CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/01/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 18,083
COMMITMENTS
7,971 3,044 439 9,673 14,600 18,083 18,083 0 0
CHANGES FROM 03/25/14 (CHANGE IN OPEN INTEREST: -578)
302 345 -872 -8 -51 -578 -578 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.1 16.8 2.4 53.5 80.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
8 3 2 9 6 17 11
RGGI VINTAGE 2014 - ICE FUTURES ENERGY DIV Code-00639U
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/01/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 Regional Greenhouse Gas Initiative OPEN INTEREST: 7,337
COMMITMENTS
1,250 1,200 300 5,787 5,837 7,337 7,337 -0 0
CHANGES FROM 03/25/14 (CHANGE IN OPEN INTEREST: -2,044)
-775 175 -850 -419 -1,369 -2,044 -2,044 -0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.0 16.4 4.1 78.9 79.6 100.0 100.0 -0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 3 2 12 8 14 13
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/01/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 4,973,520
COMMITMENTS
1077657 152,578 1132402 2727307 3671674 4937366 4956654 36,154 16,866
CHANGES FROM 03/25/14 (CHANGE IN OPEN INTEREST: -268,655)
24,043 5,177 -177,799 -114,381 -94,690 -268,137 -267,312 -518 -1,343
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.7 3.1 22.8 54.8 73.8 99.3 99.7 0.7 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 204)
32 31 52 131 112 189 171
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/01/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 1,955,764
COMMITMENTS
32,165 38,928 798,471 1124284 1117431 1954920 1954830 844 934
CHANGES FROM 03/25/14 (CHANGE IN OPEN INTEREST: -355,072)
-49,741 -18,635 -191,732 -113,693 -145,153 -355,166 -355,520 93 448
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 2.0 40.8 57.5 57.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
14 26 34 50 54 87 91
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/01/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 268,589
COMMITMENTS
44,165 7,245 5,886 200,169 249,548 250,220 262,679 18,369 5,910
CHANGES FROM 03/25/14 (CHANGE IN OPEN INTEREST: 4,964)
-304 960 249 6,080 4,661 6,025 5,870 -1,061 -906
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.4 2.7 2.2 74.5 92.9 93.2 97.8 6.8 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
8 2 7 29 31 39 38
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/01/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 146,662
COMMITMENTS
14,031 2,193 1,569 122,041 137,206 137,641 140,968 9,021 5,694
CHANGES FROM 03/25/14 (CHANGE IN OPEN INTEREST: -1,381)
1,959 -1,164 -752 -1,686 -2,219 -479 -4,135 -902 2,754
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 1.5 1.1 83.2 93.6 93.8 96.1 6.2 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
4 1 3 30 27 34 31
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/01/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 221,958
COMMITMENTS
31,607 7,356 6,280 174,183 198,654 212,070 212,290 9,888 9,668
CHANGES FROM 03/25/14 (CHANGE IN OPEN INTEREST: -2,525)
-2,361 -1,467 -1 1,424 -2,087 -938 -3,555 -1,587 1,030
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.2 3.3 2.8 78.5 89.5 95.5 95.6 4.5 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 3 3 22 24 27 28
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/01/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 825,220
COMMITMENTS
52,194 6,110 14,581 753,936 786,385 820,711 807,076 4,509 18,144
CHANGES FROM 03/25/14 (CHANGE IN OPEN INTEREST: 8,850)
-752 1,578 571 11,323 2,294 11,142 4,443 -2,292 4,407
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 0.7 1.8 91.4 95.3 99.5 97.8 0.5 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
3 3 3 50 38 55 42
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/01/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 242,794
COMMITMENTS
26,003 15,573 2,025 201,014 217,934 229,042 235,532 13,752 7,262
CHANGES FROM 03/25/14 (CHANGE IN OPEN INTEREST: 1,820)
-785 0 274 2,990 1,276 2,479 1,550 -659 270
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.7 6.4 0.8 82.8 89.8 94.3 97.0 5.7 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
4 2 3 23 26 27 31
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/01/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 231,527
COMMITMENTS
847 210 4,280 218,457 217,800 223,584 222,290 7,943 9,237
CHANGES FROM 03/25/14 (CHANGE IN OPEN INTEREST: 6,465)
-908 210 1,174 5,180 2,567 5,446 3,951 1,019 2,514
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.1 1.8 94.4 94.1 96.6 96.0 3.4 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
3 1 3 37 35 40 39
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/01/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 95,995
COMMITMENTS
7,879 0 3,403 79,106 80,097 90,388 83,500 5,607 12,495
CHANGES FROM 03/25/14 (CHANGE IN OPEN INTEREST: 3,313)
-676 0 813 2,490 2,538 2,627 3,351 686 -38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 0.0 3.5 82.4 83.4 94.2 87.0 5.8 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
