CALIF CARBON ALLOWANCE-2013 - ICE FUTURES ENERGY DIV Code-006391
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 CALIFORNIA CARBON ALLOWANCES OPEN INTEREST: 4,421
COMMITMENTS
1,256 1,309 30 3,105 3,082 4,391 4,421 30 0
CHANGES FROM 01/07/14 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.4 29.6 0.7 70.2 69.7 99.3 100.0 0.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
6 4 1 6 7 13 11
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 5,810,694
COMMITMENTS
1121773 112,920 1626171 3023445 4060561 5771389 5799652 39,305 11,042
CHANGES FROM 01/07/14 (CHANGE IN OPEN INTEREST: 22,711)
-137,992 7,729 50,541 109,201 -36,263 21,750 22,007 961 704
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.3 1.9 28.0 52.0 69.9 99.3 99.8 0.7 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 213)
52 18 58 132 118 201 178
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 2,821,062
COMMITMENTS
100,615 83,768 1273828 1446055 1462730 2820498 2820327 564 735
CHANGES FROM 01/07/14 (CHANGE IN OPEN INTEREST: 58,360)
12,563 20,008 56,654 -11,257 -18,629 57,960 58,032 400 328
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 3.0 45.2 51.3 51.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103)
20 24 41 53 59 95 102
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 235,001
COMMITMENTS
19,623 9,258 7,410 189,794 210,972 216,827 227,640 18,174 7,361
CHANGES FROM 01/07/14 (CHANGE IN OPEN INTEREST: 17,247)
2,248 2,172 -120 15,926 13,845 18,054 15,897 -807 1,350
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 3.9 3.2 80.8 89.8 92.3 96.9 7.7 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
7 1 7 25 25 33 32
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 175,305
COMMITMENTS
15,326 1,506 2,720 151,801 162,368 169,847 166,594 5,458 8,711
CHANGES FROM 01/07/14 (CHANGE IN OPEN INTEREST: 3,916)
-210 -220 11 2,705 3,285 2,506 3,076 1,410 840
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 0.9 1.6 86.6 92.6 96.9 95.0 3.1 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 2 4 28 25 33 29
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 213,129
COMMITMENTS
24,592 1,981 6,941 172,091 200,168 203,624 209,090 9,505 4,039
CHANGES FROM 01/07/14 (CHANGE IN OPEN INTEREST: 7,501)
4,058 -1,508 366 2,219 9,488 6,643 8,346 858 -845
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 0.9 3.3 80.7 93.9 95.5 98.1 4.5 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 3 4 24 28 30 32
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 750,583
COMMITMENTS
29,572 2,678 1,918 712,877 739,395 744,367 743,991 6,216 6,592
CHANGES FROM 01/07/14 (CHANGE IN OPEN INTEREST: 8,248)
4,023 679 -765 5,194 7,935 8,452 7,849 -204 399
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 0.4 0.3 95.0 98.5 99.2 99.1 0.8 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
3 2 3 48 36 53 39
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 234,164
COMMITMENTS
16,288 14,758 850 208,948 213,095 226,086 228,703 8,078 5,461
CHANGES FROM 01/07/14 (CHANGE IN OPEN INTEREST: -3,418)
-1,260 -385 -298 -3,345 -2,786 -4,903 -3,469 1,485 51
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 6.3 0.4 89.2 91.0 96.6 97.7 3.4 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
5 1 2 30 30 35 33
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 222,952
COMMITMENTS
2,402 0 2,830 214,056 215,110 219,288 217,940 3,664 5,012
CHANGES FROM 01/07/14 (CHANGE IN OPEN INTEREST: 9,031)
-159 -116 -208 9,709 9,651 9,342 9,327 -311 -296
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.0 1.3 96.0 96.5 98.4 97.8 1.6 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
4 0 3 32 32 36 35
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 74,596
COMMITMENTS
7,680 465 1,480 60,177 64,182 69,337 66,127 5,259 8,469
CHANGES FROM 01/07/14 (CHANGE IN OPEN INTEREST: 973)
2,033 31 15 -553 4,158 1,495 4,204 -522 -3,231
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 0.6 2.0 80.7 86.0 93.0 88.6 7.0 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 1 2 17 17 20 20
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 147,555
