CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/08/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 18,073
COMMITMENTS
7,969 3,059 441 9,663 14,573 18,073 18,073 0 0
CHANGES FROM 04/01/14 (CHANGE IN OPEN INTEREST: -10)
-2 15 2 -10 -27 -10 -10 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.1 16.9 2.4 53.5 80.6 100.0 100.0 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 04/08/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 Regional Greenhouse Gas Initiative OPEN INTEREST: 8,291
COMMITMENTS
1,250 1,054 850 6,187 6,387 8,287 8,291 4 0
CHANGES FROM 04/01/14 (CHANGE IN OPEN INTEREST: 953)
0 -146 550 399 549 949 953 4 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.1 12.7 10.3 74.6 77.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 3 4 12 8 16 13
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/08/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 4,955,975
COMMITMENTS
1010113 98,173 1176451 2734086 3665307 4920650 4939931 35,325 16,044
CHANGES FROM 04/01/14 (CHANGE IN OPEN INTEREST: -17,545)
-67,544 -54,405 44,049 6,779 -6,367 -16,716 -16,723 -829 -822
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.4 2.0 23.7 55.2 74.0 99.3 99.7 0.7 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 205)
40 24 54 130 113 192 171
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/08/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 2,012,846
COMMITMENTS
28,203 35,356 831,896 1152191 1144972 2012290 2012224 555 622
CHANGES FROM 04/01/14 (CHANGE IN OPEN INTEREST: 57,082)
-3,962 -3,572 33,425 27,907 27,541 57,370 57,394 -288 -312
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 1.8 41.3 57.2 56.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
17 24 34 51 56 89 93
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/08/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 249,792
COMMITMENTS
37,923 6,264 6,536 190,281 231,093 234,740 243,893 15,052 5,899
CHANGES FROM 04/01/14 (CHANGE IN OPEN INTEREST: -18,797)
-6,242 -981 650 -9,888 -18,455 -15,480 -18,786 -3,317 -11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.2 2.5 2.6 76.2 92.5 94.0 97.6 6.0 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
8 2 7 28 31 38 38
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/08/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 132,556
COMMITMENTS
11,306 1,953 1,726 108,767 125,911 121,799 129,590 10,757 2,966
CHANGES FROM 04/01/14 (CHANGE IN OPEN INTEREST: -14,106)
-2,725 -240 157 -13,274 -11,295 -15,842 -11,378 1,736 -2,728
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.5 1.5 1.3 82.1 95.0 91.9 97.8 8.1 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
4 1 3 29 25 33 29
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/08/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 202,298
COMMITMENTS
24,829 4,989 5,907 162,617 184,247 193,353 195,143 8,945 7,155
CHANGES FROM 04/01/14 (CHANGE IN OPEN INTEREST: -19,660)
-6,778 -2,367 -373 -11,566 -14,407 -18,717 -17,147 -943 -2,513
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.3 2.5 2.9 80.4 91.1 95.6 96.5 4.4 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 3 3 23 25 28 29
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/08/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 776,216
COMMITMENTS
55,332 3,874 14,363 702,378 746,474 772,073 764,711 4,143 11,505
CHANGES FROM 04/01/14 (CHANGE IN OPEN INTEREST: -49,004)
3,138 -2,236 -218 -51,558 -39,911 -48,638 -42,365 -366 -6,639
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 0.5 1.9 90.5 96.2 99.5 98.5 0.5 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
3 4 4 50 38 56 43
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/08/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 227,838
COMMITMENTS
27,888 15,142 471 183,099 205,673 211,458 221,286 16,380 6,552
CHANGES FROM 04/01/14 (CHANGE IN OPEN INTEREST: -14,956)
1,885 -431 -1,554 -17,915 -12,261 -17,584 -14,246 2,628 -710
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.2 6.6 0.2 80.4 90.3 92.8 97.1 7.2 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
4 1 2 21 24 25 27
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/08/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 215,532
COMMITMENTS
0 415 3,769 202,664 204,219 206,433 208,403 9,099 7,129
CHANGES FROM 04/01/14 (CHANGE IN OPEN INTEREST: -15,995)
-847 205 -511 -15,793 -13,581 -17,151 -13,887 1,156 -2,108
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.2 1.7 94.0 94.8 95.8 96.7 4.2 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
0 2 2 30 33 32 35
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/08/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 92,344
COMMITMENTS
10,092 0 1,215 76,728 76,396 88,035 77,611 4,309 14,733