4 0 1 18 18 22 19
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/01/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 139,946
COMMITMENTS
10,643 8,405 15,069 104,824 108,741 130,536 132,215 9,410 7,731
CHANGES FROM 03/25/14 (CHANGE IN OPEN INTEREST: -1,139)
362 -97 -326 -1,098 -495 -1,062 -918 -77 -221
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 6.0 10.8 74.9 77.7 93.3 94.5 6.7 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 3 4 22 23 27 28
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/01/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 16,657
COMMITMENTS
4,805 0 217 9,428 15,886 14,450 16,103 2,207 554
CHANGES FROM 03/25/14 (CHANGE IN OPEN INTEREST: 360)
0 0 0 154 510 154 510 206 -150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.8 0.0 1.3 56.6 95.4 86.8 96.7 13.2 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
6 0 1 13 12 19 13
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/01/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 76,295
COMMITMENTS
0 6,687 5,685 60,564 54,143 66,249 66,515 10,046 9,780
CHANGES FROM 03/25/14 (CHANGE IN OPEN INTEREST: 27)
0 -137 -218 -123 -283 -341 -638 368 665
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 8.8 7.5 79.4 71.0 86.8 87.2 13.2 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 2 2 17 16 19 18
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/01/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 183,784
COMMITMENTS
1,752 0 469 171,164 177,176 173,385 177,645 10,399 6,139
CHANGES FROM 03/25/14 (CHANGE IN OPEN INTEREST: 8,102)
154 0 -84 8,055 8,179 8,125 8,095 -23 7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.0 0.3 93.1 96.4 94.3 96.7 5.7 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 0 1 26 23 28 24
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/01/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 92,314
COMMITMENTS
0 0 0 81,616 86,489 81,616 86,489 10,698 5,825
CHANGES FROM 03/25/14 (CHANGE IN OPEN INTEREST: -464)
0 0 0 -464 -526 -464 -526 0 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 88.4 93.7 88.4 93.7 11.6 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 0 0 23 19 23 19
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/01/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 15,550
COMMITMENTS
570 570 0 14,559 13,520 15,129 14,090 421 1,460
CHANGES FROM 03/25/14 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 3.7 0.0 93.6 86.9 97.3 90.6 2.7 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 2 0 12 13 13 15
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/01/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 307,739
COMMITMENTS
7,686 5,999 1,587 288,645 290,814 297,918 298,400 9,821 9,339
CHANGES FROM 03/25/14 (CHANGE IN OPEN INTEREST: 6,675)
-596 -389 -216 6,508 6,822 5,696 6,217 979 458
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 1.9 0.5 93.8 94.5 96.8 97.0 3.2 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
1 4 1 39 36 41 40
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/01/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 87,504
COMMITMENTS
2,842 21,982 1,157 76,404 55,012 80,403 78,151 7,101 9,353
CHANGES FROM 03/25/14 (CHANGE IN OPEN INTEREST: 2,731)
2,684 3,860 -703 2,252 -512 4,233 2,645 -1,502 86
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 25.1 1.3 87.3 62.9 91.9 89.3 8.1 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 4 3 19 15 23 20
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BA - ICE FUTURES ENERCode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/01/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 78,401
COMMITMENTS
1,938 2,300 1,860 65,642 66,823 69,440 70,983 8,961 7,418
CHANGES FROM 03/25/14 (CHANGE IN OPEN INTEREST: 2,477)
-664 92 321 2,696 1,328 2,353 1,741 124 736
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 2.9 2.4 83.7 85.2 88.6 90.5 11.4 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 1 14 15 15 17
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/01/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 122,462
COMMITMENTS
9,785 15,360 2,132 108,939 100,528 120,856 118,020 1,606 4,442
CHANGES FROM 03/25/14 (CHANGE IN OPEN INTEREST: 15,111)
1,096 3,018 -348 14,422 12,570 15,170 15,240 -59 -129
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 12.5 1.7 89.0 82.1 98.7 96.4 1.3 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
7 6 2 23 27 32 33
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/01/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 102,292
COMMITMENTS
20,270 13,538 6,976 73,852 80,863 101,098 101,377 1,194 915
CHANGES FROM 03/25/14 (CHANGE IN OPEN INTEREST: 15,724)
1,382 3,665 -515 14,584 12,428 15,451 15,578 273 146
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.8 13.2 6.8 72.2 79.1 98.8 99.1 1.2 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
12 6 5 32 36 48 43
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/01/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 43,701
COMMITMENTS