COMMITMENTS
19,134 15,478 8,151 109,775 120,613 137,060 144,242 10,495 3,313
CHANGES FROM 01/07/14 (CHANGE IN OPEN INTEREST: 3,374)
428 -462 614 2,332 4,212 3,374 4,364 0 -990
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.0 10.5 5.5 74.4 81.7 92.9 97.8 7.1 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 4 4 24 27 30 32
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 21,804
COMMITMENTS
2,528 1,685 0 18,345 19,188 20,873 20,873 931 931
CHANGES FROM 01/07/14 (CHANGE IN OPEN INTEREST: 5,320)
1,288 1,344 0 3,864 3,752 5,152 5,096 168 224
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.6 7.7 0.0 84.1 88.0 95.7 95.7 4.3 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 0 11 11 12 12
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 82,373
COMMITMENTS
0 8,568 4,723 67,472 60,327 72,195 73,618 10,178 8,755
CHANGES FROM 01/07/14 (CHANGE IN OPEN INTEREST: 1,375)
0 381 160 1,910 834 2,070 1,375 -695 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 10.4 5.7 81.9 73.2 87.6 89.4 12.4 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 2 2 19 17 21 19
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 160,696
COMMITMENTS
442 0 1,155 153,886 152,050 155,483 153,205 5,213 7,491
CHANGES FROM 01/07/14 (CHANGE IN OPEN INTEREST: 7,058)
442 -102 -236 6,972 9,625 7,178 9,287 -120 -2,229
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.0 0.7 95.8 94.6 96.8 95.3 3.2 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 0 1 27 23 28 24
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 84,044
COMMITMENTS
0 0 0 69,399 81,093 69,399 81,093 14,645 2,951
CHANGES FROM 01/07/14 (CHANGE IN OPEN INTEREST: -356)
0 0 0 -142 -356 -142 -356 -214 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 82.6 96.5 82.6 96.5 17.4 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 0 0 17 21 17 21
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 281,322
COMMITMENTS
2,077 1,892 1,918 273,526 270,959 277,521 274,769 3,801 6,553
CHANGES FROM 01/07/14 (CHANGE IN OPEN INTEREST: 956)
1,177 -780 -600 529 2,422 1,106 1,042 -150 -86
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.7 0.7 97.2 96.3 98.6 97.7 1.4 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
1 1 3 42 36 45 39
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 85,903
COMMITMENTS
3,250 11,716 2,682 77,085 59,584 83,017 73,982 2,886 11,921
CHANGES FROM 01/07/14 (CHANGE IN OPEN INTEREST: 898)
-1,122 1,695 121 1,781 -636 780 1,180 118 -282
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 13.6 3.1 89.7 69.4 96.6 86.1 3.4 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 3 2 21 20 24 24
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BA - ICE FUTURES ENERCode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 62,091
COMMITMENTS
0 3,352 337 50,780 49,025 51,117 52,714 10,974 9,377
CHANGES FROM 01/07/14 (CHANGE IN OPEN INTEREST: -325)
0 -95 -462 1,969 5,884 1,507 5,327 -1,832 -5,652
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.4 0.5 81.8 79.0 82.3 84.9 17.7 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 1 17 15 18 16
HENRY FIN PENULTIMATE 1-MO CALENDAR SPREAD OPTION - ICE FUTURES ENERGCode-0233AD
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2,500 MMbtus OPEN INTEREST: 106,896
COMMITMENTS
28,769 16,606 40,159 37,967 50,131 106,896 106,896 0 0
CHANGES FROM 01/07/14 (CHANGE IN OPEN INTEREST: 18,462)
5,379 3,760 6,797 6,286 7,905 18,462 18,462 -0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.9 15.5 37.6 35.5 46.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
5 7 8 3 8 13 18
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 119,600
COMMITMENTS
25,475 4,280 1,120 92,097 106,823 118,692 112,223 908 7,377
CHANGES FROM 01/07/14 (CHANGE IN OPEN INTEREST: -45,044)
-8,485 -3,534 -4,646 -31,042 -39,452 -44,173 -47,632 -871 2,588
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.3 3.6 0.9 77.0 89.3 99.2 93.8 0.8 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
4 1 1 9 14 13 16
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 101,659
COMMITMENTS
