NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 5,659,550
COMMITMENTS
1319195 90,542 1462151 2839186 4096213 5620532 5648906 39,018 10,644
CHANGES FROM 12/24/13 (CHANGE IN OPEN INTEREST: -205,290)
-4,539 -7,737 -94,827 -108,050 -102,489 -207,416 -205,053 2,126 -237
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.3 1.6 25.8 50.2 72.4 99.3 99.8 0.7 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 210)
56 15 56 128 118 198 175
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 2,717,151
COMMITMENTS
79,724 57,331 1198946 1437986 1459890 2716656 2716168 495 984
CHANGES FROM 12/24/13 (CHANGE IN OPEN INTEREST: -490,243)
-25,093 30,820 -304,002 -160,873 -217,002 -489,968 -490,184 -275 -59
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 2.1 44.1 52.9 53.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
19 23 39 52 57 92 98
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 231,573
COMMITMENTS
14,964 5,151 7,947 190,877 211,766 213,788 224,864 17,785 6,709
CHANGES FROM 12/24/13 (CHANGE IN OPEN INTEREST: 1,973)
1,936 -2,668 -60 334 4,506 2,210 1,778 -237 195
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 2.2 3.4 82.4 91.4 92.3 97.1 7.7 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
5 1 5 29 28 35 33
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 180,639
COMMITMENTS
15,481 1,074 3,049 157,595 171,064 176,125 175,187 4,514 5,452
CHANGES FROM 12/24/13 (CHANGE IN OPEN INTEREST: 6,623)
1,565 1,074 580 4,564 4,630 6,709 6,284 -86 339
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.6 0.6 1.7 87.2 94.7 97.5 97.0 2.5 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 1 4 31 29 35 33
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 218,746
COMMITMENTS
22,473 2,798 4,679 182,147 205,923 209,299 213,400 9,447 5,346
CHANGES FROM 12/24/13 (CHANGE IN OPEN INTEREST: 2,640)
2,774 938 -1,193 770 2,767 2,351 2,512 289 128
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 1.3 2.1 83.3 94.1 95.7 97.6 4.3 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 2 3 29 28 34 31
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 763,663
COMMITMENTS
19,715 2,182 3,577 732,847 752,098 756,139 757,857 7,524 5,806
CHANGES FROM 12/24/13 (CHANGE IN OPEN INTEREST: 6,525)
2,268 280 7 3,553 6,530 5,828 6,817 697 -292
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 0.3 0.5 96.0 98.5 99.0 99.2 1.0 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
4 1 4 49 37 54 41
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 241,297
COMMITMENTS
13,135 14,758 1,877 220,469 220,419 235,481 237,054 5,816 4,243
CHANGES FROM 12/24/13 (CHANGE IN OPEN INTEREST: 3,906)
1,862 -409 143 2,086 4,228 4,091 3,962 -185 -56
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 6.1 0.8 91.4 91.3 97.6 98.2 2.4 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
5 1 2 31 31 36 34
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 235,064
COMMITMENTS
3,684 956 3,987 223,416 224,154 231,087 229,097 3,977 5,967
CHANGES FROM 12/24/13 (CHANGE IN OPEN INTEREST: 549)
425 261 -400 496 750 521 611 28 -62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 0.4 1.7 95.0 95.4 98.3 97.5 1.7 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
3 2 4 34 34 39 38
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 87,109
COMMITMENTS
6,178 1,705 2,153 72,809 75,012 81,140 78,870 5,969 8,239
CHANGES FROM 12/24/13 (CHANGE IN OPEN INTEREST: 407)
159 -29 -264 297 1,178 192 885 215 -478
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 2.0 2.5 83.6 86.1 93.1 90.5 6.9 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
4 3 3 22 22 26 28
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 148,366
COMMITMENTS
18,808 16,987 8,009 112,224 118,819 139,041 143,815 9,325 4,551
CHANGES FROM 12/24/13 (CHANGE IN OPEN INTEREST: -109)
119 87 -89 -18 -163 12 -165 -121 56
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.7 11.4 5.4 75.6 80.1 93.7 96.9 6.3 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
3 4 5 27 27 33 33
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 25,629
COMMITMENTS
1,240 341 0 23,223 24,519 24,463 24,860 1,166 769
CHANGES FROM 12/24/13 (CHANGE IN OPEN INTEREST: -124)
0 -589 0 93 744 93 155 -217 -279
