CALIFORNIA CARBON ALLOWANCE VINTAGE 2014 - ICE FUTURES ENERGY DIV Code-006392
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/11/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California Carbon Allowances OPEN INTEREST: 4,954
COMMITMENTS
574 1,051 0 4,329 3,873 4,903 4,924 51 30
CHANGES FROM 03/04/14 (CHANGE IN OPEN INTEREST: -64)
-40 14 0 -25 -78 -65 -64 1 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.6 21.2 0.0 87.4 78.2 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 03/11/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 17,187
COMMITMENTS
7,665 2,649 1,460 8,062 13,078 17,187 17,187 0 0
CHANGES FROM 03/04/14 (CHANGE IN OPEN INTEREST: 463)
133 25 372 208 316 713 713 -250 -250
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.6 15.4 8.5 46.9 76.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
9 2 5 9 6 20 12
RGGI VINTAGE 2014 - ICE FUTURES ENERGY DIV Code-00639U
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/11/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 Regional Greenhouse Gas Initiative OPEN INTEREST: 9,044
COMMITMENTS
1,725 400 950 6,369 7,689 9,044 9,039 0 5
CHANGES FROM 03/04/14 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.1 4.4 10.5 70.4 85.0 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
4 3 3 11 7 15 13
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/11/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 5,435,003
COMMITMENTS
1050471 133,568 1454425 2892909 3831546 5397805 5419539 37,198 15,464
CHANGES FROM 03/04/14 (CHANGE IN OPEN INTEREST: -7,192)
8,275 29,114 -9,975 1,104 -24,954 -596 -5,815 -6,596 -1,377
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.3 2.5 26.8 53.2 70.5 99.3 99.7 0.7 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 218)
48 23 61 137 117 205 183
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/11/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 1,843,561
COMMITMENTS
69,510 66,320 772,894 1000244 1003180 1842648 1842394 913 1,167
CHANGES FROM 03/04/14 (CHANGE IN OPEN INTEREST: 128,510)
-1,034 7,365 36,883 92,721 84,158 128,570 128,406 -60 104
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 3.6 41.9 54.3 54.4 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
20 25 42 55 58 97 103
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/11/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 262,962
COMMITMENTS
41,068 8,839 5,203 196,338 241,060 242,609 255,102 20,353 7,860
CHANGES FROM 03/04/14 (CHANGE IN OPEN INTEREST: -9,021)
1,043 -172 -391 -10,492 -8,905 -9,840 -9,468 819 447
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.6 3.4 2.0 74.7 91.7 92.3 97.0 7.7 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
5 3 6 27 27 35 33
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/11/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 149,191
COMMITMENTS
16,464 3,240 2,001 121,939 139,841 140,404 145,082 8,787 4,109
CHANGES FROM 03/04/14 (CHANGE IN OPEN INTEREST: -9,545)
-992 248 -520 -9,678 -9,244 -11,190 -9,516 1,645 -29
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.0 2.2 1.3 81.7 93.7 94.1 97.2 5.9 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 3 3 23 23 27 28
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/11/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 220,093
COMMITMENTS
31,281 3,296 6,056 171,641 201,691 208,978 211,043 11,115 9,050
CHANGES FROM 03/04/14 (CHANGE IN OPEN INTEREST: -3,367)
-1,375 -392 316 -969 -3,322 -2,028 -3,398 -1,339 31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.2 1.5 2.8 78.0 91.6 94.9 95.9 5.1 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 2 3 20 25 25 28
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/11/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 808,940
COMMITMENTS
48,876 3,217 12,352 741,968 782,633 803,196 798,202 5,744 10,738
CHANGES FROM 03/04/14 (CHANGE IN OPEN INTEREST: 3,154)
149 909 26 3,932 3,592 4,107 4,527 -953 -1,373
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 0.4 1.5 91.7 96.7 99.3 98.7 0.7 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
3 4 4 50 39 56 44
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/11/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 252,072
COMMITMENTS
28,643 16,369 1,084 209,468 228,337 239,195 245,790 12,877 6,282
CHANGES FROM 03/04/14 (CHANGE IN OPEN INTEREST: -16,923)
-3,560 -1,806 -353 -18,877 -14,584 -22,790 -16,743 5,867 -180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 6.5 0.4 83.1 90.6 94.9 97.5 5.1 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
4 2 4 24 24 28 30
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/11/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 214,604
COMMITMENTS