0 24 186 41,897 40,856 42,083 41,066 1,618 2,635
CHANGES FROM 03/25/14 (CHANGE IN OPEN INTEREST: 3,580)
0 24 186 3,549 2,890 3,735 3,100 -155 480
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.1 0.4 95.9 93.5 96.3 94.0 3.7 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 1 1 17 23 18 24
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/01/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 111,710
COMMITMENTS
210 4,048 30 98,887 95,587 99,127 99,665 12,583 12,045
CHANGES FROM 03/25/14 (CHANGE IN OPEN INTEREST: -160)
-90 0 30 3,170 -113 3,110 -83 -3,270 -77
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 3.6 0.0 88.5 85.6 88.7 89.2 11.3 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 1 1 29 24 30 26
NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV Code-0233AW
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/01/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 17,055
COMMITMENTS
6,621 851 0 7,983 15,383 14,604 16,234 2,451 821
CHANGES FROM 03/25/14 (CHANGE IN OPEN INTEREST: 338)
30 -90 0 278 188 308 98 30 240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.8 5.0 0.0 46.8 90.2 85.6 95.2 14.4 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 2 0 7 11 9 13
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/01/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 103,284
COMMITMENTS
0 3,508 1,924 93,147 85,059 95,071 90,491 8,213 12,793
CHANGES FROM 03/25/14 (CHANGE IN OPEN INTEREST: 864)
0 183 319 305 272 624 774 240 90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.4 1.9 90.2 82.4 92.0 87.6 8.0 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 2 1 19 18 20 20
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/01/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 71,745
COMMITMENTS
4,037 1 1,156 57,692 63,266 62,885 64,423 8,860 7,322
CHANGES FROM 03/25/14 (CHANGE IN OPEN INTEREST: -762)
0 -88 32 -2,893 -706 -2,861 -762 2,099 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 0.0 1.6 80.4 88.2 87.7 89.8 12.3 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 1 1 14 11 17 12
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/01/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 76,536
COMMITMENTS
3,048 0 213 68,081 72,918 71,342 73,131 5,194 3,405
CHANGES FROM 03/25/14 (CHANGE IN OPEN INTEREST: -1,275)
-151 0 0 -1,061 -1,335 -1,212 -1,335 -63 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 0.0 0.3 89.0 95.3 93.2 95.6 6.8 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 0 1 16 14 19 15
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/01/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 25,201
COMMITMENTS
4,179 426 0 20,047 23,183 24,226 23,609 975 1,592
CHANGES FROM 03/25/14 (CHANGE IN OPEN INTEREST: 480)
217 -413 -217 240 1,140 240 510 240 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.6 1.7 0.0 79.5 92.0 96.1 93.7 3.9 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
4 1 0 9 15 13 16
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/01/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 116,321
COMMITMENTS
0 3,626 773 107,928 109,903 108,701 114,302 7,620 2,019
CHANGES FROM 03/25/14 (CHANGE IN OPEN INTEREST: 689)
0 -646 164 741 3,191 905 2,709 -216 -2,020
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.1 0.7 92.8 94.5 93.4 98.3 6.6 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 2 1 14 16 15 18
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/01/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 296,992
COMMITMENTS
3,527 59,756 6,303 266,935 218,873 276,765 284,932 20,227 12,060
CHANGES FROM 03/25/14 (CHANGE IN OPEN INTEREST: 2,852)
1,386 2,106 -733 1,576 426 2,229 1,799 623 1,053
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 20.1 2.1 89.9 73.7 93.2 95.9 6.8 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
1 3 3 29 21 32 25
SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/01/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 34,011
COMMITMENTS
7,880 310 124 25,277 32,243 33,281 32,677 730 1,334
CHANGES FROM 03/25/14 (CHANGE IN OPEN INTEREST: 150)
-30 0 0 -60 60 -90 60 240 90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.2 0.9 0.4 74.3 94.8 97.9 96.1 2.1 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
5 1 1 16 15 21 17
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/01/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 46,866
COMMITMENTS
5,670 0 0 38,328 45,672 43,998 45,672 2,868 1,194
CHANGES FROM 03/25/14 (CHANGE IN OPEN INTEREST: 998)
120 0 0 632 880 752 880 246 118
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 0.0 0.0 81.8 97.5 93.9 97.5 6.1 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 0 0 17 16 19 16
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/01/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 277,416
COMMITMENTS
4,290 36,084 3,858 256,377 229,715 264,525 269,657 12,891 7,759
CHANGES FROM 03/25/14 (CHANGE IN OPEN INTEREST: 2,667)
0 -1,396 780 -991 1,660 -211 1,044 2,878 1,623
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 13.0 1.4 92.4 82.8 95.4 97.2 4.6 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
