OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
MWh (Megawatt Hours) OPEN INTEREST: 6,997,934
COMMITMENTS
162,845 202,360 138,733 6692132 6653321 6993710 6994414 4,224 3,520
CHANGES FROM 02/25/14 (CHANGE IN OPEN INTEREST: 53,784)
17,723 -3,520 1,957 29,880 51,827 49,560 50,264 4,224 3,520
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 2.9 2.0 95.6 95.1 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
4 2 2 34 30 38 34
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 663,507
COMMITMENTS
8,350 7,450 1,000 651,257 655,057 660,607 663,507 2,900 0
CHANGES FROM 02/25/14 (CHANGE IN OPEN INTEREST: 15,762)
4,095 -525 0 8,767 16,287 12,862 15,762 2,900 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 1.1 0.2 98.2 98.7 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
1 2 1 35 18 37 20
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 MWh OPEN INTEREST: 2,424,698
COMMITMENTS
23,320 11,830 0 2396802 2402308 2420122 2414138 4,576 10,560
CHANGES FROM 02/25/14 (CHANGE IN OPEN INTEREST: 43,830)
16,280 0 0 22,974 33,270 39,254 33,270 4,576 10,560
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.5 0.0 98.8 99.1 99.8 99.6 0.2 0.4
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 03/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 16 MEGAWATTS PER HOUR) OPEN INTEREST: 181,415
COMMITMENTS
37,170 11,450 3,335 136,330 165,630 176,835 180,415 4,580 1,000
CHANGES FROM 02/25/14 (CHANGE IN OPEN INTEREST: 14,100)
16,960 0 1,745 -7,035 12,355 11,670 14,100 2,430 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.5 6.3 1.8 75.1 91.3 97.5 99.4 2.5 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 1 2 22 20 26 23
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C75
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5 MEGAWATTS PER HOUR) OPEN INTEREST: 332,706
COMMITMENTS
111,250 0 7,310 214,146 325,396 332,706 332,706 0 0
CHANGES FROM 02/25/14 (CHANGE IN OPEN INTEREST: -4,861)
62,850 0 7,310 -75,021 -12,171 -4,861 -4,861 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.4 0.0 2.2 64.4 97.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 0 1 20 13 22 14
NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C76
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 16 MEGAWATTS PER HOUR) OPEN INTEREST: 173,040
COMMITMENTS
2,200 24,907 3,520 167,320 141,893 173,040 170,320 0 2,720
CHANGES FROM 02/25/14 (CHANGE IN OPEN INTEREST: 10,003)
1,100 3,085 0 8,903 4,198 10,003 7,283 0 2,720
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 14.4 2.0 96.7 82.0 100.0 98.4 0.0 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 5 3 27 20 33 25
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5 MEGAWATTS PER HOUR) OPEN INTEREST: 385,418
COMMITMENTS
2,035 21,516 0 383,383 361,438 385,418 382,954 0 2,464
CHANGES FROM 02/25/14 (CHANGE IN OPEN INTEREST: 44,014)
2,035 10,175 -4,070 46,049 35,797 44,014 41,902 0 2,112
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 5.6 0.0 99.5 93.8 100.0 99.4 0.0 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 2 0 18 20 19 22
NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C78
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 16 MEGAWATTS PER HOUR) OPEN INTEREST: 125,058
COMMITMENTS
5,455 9,150 0 119,603 115,008 125,058 124,158 0 900
CHANGES FROM 02/25/14 (CHANGE IN OPEN INTEREST: 4,825)
0 1,650 0 4,825 2,275 4,825 3,925 0 900
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 7.3 0.0 95.6 92.0 100.0 99.3 0.0 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 4 0 19 14 21 18
NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C79
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5 MEGAWATTS PER HOUR) OPEN INTEREST: 187,930
COMMITMENTS
23,320 0 0 164,610 186,522 187,930 186,522 0 1,408
CHANGES FROM 02/25/14 (CHANGE IN OPEN INTEREST: 43,731)
0 0 0 43,731 42,323 43,731 42,323 0 1,408
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 0.0 0.0 87.6 99.3 100.0 99.3 0.0 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 0 15 13 16 13
Updated March 7, 2014