3,328 0 1,771 202,729 207,865 207,828 209,636 6,776 4,968
CHANGES FROM 03/04/14 (CHANGE IN OPEN INTEREST: -23,652)
1,064 0 -492 -26,463 -22,815 -25,891 -23,307 2,239 -345
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 0.0 0.8 94.5 96.9 96.8 97.7 3.2 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
3 0 3 31 28 34 31
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/11/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 85,125
COMMITMENTS
7,862 0 668 70,111 68,369 78,641 69,037 6,484 16,088
CHANGES FROM 03/04/14 (CHANGE IN OPEN INTEREST: -2,939)
3,381 -126 -902 -6,430 -8,201 -3,951 -9,229 1,012 6,290
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 0.0 0.8 82.4 80.3 92.4 81.1 7.6 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 0 1 12 16 14 17
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/11/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 141,302
COMMITMENTS
14,122 12,436 12,057 104,060 109,167 130,239 133,660 11,063 7,642
CHANGES FROM 03/04/14 (CHANGE IN OPEN INTEREST: -5,399)
-5,271 857 261 255 -4,697 -4,755 -3,579 -644 -1,820
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 8.8 8.5 73.6 77.3 92.2 94.6 7.8 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 3 3 21 23 26 27
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/11/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 74,524
COMMITMENTS
0 7,318 5,167 59,221 52,954 64,388 65,439 10,136 9,085
CHANGES FROM 03/04/14 (CHANGE IN OPEN INTEREST: -7,469)
0 -2,944 -173 -7,095 -2,508 -7,268 -5,625 -201 -1,844
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 9.8 6.9 79.5 71.1 86.4 87.8 13.6 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 2 2 15 16 17 18
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/11/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 171,998
COMMITMENTS
1,999 0 824 161,352 165,835 164,175 166,659 7,823 5,339
CHANGES FROM 03/04/14 (CHANGE IN OPEN INTEREST: -7,970)
547 0 -261 -10,499 -7,884 -10,213 -8,145 2,243 175
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.0 0.5 93.8 96.4 95.5 96.9 4.5 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 0 1 27 23 29 24
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/11/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 91,220
COMMITMENTS
0 0 0 79,718 86,486 79,718 86,486 11,502 4,734
CHANGES FROM 03/04/14 (CHANGE IN OPEN INTEREST: 1,547)
0 0 0 730 -317 730 -317 817 1,864
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 87.4 94.8 87.4 94.8 12.6 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 0 0 22 20 22 20
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/11/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 293,540
COMMITMENTS
7,610 6,269 2,440 273,909 274,238 283,959 282,947 9,581 10,593
CHANGES FROM 03/04/14 (CHANGE IN OPEN INTEREST: -10,505)
1,375 245 642 -16,136 -11,897 -14,119 -11,010 3,614 505
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 2.1 0.8 93.3 93.4 96.7 96.4 3.3 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
2 3 1 38 34 40 38
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/11/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 82,555
COMMITMENTS
38 14,770 1,945 73,742 56,727 75,725 73,442 6,830 9,113
CHANGES FROM 03/04/14 (CHANGE IN OPEN INTEREST: -2,933)
-3,697 2,276 -258 -1,613 -6,034 -5,568 -4,016 2,635 1,083
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 17.9 2.4 89.3 68.7 91.7 89.0 8.3 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 3 3 18 16 21 20
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/11/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 94,438
COMMITMENTS
6,059 8,480 1,812 84,502 77,285 92,373 87,577 2,065 6,861
CHANGES FROM 03/04/14 (CHANGE IN OPEN INTEREST: -48,420)
-9,657 3,663 -4,706 -34,227 -45,875 -48,590 -46,918 170 -1,502
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 9.0 1.9 89.5 81.8 97.8 92.7 2.2 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 2 1 7 10 10 13
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/11/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 79,380
COMMITMENTS
16,908 6,161 6,793 55,016 64,795 78,717 77,749 663 1,631
CHANGES FROM 03/04/14 (CHANGE IN OPEN INTEREST: -43,888)
-24,141 3,509 -3,333 -15,834 -43,503 -43,308 -43,327 -580 -561
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.3 7.8 8.6 69.3 81.6 99.2 97.9 0.8 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
13 3 5 23 33 38 39
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/11/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 26,528
COMMITMENTS
0 0 0 24,603 24,727 24,603 24,727 1,925 1,801
CHANGES FROM 03/04/14 (CHANGE IN OPEN INTEREST: -2,500)
-802 0 0 -1,843 -2,154 -2,645 -2,154 145 -346