37,592 7,814 5,088 57,672 86,723 100,352 99,625 1,307 2,034
CHANGES FROM 01/07/14 (CHANGE IN OPEN INTEREST: 2,772)
1,617 0 1,120 -28 796 2,709 1,916 63 856
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.0 7.7 5.0 56.7 85.3 98.7 98.0 1.3 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
10 3 2 20 25 31 29
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 20,520
COMMITMENTS
634 0 0 19,390 20,210 20,024 20,210 496 310
CHANGES FROM 01/07/14 (CHANGE IN OPEN INTEREST: 2,108)
0 0 0 2,108 2,108 2,108 2,108 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 0.0 0.0 94.5 98.5 97.6 98.5 2.4 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 0 0 13 18 14 18
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 111,497
COMMITMENTS
0 9,630 0 98,268 91,772 98,268 101,402 13,229 10,095
CHANGES FROM 01/07/14 (CHANGE IN OPEN INTEREST: 2,666)
0 -428 0 4,595 3,479 4,595 3,051 -1,929 -385
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 8.6 0.0 88.1 82.3 88.1 90.9 11.9 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 2 0 25 25 25 27
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 111,721
COMMITMENTS
1,366 0 1,785 100,833 96,916 103,984 98,701 7,737 13,020
CHANGES FROM 01/07/14 (CHANGE IN OPEN INTEREST: 477)
865 -1,367 -378 232 -978 719 -2,723 -242 3,200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.0 1.6 90.3 86.7 93.1 88.3 6.9 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 0 1 22 24 23 25
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 80,486
COMMITMENTS
0 0 0 75,214 72,847 75,214 72,847 5,272 7,639
CHANGES FROM 01/07/14 (CHANGE IN OPEN INTEREST: 1,629)
-279 0 -1,084 2,050 2,282 687 1,198 942 431
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 93.4 90.5 93.4 90.5 6.6 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 18 17 18 17
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 24,386
COMMITMENTS
2,942 510 0 20,017 21,928 22,959 22,438 1,427 1,948
CHANGES FROM 01/07/14 (CHANGE IN OPEN INTEREST: 378)
-840 169 0 628 -300 -212 -131 590 509
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 2.1 0.0 82.1 89.9 94.1 92.0 5.9 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 1 0 10 13 13 14
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 120,318
COMMITMENTS
730 2,354 570 111,902 115,124 113,202 118,048 7,116 2,270
CHANGES FROM 01/07/14 (CHANGE IN OPEN INTEREST: 926)
730 1,311 -460 352 2,137 622 2,988 304 -2,062
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 2.0 0.5 93.0 95.7 94.1 98.1 5.9 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 1 18 14 19 16
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 274,089
COMMITMENTS
3,794 30,769 3,529 249,366 230,538 256,689 264,836 17,400 9,253
CHANGES FROM 01/07/14 (CHANGE IN OPEN INTEREST: 1,295)
420 -3,891 1,540 -4,071 4,594 -2,111 2,243 3,406 -948
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 11.2 1.3 91.0 84.1 93.7 96.6 6.3 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
1 2 2 30 25 32 28
SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 28,170
COMMITMENTS
3,039 0 0 24,129 27,363 27,168 27,363 1,002 807
CHANGES FROM 01/07/14 (CHANGE IN OPEN INTEREST: 5,823)
0 0 0 5,565 5,655 5,565 5,655 258 168
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 0.0 0.0 85.7 97.1 96.4 97.1 3.6 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 0 0 12 11 15 11
SONAT - TIER 1 POOL (ZONE 0) - ICE FUTURES ENERGY DIV Code-0233C1
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 34,826
COMMITMENTS
0 0 0 32,493 34,795 32,493 34,795 2,333 31
CHANGES FROM 01/07/14 (CHANGE IN OPEN INTEREST: -223)
0 0 0 -251 -105 -251 -105 28 -118
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 93.3 99.9 93.3 99.9 6.7 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 01/14/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 41,808
COMMITMENTS
279 0 0 39,817 40,921 40,096 40,921 1,712 887
CHANGES FROM 01/07/14 (CHANGE IN OPEN INTEREST: 4,504)
0 0 0 4,448 4,392 4,448 4,392 56 112
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.0 0.0 95.2 97.9 95.9 97.9 4.1 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 0 16 13 17 13