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 1.3 0.0 90.6 95.7 95.5 97.0 4.5 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 0 13 15 14 16
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 84,393
COMMITMENTS
0 7,625 4,590 68,418 62,703 73,008 74,918 11,385 9,475
CHANGES FROM 12/24/13 (CHANGE IN OPEN INTEREST: -443)
0 -162 459 -1,075 -249 -616 48 173 -491
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 9.0 5.4 81.1 74.3 86.5 88.8 13.5 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 2 2 16 17 18 19
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 166,690
COMMITMENTS
0 316 1,230 159,052 156,858 160,282 158,404 6,408 8,286
CHANGES FROM 12/24/13 (CHANGE IN OPEN INTEREST: -626)
-112 316 -232 -313 -710 -657 -626 31 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.2 0.7 95.4 94.1 96.2 95.0 3.8 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
0 1 1 24 23 25 24
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 87,761
COMMITMENTS
0 0 0 73,726 85,856 73,726 85,856 14,035 1,905
CHANGES FROM 12/24/13 (CHANGE IN OPEN INTEREST: -1,263)
0 0 0 506 -7 506 -7 -1,769 -1,256
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 84.0 97.8 84.0 97.8 16.0 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 0 0 19 21 19 21
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 301,149
COMMITMENTS
0 2,573 3,037 291,607 289,425 294,644 295,035 6,505 6,114
CHANGES FROM 12/24/13 (CHANGE IN OPEN INTEREST: 2,108)
0 -183 91 1,409 2,963 1,500 2,871 608 -763
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.9 1.0 96.8 96.1 97.8 98.0 2.2 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
0 3 2 41 36 43 39
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 89,409
COMMITMENTS
5,059 11,316 2,336 79,148 62,476 86,543 76,128 2,866 13,281
CHANGES FROM 12/24/13 (CHANGE IN OPEN INTEREST: 612)
-1,603 1,194 -506 2,701 186 592 874 20 -262
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 12.7 2.6 88.5 69.9 96.8 85.1 3.2 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 5 3 19 19 23 25
EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV Code-0233A6
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 9,373
COMMITMENTS
744 496 0 8,325 8,474 9,069 8,970 304 403
CHANGES FROM 12/24/13 (CHANGE IN OPEN INTEREST: 248)
0 279 0 248 0 248 279 0 -31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 5.3 0.0 88.8 90.4 96.8 95.7 3.2 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 2 0 9 12 11 14
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BA - ICE FUTURES ENERCode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 62,416
COMMITMENTS
0 3,447 799 48,811 43,141 49,610 47,387 12,806 15,029
CHANGES FROM 12/24/13 (CHANGE IN OPEN INTEREST: -457)
0 -975 -658 744 -5,314 86 -6,947 -543 6,490
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.5 1.3 78.2 69.1 79.5 75.9 20.5 24.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 1 14 14 15 15
HENRY FIN PENULTIMATE 1-MO CALENDAR SPREAD OPTION - ICE FUTURES ENERGCode-0233AD
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2,500 MMbtus OPEN INTEREST: 80,022
COMMITMENTS
21,187 11,031 29,255 29,580 39,736 80,022 80,022 -0 0
CHANGES FROM 12/24/13 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.5 13.8 36.6 37.0 49.7 100.0 100.0 -0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
5 7 7 3 8 12 18
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 164,644
COMMITMENTS
33,960 7,814 5,766 123,139 146,275 162,865 159,855 1,779 4,789
CHANGES FROM 12/24/13 (CHANGE IN OPEN INTEREST: 15,076)
-3,224 3,226 4,464 13,588 7,169 14,828 14,859 248 217
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.6 4.7 3.5 74.8 88.8 98.9 97.1 1.1 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
9 3 2 22 30 32 34
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 162,158
COMMITMENTS
71,164 11,627 5,673 83,957 143,432 160,794 160,732 1,364 1,426
CHANGES FROM 12/24/13 (CHANGE IN OPEN INTEREST: 12,190)
-3,069 1,583 4,309 10,609 5,920 11,849 11,812 341 378
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.9 7.2 3.5 51.8 88.5 99.2 99.1 0.8 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
12 4 4 33 31 47 37
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 29,472
COMMITMENTS
882 0 0 27,660 28,697 28,542 28,697 930 775