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 92.7 93.2 92.7 93.2 7.3 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 13 13 13 13
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/11/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 110,825
COMMITMENTS
300 4,258 0 95,930 94,281 96,230 98,539 14,595 12,286
CHANGES FROM 03/04/14 (CHANGE IN OPEN INTEREST: -3,909)
300 -210 0 -3,519 -4,006 -3,219 -4,216 -690 307
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 3.8 0.0 86.6 85.1 86.8 88.9 13.2 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 1 0 29 24 30 25
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/11/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 104,101
COMMITMENTS
0 4,979 997 97,665 85,674 98,662 91,650 5,439 12,451
CHANGES FROM 03/04/14 (CHANGE IN OPEN INTEREST: -5,324)
0 148 -60 -3,318 -4,834 -3,378 -4,746 -1,946 -578
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.8 1.0 93.8 82.3 94.8 88.0 5.2 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 2 1 20 18 21 20
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/11/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 114,798
COMMITMENTS
0 4,381 636 105,902 107,396 106,538 112,413 8,260 2,385
CHANGES FROM 03/04/14 (CHANGE IN OPEN INTEREST: -8,919)
0 1,369 -609 -6,230 -8,635 -6,839 -7,875 -2,080 -1,044
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.8 0.6 92.3 93.6 92.8 97.9 7.2 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 2 1 14 13 15 15
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/11/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 291,349
COMMITMENTS
2,806 55,402 5,669 260,398 217,664 268,873 278,735 22,476 12,614
CHANGES FROM 03/04/14 (CHANGE IN OPEN INTEREST: -3,483)
2,806 4,055 -1,620 -7,353 -7,936 -6,167 -5,501 2,684 2,018
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 19.0 1.9 89.4 74.7 92.3 95.7 7.7 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 2 3 29 21 32 24
SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/11/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 24,000
COMMITMENTS
4,403 310 0 19,256 23,132 23,659 23,442 341 558
CHANGES FROM 03/04/14 (CHANGE IN OPEN INTEREST: -8,290)
-2,762 0 0 -4,632 -8,103 -7,394 -8,103 -896 -187
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.3 1.3 0.0 80.2 96.4 98.6 97.7 1.4 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 1 0 16 14 19 15
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/11/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 39,864
COMMITMENTS
2,878 0 0 35,299 39,306 38,177 39,306 1,687 558
CHANGES FROM 03/04/14 (CHANGE IN OPEN INTEREST: -4,428)
-56 0 0 -4,219 -3,603 -4,275 -3,603 -153 -825
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 0.0 0.0 88.5 98.6 95.8 98.6 4.2 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 0 13 15 14 15
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/11/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 269,525
COMMITMENTS
3,927 35,442 4,320 249,163 224,844 257,410 264,606 12,115 4,919
CHANGES FROM 03/04/14 (CHANGE IN OPEN INTEREST: -7,308)
503 269 -92 -8,565 -8,440 -8,154 -8,263 846 955
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 13.1 1.6 92.4 83.4 95.5 98.2 4.5 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
3 4 5 36 30 42 36
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/11/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 86,405
COMMITMENTS
8,676 0 0 70,043 81,041 78,719 81,041 7,686 5,364
CHANGES FROM 03/04/14 (CHANGE IN OPEN INTEREST: -4,211)
-155 0 -62 -3,923 -4,975 -4,140 -5,037 -71 826
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 0.0 0.0 81.1 93.8 91.1 93.8 8.9 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 0 16 13 17 13
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/11/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 73,933
COMMITMENTS
0 0 0 66,059 70,975 66,059 70,975 7,874 2,958
CHANGES FROM 03/04/14 (CHANGE IN OPEN INTEREST: -2,747)
0 0 0 -3,157 -2,555 -3,157 -2,555 410 -192
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 89.3 96.0 89.3 96.0 10.7 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 16 15 16 15
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/11/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 148,381
COMMITMENTS
15,991 6,249 11,486 119,725 129,449 147,202 147,184 1,179 1,197
CHANGES FROM 03/04/14 (CHANGE IN OPEN INTEREST: -4,017)
428 533 -257 -4,055 -3,922 -3,884 -3,645 -133 -371
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 4.2 7.7 80.7 87.2 99.2 99.2 0.8 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
9 6 13 54 55 67 70
MID-C FINANCIAL PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/11/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 57,161