3 4 5 39 29 45 35
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/01/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 90,201
COMMITMENTS
8,895 0 0 76,550 86,654 85,445 86,654 4,756 3,547
CHANGES FROM 03/25/14 (CHANGE IN OPEN INTEREST: 282)
-150 0 0 923 280 773 280 -491 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 0.0 0.0 84.9 96.1 94.7 96.1 5.3 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 0 0 19 17 20 17
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/01/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 87,762
COMMITMENTS
0 1,472 0 80,872 83,022 80,872 84,494 6,890 3,268
CHANGES FROM 03/25/14 (CHANGE IN OPEN INTEREST: 3,928)
0 1,472 0 3,508 2,818 3,508 4,290 420 -362
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.7 0.0 92.1 94.6 92.1 96.3 7.9 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 1 0 20 16 20 17
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/01/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 79,157
COMMITMENTS
2,430 1,257 660 65,642 72,755 68,732 74,672 10,425 4,485
CHANGES FROM 03/25/14 (CHANGE IN OPEN INTEREST: 1,161)
965 -780 -71 1,156 3,989 2,050 3,138 -889 -1,977
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 1.6 0.8 82.9 91.9 86.8 94.3 13.2 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 1 1 18 15 21 16
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/01/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 154,005
COMMITMENTS
15,219 7,721 13,496 123,752 131,653 152,466 152,869 1,538 1,135
CHANGES FROM 03/25/14 (CHANGE IN OPEN INTEREST: -827)
-1,020 1,251 19 -168 -2,072 -1,168 -802 341 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 5.0 8.8 80.4 85.5 99.0 99.3 1.0 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
9 8 12 52 55 64 72
MID-C FINANCIAL PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/01/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 55,323
COMMITMENTS
5,103 325 1,592 48,628 53,406 55,323 55,323 -0 -0
CHANGES FROM 03/25/14 (CHANGE IN OPEN INTEREST: -3,850)
516 -152 -624 -3,742 -3,074 -3,850 -3,850 -0 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 0.6 2.9 87.9 96.5 100.0 100.0 -0.0 -0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 2 3 26 21 30 24
MID-C FINANCIAL OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/01/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 427,279
COMMITMENTS
1,334 0 26,071 399,874 401,208 427,279 427,279 0 0
CHANGES FROM 03/25/14 (CHANGE IN OPEN INTEREST: -30,667)
374 -7,675 1,124 -32,165 -24,116 -30,667 -30,667 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.0 6.1 93.6 93.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 0 3 21 24 24 27
PJM WH OFF PEAK REAL TIME - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/01/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,524,067
COMMITMENTS
39,866 14,356 53,333 1429733 1453614 1522931 1521303 1,136 2,764
CHANGES FROM 03/25/14 (CHANGE IN OPEN INTEREST: -18,782)
4,035 -3,905 1,113 -23,929 -17,618 -18,782 -20,410 -0 1,628
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 0.9 3.5 93.8 95.4 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
6 3 4 42 43 49 49
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/01/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 50,723
COMMITMENTS
411 9,384 4,844 45,468 36,495 50,723 50,723 0 0
CHANGES FROM 03/25/14 (CHANGE IN OPEN INTEREST: -435)
153 -162 263 -254 324 162 425 -597 -860
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 18.5 9.5 89.6 72.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
4 4 3 23 23 28 29
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/01/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 314,991
COMMITMENTS
624 25,220 29,390 284,977 260,381 314,991 314,991 0 0
CHANGES FROM 03/25/14 (CHANGE IN OPEN INTEREST: -2,248)
320 0 0 -2,568 -2,248 -2,248 -2,248 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 8.0 9.3 90.5 82.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 2 3 18 15 21 18
PJM AEP DAYTON RT OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/01/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 686,704
COMMITMENTS
39,320 0 12,409 634,975 674,295 686,704 686,704 0 0
CHANGES FROM 03/25/14 (CHANGE IN OPEN INTEREST: 58,129)
-4,263 0 1,943 60,449 56,186 58,129 58,129 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 0.0 1.8 92.5 98.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
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 04/01/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 62,410
COMMITMENTS
8,115 0 3,212 50,448 57,735 61,775 60,947 635 1,463
CHANGES FROM 03/25/14 (CHANGE IN OPEN INTEREST: 3,660)
1,195 -86 -92 2,346 4,349 3,449 4,171 211 -511
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.0 0.0 5.1 80.8 92.5 99.0 97.7 1.0 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
6 0 3 28 28 34 31
AD HUB DA OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/01/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 mwh OPEN INTEREST: 3,329,258