CHANGES FROM 04/01/14 (CHANGE IN OPEN INTEREST: -3,651)
2,213 0 -2,188 -2,378 -3,701 -2,353 -5,889 -1,298 2,238
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 0.0 1.3 83.1 82.7 95.3 84.0 4.7 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 0 1 16 15 19 16
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/08/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 128,552
COMMITMENTS
9,670 8,597 12,562 98,124 101,294 120,356 122,453 8,196 6,099
CHANGES FROM 04/01/14 (CHANGE IN OPEN INTEREST: -11,394)
-973 192 -2,507 -6,700 -7,447 -10,180 -9,762 -1,214 -1,632
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 6.7 9.8 76.3 78.8 93.6 95.3 6.4 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
4 1 4 22 23 27 27
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/08/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 68,638
COMMITMENTS
1,168 4,700 3,347 55,316 51,341 59,831 59,388 8,807 9,250
CHANGES FROM 04/01/14 (CHANGE IN OPEN INTEREST: -7,657)
1,168 -1,987 -2,338 -5,248 -2,802 -6,418 -7,127 -1,239 -530
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 6.8 4.9 80.6 74.8 87.2 86.5 12.8 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 2 15 16 17 18
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/08/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 171,114
COMMITMENTS
1,337 0 419 159,552 165,264 161,308 165,683 9,806 5,431
CHANGES FROM 04/01/14 (CHANGE IN OPEN INTEREST: -12,670)
-415 0 -50 -11,612 -11,912 -12,077 -11,962 -593 -708
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.0 0.2 93.2 96.6 94.3 96.8 5.7 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 0 1 26 22 28 23
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/08/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 85,267
COMMITMENTS
0 0 0 75,295 80,861 75,295 80,861 9,972 4,406
CHANGES FROM 04/01/14 (CHANGE IN OPEN INTEREST: -7,047)
0 0 0 -6,321 -5,628 -6,321 -5,628 -726 -1,419
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 88.3 94.8 88.3 94.8 11.7 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 0 0 20 18 20 18
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/08/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 12,605
COMMITMENTS
570 570 0 11,495 11,164 12,065 11,734 540 871
CHANGES FROM 04/01/14 (CHANGE IN OPEN INTEREST: -2,945)
0 0 0 -3,064 -2,356 -3,064 -2,356 119 -589
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 4.5 0.0 91.2 88.6 95.7 93.1 4.3 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 2 0 9 11 10 13
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/08/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 288,838
COMMITMENTS
3,927 4,110 757 272,493 277,294 277,177 282,161 11,661 6,677
CHANGES FROM 04/01/14 (CHANGE IN OPEN INTEREST: -18,901)
-3,759 -1,889 -830 -16,152 -13,520 -20,741 -16,239 1,840 -2,662
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 1.4 0.3 94.3 96.0 96.0 97.7 4.0 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
3 2 1 38 37 41 40
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/08/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 80,721
COMMITMENTS
2,782 19,328 1,147 70,678 50,774 74,607 71,249 6,114 9,472
CHANGES FROM 04/01/14 (CHANGE IN OPEN INTEREST: -6,783)
-60 -2,654 -10 -5,726 -4,238 -5,796 -6,902 -987 119
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 23.9 1.4 87.6 62.9 92.4 88.3 7.6 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 4 3 15 15 19 20
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/08/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 58,458
COMMITMENTS
9,904 15,220 2,752 44,786 38,386 57,442 56,358 1,016 2,100
CHANGES FROM 04/01/14 (CHANGE IN OPEN INTEREST: -43,834)
-10,366 1,682 -4,224 -29,066 -42,477 -43,656 -45,019 -178 1,185
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.9 26.0 4.7 76.6 65.7 98.3 96.4 1.7 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
7 7 2 25 20 34 27
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/08/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 34,060
COMMITMENTS
0 210 0 31,746 31,060 31,746 31,270 2,314 2,790
CHANGES FROM 04/01/14 (CHANGE IN OPEN INTEREST: -9,641)
0 186 -186 -10,151 -9,796 -10,337 -9,796 696 155
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.6 0.0 93.2 91.2 93.2 91.8 6.8 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 1 0 10 17 10 18
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/08/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 103,850
COMMITMENTS
0 2,024 0 90,068 91,846 90,068 93,870 13,782 9,980
CHANGES FROM 04/01/14 (CHANGE IN OPEN INTEREST: -7,860)
-210 -2,024 -30 -8,819 -3,741 -9,059 -5,795 1,199 -2,065
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.9 0.0 86.7 88.4 86.7 90.4 13.3 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 1 0 26 22 26 23