COMMITMENTS
5,333 632 1,751 50,077 54,778 57,161 57,161 0 0
CHANGES FROM 03/04/14 (CHANGE IN OPEN INTEREST: -1,511)
-108 -152 312 -1,715 -1,671 -1,511 -1,511 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.3 1.1 3.1 87.6 95.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 1 3 23 20 26 23
MID-C FINANCIAL OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/11/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 463,490
COMMITMENTS
0 15,310 19,447 444,043 428,733 463,490 463,490 0 0
CHANGES FROM 03/04/14 (CHANGE IN OPEN INTEREST: 870)
0 -1,496 -328 1,198 2,694 870 870 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.3 4.2 95.8 92.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 3 1 21 23 22 26
PJM WH OFF PEAK REAL TIME - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/11/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,521,312
COMMITMENTS
31,055 2,988 50,253 1438868 1466935 1520176 1520176 1,136 1,136
CHANGES FROM 03/04/14 (CHANGE IN OPEN INTEREST: -46,812)
-1,291 1,713 2,015 -46,832 -50,540 -46,108 -46,812 -704 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 0.2 3.3 94.6 96.4 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
5 2 4 42 43 48 48
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/11/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 51,486
COMMITMENTS
823 9,616 4,246 46,418 37,624 51,486 51,486 0 0
CHANGES FROM 03/04/14 (CHANGE IN OPEN INTEREST: -3,209)
-105 -1,611 43 -3,148 -1,641 -3,209 -3,209 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 18.7 8.2 90.2 73.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
4 3 3 23 24 28 29
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/11/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 324,470
COMMITMENTS
4,648 22,516 28,878 290,944 273,076 324,470 324,470 0 0
CHANGES FROM 03/04/14 (CHANGE IN OPEN INTEREST: -15,536)
-952 -5,760 0 -14,584 -9,776 -15,536 -15,536 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 6.9 8.9 89.7 84.2 100.0 100.0 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 03/11/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 538,277
COMMITMENTS
29,902 0 13,203 495,172 525,074 538,277 538,277 0 0
CHANGES FROM 03/04/14 (CHANGE IN OPEN INTEREST: -14,336)
-3,742 0 1,479 -12,073 -13,351 -14,336 -11,872 0 -2,464
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 0.0 2.5 92.0 97.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
4 0 1 27 28 31 29
AEP DAYTON HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/11/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 51,508
COMMITMENTS
5,498 233 1,853 43,797 47,657 51,148 49,743 360 1,765
CHANGES FROM 03/04/14 (CHANGE IN OPEN INTEREST: -1,563)
1,043 21 -267 -2,321 -1,617 -1,545 -1,863 -18 300
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.7 0.5 3.6 85.0 92.5 99.3 96.6 0.7 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
4 1 3 28 28 33 31
AD HUB DA OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/11/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 mwh OPEN INTEREST: 3,312,598
COMMITMENTS
0 0 0 3312598 3312598 3312598 3312598 0 0
CHANGES FROM 03/04/14 (CHANGE IN OPEN INTEREST: -274,960)
0 0 0 -274,960 -274,960 -274,960 -274,960 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: 28)
0 0 0 20 11 20 11
AD HUB DA PEAK DAILY - ICE FUTURES ENERGY DIV Code-06439E
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/11/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 mwh OPEN INTEREST: 4,050
COMMITMENTS
100 50 0 3,900 3,700 4,000 3,750 50 300
CHANGES FROM 03/04/14 (CHANGE IN OPEN INTEREST: 1,100)
100 -500 0 1,100 1,850 1,200 1,350 -100 -250
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 1.2 0.0 96.3 91.4 98.8 92.6 1.2 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 0 11 16 12 17
PJM AEP DAYTON DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/11/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 mwh OPEN INTEREST: 1,255,350
COMMITMENTS
0 0 0 1255350 1255350 1255350 1255350 0 0
CHANGES FROM 03/04/14 (CHANGE IN OPEN INTEREST: -99,000)
0 0 0 -99,000 -99,000 -99,000 -99,000 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 0 0 23 12 23 12
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/11/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 726,360
COMMITMENTS
0 0 0 726,360 726,360 726,360 726,360 0 0
CHANGES FROM 03/04/14 (CHANGE IN OPEN INTEREST: -88,640)
0 0 0 -88,640 -88,640 -88,640 -88,640 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 18 14 18 14
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/11/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 290,696
COMMITMENTS
7,504 408 3,512 279,272 286,368 290,288 290,288 408 408
