CALIFORNIA CARBON ALLOWANCE VINTAGE 2014 - ICE FUTURES ENERGY DIV Code-006392
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California Carbon Allowances OPEN INTEREST: 5,069
COMMITMENTS
694 1,111 50 4,279 3,878 5,023 5,039 46 30
CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: 115)
120 60 50 -50 5 120 115 -5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.7 21.9 1.0 84.4 76.5 99.1 99.4 0.9 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
7 3 1 8 4 15 8
CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 18,643
COMMITMENTS
7,672 2,699 1,308 9,663 14,636 18,643 18,643 0 0
CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: 1,456)
7 50 -152 1,601 1,558 1,456 1,456 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.2 14.5 7.0 51.8 78.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
8 2 5 9 6 19 12
RGGI VINTAGE 2014 - ICE FUTURES ENERGY DIV Code-00639U
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 Regional Greenhouse Gas Initiative OPEN INTEREST: 8,204
COMMITMENTS
1,625 400 1,050 5,529 6,754 8,204 8,204 0 0
CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: -841)
-100 0 100 -841 -936 -841 -836 0 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.8 4.9 12.8 67.4 82.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
4 3 2 12 8 16 13
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 5,389,046
COMMITMENTS
1000906 148,799 1437045 2914916 3785105 5352867 5370949 36,179 18,097
CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: -45,957)
-49,565 15,231 -17,380 22,007 -46,441 -44,938 -48,590 -1,019 2,633
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.6 2.8 26.7 54.1 70.2 99.3 99.7 0.7 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 214)
47 22 58 137 116 203 178
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 1,952,397
COMMITMENTS
74,795 85,542 828,958 1047741 1036888 1951494 1951388 902 1,008
CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: 108,836)
5,285 19,222 56,064 47,497 33,708 108,846 108,994 -10 -159
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 4.4 42.5 53.7 53.1 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107)
23 23 42 56 58 99 103
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 263,797
COMMITMENTS
45,215 7,080 5,546 194,340 244,809 245,101 257,435 18,696 6,362
CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: 835)
4,147 -1,759 343 -1,998 3,749 2,492 2,333 -1,657 -1,498
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.1 2.7 2.1 73.7 92.8 92.9 97.6 7.1 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
8 1 6 28 28 37 34
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 146,329
COMMITMENTS
13,366 3,387 2,258 122,175 137,552 137,799 143,197 8,530 3,132
CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: -2,862)
-3,098 147 257 236 -2,289 -2,605 -1,885 -257 -977
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.1 2.3 1.5 83.5 94.0 94.2 97.9 5.8 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 4 3 26 25 30 30
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 222,389
COMMITMENTS
32,470 4,844 7,070 171,704 202,858 211,244 214,772 11,145 7,617
CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: 2,296)
1,189 1,548 1,014 63 1,167 2,266 3,729 30 -1,433
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.6 2.2 3.2 77.2 91.2 95.0 96.6 5.0 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 3 3 22 25 27 29
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 808,374
COMMITMENTS
51,387 5,015 12,265 737,741 780,092 801,393 797,372 6,981 11,002
CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: -566)
2,511 1,798 -87 -4,227 -2,541 -1,803 -830 1,237 264
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 0.6 1.5 91.3 96.5 99.1 98.6 0.9 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
3 3 3 50 39 55 43
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 245,488
COMMITMENTS
28,063 16,369 1,572 203,448 221,253 233,083 239,194 12,405 6,294
CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: -6,584)
-580 0 488 -6,020 -7,084 -6,112 -6,596 -472 12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 6.7 0.6 82.9 90.1 94.9 97.4 5.1 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
4 2 3 26 26 30 31
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 219,576
COMMITMENTS
1,247 0 3,287 207,693 210,347 212,227 213,634 7,349 5,942
CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: 4,972)
-2,081 0 1,516 4,964 2,482 4,399 3,998 573 974
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.0 1.5 94.6 95.8 96.7 97.3 3.3 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
3 0 3 30 28 33 31
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 88,021
COMMITMENTS
6,775 0 994 73,271 73,224 81,040 74,218 6,981 13,803
CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: 2,896)
-1,087 0 326 3,160 4,855 2,399 5,181 497 -2,285
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 0.0 1.1 83.2 83.2 92.1 84.3 7.9 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 0 1 15 17 17 18
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 139,522
COMMITMENTS
11,158 8,631 14,421 104,061 110,131 129,640 133,183 9,882 6,339
CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: -1,780)
-2,964 -3,805 2,364 1 964 -599 -477 -1,181 -1,303
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 6.2 10.3 74.6 78.9 92.9 95.5 7.1 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
4 2 3 23 25 28 29