CHANGES FROM 12/24/13 (CHANGE IN OPEN INTEREST: 1,736)
0 0 0 1,550 1,736 1,550 1,736 186 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 0.0 0.0 93.9 97.4 96.8 97.4 3.2 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 0 0 14 21 16 21
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 115,518
COMMITMENTS
0 10,058 0 100,190 94,294 100,190 104,352 15,328 11,166
CHANGES FROM 12/24/13 (CHANGE IN OPEN INTEREST: 208)
0 -1,295 -379 284 105 -95 -1,569 303 1,777
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 8.7 0.0 86.7 81.6 86.7 90.3 13.3 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 2 0 25 22 25 24
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS - ICE FUTURES ENERCode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 63,700
COMMITMENTS
2,997 0 2,259 54,415 57,255 59,671 59,514 4,029 4,186
CHANGES FROM 12/24/13 (CHANGE IN OPEN INTEREST: 19)
-156 -729 175 0 -31 19 -585 0 604
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 0.0 3.5 85.4 89.9 93.7 93.4 6.3 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 2 10 13 12 15
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 114,946
COMMITMENTS
373 3,290 2,464 103,368 100,331 106,205 106,085 8,741 8,861
CHANGES FROM 12/24/13 (CHANGE IN OPEN INTEREST: 1,071)
200 1,179 -238 895 130 857 1,071 214 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 2.9 2.1 89.9 87.3 92.4 92.3 7.6 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 1 2 22 27 24 29
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 90,697
COMMITMENTS
1,253 0 1,680 83,147 83,907 86,080 85,587 4,617 5,110
CHANGES FROM 12/24/13 (CHANGE IN OPEN INTEREST: 611)
159 0 22 241 589 422 611 189 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.0 1.9 91.7 92.5 94.9 94.4 5.1 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 0 2 19 17 21 19
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 24,008
COMMITMENTS
3,782 341 0 19,389 22,228 23,171 22,569 837 1,439
CHANGES FROM 12/24/13 (CHANGE IN OPEN INTEREST: -744)
-372 -682 0 -558 0 -930 -682 186 -62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.8 1.4 0.0 80.8 92.6 96.5 94.0 3.5 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 1 0 10 17 13 18
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 119,392
COMMITMENTS
0 1,043 1,030 111,550 112,987 112,580 115,060 6,812 4,332
CHANGES FROM 12/24/13 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.9 0.9 93.4 94.6 94.3 96.4 5.7 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 1 18 14 19 15
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 282,778
COMMITMENTS
5,146 29,311 1,970 260,671 244,686 267,787 275,967 14,991 6,811
CHANGES FROM 12/24/13 (CHANGE IN OPEN INTEREST: 2,591)
972 5,723 -1,648 2,444 -2,491 1,768 1,584 823 1,007
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 10.4 0.7 92.2 86.5 94.7 97.6 5.3 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
1 2 2 33 29 35 32
SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 30,417
COMMITMENTS
4,340 0 0 24,911 29,549 29,251 29,549 1,166 868
CHANGES FROM 12/24/13 (CHANGE IN OPEN INTEREST: 149)
310 0 0 -161 25 149 25 0 124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.3 0.0 0.0 81.9 97.1 96.2 97.1 3.8 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 0 0 13 14 16 14
SONAT - TIER 1 POOL (ZONE 0) - ICE FUTURES ENERGY DIV Code-0233C1
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 40,697
COMMITMENTS
0 0 0 38,217 40,666 38,217 40,666 2,480 31
CHANGES FROM 12/24/13 (CHANGE IN OPEN INTEREST: -913)
0 0 0 -944 -913 -944 -913 31 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 93.9 99.9 93.9 99.9 6.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 12 19 12 19
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 44,744
COMMITMENTS
1,085 1,364 31 42,276 42,078 43,392 43,473 1,352 1,271
CHANGES FROM 12/24/13 (CHANGE IN OPEN INTEREST: 1,166)
0 0 0 124 1,197 124 1,197 1,042 -31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 3.0 0.1 94.5 94.0 97.0 97.2 3.0 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 1 1 22 17 24 19
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 245,369
COMMITMENTS
7,278 36,463 3,682 226,120 199,701 237,080 239,846 8,289 5,523
CHANGES FROM 12/24/13 (CHANGE IN OPEN INTEREST: 2,511)
-37 0 200 2,070 2,156 2,233 2,356 278 155