CHANGES FROM 03/04/14 (CHANGE IN OPEN INTEREST: -7,192)
-784 408 -376 -6,032 -7,224 -7,192 -7,192 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 0.1 1.2 96.1 98.5 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 1 1 24 18 25 20
ERCOT - NORTH ZONE - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/11/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 11,803
COMMITMENTS
1,872 320 172 9,397 11,268 11,441 11,760 362 43
CHANGES FROM 03/04/14 (CHANGE IN OPEN INTEREST: -570)
-146 -20 66 -599 -598 -679 -552 109 -18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.9 2.7 1.5 79.6 95.5 96.9 99.6 3.1 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
4 2 3 13 16 19 19
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/11/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5MWh OPEN INTEREST: 1,173,460
COMMITMENTS
46,500 40,620 93,280 1033680 1039560 1173460 1173460 0 0
CHANGES FROM 03/04/14 (CHANGE IN OPEN INTEREST: -35,200)
0 -14,080 0 -35,200 -21,120 -35,200 -35,200 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 3.5 7.9 88.1 88.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 2 1 11 10 13 12
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/11/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 284,460
COMMITMENTS
6,400 1,100 0 278,060 283,360 284,460 284,460 0 0
CHANGES FROM 03/04/14 (CHANGE IN OPEN INTEREST: -48,400)
-2,000 1,100 0 -46,400 -49,500 -48,400 -48,400 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 0.4 0.0 97.8 99.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 1 0 21 14 22 15
MISO IN. RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/11/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWH PER LOT OPEN INTEREST: 197,746
COMMITMENTS
1,050 0 1,575 195,121 196,171 197,746 197,746 0 0
CHANGES FROM 03/04/14 (CHANGE IN OPEN INTEREST: -8,190)
-1,050 0 1,050 -8,190 -9,240 -8,190 -8,190 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.0 0.8 98.7 99.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 0 1 23 15 24 16
MISO CINERGY HUB (REAL-TIME LMP) - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/11/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 22,301
COMMITMENTS
589 308 602 20,236 19,921 21,427 20,831 874 1,470
CHANGES FROM 03/04/14 (CHANGE IN OPEN INTEREST: -1,275)
-171 -40 22 -1,661 -1,282 -1,810 -1,300 535 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 1.4 2.7 90.7 89.3 96.1 93.4 3.9 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 1 1 26 20 28 22
Nepool MH DA LMP Offpk Mon Min - ICE FUTURES ENERGY DIV Code-0643B9
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/11/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any multiple of 5 MWh OPEN INTEREST: 2,825,212
COMMITMENTS
814 243,254 287,965 2536433 2293993 2825212 2825212 0 0
CHANGES FROM 03/04/14 (CHANGE IN OPEN INTEREST: -157,232)
814 -78,055 -814 -154,064 -78,363 -154,064 -157,232 -3,168 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 8.6 10.2 89.8 81.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
1 3 1 32 26 34 29
ISO NE MASS PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/11/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any multiple of 16 MWh OPEN INTEREST: 854,694
COMMITMENTS
23,950 60,811 71,373 759,371 722,510 854,694 854,694 0 0
CHANGES FROM 03/04/14 (CHANGE IN OPEN INTEREST: -59,255)
4,725 -17,990 3,510 -64,550 -43,535 -56,315 -58,015 -2,940 -1,240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 7.1 8.4 88.8 84.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
4 3 4 38 26 44 31
N. ILLINOIS HUB DAY AHEAD LMP, OFF PEAK MONTHLY - ICE FUTURES ENERGY Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/11/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 MWH OPEN INTEREST: 1,929,836
COMMITMENTS
0 0 0 1929836 1929836 1929836 1929836 0 0
CHANGES FROM 03/04/14 (CHANGE IN OPEN INTEREST: -234,432)
0 0 0 -234,432 -234,432 -234,432 -234,432 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 19 8 19 8
PJM NI DAY AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/11/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 mwh OPEN INTEREST: 556,795
COMMITMENTS
0 0 0 556,795 556,795 556,795 556,795 0 0
CHANGES FROM 03/04/14 (CHANGE IN OPEN INTEREST: -85,325)
0 0 0 -85,325 -85,325 -85,325 -85,325 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 15 24 15
ISO NE MASS DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/11/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 506,871
COMMITMENTS
104,476 1,104 23,545 378,850 482,222 506,871 506,871 0 0
CHANGES FROM 03/04/14 (CHANGE IN OPEN INTEREST: -14,704)
-3,456 0 -1,088 -9,104 -13,616 -13,648 -14,704 -1,056 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.6 0.2 4.6 74.7 95.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