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 238,593
COMMITMENTS
4,742 35,911 4,642 220,634 194,074 230,018 234,627 8,575 3,966
CHANGES FROM 01/07/14 (CHANGE IN OPEN INTEREST: 4,755)
-981 75 -154 8,211 5,826 7,076 5,747 -2,321 -992
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 15.1 1.9 92.5 81.3 96.4 98.3 3.6 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
2 5 5 36 29 42 35
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 86,642
COMMITMENTS
8,463 222 1,134 73,943 82,353 83,540 83,709 3,102 2,933
CHANGES FROM 01/07/14 (CHANGE IN OPEN INTEREST: 4,388)
279 -1,281 703 4,535 6,595 5,517 6,017 -1,129 -1,629
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.8 0.3 1.3 85.3 95.0 96.4 96.6 3.6 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 1 1 21 20 24 21
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 79,148
COMMITMENTS
0 0 0 72,911 76,348 72,911 76,348 6,237 2,800
CHANGES FROM 01/07/14 (CHANGE IN OPEN INTEREST: 2,420)
0 0 0 2,420 2,392 2,420 2,392 0 28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 92.1 96.5 92.1 96.5 7.9 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 19 15 19 15
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 92,177
COMMITMENTS
0 5,772 1,762 78,495 78,536 80,257 86,070 11,920 6,107
CHANGES FROM 01/07/14 (CHANGE IN OPEN INTEREST: 5,392)
0 -364 562 4,173 1,963 4,735 2,161 657 3,231
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.3 1.9 85.2 85.2 87.1 93.4 12.9 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 3 1 21 17 22 20
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 12,238
COMMITMENTS
813 1,613 0 11,363 9,043 12,176 10,656 62 1,582
CHANGES FROM 01/07/14 (CHANGE IN OPEN INTEREST: 1,064)
224 280 0 840 784 1,064 1,064 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 13.2 0.0 92.9 73.9 99.5 87.1 0.5 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 3 0 8 12 10 15
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 183,139
COMMITMENTS
19,227 7,247 11,641 151,288 163,502 182,156 182,389 983 750
CHANGES FROM 01/07/14 (CHANGE IN OPEN INTEREST: 12,809)
-649 -646 1,311 12,185 12,118 12,847 12,782 -38 26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.5 4.0 6.4 82.6 89.3 99.5 99.6 0.5 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
9 8 14 59 53 73 70
MID-C FINANCIAL PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 52,386
COMMITMENTS
2,366 26 3,637 46,359 48,723 52,362 52,386 24 0
CHANGES FROM 01/07/14 (CHANGE IN OPEN INTEREST: 1,891)
146 0 163 1,582 1,728 1,891 1,891 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 0.0 6.9 88.5 93.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 1 3 20 20 23 24
MID-C FINANCIAL OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 488,779
COMMITMENTS
2,016 23,868 16,029 470,734 448,882 488,779 488,779 0 0
CHANGES FROM 01/07/14 (CHANGE IN OPEN INTEREST: 9,835)
1,688 9,509 -3,478 11,625 3,804 9,835 9,835 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 4.9 3.3 96.3 91.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 1 2 20 21 22 23
PJM WH OFF PEAK REAL TIME - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,509,102
COMMITMENTS
32,081 1,034 29,838 1447183 1478230 1509102 1509102 0 0
CHANGES FROM 01/07/14 (CHANGE IN OPEN INTEREST: -4,117)
-1,405 -1,661 101 -2,813 -2,557 -4,117 -4,117 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 0.1 2.0 95.9 98.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
6 2 4 41 42 48 47
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 49,466
COMMITMENTS
800 9,380 4,793 43,873 35,293 49,466 49,466 0 -0
CHANGES FROM 01/07/14 (CHANGE IN OPEN INTEREST: -2,980)
566 -341 -307 -3,239 -2,308 -2,980 -2,956 0 -24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 19.0 9.7 88.7 71.3 100.0 100.0 0.0 -0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 4 4 21 21 25 28
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 340,448
COMMITMENTS
3,648 39,539 24,390 312,410 276,519 340,448 340,448 0 0
CHANGES FROM 01/07/14 (CHANGE IN OPEN INTEREST: -17,400)