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 14.9 1.5 92.2 81.4 96.6 97.7 3.4 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
4 5 4 35 31 41 38
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 87,713
COMMITMENTS
9,455 0 0 73,679 82,633 83,134 82,633 4,579 5,080
CHANGES FROM 12/24/13 (CHANGE IN OPEN INTEREST: -93)
0 0 0 -93 -93 -93 -93 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 0.0 0.0 84.0 94.2 94.8 94.2 5.2 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 0 0 20 18 22 18
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 83,221
COMMITMENTS
0 0 0 76,783 79,922 76,783 79,922 6,438 3,299
CHANGES FROM 12/24/13 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 92.3 96.0 92.3 96.0 7.7 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 20 15 20 15
TRANSCONTINENTAL GAS PIPELINE CORP. - ZONE 6 (NY) - ICE FUTURES ENERGCode-0233CY
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 26,242
COMMITMENTS
3,164 496 0 22,315 24,121 25,479 24,617 763 1,625
CHANGES FROM 12/24/13 (CHANGE IN OPEN INTEREST: -217)
-124 0 0 -62 -577 -186 -577 -31 360
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 1.9 0.0 85.0 91.9 97.1 93.8 2.9 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 0 9 11 10 12
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 93,726
COMMITMENTS
0 7,319 1,351 80,098 81,909 81,449 90,579 12,277 3,147
CHANGES FROM 12/24/13 (CHANGE IN OPEN INTEREST: 291)
0 182 35 194 -10 229 207 62 84
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.8 1.4 85.5 87.4 86.9 96.6 13.1 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 3 1 20 18 21 21
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 17,281
COMMITMENTS
589 1,550 0 16,444 13,715 17,033 15,265 248 2,016
CHANGES FROM 12/24/13 (CHANGE IN OPEN INTEREST: -93)
0 217 0 -93 -62 -93 155 0 -248
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 9.0 0.0 95.2 79.4 98.6 88.3 1.4 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 3 0 11 16 12 19
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 174,636
COMMITMENTS
21,273 10,349 10,114 142,572 153,617 173,959 174,080 677 555
CHANGES FROM 12/24/13 (CHANGE IN OPEN INTEREST: -3,506)
-266 666 -884 -2,420 -3,351 -3,569 -3,569 63 63
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.2 5.9 5.8 81.6 88.0 99.6 99.7 0.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
11 7 11 54 51 68 66
MID-C FINANCIAL PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 52,959
COMMITMENTS
2,159 52 3,296 47,504 49,611 52,959 52,959 0 0
CHANGES FROM 12/24/13 (CHANGE IN OPEN INTEREST: 335)
0 26 28 307 281 335 335 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 0.1 6.2 89.7 93.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 2 2 24 22 27 26
MID-C FINANCIAL OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 494,183
COMMITMENTS
1,305 9,960 24,882 467,996 459,341 494,183 494,183 0 0
CHANGES FROM 12/24/13 (CHANGE IN OPEN INTEREST: 4,461)
0 -3,871 1,630 2,831 6,702 4,461 4,461 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 2.0 5.0 94.7 92.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 1 1 18 22 20 23
PJM WH OFF PEAK REAL TIME - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,607,567
COMMITMENTS
51,360 4,657 33,079 1522566 1569269 1607005 1607005 562 562
CHANGES FROM 12/24/13 (CHANGE IN OPEN INTEREST: -11,690)
-398 738 -738 -11,116 -12,252 -12,252 -12,252 562 562
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 0.3 2.1 94.7 97.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
4 3 5 44 46 50 52
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 51,866
COMMITMENTS
387 9,166 4,875 46,604 37,825 51,866 51,866 0 -0
CHANGES FROM 12/24/13 (CHANGE IN OPEN INTEREST: 607)
-68 602 -8 1,105 418 1,029 1,012 -422 -405
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 17.7 9.4 89.9 72.9 100.0 100.0 0.0 -0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 5 4 25 22 31 28
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 344,728
COMMITMENTS
456 56,004 17,573 326,699 271,151 344,728 344,728 0 0
CHANGES FROM 12/24/13 (CHANGE IN OPEN INTEREST: 6,776)
0 -4,875 6,786 -10 4,865 6,776 6,776 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 16.2 5.1 94.8 78.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 2 3 17 17 20 20