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 75,695
COMMITMENTS
0 7,470 5,225 60,792 53,885 66,017 66,580 9,678 9,115
CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: 1,171)
0 152 58 1,571 931 1,629 1,141 -458 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 9.9 6.9 80.3 71.2 87.2 88.0 12.8 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 2 2 16 16 18 18
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 173,040
COMMITMENTS
1,534 0 711 162,668 167,602 164,913 168,313 8,127 4,727
CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: 1,042)
-465 0 -113 1,316 1,767 738 1,654 304 -612
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.0 0.4 94.0 96.9 95.3 97.3 4.7 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 0 1 27 24 29 25
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 91,065
COMMITMENTS
0 0 0 80,218 86,307 80,218 86,307 10,847 4,758
CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: -155)
0 0 0 500 -179 500 -179 -655 24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 88.1 94.8 88.1 94.8 11.9 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 0 0 22 20 22 20
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 300,591
COMMITMENTS
8,405 6,357 1,894 281,605 282,389 291,904 290,640 8,687 9,951
CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: 7,051)
795 88 -546 7,696 8,151 7,945 7,693 -894 -642
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 2.1 0.6 93.7 93.9 97.1 96.7 2.9 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
2 3 1 40 36 42 40
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 81,714
COMMITMENTS
38 14,585 2,183 73,346 56,049 75,567 72,817 6,147 8,897
CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: -841)
0 -185 238 -396 -678 -158 -625 -683 -216
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 17.8 2.7 89.8 68.6 92.5 89.1 7.5 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 3 3 19 15 22 19
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 95,066
COMMITMENTS
5,517 10,760 1,812 84,173 77,405 91,502 89,977 3,564 5,089
CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: 628)
-542 2,280 0 -329 120 -871 2,400 1,499 -1,772
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 11.3 1.9 88.5 81.4 96.3 94.6 3.7 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 3 1 7 10 10 14
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 78,288
COMMITMENTS
15,271 7,418 7,696 54,586 62,399 77,553 77,513 735 775
CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: -1,092)
-1,637 1,257 903 -430 -2,396 -1,164 -236 72 -856
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.5 9.5 9.8 69.7 79.7 99.1 99.0 0.9 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
12 4 5 24 34 39 40
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 32,311
COMMITMENTS
0 0 0 30,446 30,396 30,446 30,396 1,865 1,915
CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: 5,783)
0 0 0 5,843 5,669 5,843 5,669 -60 114
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 94.2 94.1 94.2 94.1 5.8 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 14 15 14 15
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 106,877
COMMITMENTS
300 4,258 0 91,305 90,413 91,605 94,671 15,272 12,206
CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: -3,948)
0 0 0 -4,625 -3,868 -4,625 -3,868 677 -80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 4.0 0.0 85.4 84.6 85.7 88.6 14.3 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 1 0 27 23 28 24
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 102,911
COMMITMENTS
0 4,557 929 96,543 85,518 97,472 91,004 5,439 11,907
CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: -1,190)
0 -422 -68 -1,122 -156 -1,190 -646 0 -544
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.4 0.9 93.8 83.1 94.7 88.4 5.3 11.6
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 03/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 115,759
COMMITMENTS
0 4,284 1,155 106,586 107,079 107,741 112,518 8,018 3,241
CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: 961)
0 -97 519 684 -317 1,203 105 -242 856
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.7 1.0 92.1 92.5 93.1 97.2 6.9 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 2 1 15 13 16 15
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 290,783
COMMITMENTS
2,690 56,301 5,398 262,558 217,655 270,646 279,354 20,137 11,429
CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: -566)
-116 899 -271 2,160 -9 1,773 619 -2,339 -1,185
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 19.4 1.9 90.3 74.9 93.1 96.1 6.9 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
1 3 3 30 21 33 25
SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 26,076
COMMITMENTS
4,579 310 124 20,792 25,058 25,495 25,492 581 584
CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: 2,076)
176 0 124 1,536 1,926 1,836 2,050 240 26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.6 1.2 0.5 79.7 96.1 97.8 97.8 2.2 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
4 1 1 16 15 20 17
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 40,810
COMMITMENTS
2,878 0 0 36,245 40,252 39,123 40,252 1,687 558
CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: 946)
0 0 0 946 946 946 946 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 0.0 0.0 88.8 98.6 95.9 98.6 4.1 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 03/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 270,289