1,928 -10,680 3,888 -23,216 -10,608 -17,400 -17,400 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 11.6 7.2 91.8 81.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 1 2 14 14 17 16
PJM AEP DAYTON RT OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 498,654
COMMITMENTS
32,305 744 2,352 463,997 495,558 498,654 498,654 0 0
CHANGES FROM 01/07/14 (CHANGE IN OPEN INTEREST: -2,496)
7,014 0 -1,592 -7,918 -904 -2,496 -2,496 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 0.1 0.5 93.0 99.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
5 1 1 24 26 29 28
AEP DAYTON HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 56,069
COMMITMENTS
4,311 0 1,546 49,807 53,121 55,664 54,667 405 1,402
CHANGES FROM 01/07/14 (CHANGE IN OPEN INTEREST: 1,002)
205 0 146 651 602 1,002 748 0 254
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 0.0 2.8 88.8 94.7 99.3 97.5 0.7 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
5 0 2 26 30 31 32
AD HUB DA OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 mwh OPEN INTEREST: 2,232,424
COMMITMENTS
0 0 0 2232424 2232424 2232424 2232424 0 0
CHANGES FROM 01/07/14 (CHANGE IN OPEN INTEREST: 246,550)
0 0 0 246,550 246,550 246,550 246,550 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 15 12 15 12
PJM AEP DAYTON DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 mwh OPEN INTEREST: 1,002,080
COMMITMENTS
0 0 0 1002080 1002080 1002080 1002080 0 0
CHANGES FROM 01/07/14 (CHANGE IN OPEN INTEREST: 66,000)
0 0 0 66,000 66,000 66,000 66,000 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 0 0 18 12 18 12
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 722,600
COMMITMENTS
3,920 0 0 718,680 722,600 722,600 722,600 0 0
CHANGES FROM 01/07/14 (CHANGE IN OPEN INTEREST: -154,320)
-8,160 0 0 -146,160 -154,320 -154,320 -154,320 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.0 0.0 99.5 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 0 15 10 16 10
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 281,672
COMMITMENTS
9,872 0 1,152 270,648 280,520 281,672 281,672 0 0
CHANGES FROM 01/07/14 (CHANGE IN OPEN INTEREST: -7,584)
-1,624 -408 -24 -5,936 -7,152 -7,584 -7,584 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 0.0 0.4 96.1 99.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 0 1 22 17 24 18
ERCOT - NORTH ZONE - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 11,545
COMMITMENTS
1,361 1,058 149 9,524 10,062 11,034 11,269 511 276
CHANGES FROM 01/07/14 (CHANGE IN OPEN INTEREST: -698)
-84 147 -147 -573 -611 -804 -611 106 -87
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 9.2 1.3 82.5 87.2 95.6 97.6 4.4 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 3 3 16 17 21 21
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 335,125
COMMITMENTS
10,600 0 0 324,525 335,125 335,125 335,125 0 0
CHANGES FROM 01/07/14 (CHANGE IN OPEN INTEREST: -27,375)
1,100 0 0 -28,475 -27,375 -27,375 -27,375 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 0.0 0.0 96.8 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 0 0 16 12 17 12
MISO IN. RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWH PER LOT OPEN INTEREST: 187,725
COMMITMENTS
2,625 0 0 185,100 187,725 187,725 187,725 0 0
CHANGES FROM 01/07/14 (CHANGE IN OPEN INTEREST: -15,645)
-525 0 0 -15,120 -15,645 -15,645 -15,645 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)
1 0 0 19 14 20 14
MISO CINERGY HUB (REAL-TIME LMP) - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 22,132
COMMITMENTS
975 352 341 18,625 20,332 19,941 21,025 2,191 1,107
CHANGES FROM 01/07/14 (CHANGE IN OPEN INTEREST: -317)
147 1 -20 -64 -468 63 -487 -380 170
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 1.6 1.5 84.2 91.9 90.1 95.0 9.9 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 2 1 24 25 25 28
Nepool MH DA LMP Offpk Mon Min - ICE FUTURES ENERGY DIV Code-0643B9
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any multiple of 5 MWh OPEN INTEREST: 2,883,123
COMMITMENTS
512 383,625 204,300 2678311 2295198 2883123 2883123 0 0
CHANGES FROM 01/07/14 (CHANGE IN OPEN INTEREST: 16,362)