COMMITMENTS
0 0 0 3329258 3329258 3329258 3329258 0 0
CHANGES FROM 03/25/14 (CHANGE IN OPEN INTEREST: -182,880)
0 0 0 -182,880 -182,880 -182,880 -182,880 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 0 0 24 12 24 12
PJM AEP DAYTON DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/01/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 mwh OPEN INTEREST: 1,269,150
COMMITMENTS
0 100 2,100 1266000 1266950 1268100 1269150 1,050 0
CHANGES FROM 03/25/14 (CHANGE IN OPEN INTEREST: -46,850)
0 0 0 -47,900 -46,850 -47,900 -46,850 1,050 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.2 99.8 99.8 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
0 1 1 26 14 27 15
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/01/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 870,680
COMMITMENTS
0 51,040 0 870,680 819,640 870,680 870,680 0 0
CHANGES FROM 03/25/14 (CHANGE IN OPEN INTEREST: 21,760)
0 12,240 0 21,760 9,520 21,760 21,760 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.9 0.0 100.0 94.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 1 0 16 17 16 18
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/01/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 290,816
COMMITMENTS
12,968 384 3,128 274,720 286,896 290,816 290,408 0 408
CHANGES FROM 03/25/14 (CHANGE IN OPEN INTEREST: -736)
1,608 384 0 -1,936 -1,120 -328 -736 -408 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 0.1 1.1 94.5 98.7 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 1 1 20 17 23 19
ERCOT - NORTH ZONE - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/01/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 12,620
COMMITMENTS
2,983 364 172 9,103 11,537 12,258 12,073 362 547
CHANGES FROM 03/25/14 (CHANGE IN OPEN INTEREST: -83)
386 44 0 -469 -609 -83 -565 0 482
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.6 2.9 1.4 72.1 91.4 97.1 95.7 2.9 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
4 3 3 14 16 20 20
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/01/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5MWh OPEN INTEREST: 1,261,690
COMMITMENTS
215,790 8,140 39,750 1006150 1213800 1261690 1261690 0 0
CHANGES FROM 03/25/14 (CHANGE IN OPEN INTEREST: 58,080)
54,400 0 0 3,680 58,080 58,080 58,080 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.1 0.6 3.2 79.7 96.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 1 1 11 12 13 14
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/01/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 336,245
COMMITMENTS
7,450 17,200 0 328,795 319,045 336,245 336,245 0 0
CHANGES FROM 03/25/14 (CHANGE IN OPEN INTEREST: 14,000)
0 2,050 0 14,000 11,950 14,000 14,000 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 5.1 0.0 97.8 94.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 1 0 21 16 22 17
MISO IN. RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/01/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWH PER LOT OPEN INTEREST: 207,362
COMMITMENTS
830 0 1,795 204,737 205,567 207,362 207,362 0 0
CHANGES FROM 03/25/14 (CHANGE IN OPEN INTEREST: 550)
-220 0 220 550 330 550 550 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.0 0.9 98.7 99.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 0 1 23 17 24 18
MISO CINERGY HUB (REAL-TIME LMP) - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/01/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 22,128
COMMITMENTS
874 149 576 20,380 19,932 21,830 20,657 298 1,471
CHANGES FROM 03/25/14 (CHANGE IN OPEN INTEREST: -387)
22 -286 0 -366 51 -344 -235 -43 -152
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 0.7 2.6 92.1 90.1 98.7 93.4 1.3 6.6
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 04/01/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any multiple of 5 MWh OPEN INTEREST: 3,004,472
COMMITMENTS
2,334 313,762 284,533 2717605 2406177 3004472 3004472 0 0
CHANGES FROM 03/25/14 (CHANGE IN OPEN INTEREST: 55,036)
0 11,780 -1,960 56,996 45,216 55,036 55,036 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 10.4 9.5 90.5 80.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
1 3 1 34 29 36 32
ISO NE MASS PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/01/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any multiple of 16 MWh OPEN INTEREST: 929,869
COMMITMENTS
26,095 78,783 78,205 825,569 772,881 929,869 929,869 0 0
CHANGES FROM 03/25/14 (CHANGE IN OPEN INTEREST: 29,367)
3,080 12,764 -1,655 27,942 18,258 29,367 29,367 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 8.5 8.4 88.8 83.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
4 3 4 39 32 45 37
N. ILLINOIS HUB DAY AHEAD LMP, OFF PEAK MONTHLY - ICE FUTURES ENERGY Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/01/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 MWH OPEN INTEREST: 2,353,137
COMMITMENTS
0 0 0 2353137 2353137 2353137 2353137 0 0
CHANGES FROM 03/25/14 (CHANGE IN OPEN INTEREST: 97,360)
0 0 0 97,360 97,360 97,360 97,360 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 7 19 7