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/08/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 97,498
COMMITMENTS
216 1,840 2,012 88,451 81,994 90,679 85,846 6,819 11,652
CHANGES FROM 04/01/14 (CHANGE IN OPEN INTEREST: -5,786)
216 -1,668 88 -4,696 -3,065 -4,392 -4,645 -1,394 -1,141
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 1.9 2.1 90.7 84.1 93.0 88.0 7.0 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 1 18 18 19 20
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/08/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 112,313
COMMITMENTS
0 5,480 1,171 103,421 103,611 104,592 110,262 7,721 2,051
CHANGES FROM 04/01/14 (CHANGE IN OPEN INTEREST: -4,008)
0 1,854 398 -4,507 -6,292 -4,109 -4,040 101 32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.9 1.0 92.1 92.3 93.1 98.2 6.9 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 2 1 15 15 16 17
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/08/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 276,678
COMMITMENTS
2,437 49,999 6,329 245,475 209,572 254,241 265,900 22,437 10,778
CHANGES FROM 04/01/14 (CHANGE IN OPEN INTEREST: -20,314)
-1,090 -9,757 26 -21,460 -9,301 -22,524 -19,032 2,210 -1,282
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 18.1 2.3 88.7 75.7 91.9 96.1 8.1 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 2 3 28 22 31 25
SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/08/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 23,666
COMMITMENTS
5,336 0 0 17,154 22,034 22,490 22,034 1,176 1,632
CHANGES FROM 04/01/14 (CHANGE IN OPEN INTEREST: -10,345)
-2,544 -310 -124 -8,123 -10,209 -10,791 -10,643 446 298
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.5 0.0 0.0 72.5 93.1 95.0 93.1 5.0 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
5 0 0 9 10 14 10
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/08/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 41,534
COMMITMENTS
5,980 0 0 32,664 40,686 38,644 40,686 2,890 848
CHANGES FROM 04/01/14 (CHANGE IN OPEN INTEREST: -5,332)
310 0 0 -5,664 -4,986 -5,354 -4,986 22 -346
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.4 0.0 0.0 78.6 98.0 93.0 98.0 7.0 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 0 10 11 12 11
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/08/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 262,378
COMMITMENTS
3,980 37,139 4,168 240,498 214,903 248,646 256,210 13,732 6,168
CHANGES FROM 04/01/14 (CHANGE IN OPEN INTEREST: -15,038)
-310 1,055 310 -15,879 -14,812 -15,879 -13,447 841 -1,591
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 14.2 1.6 91.7 81.9 94.8 97.6 5.2 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
4 5 5 35 28 42 35
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/08/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 81,281
COMMITMENTS
7,965 0 0 68,764 77,914 76,729 77,914 4,552 3,367
CHANGES FROM 04/01/14 (CHANGE IN OPEN INTEREST: -8,920)
-930 0 0 -7,786 -8,740 -8,716 -8,740 -204 -180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.8 0.0 0.0 84.6 95.9 94.4 95.9 5.6 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 0 0 18 16 19 16
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/08/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 85,364
COMMITMENTS
0 1,472 0 80,230 81,136 80,230 82,608 5,134 2,756
CHANGES FROM 04/01/14 (CHANGE IN OPEN INTEREST: -2,398)
0 0 0 -642 -1,886 -642 -1,886 -1,756 -512
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.7 0.0 94.0 95.0 94.0 96.8 6.0 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 1 0 21 18 21 19
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/08/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 70,309
COMMITMENTS
2,072 1,178 560 58,123 64,429 60,755 66,167 9,554 4,142
CHANGES FROM 04/01/14 (CHANGE IN OPEN INTEREST: -8,848)
-358 -79 -100 -7,519 -8,326 -7,977 -8,505 -871 -343
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 1.7 0.8 82.7 91.6 86.4 94.1 13.6 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 1 17 15 19 16
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/08/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 150,709
COMMITMENTS
16,108 7,601 14,711 118,692 127,639 149,511 149,951 1,199 759
CHANGES FROM 04/01/14 (CHANGE IN OPEN INTEREST: -3,295)
889 -120 1,215 -5,059 -4,014 -2,956 -2,919 -340 -377
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.7 5.0 9.8 78.8 84.7 99.2 99.5 0.8 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
9 8 12 53 55 65 72
MID-C FINANCIAL PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/08/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 54,838
COMMITMENTS