COMMITMENTS
3,801 37,286 3,473 253,863 225,007 261,137 265,766 9,152 4,523
CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: 764)
-126 1,844 -847 4,700 163 3,727 1,160 -2,963 -396
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 13.8 1.3 93.9 83.2 96.6 98.3 3.4 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
3 4 5 39 30 45 36
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 87,410
COMMITMENTS
8,676 0 0 71,994 83,302 80,670 83,302 6,740 4,108
CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: 1,005)
0 0 0 1,951 2,261 1,951 2,261 -946 -1,256
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 0.0 0.0 82.4 95.3 92.3 95.3 7.7 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 0 17 14 18 14
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 80,873
COMMITMENTS
0 0 0 74,361 77,087 74,361 77,087 6,512 3,786
CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: 6,940)
0 0 0 8,302 6,112 8,302 6,112 -1,362 828
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 91.9 95.3 91.9 95.3 8.1 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 18 17 18 17
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 152,040
COMMITMENTS
15,780 5,693 12,785 122,298 132,299 150,862 150,777 1,178 1,263
CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: 3,659)
-211 -556 1,299 2,573 2,850 3,660 3,593 -2 66
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.4 3.7 8.4 80.4 87.0 99.2 99.2 0.8 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
9 8 13 53 55 66 72
MID-C FINANCIAL PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 56,462
COMMITMENTS
4,456 476 2,164 49,842 53,822 56,462 56,462 0 0
CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: -699)
-877 -156 413 -235 -956 -699 -699 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 0.8 3.8 88.3 95.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 1 3 23 21 26 24
MID-C FINANCIAL OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 455,562
COMMITMENTS
0 16,206 19,767 435,795 419,589 455,562 455,562 0 0
CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: -7,928)
0 896 320 -8,248 -9,144 -7,928 -7,928 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: 29)
0 2 1 21 23 22 25
PJM WH OFF PEAK REAL TIME - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,526,479
COMMITMENTS
31,091 17,469 47,516 1446736 1460358 1525343 1525343 1,136 1,136
CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: 5,167)
36 14,481 -2,737 7,868 -6,577 5,167 5,167 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 1.1 3.1 94.8 95.7 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
5 2 4 41 42 47 47
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 50,690
COMMITMENTS
530 9,838 4,365 45,795 36,487 50,690 50,690 0 0
CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: -797)
-293 222 119 -623 -1,138 -797 -797 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 19.4 8.6 90.3 72.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
5 3 3 25 24 31 29
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 319,111
COMMITMENTS
304 25,444 28,806 290,001 264,861 319,111 319,111 0 0
CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: -5,359)
-4,344 2,928 -72 -943 -8,215 -5,359 -5,359 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 8.0 9.0 90.9 83.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 2 3 17 14 20 17
PJM AEP DAYTON RT OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 605,087
COMMITMENTS
43,583 0 10,466 551,038 594,621 605,087 605,087 0 0
CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: 66,810)
13,681 0 -2,737 55,866 69,547 66,810 66,810 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 0.0 1.7 91.1 98.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
4 0 1 29 28 33 29
AEP DAYTON HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 57,223
COMMITMENTS
6,432 320 2,962 47,426 52,242 56,820 55,524 403 1,699
CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: 5,715)
934 87 1,109 3,629 4,585 5,672 5,781 43 -66
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 0.6 5.2 82.9 91.3 99.3 97.0 0.7 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
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 03/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 mwh OPEN INTEREST: 3,364,058
COMMITMENTS
0 0 0 3364058 3364058 3364058 3364058 0 0
CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: 51,460)
0 0 0 51,460 51,460 51,460 51,460 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 0 0 21 11 21 11
AD HUB DA PEAK DAILY - ICE FUTURES ENERGY DIV Code-06439E
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 mwh OPEN INTEREST: 4,050
COMMITMENTS
250 50 100 3,650 3,750 4,000 3,900 50 150
CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: 0)
150 0 100 -250 50 0 150 0 -150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 1.2 2.5 90.1 92.6 98.8 96.3 1.2 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 1 8 13 10 14
PJM AEP DAYTON DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 mwh OPEN INTEREST: 1,276,500
COMMITMENTS
0 100 2,100 1274400 1274300 1276500 1276500 0 0
CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: 21,150)
0 100 2,100 19,050 18,950 21,150 21,150 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.2 99.8 99.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 1 1 23 12 24 13
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 765,800
COMMITMENTS