PJM AEP DAYTON RT OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 529,686
COMMITMENTS
25,740 744 4,760 499,186 524,182 529,686 529,686 0 0
CHANGES FROM 12/24/13 (CHANGE IN OPEN INTEREST: 2,368)
744 0 0 1,624 2,368 2,368 2,368 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 0.1 0.9 94.2 99.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
4 1 2 25 29 29 32
AEP DAYTON HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 57,037
COMMITMENTS
4,725 0 1,820 50,194 55,069 56,739 56,889 298 148
CHANGES FROM 12/24/13 (CHANGE IN OPEN INTEREST: 446)
19 0 -63 490 509 446 446 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 0.0 3.2 88.0 96.5 99.5 99.7 0.5 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
6 0 3 28 32 34 35
AD HUB DA OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 mwh OPEN INTEREST: 2,258,314
COMMITMENTS
0 0 0 2258314 2258314 2258314 2258314 0 0
CHANGES FROM 12/24/13 (CHANGE IN OPEN INTEREST: 14,880)
0 0 0 14,880 14,880 14,880 14,880 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: 26)
0 0 0 19 12 19 12
PJM AEP DAYTON DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 mwh OPEN INTEREST: 1,028,280
COMMITMENTS
0 3,150 0 1028280 1025130 1028280 1028280 0 0
CHANGES FROM 12/24/13 (CHANGE IN OPEN INTEREST: -900)
0 0 0 -900 -900 -900 -900 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.3 0.0 100.0 99.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 1 0 21 14 21 15
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 865,640
COMMITMENTS
12,080 0 0 853,560 865,640 865,640 865,640 0 0
CHANGES FROM 12/24/13 (CHANGE IN OPEN INTEREST: 46,240)
3,920 0 0 42,320 46,240 46,240 46,240 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.0 0.0 98.6 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 0 0 18 10 21 10
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 287,640
COMMITMENTS
9,528 816 768 277,344 286,056 287,640 287,640 0 0
CHANGES FROM 12/24/13 (CHANGE IN OPEN INTEREST: -2,640)
-1,576 0 0 -1,064 -2,640 -2,640 -2,640 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 0.3 0.3 96.4 99.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 2 1 21 20 23 23
ERCOT - NORTH ZONE - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 12,203
COMMITMENTS
1,445 871 296 10,057 10,673 11,798 11,840 405 363
CHANGES FROM 12/24/13 (CHANGE IN OPEN INTEREST: 308)
-239 333 63 484 -88 308 308 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 7.1 2.4 82.4 87.5 96.7 97.0 3.3 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 3 3 18 16 23 20
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5MWh OPEN INTEREST: 1,036,900
COMMITMENTS
8,160 105,016 46,640 982,100 885,244 1036900 1036900 0 0
CHANGES FROM 12/24/13 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 10.1 4.5 94.7 85.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 1 14 15 16 16
ISO NEW ENGLAND CT DA LMP PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643AU
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MwH OPEN INTEREST: 98,620
COMMITMENTS
0 8,685 0 98,620 89,935 98,620 98,620 0 0
CHANGES FROM 12/24/13 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 8.8 0.0 100.0 91.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 0 14 9 14 10
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 360,500
COMMITMENTS
9,500 0 0 351,000 360,500 360,500 360,500 0 0
CHANGES FROM 12/24/13 (CHANGE IN OPEN INTEREST: 18,450)
5,250 0 0 13,200 18,450 18,450 18,450 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 0.0 0.0 97.4 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 0 0 20 13 22 13
MISO IN. RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWH PER LOT OPEN INTEREST: 197,020
COMMITMENTS
3,150 0 0 193,870 197,020 197,020 197,020 0 0
CHANGES FROM 12/24/13 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 0.0 0.0 98.4 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 0 0 26 23 27 23
MISO CINERGY HUB (REAL-TIME LMP) - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 21,958
COMMITMENTS
998 902 319 18,537 19,821 19,854 21,042 2,104 916
CHANGES FROM 12/24/13 (CHANGE IN OPEN INTEREST: -18)
-106 0 0 88 45 -18 45 0 -63
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 4.1 1.5 84.4 90.3 90.4 95.8 9.6 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 3 3 23 23 26 27