5,338 198 1,539 47,961 53,101 54,838 54,838 0 0
CHANGES FROM 04/01/14 (CHANGE IN OPEN INTEREST: -485)
235 -127 -53 -667 -305 -485 -485 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 0.4 2.8 87.5 96.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 2 4 26 21 31 25
MID-C FINANCIAL OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/08/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 432,936
COMMITMENTS
11,614 304 24,463 396,859 408,169 432,936 432,936 0 0
CHANGES FROM 04/01/14 (CHANGE IN OPEN INTEREST: 5,657)
10,280 304 -1,608 -3,015 6,961 5,657 5,657 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 0.1 5.7 91.7 94.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 1 1 22 23 25 25
PJM WH OFF PEAK REAL TIME - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/08/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,465,174
COMMITMENTS
43,649 10,936 55,427 1364962 1397675 1464038 1464038 1,136 1,136
CHANGES FROM 04/01/14 (CHANGE IN OPEN INTEREST: -58,893)
3,783 -3,420 2,094 -64,771 -55,939 -58,893 -57,265 0 -1,628
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 0.7 3.8 93.2 95.4 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
5 4 5 42 42 49 49
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/08/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 50,943
COMMITMENTS
845 9,724 4,495 45,603 36,724 50,943 50,943 0 0
CHANGES FROM 04/01/14 (CHANGE IN OPEN INTEREST: 220)
434 340 -349 134 229 220 220 -0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 19.1 8.8 89.5 72.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
4 4 3 24 23 29 29
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/08/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 318,520
COMMITMENTS
296 22,955 31,007 287,217 264,558 318,520 318,520 0 0
CHANGES FROM 04/01/14 (CHANGE IN OPEN INTEREST: 3,529)
-328 -2,265 1,617 2,240 4,177 3,529 3,529 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 7.2 9.7 90.2 83.1 100.0 100.0 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 04/08/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 635,340
COMMITMENTS
36,885 0 12,409 586,046 622,931 635,340 635,340 0 0
CHANGES FROM 04/01/14 (CHANGE IN OPEN INTEREST: -51,364)
-2,435 0 0 -48,929 -51,364 -51,364 -51,364 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 0.0 2.0 92.2 98.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
4 0 1 26 26 30 27
AEP DAYTON HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/08/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 58,663
COMMITMENTS
9,171 0 2,544 46,524 54,719 58,239 57,263 424 1,400
CHANGES FROM 04/01/14 (CHANGE IN OPEN INTEREST: -3,747)
1,056 0 -668 -3,924 -3,016 -3,536 -3,684 -211 -63
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.6 0.0 4.3 79.3 93.3 99.3 97.6 0.7 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
6 0 3 27 28 33 31
AD HUB DA OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/08/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 mwh OPEN INTEREST: 3,052,728
COMMITMENTS
3,840 0 0 3048888 3052728 3052728 3052728 0 0
CHANGES FROM 04/01/14 (CHANGE IN OPEN INTEREST: -276,530)
3,840 0 0 -280,370 -276,530 -276,530 -276,530 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.0 0.0 99.9 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 0 0 23 11 24 11
AD HUB DA PEAK DAILY - ICE FUTURES ENERGY DIV Code-06439E
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/08/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 mwh OPEN INTEREST: 8,100
COMMITMENTS
300 300 0 7,550 7,450 7,850 7,750 250 350
CHANGES FROM 04/01/14 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 3.7 0.0 93.2 92.0 96.9 95.7 3.1 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 0 12 11 13 12
PJM AEP DAYTON DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/08/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 mwh OPEN INTEREST: 1,176,950
COMMITMENTS
0 100 2,100 1174850 1174750 1176950 1176950 0 0
CHANGES FROM 04/01/14 (CHANGE IN OPEN INTEREST: -92,200)
0 0 0 -91,150 -92,200 -91,150 -92,200 -1,050 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: 33)
0 1 1 25 13 26 14
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/08/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 731,560
COMMITMENTS
0 51,040 0 731,560 680,520 731,560 731,560 0 0
CHANGES FROM 04/01/14 (CHANGE IN OPEN INTEREST: -139,120)
0 0 0 -139,120 -139,120 -139,120 -139,120 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.0 0.0 100.0 93.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 1 0 15 15 15 16
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/08/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 278,728
COMMITMENTS
14,088 384 2,720 260,696 275,624 277,504 278,728 1,224 0