512 3,328 -2,144 17,994 15,178 16,362 16,362 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 13.3 7.1 92.9 79.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
1 3 2 32 27 34 31
ISO NE MASS PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any multiple of 16 MWh OPEN INTEREST: 879,533
COMMITMENTS
10,060 116,463 40,288 829,164 722,738 879,512 879,489 21 44
CHANGES FROM 01/07/14 (CHANGE IN OPEN INTEREST: 8,878)
493 40 872 7,492 7,966 8,857 8,878 21 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 13.2 4.6 94.3 82.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
1 7 5 38 34 43 42
N. ILLINOIS HUB DAY AHEAD LMP, OFF PEAK MONTHLY - ICE FUTURES ENERGY Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 MWH OPEN INTEREST: 2,160,549
COMMITMENTS
0 0 0 2160549 2160549 2160549 2160549 0 0
CHANGES FROM 01/07/14 (CHANGE IN OPEN INTEREST: 96,800)
0 0 0 96,800 96,800 96,800 96,800 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 9 18 9
PJM NI DAY AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 mwh OPEN INTEREST: 641,040
COMMITMENTS
0 0 0 641,040 641,040 641,040 641,040 0 0
CHANGES FROM 01/07/14 (CHANGE IN OPEN INTEREST: 29,290)
0 0 0 29,290 29,290 29,290 29,290 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 21 13 21 13
ISO NE MASS DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 504,323
COMMITMENTS
116,229 5,952 19,106 368,988 479,265 504,323 504,323 0 0
CHANGES FROM 01/07/14 (CHANGE IN OPEN INTEREST: 4,294)
-2,020 0 0 6,314 4,294 4,294 4,294 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.0 1.2 3.8 73.2 95.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
3 1 2 31 26 34 29
NEPOOL MASS HUB (DAY-AHEAD LMP) - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 37,761
COMMITMENTS
6,640 2,542 755 29,050 34,295 36,445 37,592 1,316 169
CHANGES FROM 01/07/14 (CHANGE IN OPEN INTEREST: 306)
-143 -144 62 343 305 262 223 44 83
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.6 6.7 2.0 76.9 90.8 96.5 99.6 3.5 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 3 2 27 26 31 30
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 27,498
COMMITMENTS
7,156 600 1,228 19,114 25,670 27,498 27,498 0 0
CHANGES FROM 01/07/14 (CHANGE IN OPEN INTEREST: -2,280)
-311 354 -100 -1,869 -2,534 -2,280 -2,280 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.0 2.2 4.5 69.5 93.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 2 1 19 7 21 10
CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BR
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
25MWh OPEN INTEREST: 235,617
COMMITMENTS
116,298 3,070 0 119,319 232,547 235,617 235,617 0 0
CHANGES FROM 01/07/14 (CHANGE IN OPEN INTEREST: -21,899)
-2,704 -1,250 -344 -18,851 -20,305 -21,899 -21,899 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
49.4 1.3 0.0 50.6 98.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 2 0 16 7 18 9
PJM NI REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 502,613
COMMITMENTS
4,680 14,212 17,489 480,444 470,912 502,613 502,613 0 0
CHANGES FROM 01/07/14 (CHANGE IN OPEN INTEREST: 2,008)
-9,328 5,774 -352 11,688 -3,414 2,008 2,008 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 2.8 3.5 95.6 93.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 3 1 22 17 24 20
NORTHERN ILLINOIS HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 30,548
COMMITMENTS
6,140 0 224 23,824 29,943 30,188 30,167 360 381
CHANGES FROM 01/07/14 (CHANGE IN OPEN INTEREST: 1,720)
74 0 184 1,485 1,516 1,743 1,700 -23 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.1 0.0 0.7 78.0 98.0 98.8 98.8 1.2 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 0 2 23 20 26 22
NYISO ZONE J - ICE FUTURES ENERGY DIV Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 7,131
COMMITMENTS
84 980 0 6,262 5,875 6,346 6,855 785 276
CHANGES FROM 01/07/14 (CHANGE IN OPEN INTEREST: 256)
0 512 0 256 -256 256 256 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 13.7 0.0 87.8 82.4 89.0 96.1 11.0 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 2 0 15 13 16 15
NYISO ZONE A - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 18,166
COMMITMENTS