Nepool MH DA LMP Offpk Mon Min - ICE FUTURES ENERGY DIV Code-0643B9
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any multiple of 5 MWh OPEN INTEREST: 3,010,991
COMMITMENTS
0 378,113 240,148 2770843 2392730 3010991 3010991 0 0
CHANGES FROM 12/24/13 (CHANGE IN OPEN INTEREST: 11,590)
0 1,206 1,568 10,022 8,816 11,590 11,590 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 12.6 8.0 92.0 79.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
0 4 2 35 30 37 34
ISO NE MASS PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any multiple of 16 MWh OPEN INTEREST: 922,676
COMMITMENTS
4,715 109,276 63,970 853,991 749,227 922,676 922,473 0 203
CHANGES FROM 12/24/13 (CHANGE IN OPEN INTEREST: 2,717)
-710 2,878 1,282 2,145 -1,560 2,717 2,600 0 117
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 11.8 6.9 92.6 81.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
1 8 5 39 36 44 45
N. ILLINOIS HUB DAY AHEAD LMP, OFF PEAK MONTHLY - ICE FUTURES ENERGY Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 MWH OPEN INTEREST: 2,222,869
COMMITMENTS
0 0 0 2222869 2222869 2222869 2222869 0 0
CHANGES FROM 12/24/13 (CHANGE IN OPEN INTEREST: 7,440)
0 0 0 7,440 7,440 7,440 7,440 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 0 0 24 10 24 10
PJM NI DAY AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 mwh OPEN INTEREST: 662,305
COMMITMENTS
0 0 0 662,305 662,305 662,305 662,305 0 0
CHANGES FROM 12/24/13 (CHANGE IN OPEN INTEREST: 13,950)
0 0 0 13,950 13,950 13,950 13,950 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 0 0 26 13 26 13
ISO NE MASS DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 542,357
COMMITMENTS
123,481 5,952 21,146 397,730 515,259 542,357 542,357 0 0
CHANGES FROM 12/24/13 (CHANGE IN OPEN INTEREST: 392)
392 0 0 0 392 392 392 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.8 1.1 3.9 73.3 95.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
3 1 2 33 30 36 33
NEPOOL MASS HUB (DAY-AHEAD LMP) - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 40,302
COMMITMENTS
6,992 3,003 751 31,714 36,464 39,456 40,217 846 85
CHANGES FROM 12/24/13 (CHANGE IN OPEN INTEREST: -95)
-150 -43 4 51 -99 -95 -138 0 43
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.3 7.5 1.9 78.7 90.5 97.9 99.8 2.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
3 4 2 30 34 34 39
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 28,996
COMMITMENTS
8,181 152 664 20,151 28,180 28,996 28,996 0 0
CHANGES FROM 12/24/13 (CHANGE IN OPEN INTEREST: 619)
153 124 -50 516 545 619 619 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.2 0.5 2.3 69.5 97.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 1 2 19 11 22 14
CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BR
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
25MWh OPEN INTEREST: 254,780
COMMITMENTS
118,050 1,904 344 136,386 252,532 254,780 254,780 0 0
CHANGES FROM 12/24/13 (CHANGE IN OPEN INTEREST: 3,560)
7,789 0 0 -4,229 3,560 3,560 3,560 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.3 0.7 0.1 53.5 99.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 1 1 16 10 18 12
PJM NI REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 531,400
COMMITMENTS
11,560 7,255 21,921 497,919 502,224 531,400 531,400 0 0
CHANGES FROM 12/24/13 (CHANGE IN OPEN INTEREST: -40)
0 0 0 -40 -40 -40 -40 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 1.4 4.1 93.7 94.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 2 2 28 20 30 23
NORTHERN ILLINOIS HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 30,447
COMMITMENTS
6,445 0 40 23,706 30,110 30,191 30,150 256 297
CHANGES FROM 12/24/13 (CHANGE IN OPEN INTEREST: 124)
44 0 -44 -89 168 -89 124 213 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.2 0.0 0.1 77.9 98.9 99.2 99.0 0.8 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 0 1 25 22 28 23
NYISO ZONE J - ICE FUTURES ENERGY DIV Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 7,358
COMMITMENTS
105 468 0 6,384 6,593 6,489 7,061 869 297
CHANGES FROM 12/24/13 (CHANGE IN OPEN INTEREST: 42)
0 0 0 0 42 0 42 42 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 6.4 0.0 86.8 89.6 88.2 96.0 11.8 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 0 15 15 16 16