PJM NI DAY AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/01/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 mwh OPEN INTEREST: 682,160
COMMITMENTS
0 1,100 0 682,160 681,060 682,160 682,160 0 0
CHANGES FROM 03/25/14 (CHANGE IN OPEN INTEREST: 28,850)
0 1,100 0 28,850 27,750 28,850 28,850 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.2 0.0 100.0 99.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 1 0 24 15 24 16
ISO NE MASS DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/01/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 522,107
COMMITMENTS
82,956 3,832 33,852 405,299 484,423 522,107 522,107 0 0
CHANGES FROM 03/25/14 (CHANGE IN OPEN INTEREST: 1,128)
-622 816 2,208 -458 -1,896 1,128 1,128 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.9 0.7 6.5 77.6 92.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
3 2 4 31 28 35 33
NEPOOL MASS HUB (DAY-AHEAD LMP) - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/01/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 36,934
COMMITMENTS
4,529 1,830 2,066 29,362 32,975 35,957 36,871 977 63
CHANGES FROM 03/25/14 (CHANGE IN OPEN INTEREST: 595)
-248 21 344 499 230 595 595 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.3 5.0 5.6 79.5 89.3 97.4 99.8 2.6 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
5 3 6 28 31 35 38
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/01/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 22,454
COMMITMENTS
5,384 0 1,228 15,842 21,226 22,454 22,454 0 0
CHANGES FROM 03/25/14 (CHANGE IN OPEN INTEREST: -873)
-693 0 0 -180 -873 -873 -873 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.0 0.0 5.5 70.6 94.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 0 1 20 11 23 12
CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BR
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/01/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
25MWh OPEN INTEREST: 215,561
COMMITMENTS
92,007 656 2,736 120,818 212,169 215,561 215,561 0 0
CHANGES FROM 03/25/14 (CHANGE IN OPEN INTEREST: 2,856)
0 0 0 2,856 2,856 2,856 2,856 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.7 0.3 1.3 56.0 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 04/01/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 439,913
COMMITMENTS
3,936 17,988 17,457 418,520 404,468 439,913 439,913 0 0
CHANGES FROM 03/25/14 (CHANGE IN OPEN INTEREST: 2,712)
0 -800 0 2,712 3,512 2,712 2,712 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 4.1 4.0 95.1 91.9 100.0 100.0 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 04/01/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 24,598
COMMITMENTS
4,913 0 491 18,536 23,746 23,940 24,237 658 361
CHANGES FROM 03/25/14 (CHANGE IN OPEN INTEREST: -1,856)
-1,029 0 216 -1,064 -2,072 -1,877 -1,856 21 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.0 0.0 2.0 75.4 96.5 97.3 98.5 2.7 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 0 2 21 20 24 22
NYISO ZONE A - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/01/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 17,764
COMMITMENTS
1,554 582 107 15,482 16,501 17,143 17,190 621 574
CHANGES FROM 03/25/14 (CHANGE IN OPEN INTEREST: -353)
42 -314 0 -651 -60 -609 -374 256 21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 3.3 0.6 87.2 92.9 96.5 96.8 3.5 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
4 1 2 17 19 22 21
NYISO ZONE A (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/01/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 248,547
COMMITMENTS
41,266 0 368 206,913 248,179 248,547 248,547 0 0
CHANGES FROM 03/25/14 (CHANGE IN OPEN INTEREST: 1,208)
-752 0 368 1,592 840 1,208 1,208 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.6 0.0 0.1 83.2 99.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 0 1 16 18 19 19
NYISO ZONE G - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/01/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 13,498
COMMITMENTS
1,968 0 427 10,867 12,730 13,262 13,157 236 341
CHANGES FROM 03/25/14 (CHANGE IN OPEN INTEREST: -226)
-34 0 342 -599 -696 -291 -354 65 128
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.6 0.0 3.2 80.5 94.3 98.3 97.5 1.7 2.5
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 04/01/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 168,019
COMMITMENTS
12,981 0 407 154,631 167,612 168,019 168,019 0 0
CHANGES FROM 03/25/14 (CHANGE IN OPEN INTEREST: -33)
4,993 -407 407 -5,433 -33 -33 -33 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 0.0 0.2 92.0 99.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 0 1 23 20 26 21
PALO VERDE - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/01/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 19,934
COMMITMENTS
0 3,234 1,568 18,366 15,132 19,934 19,934 0 0
CHANGES FROM 03/25/14 (CHANGE IN OPEN INTEREST: -588)
0 -287 182 -770 -483 -588 -588 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 16.2 7.9 92.1 75.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 1 1 17 16 18 17