1,467 749 104 16,235 17,145 17,806 17,998 360 168
CHANGES FROM 01/07/14 (CHANGE IN OPEN INTEREST: -149)
-218 3 62 -269 -212 -425 -147 276 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 4.1 0.6 89.4 94.4 98.0 99.1 2.0 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 2 3 19 20 24 23
NYISO ZONE A (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 256,058
COMMITMENTS
42,624 392 0 213,434 255,666 256,058 256,058 0 0
CHANGES FROM 01/07/14 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.6 0.2 0.0 83.4 99.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 1 0 15 19 17 20
NYISO ZONE G - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 16,145
COMMITMENTS
1,885 504 360 13,325 15,027 15,570 15,891 575 254
CHANGES FROM 01/07/14 (CHANGE IN OPEN INTEREST: 421)
766 60 232 -639 66 359 358 62 63
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.7 3.1 2.2 82.5 93.1 96.4 98.4 3.6 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
6 1 4 19 23 25 28
NYISO ZONE G (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 178,308
COMMITMENTS
1,096 8,928 744 176,468 168,636 178,308 178,308 0 0
CHANGES FROM 01/07/14 (CHANGE IN OPEN INTEREST: 1,056)
1,056 1,056 -352 352 352 1,056 1,056 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 5.0 0.4 99.0 94.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 1 20 17 21 19
PALO VERDE - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 21,160
COMMITMENTS
0 3,627 1,920 19,240 15,613 21,160 21,160 0 0
CHANGES FROM 01/07/14 (CHANGE IN OPEN INTEREST: -23)
0 384 -76 53 -331 -23 -23 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 17.1 9.1 90.9 73.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 1 15 16 16 17
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 MWh OPEN INTEREST: 664,378
COMMITMENTS
0 38,540 0 664,378 625,838 664,378 664,378 0 0
CHANGES FROM 01/07/14 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.8 0.0 100.0 94.2 100.0 100.0 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 01/14/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 191,090
COMMITMENTS
0 3,225 0 191,090 187,865 191,090 191,090 0 0
CHANGES FROM 01/07/14 (CHANGE IN OPEN INTEREST: 1,025)
0 0 0 1,025 1,025 1,025 1,025 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.7 0.0 100.0 98.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 1 0 20 12 20 13
PJM JCPL ZONE DAY-AHEAD - ICE FUTURES ENERGY DIV Code-0643CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 Mwh OPEN INTEREST: 301,400
COMMITMENTS
0 0 0 301,400 301,400 301,400 301,400 0 0
CHANGES FROM 01/07/14 (CHANGE IN OPEN INTEREST: 25,700)
0 0 0 25,700 25,700 25,700 25,700 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 19 10 19 10
PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643CV
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 Mwh OPEN INTEREST: 1,060,865
COMMITMENTS
0 0 0 1060865 1060865 1060865 1060865 0 0
CHANGES FROM 01/07/14 (CHANGE IN OPEN INTEREST: 93,440)
0 0 0 93,440 93,440 93,440 93,440 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: 23)
0 0 0 18 6 18 6
PJM PECO ZONE (DA LMP) PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 148,810
COMMITMENTS
0 0 0 148,810 148,810 148,810 148,810 0 0
CHANGES FROM 01/07/14 (CHANGE IN OPEN INTEREST: 1,600)
0 0 0 1,600 1,600 1,600 1,600 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 15 12 15 12
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mwh OPEN INTEREST: 654,380
COMMITMENTS
0 0 0 654,380 654,380 654,380 654,380 0 0
CHANGES FROM 01/07/14 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 15 13 15 13
PJM PEPCO DAY-AHEAD - ICE FUTURES ENERGY DIV Code-0643D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 288,395
COMMITMENTS
0 0 0 288,395 288,395 288,395 288,395 0 0
CHANGES FROM 01/07/14 (CHANGE IN OPEN INTEREST: 84,870)
0 0 0 84,870 84,870 84,870 84,870 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 14 22 14
PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643D5
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 MWh OPEN INTEREST: 993,516
COMMITMENTS
0 0 0 993,516 993,516 993,516 993,516 0 0