NYISO ZONE J (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 73,318
COMMITMENTS
0 408 0 73,318 72,910 73,318 73,318 0 0
CHANGES FROM 12/24/13 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.6 0.0 100.0 99.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 0 14 11 14 12
NYISO ZONE A - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 19,872
COMMITMENTS
1,727 895 168 17,914 18,703 19,809 19,766 63 106
CHANGES FROM 12/24/13 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 4.5 0.8 90.1 94.1 99.7 99.5 0.3 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
4 3 3 24 24 29 29
NYISO ZONE A (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 285,026
COMMITMENTS
38,952 2,840 4,488 241,586 277,698 285,026 285,026 0 0
CHANGES FROM 12/24/13 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.7 1.0 1.6 84.8 97.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 2 1 23 19 26 22
NYISO ZONE G - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 16,991
COMMITMENTS
1,164 283 256 15,166 16,240 16,586 16,779 405 212
CHANGES FROM 12/24/13 (CHANGE IN OPEN INTEREST: 42)
0 0 0 20 20 20 20 22 22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 1.7 1.5 89.3 95.6 97.6 98.8 2.4 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
4 2 3 21 24 26 28
NYISO ZONE G (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 197,652
COMMITMENTS
2,448 6,184 784 194,420 190,684 197,652 197,652 0 0
CHANGES FROM 12/24/13 (CHANGE IN OPEN INTEREST: 40)
0 0 0 40 40 40 40 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 3.1 0.4 98.4 96.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 3 1 22 22 26 25
PALO VERDE - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 22,510
COMMITMENTS
0 2,995 2,071 20,439 17,444 22,510 22,510 0 0
CHANGES FROM 12/24/13 (CHANGE IN OPEN INTEREST: 153)
0 462 -77 230 -232 153 153 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 13.3 9.2 90.8 77.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 1 1 20 19 21 20
PALO VERDE (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
25 MWh OPEN INTEREST: 161,362
COMMITMENTS
7,712 0 0 153,650 161,362 161,362 161,362 0 0
CHANGES FROM 12/24/13 (CHANGE IN OPEN INTEREST: 9,499)
7,712 0 0 1,787 9,499 9,499 9,499 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 0.0 0.0 95.2 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 0 17 17 18 17
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 MWh OPEN INTEREST: 717,010
COMMITMENTS
0 46,700 0 717,010 670,310 717,010 717,010 0 0
CHANGES FROM 12/24/13 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.5 0.0 100.0 93.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 1 0 17 12 17 13
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 210,660
COMMITMENTS
0 4,275 0 210,660 206,385 210,660 210,660 0 0
CHANGES FROM 12/24/13 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.0 0.0 100.0 98.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 1 0 21 12 21 13
PJM JCPL ZONE DAY-AHEAD - ICE FUTURES ENERGY DIV Code-0643CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 Mwh OPEN INTEREST: 260,290
COMMITMENTS
0 0 0 260,290 260,290 260,290 260,290 0 0
CHANGES FROM 12/24/13 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 20 10 20 10
PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643CV
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 Mwh OPEN INTEREST: 900,505
COMMITMENTS
0 0 0 900,505 900,505 900,505 900,505 0 0
CHANGES FROM 12/24/13 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 17 6 17 6
PJM PECO ZONE (DA LMP) PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 150,580
COMMITMENTS
0 0 0 150,580 150,580 150,580 150,580 0 0
CHANGES FROM 12/24/13 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 15 14 15 14
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mwh OPEN INTEREST: 668,047
COMMITMENTS
0 0 0 668,047 668,047 668,047 668,047 0 0
CHANGES FROM 12/24/13 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 16 14 16 14
PJM PEPCO DAY-AHEAD - ICE FUTURES ENERGY DIV Code-0643D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 215,390
COMMITMENTS
0 0 0 215,390 215,390 215,390 215,390 0 0
CHANGES FROM 12/24/13 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 0 0 22 15 22 15
PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643D5
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 MWh OPEN INTEREST: 616,711
COMMITMENTS
0 0 0 616,711 616,711 616,711 616,711 0 0
CHANGES FROM 12/24/13 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 19 13 19 13
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 MWh OPEN INTEREST: 1,268,745
COMMITMENTS
0 0 0 1268745 1268745 1268745 1268745 0 0
CHANGES FROM 12/24/13 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 22 9 22 9
PJM PPL ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 328,045
COMMITMENTS
0 0 0 328,045 328,045 328,045 328,045 0 0
CHANGES FROM 12/24/13 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 0 0 25 9 25 9
PJM WESTERN HUB (DAY-AHEAD OFF PEAK) - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 MWh OPEN INTEREST: 9,433,822
COMMITMENTS
152,810 0 0 9281012 9433822 9433822 9433822 0 0
CHANGES FROM 12/24/13 (CHANGE IN OPEN INTEREST: 73,762)
15,280 0 0 58,482 73,762 73,762 73,762 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 0.0 0.0 98.4 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
4 0 0 38 32 42 32
PJM WESTERN HUB (DAY-AHEAD) - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 3,069,825
COMMITMENTS
43,860 0 0 3025965 3069825 3069825 3069825 0 0
CHANGES FROM 12/24/13 (CHANGE IN OPEN INTEREST: 19,270)
0 0 0 19,270 19,270 19,270 19,270 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.0 0.0 98.6 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
3 0 0 46 32 49 32
PJM WESTERN HUB MINI (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 3,157,628
COMMITMENTS
525,646 277,879 82,687 2549295 2797062 3157628 3157628 0 -0
CHANGES FROM 12/24/13 (CHANGE IN OPEN INTEREST: -2,257)
-220 6,730 -3,475 1,438 -5,512 -2,257 -2,257 0 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.6 8.8 2.6 80.7 88.6 100.0 100.0 0.0 -0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
6 9 6 45 41 55 52
PJM WH REAL TIME MINI OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
MWh (Megawatt Hours) OPEN INTEREST: 6,671,915
COMMITMENTS
156,908 193,000 161,949 6353058 6316966 6671915 6671915 0 0
CHANGES FROM 12/24/13 (CHANGE IN OPEN INTEREST: -1,960)
0 0 0 -1,960 -1,960 -1,960 -1,960 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 2.9 2.4 95.2 94.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
4 2 3 37 32 41 37
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 630,485
COMMITMENTS
3,200 3,360 0 627,285 627,125 630,485 630,485 0 0
CHANGES FROM 12/24/13 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.5 0.0 99.5 99.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 1 0 29 14 30 15
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 MWh OPEN INTEREST: 2,163,905
COMMITMENTS
14,880 2,856 0 2149025 2161049 2163905 2163905 0 0
CHANGES FROM 12/24/13 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.1 0.0 99.3 99.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 1 0 27 16 28 17
NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 16 MEGAWATTS PER HOUR) OPEN INTEREST: 101,845
COMMITMENTS
17,328 12,330 2,535 79,832 85,590 99,695 100,455 2,150 1,390
CHANGES FROM 12/24/13 (CHANGE IN OPEN INTEREST: 242)
-22 0 0 264 -308 242 -308 0 550
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.0 12.1 2.5 78.4 84.0 97.9 98.6 2.1 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
4 1 1 21 15 25 17
NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C76
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 16 MEGAWATTS PER HOUR) OPEN INTEREST: 100,340
COMMITMENTS
1,260 11,210 1,575 97,017 87,555 99,852 100,340 488 0
CHANGES FROM 12/24/13 (CHANGE IN OPEN INTEREST: 430)
0 20 0 430 410 430 430 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 11.2 1.6 96.7 87.3 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 3 1 20 16 22 19
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5 MEGAWATTS PER HOUR) OPEN INTEREST: 146,520
COMMITMENTS
0 9,120 2,040 143,256 135,008 145,296 146,168 1,224 352
CHANGES FROM 12/24/13 (CHANGE IN OPEN INTEREST: 3,720)
0 3,720 0 3,720 392 3,720 4,112 0 -392
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.2 1.4 97.8 92.1 99.2 99.8 0.8 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 1 14 16 15 17
Updated January 6, 2014