CHANGES FROM 04/01/14 (CHANGE IN OPEN INTEREST: -12,088)
1,120 0 -408 -14,024 -11,272 -13,312 -11,680 1,224 -408
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 0.1 1.0 93.5 98.9 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 1 1 20 16 23 18
ERCOT - NORTH ZONE - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/08/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 11,318
COMMITMENTS
2,752 385 130 8,093 10,504 10,975 11,019 343 299
CHANGES FROM 04/01/14 (CHANGE IN OPEN INTEREST: -1,302)
-231 21 -42 -1,010 -1,033 -1,283 -1,054 -19 -248
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.3 3.4 1.1 71.5 92.8 97.0 97.4 3.0 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
4 3 2 12 14 17 18
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/08/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5MWh OPEN INTEREST: 1,188,430
COMMITMENTS
199,510 0 31,610 957,310 1156820 1188430 1188430 0 0
CHANGES FROM 04/01/14 (CHANGE IN OPEN INTEREST: -73,260)
-16,280 -8,140 -8,140 -48,840 -56,980 -73,260 -73,260 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.8 0.0 2.7 80.6 97.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 1 11 12 13 13
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/08/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 287,635
COMMITMENTS
5,350 24,550 0 282,285 263,085 287,635 287,635 0 0
CHANGES FROM 04/01/14 (CHANGE IN OPEN INTEREST: -48,610)
-2,100 7,350 0 -46,510 -55,960 -48,610 -48,610 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 8.5 0.0 98.1 91.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 1 0 20 15 21 16
MISO IN. RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/08/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWH PER LOT OPEN INTEREST: 203,280
COMMITMENTS
1,355 0 1,270 200,655 202,010 203,280 203,280 0 0
CHANGES FROM 04/01/14 (CHANGE IN OPEN INTEREST: -4,082)
525 0 -525 -4,082 -3,557 -4,082 -4,082 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.0 0.6 98.7 99.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
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 04/08/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 21,950
COMMITMENTS
1,043 149 640 19,948 19,752 21,631 20,541 319 1,409
CHANGES FROM 04/01/14 (CHANGE IN OPEN INTEREST: -178)
169 0 64 -432 -180 -199 -116 21 -62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 0.7 2.9 90.9 90.0 98.5 93.6 1.5 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 1 3 25 22 28 26
Nepool MH DA LMP Offpk Mon Min - ICE FUTURES ENERGY DIV Code-0643B9
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/08/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any multiple of 5 MWh OPEN INTEREST: 2,840,432
COMMITMENTS
1,520 237,766 284,262 2554650 2318404 2840432 2840432 0 0
CHANGES FROM 04/01/14 (CHANGE IN OPEN INTEREST: -164,040)
-814 -75,996 -271 -162,955 -87,773 -164,040 -164,040 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 8.4 10.0 89.9 81.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
1 3 2 34 28 37 31
ISO NE MASS PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/08/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any multiple of 16 MWh OPEN INTEREST: 900,534
COMMITMENTS
18,450 64,689 85,365 796,719 750,480 900,534 900,534 0 0
CHANGES FROM 04/01/14 (CHANGE IN OPEN INTEREST: -29,335)
-7,645 -14,094 7,160 -28,850 -22,401 -29,335 -29,335 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 7.2 9.5 88.5 83.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
4 3 4 38 31 44 36
N. ILLINOIS HUB DAY AHEAD LMP, OFF PEAK MONTHLY - ICE FUTURES ENERGY Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/08/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 MWH OPEN INTEREST: 2,089,775
COMMITMENTS
0 0 0 2089775 2089775 2089775 2089775 0 0
CHANGES FROM 04/01/14 (CHANGE IN OPEN INTEREST: -263,362)
0 0 0 -263,362 -263,362 -263,362 -263,362 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 8 17 8
PJM NI DAY AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/08/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 mwh OPEN INTEREST: 615,220
COMMITMENTS
0 1,100 0 615,220 614,120 615,220 615,220 0 0
CHANGES FROM 04/01/14 (CHANGE IN OPEN INTEREST: -66,940)
0 0 0 -66,940 -66,940 -66,940 -66,940 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: 29)
0 1 0 22 14 22 15
ISO NE MASS DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/08/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 483,547
COMMITMENTS
82,989 3,016 28,533 372,025 451,998 483,547 483,547 0 0
CHANGES FROM 04/01/14 (CHANGE IN OPEN INTEREST: -38,560)
33 -816 -5,319 -33,274 -32,425 -38,560 -38,560 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.2 0.6 5.9 76.9 93.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