3 1 3 31 26 34 30
NEPOOL MASS HUB (DAY-AHEAD LMP) - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/11/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 35,256
COMMITMENTS
6,340 1,789 999 26,919 32,362 34,258 35,150 998 106
CHANGES FROM 03/04/14 (CHANGE IN OPEN INTEREST: -1,514)
-121 -176 113 -1,364 -1,474 -1,372 -1,537 -142 23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.0 5.1 2.8 76.4 91.8 97.2 99.7 2.8 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
3 4 4 28 32 33 38
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/11/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 22,989
COMMITMENTS
6,022 205 1,255 15,712 21,529 22,989 22,989 0 0
CHANGES FROM 03/04/14 (CHANGE IN OPEN INTEREST: -3,544)
-1,148 -104 0 -2,396 -3,440 -3,544 -3,544 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.2 0.9 5.5 68.3 93.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 2 2 20 12 23 15
CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BR
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/11/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
25MWh OPEN INTEREST: 206,345
COMMITMENTS
89,759 2,216 2,432 114,154 201,697 206,345 206,345 0 0
CHANGES FROM 03/04/14 (CHANGE IN OPEN INTEREST: -17,328)
-12,224 -952 2,432 -7,536 -18,808 -17,328 -17,328 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.5 1.1 1.2 55.3 97.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 2 1 16 7 17 10
PJM NI REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/11/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 461,309
COMMITMENTS
3,936 18,788 17,457 439,916 425,064 461,309 461,309 0 0
CHANGES FROM 03/04/14 (CHANGE IN OPEN INTEREST: -32,631)
-352 -2,144 384 -29,847 -30,871 -29,815 -32,631 -2,816 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 4.1 3.8 95.4 92.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 2 1 20 17 22 19
NORTHERN ILLINOIS HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/11/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 28,222
COMMITMENTS
6,135 0 275 21,259 27,586 27,669 27,861 553 361
CHANGES FROM 03/04/14 (CHANGE IN OPEN INTEREST: -2,475)
-85 0 -40 -2,330 -2,375 -2,455 -2,415 -20 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.7 0.0 1.0 75.3 97.7 98.0 98.7 2.0 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 0 2 23 18 26 20
NYISO ZONE A - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/11/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 17,674
COMMITMENTS
1,513 555 107 15,649 16,394 17,269 17,056 405 618
CHANGES FROM 03/04/14 (CHANGE IN OPEN INTEREST: -502)
67 126 -60 -793 -1,018 -786 -952 284 450
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.6 3.1 0.6 88.5 92.8 97.7 96.5 2.3 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
4 1 2 19 19 24 21
NYISO ZONE A (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/11/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 238,808
COMMITMENTS
42,386 0 0 196,422 238,808 238,808 238,808 0 0
CHANGES FROM 03/04/14 (CHANGE IN OPEN INTEREST: -6,205)
-704 0 0 -5,149 -5,501 -5,853 -5,501 -352 -704
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.7 0.0 0.0 82.3 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 0 0 15 18 18 18
NYISO ZONE G - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/11/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 13,611
COMMITMENTS
1,636 0 150 11,676 13,226 13,462 13,376 149 235
CHANGES FROM 03/04/14 (CHANGE IN OPEN INTEREST: -1,781)
-463 0 -37 -1,283 -1,899 -1,783 -1,936 2 155
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.0 0.0 1.1 85.8 97.2 98.9 98.3 1.1 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
5 0 2 18 22 23 24
NYISO ZONE G (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/11/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 161,140
COMMITMENTS
7,988 407 0 153,152 160,733 161,140 161,140 0 0
CHANGES FROM 03/04/14 (CHANGE IN OPEN INTEREST: -9,797)
-352 0 -352 -9,093 -9,445 -9,797 -9,797 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 0.3 0.0 95.0 99.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 1 0 20 19 22 20
PALO VERDE - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/11/14 |
--------------------------------------------------------------| 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 03/04/14 (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 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 03/11/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
25 MWh OPEN INTEREST: 152,931
COMMITMENTS
7,058 0 654 145,219 152,277 152,931 152,931 0 0
CHANGES FROM 03/04/14 (CHANGE IN OPEN INTEREST: 1,954)