0 18,400 0 765,800 747,400 765,800 765,800 0 0
CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: 39,440)
0 18,400 0 39,440 21,040 39,440 39,440 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.4 0.0 100.0 97.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 1 0 18 15 18 16
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 291,128
COMMITMENTS
9,320 0 3,536 277,864 287,184 290,720 290,720 408 408
CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: 432)
1,816 -408 24 -1,408 816 432 432 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 0.0 1.2 95.4 98.6 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 0 2 22 20 24 22
ERCOT - NORTH ZONE - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 11,846
COMMITMENTS
1,829 320 215 9,484 11,268 11,528 11,803 318 43
CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: 43)
-43 0 43 87 0 87 43 -44 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.4 2.7 1.8 80.1 95.1 97.3 99.6 2.7 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 03/18/14 |
--------------------------------------------------------------| 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 03/11/14 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 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 03/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 302,045
COMMITMENTS
7,450 9,900 0 294,595 292,145 302,045 302,045 0 0
CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: 17,585)
1,050 8,800 0 16,535 8,785 17,585 17,585 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 3.3 0.0 97.5 96.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 1 0 22 14 23 15
MISO IN. RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWH PER LOT OPEN INTEREST: 198,846
COMMITMENTS
1,050 0 1,575 196,221 197,271 198,846 198,846 0 0
CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: 1,100)
0 0 0 1,100 1,100 1,100 1,100 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 16 24 17
MISO CINERGY HUB (REAL-TIME LMP) - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 22,243
COMMITMENTS
768 308 556 20,089 19,886 21,413 20,750 830 1,493
CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: -58)
179 0 -46 -147 -35 -14 -81 -44 23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 1.4 2.5 90.3 89.4 96.3 93.3 3.7 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 1 2 27 22 30 25
Nepool MH DA LMP Offpk Mon Min - ICE FUTURES ENERGY DIV Code-0643B9
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any multiple of 5 MWh OPEN INTEREST: 2,944,682
COMMITMENTS
2,334 297,182 286,493 2655855 2361007 2944682 2944682 0 0
CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: 119,470)
1,520 53,928 -1,472 119,422 67,014 119,470 119,470 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 10.1 9.7 90.2 80.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
1 3 1 33 28 35 31
ISO NE MASS PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any multiple of 16 MWh OPEN INTEREST: 897,090
COMMITMENTS
22,740 64,954 78,765 795,585 753,371 897,090 897,090 0 0
CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: 42,396)
-1,210 4,143 7,392 36,214 30,861 42,396 42,396 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 7.2 8.8 88.7 84.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
4 3 4 38 28 44 33
N. ILLINOIS HUB DAY AHEAD LMP, OFF PEAK MONTHLY - ICE FUTURES ENERGY Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/14 |
--------------------------------------------------------------| 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 03/11/14 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 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 03/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 mwh OPEN INTEREST: 560,095
COMMITMENTS
0 0 0 560,095 560,095 560,095 560,095 0 0
CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: 3,300)
0 0 0 3,300 3,300 3,300 3,300 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 03/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 512,011
COMMITMENTS
84,802 3,384 28,948 398,261 479,679 512,011 512,011 0 0
CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: 5,140)
-19,674 2,280 5,403 19,411 -2,543 5,140 5,140 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.6 0.7 5.7 77.8 93.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
3 2 3 32 26 35 31
NEPOOL MASS HUB (DAY-AHEAD LMP) - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 35,825
COMMITMENTS
4,823 1,874 1,464 28,561 32,424 34,848 35,762 977 63
CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: 569)
-1,517 85 465 1,642 62 590 612 -21 -43
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.5 5.2 4.1 79.7 90.5 97.3 99.8 2.7 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
4 4 5 28 31 34 38
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 23,249
COMMITMENTS
6,076 0 1,254 15,919 21,995 23,249 23,249 0 0
CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: 260)
54 -205 -1 207 466 260 260 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.1 0.0 5.4 68.5 94.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 0 2 20 11 23 13
CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BR
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
25MWh OPEN INTEREST: 212,705
COMMITMENTS
92,007 656 2,736 117,962 209,313 212,705 212,705 0 0
CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: 6,360)