3 2 4 29 27 33 32
NEPOOL MASS HUB (DAY-AHEAD LMP) - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/08/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 33,870
COMMITMENTS
4,673 1,557 1,989 26,273 30,261 32,935 33,807 935 63
CHANGES FROM 04/01/14 (CHANGE IN OPEN INTEREST: -3,064)
144 -273 -77 -3,089 -2,714 -3,022 -3,064 -42 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.8 4.6 5.9 77.6 89.3 97.2 99.8 2.8 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
5 3 6 28 29 35 36
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/08/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 22,810
COMMITMENTS
5,634 0 1,228 15,948 21,582 22,810 22,810 0 0
CHANGES FROM 04/01/14 (CHANGE IN OPEN INTEREST: 356)
250 0 0 106 356 356 356 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.7 0.0 5.4 69.9 94.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 0 1 21 11 23 12
CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BR
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/08/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
25MWh OPEN INTEREST: 223,697
COMMITMENTS
95,585 0 2,736 125,376 220,961 223,697 223,697 0 0
CHANGES FROM 04/01/14 (CHANGE IN OPEN INTEREST: 8,136)
3,578 -656 0 4,558 8,792 8,136 8,136 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.7 0.0 1.2 56.0 98.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
4 0 2 16 9 20 11
PJM NI REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/08/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 443,974
COMMITMENTS
3,529 16,360 17,457 422,988 410,157 443,974 443,974 0 0
CHANGES FROM 04/01/14 (CHANGE IN OPEN INTEREST: 4,061)
-407 -1,628 0 4,468 5,689 4,061 4,061 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 3.7 3.9 95.3 92.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 2 1 22 18 24 20
NORTHERN ILLINOIS HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/08/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 25,634
COMMITMENTS
5,085 0 491 19,504 24,611 25,080 25,102 554 532
CHANGES FROM 04/01/14 (CHANGE IN OPEN INTEREST: 1,036)
172 0 0 968 865 1,140 865 -104 171
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.8 0.0 1.9 76.1 96.0 97.8 97.9 2.2 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 0 1 21 19 24 20
NYISO ZONE A - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/08/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 16,774
COMMITMENTS
1,556 560 86 14,511 15,554 16,153 16,200 621 574
CHANGES FROM 04/01/14 (CHANGE IN OPEN INTEREST: -990)
2 -22 -21 -971 -947 -990 -990 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.3 3.3 0.5 86.5 92.7 96.3 96.6 3.7 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
4 1 1 18 18 22 20
NYISO ZONE A (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/08/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 237,464
COMMITMENTS
39,214 776 0 198,250 236,688 237,464 237,464 0 0
CHANGES FROM 04/01/14 (CHANGE IN OPEN INTEREST: -11,083)
-2,052 776 -368 -8,663 -11,491 -11,083 -11,083 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.5 0.3 0.0 83.5 99.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 2 0 16 18 18 20
NYISO ZONE G - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/08/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 12,580
COMMITMENTS
1,858 18 430 10,055 11,833 12,343 12,281 237 299
CHANGES FROM 04/01/14 (CHANGE IN OPEN INTEREST: -918)
-110 18 3 -812 -897 -919 -876 1 -42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.8 0.1 3.4 79.9 94.1 98.1 97.6 1.9 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 1 2 17 22 22 24
NYISO ZONE G (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/08/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 157,810
COMMITMENTS
13,686 0 0 144,124 157,810 157,810 157,810 0 0
CHANGES FROM 04/01/14 (CHANGE IN OPEN INTEREST: -10,209)
705 0 -407 -10,507 -9,802 -10,209 -10,209 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 0.0 0.0 91.3 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 0 0 20 20 23 20
PALO VERDE - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/08/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 20,822
COMMITMENTS
0 2,566 2,361 18,461 15,895 20,822 20,822 0 0
CHANGES FROM 04/01/14 (CHANGE IN OPEN INTEREST: 888)
0 -668 793 95 763 888 888 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 12.3 11.3 88.7 76.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 1 1 18 16 19 17
PALO VERDE (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/08/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
25 MWh OPEN INTEREST: 144,742
COMMITMENTS
8,320 0 0 136,422 144,742 144,742 144,742 0 0
CHANGES FROM 04/01/14 (CHANGE IN OPEN INTEREST: 2,240)