0 0 0 1,954 1,954 1,954 1,954 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 0.0 0.4 95.0 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 03/11/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 MWh OPEN INTEREST: 756,354
COMMITMENTS
0 23,660 0 756,354 732,694 756,354 756,354 0 0
CHANGES FROM 03/04/14 (CHANGE IN OPEN INTEREST: -46,464)
0 -10,560 0 -46,464 -30,624 -46,464 -41,184 0 -5,280
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.1 0.0 100.0 96.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 1 0 18 13 18 14
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/11/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 211,640
COMMITMENTS
2,150 3,225 0 209,490 208,415 211,640 211,640 0 0
CHANGES FROM 03/04/14 (CHANGE IN OPEN INTEREST: -18,900)
0 0 0 -18,900 -17,300 -18,900 -17,300 0 -1,600
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 1.5 0.0 99.0 98.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 1 0 19 13 20 14
PJM JCPL ZONE DAY-AHEAD - ICE FUTURES ENERGY DIV Code-0643CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/11/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 Mwh OPEN INTEREST: 301,855
COMMITMENTS
1,050 10,675 0 300,805 291,180 301,855 301,855 0 0
CHANGES FROM 03/04/14 (CHANGE IN OPEN INTEREST: -12,900)
0 0 0 -12,900 -11,400 -12,900 -11,400 0 -1,500
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 20 11 21 12
PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643CV
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/11/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 Mwh OPEN INTEREST: 1,031,255
COMMITMENTS
0 23,360 0 1031255 1007895 1031255 1031255 0 0
CHANGES FROM 03/04/14 (CHANGE IN OPEN INTEREST: -33,440)
0 0 0 -33,440 -33,440 -33,440 -33,440 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: 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 03/11/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 171,090
COMMITMENTS
0 0 0 171,090 171,090 171,090 171,090 0 0
CHANGES FROM 03/04/14 (CHANGE IN OPEN INTEREST: -8,215)
0 0 0 -8,215 -8,215 -8,215 -8,215 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 15 12 15 12
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/11/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mwh OPEN INTEREST: 652,119
COMMITMENTS
0 0 0 652,119 652,119 652,119 652,119 0 0
CHANGES FROM 03/04/14 (CHANGE IN OPEN INTEREST: -33,016)
0 0 0 -33,016 -33,016 -33,016 -33,016 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 14 13 14 13
PJM PEPCO DAY-AHEAD - ICE FUTURES ENERGY DIV Code-0643D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/11/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 431,915
COMMITMENTS
0 1,100 1,050 430,865 429,765 431,915 431,915 0 0
CHANGES FROM 03/04/14 (CHANGE IN OPEN INTEREST: -12,955)
0 0 0 -12,955 -12,955 -12,955 -12,955 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.3 0.2 99.8 99.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 1 1 22 13 23 14
PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643D5
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/11/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 MWh OPEN INTEREST: 1,438,980
COMMITMENTS
0 0 0 1438980 1438980 1438980 1438980 0 0
CHANGES FROM 03/04/14 (CHANGE IN OPEN INTEREST: -37,840)
0 0 0 -34,320 -37,840 -34,320 -37,840 -3,520 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 22 12 22 12
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/11/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 MWh OPEN INTEREST: 1,874,618
COMMITMENTS
0 0 0 1874618 1874618 1874618 1874618 0 0
CHANGES FROM 03/04/14 (CHANGE IN OPEN INTEREST: -164,032)
0 0 0 -163,328 -164,032 -163,328 -164,032 -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: 24)
0 0 0 20 8 20 8
PJM PPL ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/11/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 510,585
COMMITMENTS
0 0 0 510,585 510,585 510,585 510,585 0 0
CHANGES FROM 03/04/14 (CHANGE IN OPEN INTEREST: -43,500)
0 0 0 -41,600 -43,500 -41,600 -43,500 -1,900 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 9 22 9
PJM WESTERN HUB (DAY-AHEAD OFF PEAK) - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/11/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 MWh OPEN INTEREST: 9,434,594
COMMITMENTS
139,827 0 0 9294767 9434594 9434594 9434594 0 0
CHANGES FROM 03/04/14 (CHANGE IN OPEN INTEREST: -285,137)
-30,112 0 0 -244,113 -285,137 -274,225 -285,137 -10,912 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 0.0 0.0 98.5 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
3 0 0 39 31 42 31
PJM WESTERN HUB (DAY-AHEAD) - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/11/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 3,297,295
COMMITMENTS