PALO VERDE (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/01/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
25 MWh OPEN INTEREST: 142,502
COMMITMENTS
8,320 0 0 134,182 142,502 142,502 142,502 0 0
CHANGES FROM 03/25/14 (CHANGE IN OPEN INTEREST: -9,165)
654 0 -654 -9,165 -8,511 -9,165 -9,165 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 0.0 0.0 94.2 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 12 10 13 10
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/01/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 MWh OPEN INTEREST: 718,546
COMMITMENTS
0 23,660 0 718,546 688,781 718,546 712,441 0 6,105
CHANGES FROM 03/25/14 (CHANGE IN OPEN INTEREST: -37,568)
0 0 0 -37,568 -43,673 -37,568 -43,673 0 6,105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.3 0.0 100.0 95.9 100.0 99.2 0.0 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 1 0 17 14 17 15
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/01/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 218,730
COMMITMENTS
2,150 3,225 0 216,580 213,825 218,730 217,050 0 1,680
CHANGES FROM 03/25/14 (CHANGE IN OPEN INTEREST: -9,515)
0 0 0 -9,515 -11,195 -9,515 -11,195 0 1,680
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 1.5 0.0 99.0 97.8 100.0 99.2 0.0 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 1 0 18 14 19 15
PJM JCPL ZONE DAY-AHEAD - ICE FUTURES ENERGY DIV Code-0643CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/01/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 Mwh OPEN INTEREST: 393,955
COMMITMENTS
1,050 23,525 0 392,275 370,430 393,325 393,955 630 0
CHANGES FROM 03/25/14 (CHANGE IN OPEN INTEREST: 38,825)
0 0 0 38,195 38,825 38,195 38,825 630 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 6.0 0.0 99.6 94.0 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 1 0 22 12 23 13
PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643CV
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/01/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 Mwh OPEN INTEREST: 1,358,775
COMMITMENTS
0 70,080 0 1358775 1288695 1358775 1358775 0 0
CHANGES FROM 03/25/14 (CHANGE IN OPEN INTEREST: 140,360)
0 0 0 140,360 140,360 140,360 140,360 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.2 0.0 100.0 94.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 1 0 20 10 20 11
PJM PECO ZONE (DA LMP) PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/01/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 199,250
COMMITMENTS
0 0 0 199,250 199,250 199,250 199,250 0 0
CHANGES FROM 03/25/14 (CHANGE IN OPEN INTEREST: 2,560)
0 0 0 2,560 2,560 2,560 2,560 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 17 13 17 13
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/01/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mwh OPEN INTEREST: 661,447
COMMITMENTS
0 0 0 661,447 661,447 661,447 661,447 0 0
CHANGES FROM 03/25/14 (CHANGE IN OPEN INTEREST: 9,328)
0 0 0 9,328 9,328 9,328 9,328 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 04/01/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 487,620
COMMITMENTS
0 3,250 1,050 482,370 482,795 483,420 487,095 4,200 525
CHANGES FROM 03/25/14 (CHANGE IN OPEN INTEREST: 36,980)
0 2,150 0 32,780 34,305 32,780 36,455 4,200 525
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.7 0.2 98.9 99.0 99.1 99.9 0.9 0.1
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 04/01/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 MWh OPEN INTEREST: 1,727,112
COMMITMENTS
0 0 0 1723042 1725077 1723042 1725077 4,070 2,035
CHANGES FROM 03/25/14 (CHANGE IN OPEN INTEREST: 136,640)
0 0 0 132,570 134,605 132,570 134,605 4,070 2,035
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.8 99.9 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 21 12 21 12
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/01/14 |
--------------------------------------------------------------| 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 1910996 1921578 1910996 1921578 10,582 0
CHANGES FROM 03/25/14 (CHANGE IN OPEN INTEREST: 0)
0 0 0 -10,582 0 -10,582 0 10,582 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.4 100.0 99.4 100.0 0.6 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 04/01/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 523,285
COMMITMENTS
0 0 0 521,080 523,075 521,080 523,075 2,205 210
CHANGES FROM 03/25/14 (CHANGE IN OPEN INTEREST: 0)
0 0 0 -2,205 -210 -2,205 -210 2,205 210
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.6 100.0 99.6 100.0 0.4 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 04/01/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 MWh OPEN INTEREST: 10,054,499
COMMITMENTS
213,197 0 0 9820952 10054499 10034149 10054499 20,350 0
CHANGES FROM 03/25/14 (CHANGE IN OPEN INTEREST: 197,325)
3,290 0 0 173,685 197,325 176,975 197,325 20,350 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 0.0 0.0 97.7 100.0 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
3 0 0 38 33 41 33
PJM WESTERN HUB (DAY-AHEAD) - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/01/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 3,485,769