CHANGES FROM 01/07/14 (CHANGE IN OPEN INTEREST: 416,381)
0 0 0 416,381 416,381 416,381 416,381 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 20 14 20 14
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 MWh OPEN INTEREST: 1,699,138
COMMITMENTS
0 0 0 1699138 1699138 1699138 1699138 0 0
CHANGES FROM 01/07/14 (CHANGE IN OPEN INTEREST: 451,151)
0 0 0 451,151 451,151 451,151 451,151 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 9 20 9
PJM PPL ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 444,165
COMMITMENTS
0 0 0 444,165 444,165 444,165 444,165 0 0
CHANGES FROM 01/07/14 (CHANGE IN OPEN INTEREST: 118,600)
0 0 0 118,600 118,600 118,600 118,600 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 21 10 21 10
PJM WESTERN HUB (DAY-AHEAD OFF PEAK) - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 MWh OPEN INTEREST: 9,127,400
COMMITMENTS
136,490 0 0 8981518 9127400 9118008 9127400 9,392 0
CHANGES FROM 01/07/14 (CHANGE IN OPEN INTEREST: 281,705)
0 0 0 272,313 281,705 272,313 281,705 9,392 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 0.0 0.0 98.4 100.0 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
3 0 0 38 28 41 28
PJM WESTERN HUB (DAY-AHEAD) - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 2,958,755
COMMITMENTS
39,450 4,000 0 2916765 2954755 2956215 2958755 2,540 0
CHANGES FROM 01/07/14 (CHANGE IN OPEN INTEREST: 77,025)
0 4,000 0 74,485 73,025 74,485 77,025 2,540 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 0.1 0.0 98.6 99.9 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
2 1 0 44 31 46 32
PJM WESTERN HUB MINI (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 3,167,132
COMMITMENTS
509,958 261,220 101,286 2554108 2802826 3165352 3165332 1,780 1,800
CHANGES FROM 01/07/14 (CHANGE IN OPEN INTEREST: 3,751)
-1,470 -255 1,155 4,066 2,831 3,751 3,731 0 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.1 8.2 3.2 80.6 88.5 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
5 9 7 43 42 55 51
PJM WH REAL TIME MINI OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
MWh (Megawatt Hours) OPEN INTEREST: 6,749,144
COMMITMENTS
133,836 186,880 173,161 6442147 6389103 6749144 6749144 0 0
CHANGES FROM 01/07/14 (CHANGE IN OPEN INTEREST: 158,453)
-23,480 0 14,068 167,865 144,385 158,453 158,453 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 2.8 2.6 95.5 94.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
4 2 2 35 29 39 33
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 614,580
COMMITMENTS
7,200 2,100 0 607,380 612,480 614,580 614,580 0 0
CHANGES FROM 01/07/14 (CHANGE IN OPEN INTEREST: 8,040)
4,000 0 0 4,040 8,040 8,040 8,040 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.3 0.0 98.8 99.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 1 0 28 14 30 15
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 MWh OPEN INTEREST: 2,080,110
COMMITMENTS
14,880 0 0 2065230 2080110 2080110 2080110 0 0
CHANGES FROM 01/07/14 (CHANGE IN OPEN INTEREST: 34,765)
0 0 0 34,765 34,765 34,765 34,765 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.0 0.0 99.3 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 0 0 27 15 28 15
NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 16 MEGAWATTS PER HOUR) OPEN INTEREST: 100,440
COMMITMENTS
12,735 12,330 2,010 83,523 84,210 98,268 98,550 2,172 1,890
CHANGES FROM 01/07/14 (CHANGE IN OPEN INTEREST: 905)
-4,047 0 0 4,930 405 883 405 22 500
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.7 12.3 2.0 83.2 83.8 97.8 98.1 2.2 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 1 1 19 15 22 17
NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C76
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 16 MEGAWATTS PER HOUR) OPEN INTEREST: 114,235
COMMITMENTS
2,060 13,360 1,575 110,238 99,300 113,873 114,235 362 0
CHANGES FROM 01/07/14 (CHANGE IN OPEN INTEREST: 15,950)
800 1,075 525 14,625 14,350 15,950 15,950 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 11.7 1.4 96.5 86.9 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 4 2 19 14 22 18
Updated January 17, 2014