0 0 0 2,240 2,240 2,240 2,240 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 0.0 0.0 94.3 100.0 100.0 100.0 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 04/08/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 MWh OPEN INTEREST: 666,857
COMMITMENTS
0 15,520 0 666,857 651,337 666,857 666,857 0 0
CHANGES FROM 04/01/14 (CHANGE IN OPEN INTEREST: -51,689)
0 -8,140 0 -51,689 -37,444 -51,689 -45,584 0 -6,105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.3 0.0 100.0 97.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 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 04/08/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 202,980
COMMITMENTS
2,150 1,650 0 200,830 201,330 202,980 202,980 0 0
CHANGES FROM 04/01/14 (CHANGE IN OPEN INTEREST: -15,750)
0 -1,575 0 -15,750 -12,495 -15,750 -14,070 0 -1,680
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.8 0.0 98.9 99.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 0 17 14 18 15
PJM JCPL ZONE DAY-AHEAD - ICE FUTURES ENERGY DIV Code-0643CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/08/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 Mwh OPEN INTEREST: 388,470
COMMITMENTS
0 21,425 0 388,470 367,045 388,470 388,470 0 0
CHANGES FROM 04/01/14 (CHANGE IN OPEN INTEREST: -5,485)
-1,050 -2,100 0 -3,805 -3,385 -4,855 -5,485 -630 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.5 0.0 100.0 94.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 1 0 23 12 23 13
PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643CV
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/08/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 Mwh OPEN INTEREST: 1,340,412
COMMITMENTS
0 70,080 0 1340412 1270332 1340412 1340412 0 0
CHANGES FROM 04/01/14 (CHANGE IN OPEN INTEREST: -18,363)
0 0 0 -18,363 -18,363 -18,363 -18,363 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 11 20 12
PJM PECO ZONE (DA LMP) PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/08/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 192,600
COMMITMENTS
0 0 0 192,600 192,600 192,600 192,600 0 0
CHANGES FROM 04/01/14 (CHANGE IN OPEN INTEREST: -6,650)
0 0 0 -6,650 -6,650 -6,650 -6,650 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 18 13 18 13
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/08/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mwh OPEN INTEREST: 616,151
COMMITMENTS
0 0 0 616,151 616,151 616,151 616,151 0 0
CHANGES FROM 04/01/14 (CHANGE IN OPEN INTEREST: -45,296)
0 0 0 -45,296 -45,296 -45,296 -45,296 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 11 14 11
PJM PEPCO DAY-AHEAD - ICE FUTURES ENERGY DIV Code-0643D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/08/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 485,770
COMMITMENTS
0 4,300 0 485,770 481,470 485,770 485,770 0 0
CHANGES FROM 04/01/14 (CHANGE IN OPEN INTEREST: -1,850)
0 1,050 -1,050 3,400 -1,325 2,350 -1,325 -4,200 -525
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.9 0.0 100.0 99.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 1 0 22 13 22 14
PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643D5
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/08/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 MWh OPEN INTEREST: 1,658,161
COMMITMENTS
0 0 0 1658161 1658161 1658161 1658161 0 0
CHANGES FROM 04/01/14 (CHANGE IN OPEN INTEREST: -68,951)
0 0 0 -64,881 -66,916 -64,881 -66,916 -4,070 -2,035
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 20 12 20 12
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/08/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 MWh OPEN INTEREST: 1,762,885
COMMITMENTS
0 0 0 1762885 1762885 1762885 1762885 0 0
CHANGES FROM 04/01/14 (CHANGE IN OPEN INTEREST: -158,693)
0 0 0 -148,111 -158,693 -148,111 -158,693 -10,582 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 21 8 21 8
PJM PPL ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/08/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 489,010
COMMITMENTS
0 0 0 489,010 489,010 489,010 489,010 0 0
CHANGES FROM 04/01/14 (CHANGE IN OPEN INTEREST: -34,275)
0 0 0 -32,070 -34,065 -32,070 -34,065 -2,205 -210
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 0 0 22 10 22 10
PJM WESTERN HUB (DAY-AHEAD OFF PEAK) - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/08/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 MWh OPEN INTEREST: 9,422,385
COMMITMENTS
179,823 0 0 9242562 9422385 9422385 9422385 0 0
CHANGES FROM 04/01/14 (CHANGE IN OPEN INTEREST: -632,114)
-33,374 0 0 -578,390 -632,114 -611,764 -632,114 -20,350 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 0.0 0.0 98.1 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
3 0 0 39 31 42 31