2,248 -1,560 304 3,808 7,616 6,360 6,360 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.3 0.3 1.3 55.5 98.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 1 2 16 9 18 12
PJM NI REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 469,653
COMMITMENTS
3,936 18,788 17,457 448,260 433,408 469,653 469,653 0 0
CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: 8,344)
0 0 0 8,344 8,344 8,344 8,344 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 4.0 3.7 95.4 92.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 2 1 21 17 23 19
NORTHERN ILLINOIS HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 28,816
COMMITMENTS
6,006 0 275 21,855 28,180 28,136 28,455 680 361
CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: 594)
-129 0 0 596 594 467 594 127 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.8 0.0 1.0 75.8 97.8 97.6 98.7 2.4 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 0 2 22 18 25 20
NYISO ZONE A - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 17,265
COMMITMENTS
1,513 576 107 15,281 16,029 16,901 16,712 364 553
CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: -409)
0 21 0 -368 -365 -368 -344 -41 -65
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 3.3 0.6 88.5 92.8 97.9 96.8 2.1 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
4 1 2 18 20 23 22
NYISO ZONE A (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 244,571
COMMITMENTS
42,018 0 0 202,553 244,571 244,571 244,571 0 0
CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: 5,763)
-368 0 0 6,131 5,763 5,763 5,763 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.2 0.0 0.0 82.8 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 0 0 15 17 18 17
NYISO ZONE G - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 13,654
COMMITMENTS
1,679 0 107 11,719 13,312 13,505 13,419 149 235
CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: 43)
43 0 -43 43 86 43 43 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.3 0.0 0.8 85.8 97.5 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 03/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 166,580
COMMITMENTS
7,988 407 0 158,592 166,173 166,580 166,580 0 0
CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: 5,440)
0 0 0 5,440 5,440 5,440 5,440 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 0.2 0.0 95.2 99.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 1 0 21 20 23 21
PALO VERDE - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 20,872
COMMITMENTS
0 3,771 1,386 19,486 15,715 20,872 20,872 0 0
CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: 4)
0 532 -456 460 -72 4 4 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 18.1 6.6 93.4 75.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 1 1 17 16 18 17
PALO VERDE (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
25 MWh OPEN INTEREST: 152,931
COMMITMENTS
7,666 0 654 144,611 152,277 152,931 152,931 0 0
CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: 0)
608 0 0 -608 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 0.0 0.4 94.6 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 03/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 MWh OPEN INTEREST: 803,074
COMMITMENTS
0 23,660 0 803,074 779,414 803,074 803,074 0 0
CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: 46,720)
0 0 0 46,720 46,720 46,720 46,720 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.9 0.0 100.0 97.1 100.0 100.0 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 03/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 238,795
COMMITMENTS
2,150 3,225 0 236,645 235,570 238,795 238,795 0 0
CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: 27,155)
0 0 0 27,155 27,155 27,155 27,155 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 1.4 0.0 99.1 98.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 1 0 20 13 21 14
PJM JCPL ZONE DAY-AHEAD - ICE FUTURES ENERGY DIV Code-0643CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 Mwh OPEN INTEREST: 327,405
COMMITMENTS
1,050 10,675 0 326,355 316,730 327,405 327,405 0 0
CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: 25,550)
0 0 0 25,550 25,550 25,550 25,550 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 3.3 0.0 99.7 96.7 100.0 100.0 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 03/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 Mwh OPEN INTEREST: 1,148,295
COMMITMENTS
0 23,360 0 1148295 1124935 1148295 1148295 0 0
CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: 117,040)
0 0 0 117,040 117,040 117,040 117,040 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.0 0.0 100.0 98.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 1 0 19 9 19 10
PJM PECO ZONE (DA LMP) PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/14 |
--------------------------------------------------------------| 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 03/11/14 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 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 03/18/14 |
--------------------------------------------------------------| 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 03/11/14 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 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 03/18/14 |
--------------------------------------------------------------| 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 03/11/14 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.3 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 03/18/14 |