41,450 2,575 2,570 3253275 3292150 3297295 3297295 0 0
CHANGES FROM 03/04/14 (CHANGE IN OPEN INTEREST: -143,365)
-10,195 2,575 -2,575 -130,595 -143,165 -143,365 -143,165 0 -200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 0.1 0.1 98.7 99.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
2 1 2 40 34 43 36
PJM WESTERN HUB MINI (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/11/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 3,148,475
COMMITMENTS
485,878 163,299 136,997 2525599 2848179 3148475 3148475 -0 -0
CHANGES FROM 03/04/14 (CHANGE IN OPEN INTEREST: -105,657)
-10,798 -7,530 -5,334 -89,525 -89,293 -105,657 -102,157 -0 -3,500
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.4 5.2 4.4 80.2 90.5 100.0 100.0 -0.0 -0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
5 8 8 43 45 55 54
PJM WH REAL TIME MINI OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/11/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
MWh (Megawatt Hours) OPEN INTEREST: 7,078,180
COMMITMENTS
159,709 204,648 131,309 6787162 6742223 7078180 7078180 0 0
CHANGES FROM 03/04/14 (CHANGE IN OPEN INTEREST: 80,246)
-3,136 2,288 -7,424 95,030 88,902 84,470 83,766 -4,224 -3,520
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 2.9 1.9 95.9 95.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
4 2 2 34 32 38 36
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/11/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 600,057
COMMITMENTS
5,670 7,450 0 594,387 592,607 600,057 600,057 0 0
CHANGES FROM 03/04/14 (CHANGE IN OPEN INTEREST: -63,450)
-2,680 0 -1,000 -56,870 -62,450 -60,550 -63,450 -2,900 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 1.2 0.0 99.1 98.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 2 0 34 17 35 19
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/11/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 MWh OPEN INTEREST: 2,281,434
COMMITMENTS
16,280 11,830 0 2265154 2269604 2281434 2281434 0 0
CHANGES FROM 03/04/14 (CHANGE IN OPEN INTEREST: -143,264)
-7,040 0 0 -131,648 -132,704 -138,688 -132,704 -4,576 -10,560
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.5 0.0 99.3 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 03/11/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 16 MEGAWATTS PER HOUR) OPEN INTEREST: 192,510
COMMITMENTS
41,350 10,650 2,765 146,295 179,095 190,410 192,510 2,100 0
CHANGES FROM 03/04/14 (CHANGE IN OPEN INTEREST: 11,095)
4,180 -800 -570 9,965 13,465 13,575 12,095 -2,480 -1,000
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.5 5.5 1.4 76.0 93.0 98.9 100.0 1.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 1 2 22 20 25 23
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C75
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/11/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5 MEGAWATTS PER HOUR) OPEN INTEREST: 309,250
COMMITMENTS
88,986 0 4,494 215,770 304,756 309,250 309,250 0 0
CHANGES FROM 03/04/14 (CHANGE IN OPEN INTEREST: -23,456)
-22,264 0 -2,816 1,624 -20,640 -23,456 -23,456 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.8 0.0 1.5 69.8 98.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 0 1 16 14 18 15
NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C76
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/11/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 16 MEGAWATTS PER HOUR) OPEN INTEREST: 205,750
COMMITMENTS
2,678 23,655 1,072 202,000 181,023 205,750 205,750 0 0
CHANGES FROM 03/04/14 (CHANGE IN OPEN INTEREST: 32,710)
478 -1,252 -2,448 34,680 39,130 32,710 35,430 0 -2,720
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 11.5 0.5 98.2 88.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 3 2 25 19 28 23
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/11/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5 MEGAWATTS PER HOUR) OPEN INTEREST: 464,162
COMMITMENTS
2,035 8,140 0 462,127 456,022 464,162 464,162 0 0
CHANGES FROM 03/04/14 (CHANGE IN OPEN INTEREST: 78,744)
0 -13,376 0 78,744 94,584 78,744 81,208 0 -2,464
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 1.8 0.0 99.6 98.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 1 0 18 19 19 20
NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C78
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/11/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 16 MEGAWATTS PER HOUR) OPEN INTEREST: 130,553
COMMITMENTS
4,455 8,600 0 126,098 121,953 130,553 130,553 0 0
CHANGES FROM 03/04/14 (CHANGE IN OPEN INTEREST: 5,495)
-1,000 -550 0 6,495 6,945 5,495 6,395 0 -900
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 6.6 0.0 96.6 93.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 2 0 16 12 18 14
Updated March 18, 2014