COMMITMENTS
53,600 0 17,695 3412211 3462934 3483506 3480629 2,263 5,140
CHANGES FROM 03/25/14 (CHANGE IN OPEN INTEREST: 76,390)
-8,300 0 10,450 74,177 63,000 76,327 73,450 63 2,940
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 0.0 0.5 97.9 99.3 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
3 0 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 04/01/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 3,232,159
COMMITMENTS
500,274 160,676 138,020 2593865 2933463 3232159 3232159 -0 -0
CHANGES FROM 03/25/14 (CHANGE IN OPEN INTEREST: 38,328)
-75 -4,316 2,091 36,311 40,553 38,328 38,328 -0 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.5 5.0 4.3 80.3 90.8 100.0 100.0 -0.0 -0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
6 9 9 44 44 57 55
PJM WH REAL TIME MINI OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/01/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
MWh (Megawatt Hours) OPEN INTEREST: 7,377,761
COMMITMENTS
230,269 204,648 131,309 7016183 7041804 7377761 7377761 0 0
CHANGES FROM 03/25/14 (CHANGE IN OPEN INTEREST: 99,048)
0 0 0 99,048 99,048 99,048 99,048 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 2.8 1.8 95.1 95.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
5 2 2 34 31 39 35
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/01/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 606,367
COMMITMENTS
5,670 17,525 0 600,697 586,637 606,367 604,162 0 2,205
CHANGES FROM 03/25/14 (CHANGE IN OPEN INTEREST: 6,790)
0 0 0 6,790 4,585 6,790 4,585 0 2,205
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 2.9 0.0 99.1 96.7 100.0 99.6 0.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 2 0 33 17 34 19
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/01/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 MWh OPEN INTEREST: 2,199,453
COMMITMENTS
16,280 35,190 0 2182359 2152053 2198639 2187243 814 12,210
CHANGES FROM 03/25/14 (CHANGE IN OPEN INTEREST: 23,480)
0 0 0 22,666 11,270 22,666 11,270 814 12,210
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 1.6 0.0 99.2 97.8 100.0 99.4 0.0 0.6
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 04/01/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 16 MEGAWATTS PER HOUR) OPEN INTEREST: 208,933
COMMITMENTS
29,125 10,650 3,290 174,418 194,993 206,833 208,933 2,100 0
CHANGES FROM 03/25/14 (CHANGE IN OPEN INTEREST: -975)
-6,375 0 0 5,400 -975 -975 -975 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.9 5.1 1.6 83.5 93.3 99.0 100.0 1.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 1 2 24 20 27 23
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C75
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/01/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5 MEGAWATTS PER HOUR) OPEN INTEREST: 348,653
COMMITMENTS
88,986 0 4,494 255,173 344,159 348,653 348,653 0 0
CHANGES FROM 03/25/14 (CHANGE IN OPEN INTEREST: -760)
0 0 0 -760 -760 -760 -760 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.5 0.0 1.3 73.2 98.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 0 1 17 13 19 14
NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C76
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/01/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 16 MEGAWATTS PER HOUR) OPEN INTEREST: 226,464
COMMITMENTS
5,428 33,425 1,050 219,986 191,989 226,464 226,464 0 0
CHANGES FROM 03/25/14 (CHANGE IN OPEN INTEREST: -2,458)
1,650 3,225 -22 -4,086 -5,661 -2,458 -2,458 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 14.8 0.5 97.1 84.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 3 2 29 21 32 25
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/01/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5 MEGAWATTS PER HOUR) OPEN INTEREST: 627,694
COMMITMENTS
2,035 7,404 736 624,923 619,554 627,694 627,694 0 0
CHANGES FROM 03/25/14 (CHANGE IN OPEN INTEREST: 47,071)
0 -736 736 46,335 47,071 47,071 47,071 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 1.2 0.1 99.6 98.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 1 1 20 21 22 22
NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C78
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/01/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 16 MEGAWATTS PER HOUR) OPEN INTEREST: 133,278
COMMITMENTS
4,455 8,600 0 128,823 124,678 133,278 133,278 0 0
CHANGES FROM 03/25/14 (CHANGE IN OPEN INTEREST: 550)
0 0 0 550 550 550 550 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 6.5 0.0 96.7 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
NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C79
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/01/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5 MEGAWATTS PER HOUR) OPEN INTEREST: 297,959
COMMITMENTS
23,320 0 0 274,639 297,959 297,959 297,959 0 0
CHANGES FROM 03/25/14 (CHANGE IN OPEN INTEREST: 41,645)
0 0 0 41,645 41,645 41,645 41,645 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 0.0 0.0 92.2 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 13 12 14 12
Updated April 4, 2014