--------------------------------------------------------------| 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 03/11/14 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 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 03/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 MWh OPEN INTEREST: 1,921,578
COMMITMENTS
0 0 0 1921578 1921578 1921578 1921578 0 0
CHANGES FROM 03/11/14 (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: 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 03/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 523,285
COMMITMENTS
0 0 0 523,285 523,285 523,285 523,285 0 0
CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: 12,700)
0 0 0 12,700 12,700 12,700 12,700 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 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 03/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 MWh OPEN INTEREST: 9,570,907
COMMITMENTS
163,187 0 0 9407720 9570907 9570907 9570907 0 0
CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: 136,313)
23,360 0 0 112,953 136,313 136,313 136,313 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 0.0 0.0 98.3 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
3 0 0 39 33 42 33
PJM WESTERN HUB (DAY-AHEAD) - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 3,365,714
COMMITMENTS
47,975 2,575 4,670 3313069 3358469 3365714 3365714 0 0
CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: 68,419)
6,525 0 2,100 59,794 66,319 68,419 68,419 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.1 0.1 98.4 99.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
2 1 2 41 35 44 37
PJM WESTERN HUB MINI (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 3,188,497
COMMITMENTS
488,371 164,976 144,700 2555425 2878821 3188497 3188497 0 0
CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: 40,022)
2,493 1,677 7,703 29,826 30,642 40,022 40,022 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.3 5.2 4.5 80.1 90.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
6 10 9 43 44 57 55
PJM WH REAL TIME MINI OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
MWh (Megawatt Hours) OPEN INTEREST: 7,165,662
COMMITMENTS
159,709 204,648 131,309 6874644 6829705 7165662 7165662 0 0
CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: 87,482)
0 0 0 87,482 87,482 87,482 87,482 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 2.9 1.8 95.9 95.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
4 2 2 34 31 38 35
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 575,777
COMMITMENTS
5,670 13,875 0 570,107 561,902 575,777 575,777 0 0
CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: -24,280)
0 6,425 0 -24,280 -30,705 -24,280 -24,280 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 2.4 0.0 99.0 97.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 2 0 32 17 33 19
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 MWh OPEN INTEREST: 2,168,613
COMMITMENTS
16,280 35,190 0 2152333 2133423 2168613 2168613 0 0
CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: -112,821)
0 23,360 0 -112,821 -136,181 -112,821 -112,821 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 1.6 0.0 99.2 98.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 1 0 30 15 31 16
NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 16 MEGAWATTS PER HOUR) OPEN INTEREST: 188,845
COMMITMENTS
33,885 10,650 2,765 150,095 175,430 186,745 188,845 2,100 0
CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: -3,665)
-7,465 0 0 3,800 -3,665 -3,665 -3,665 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.9 5.6 1.5 79.5 92.9 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 03/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5 MEGAWATTS PER HOUR) OPEN INTEREST: 314,645
COMMITMENTS
88,986 0 4,494 221,165 310,151 314,645 314,645 0 0
CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: 5,395)
0 0 0 5,395 5,395 5,395 5,395 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.3 0.0 1.4 70.3 98.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 0 1 16 12 18 13
NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C76
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 16 MEGAWATTS PER HOUR) OPEN INTEREST: 223,000
COMMITMENTS
2,678 28,600 1,072 219,250 193,328 223,000 223,000 0 0
CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: 17,250)
0 4,945 0 17,250 12,305 17,250 17,250 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 12.8 0.5 98.3 86.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 3 2 26 19 29 23
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5 MEGAWATTS PER HOUR) OPEN INTEREST: 549,968
COMMITMENTS
2,035 8,140 0 547,933 541,828 549,968 549,968 0 0
CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: 85,806)
0 0 0 85,806 85,806 85,806 85,806 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 1.5 0.0 99.6 98.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 1 0 19 20 20 21
NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C78
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 16 MEGAWATTS PER HOUR) OPEN INTEREST: 131,628
COMMITMENTS
4,455 8,600 0 127,173 123,028 131,628 131,628 0 0
CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: 1,075)
0 0 0 1,075 1,075 1,075 1,075 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 6.5 0.0 96.6 93.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 2 0 16 12 18 14
Updated March 21, 2014