PJM WESTERN HUB (DAY-AHEAD) - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/08/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 3,278,189
COMMITMENTS
45,620 0 12,550 3217819 3263439 3275989 3275989 2,200 2,200
CHANGES FROM 04/01/14 (CHANGE IN OPEN INTEREST: -207,580)
-7,980 0 -5,145 -194,392 -199,495 -207,517 -204,640 -63 -2,940
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.0 0.4 98.2 99.6 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
3 0 2 40 33 43 35
PJM WESTERN HUB MINI (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/08/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 3,132,207
COMMITMENTS
501,837 147,559 136,986 2493384 2847662 3132207 3132207 0 0
CHANGES FROM 04/01/14 (CHANGE IN OPEN INTEREST: -99,952)
1,563 -13,117 -1,034 -100,481 -85,801 -99,952 -99,952 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.0 4.7 4.4 79.6 90.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
7 7 8 43 44 55 54
PJM WH REAL TIME MINI OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/08/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
MWh (Megawatt Hours) OPEN INTEREST: 7,389,288
COMMITMENTS
268,508 196,508 125,665 6995115 7067115 7389288 7389288 0 0
CHANGES FROM 04/01/14 (CHANGE IN OPEN INTEREST: 11,527)
38,239 -8,140 -5,644 -21,068 25,311 11,527 11,527 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 2.7 1.7 94.7 95.6 100.0 100.0 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 04/08/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 569,605
COMMITMENTS
0 14,375 0 569,605 555,230 569,605 569,605 0 0
CHANGES FROM 04/01/14 (CHANGE IN OPEN INTEREST: -36,762)
-5,670 -3,150 0 -31,092 -31,407 -36,762 -34,557 0 -2,205
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.5 0.0 100.0 97.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 2 0 29 14 29 16
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/08/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 MWh OPEN INTEREST: 2,013,166
COMMITMENTS
0 31,120 0 2013166 1982046 2013166 2013166 0 0
CHANGES FROM 04/01/14 (CHANGE IN OPEN INTEREST: -186,287)
-16,280 -4,070 0 -169,193 -170,007 -185,473 -174,077 -814 -12,210
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.5 0.0 100.0 98.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 1 0 29 14 29 15
NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/08/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 16 MEGAWATTS PER HOUR) OPEN INTEREST: 198,823
COMMITMENTS
30,595 9,600 1,295 166,933 187,928 198,823 198,823 0 0
CHANGES FROM 04/01/14 (CHANGE IN OPEN INTEREST: -10,110)
1,470 -1,050 -1,995 -7,485 -7,065 -8,010 -10,110 -2,100 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.4 4.8 0.7 84.0 94.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 1 2 23 20 26 23
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C75
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/08/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5 MEGAWATTS PER HOUR) OPEN INTEREST: 460,620
COMMITMENTS
155,392 0 3,680 301,548 456,940 460,620 460,620 0 0
CHANGES FROM 04/01/14 (CHANGE IN OPEN INTEREST: 111,967)
66,406 0 -814 46,375 112,781 111,967 111,967 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.7 0.0 0.8 65.5 99.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 0 1 18 13 20 14
NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C76
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/08/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 16 MEGAWATTS PER HOUR) OPEN INTEREST: 217,929
COMMITMENTS
4,903 32,900 0 213,026 185,029 217,929 217,929 0 0
CHANGES FROM 04/01/14 (CHANGE IN OPEN INTEREST: -8,535)
-525 -525 -1,050 -6,960 -6,960 -8,535 -8,535 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 15.1 0.0 97.8 84.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 3 0 27 19 29 22
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/08/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5 MEGAWATTS PER HOUR) OPEN INTEREST: 636,668
COMMITMENTS
736 0 0 635,932 636,668 636,668 636,668 0 0
CHANGES FROM 04/01/14 (CHANGE IN OPEN INTEREST: 8,974)
-1,299 -7,404 -736 11,009 17,114 8,974 8,974 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.0 0.0 99.9 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 0 0 18 18 19 18
NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C78
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/08/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 16 MEGAWATTS PER HOUR) OPEN INTEREST: 126,372
COMMITMENTS
2,880 8,600 0 123,492 117,772 126,372 126,372 0 0
CHANGES FROM 04/01/14 (CHANGE IN OPEN INTEREST: -6,906)
-1,575 0 0 -5,331 -6,906 -6,906 -6,906 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 6.8 0.0 97.7 93.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 2 0 15 11 16 13
Updated April 11, 2014