NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 5,712,442
COMMITMENTS
1003436 80,220 1625226 3039187 3987359 5667849 5692805 44,593 19,637
CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST: -280,602)
-99,695 -4,162 -60,352 -126,090 -222,721 -286,137 -287,235 5,535 6,633
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.6 1.4 28.5 53.2 69.8 99.2 99.7 0.8 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 211)
54 14 54 136 119 201 176
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 2,469,068
COMMITMENTS
112,707 62,950 1167651 1187834 1237710 2468192 2468310 876 758
CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST: 13,964)
19,062 13,513 84,543 -89,898 -84,836 13,706 13,219 258 745
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 2.5 47.3 48.1 50.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 111)
21 27 44 56 60 102 106
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 261,678
COMMITMENTS
35,243 3,248 8,012 197,877 243,743 241,132 255,003 20,546 6,675
CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST: 15,877)
5,298 -2,454 740 9,233 18,095 15,271 16,381 606 -504
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.5 1.2 3.1 75.6 93.1 92.1 97.4 7.9 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
8 2 7 28 29 38 36
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 186,693
COMMITMENTS
13,088 4,569 2,514 165,780 176,026 181,382 183,109 5,311 3,584
CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST: 2,478)
-1,678 1,313 167 4,327 365 2,816 1,845 -338 633
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 2.4 1.3 88.8 94.3 97.2 98.1 2.8 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
2 4 4 31 31 35 37
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 229,061
COMMITMENTS
26,719 5,122 6,584 185,386 212,561 218,689 224,267 10,372 4,794
CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST: 7,448)
97 -194 1,028 5,460 8,523 6,585 9,357 863 -1,909
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.7 2.2 2.9 80.9 92.8 95.5 97.9 4.5 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
4 2 3 26 29 32 32
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 778,770
COMMITMENTS
44,861 3,468 3,745 725,177 763,421 773,783 770,634 4,987 8,136
CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST: -6,547)
7,104 848 534 -12,965 -8,830 -5,327 -7,448 -1,220 901
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 0.4 0.5 93.1 98.0 99.4 99.0 0.6 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
4 2 4 50 37 56 41
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 263,436
COMMITMENTS
24,190 16,455 1,402 231,218 236,627 256,810 254,484 6,626 8,952
CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST: 13,718)
2,583 1,313 871 11,035 7,336 14,489 9,520 -771 4,198
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 6.2 0.5 87.8 89.8 97.5 96.6 2.5 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
7 3 2 31 33 39 37
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 249,685
COMMITMENTS
1,335 22 2,298 242,489 241,971 246,122 244,291 3,563 5,394
CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST: 15,646)
-245 -288 -137 16,986 15,440 16,604 15,015 -958 631
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.0 0.9 97.1 96.9 98.6 97.8 1.4 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
3 1 3 34 32 38 35
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 83,030
COMMITMENTS
7,645 0 3,040 67,202 69,857 77,887 72,897 5,143 10,133
CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST: 6,397)
749 0 1,101 6,068 3,637 7,918 4,738 -1,521 1,659
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 0.0 3.7 80.9 84.1 93.8 87.8 6.2 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
4 0 2 19 19 23 21
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 147,984
COMMITMENTS
17,465 15,323 9,500 110,817 116,857 137,782 141,680 10,202 6,304
CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST: -915)
-1,040 -246 428 584 -1,650 -28 -1,468 -887 553
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 10.4 6.4 74.9 79.0 93.1 95.7 6.9 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 4 4 24 28 30 33
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 24,996
COMMITMENTS
3,744 1,629 0 20,215 22,485 23,959 24,114 1,037 882
CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST: 1,400)
992 -224 0 380 1,512 1,372 1,288 28 112
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.0 6.5 0.0 80.9 90.0 95.9 96.5 4.1 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 1 0 15 14 17 15
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 84,754
COMMITMENTS
20 6,897 5,781 69,252 62,250 75,053 74,928 9,701 9,826
CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST: 804)
20 -524 700 390 -302 1,110 -126 -306 930
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 8.1 6.8 81.7 73.4 88.6 88.4 11.4 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 2 20 18 22 20
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 175,705
COMMITMENTS
1,641 0 1,251 167,542 169,274 170,434 170,525 5,271 5,180
CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST: 8,287)
-281 0 103 8,243 7,303 8,065 7,406 222 881
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.0 0.7 95.4 96.3 97.0 97.1 3.0 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
2 0 1 28 25 30 26
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 85,517
COMMITMENTS
0 0 0 73,592 83,736 73,592 83,736 11,925 1,781
CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST: -264)
0 0 0 259 -878 259 -878 -523 614
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 86.1 97.9 86.1 97.9 13.9 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 0 0 21 26 21 26
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 312,831
COMMITMENTS
2,347 2,568 2,741 301,822 297,732 306,910 303,041 5,921 9,790
CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST: 4,080)
588 -124 -262 2,480 3,910 2,806 3,524 1,274 556
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.8 0.9 96.5 95.2 98.1 96.9 1.9 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
2 1 2 45 44 47 47
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 95,516
COMMITMENTS
9,076 17,043 1,866 81,333 68,050 92,275 86,959 3,241 8,557
CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST: 10,212)
3,718 6,332 -540 6,546 7,302 9,724 13,094 488 -2,882
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 17.8 2.0 85.2 71.2 96.6 91.0 3.4 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 3 2 23 22 27 26
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BA - ICE FUTURES ENERCode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 69,507
COMMITMENTS
0 2,728 1,805 56,360 55,750 58,165 60,283 11,342 9,224
CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST: 2,850)
0 -2,352 981 2,567 3,855 3,548 2,484 -698 366
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.9 2.6 81.1 80.2 83.7 86.7 16.3 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 1 1 18 17 19 18
HENRY FIN PENULTIMATE 1-MO CALENDAR SPREAD OPTION - ICE FUTURES ENERGCode-0233AD
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2,500 MMbtus OPEN INTEREST: 223,313
COMMITMENTS
86,518 43,877 68,343 68,452 111,094 223,313 223,313 -0 0
CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST: 116,384)
56,809 27,206 27,900 31,675 61,277 116,384 116,384 -0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.7 19.6 30.6 30.7 49.7 100.0 100.0 -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 02/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 152,127
COMMITMENTS
41,996 4,196 1,372 106,138 139,921 149,506 145,489 2,621 6,638
CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST: -34)
-1,322 392 -28 -122 -2,014 -1,472 -1,650 1,438 1,616
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.6 2.8 0.9 69.8 92.0 98.3 95.6 1.7 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
9 3 1 20 36 30 39
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 132,299
COMMITMENTS
52,357 5,064 8,006 68,199 117,162 128,562 130,232 3,737 2,067
CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST: -244)
-1,669 22 650 -1,796 -1,280 -2,815 -608 2,571 364
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.6 3.8 6.1 51.5 88.6 97.2 98.4 2.8 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
13 4 4 26 38 41 44
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 32,996
COMMITMENTS
616 0 0 30,042 30,794 30,658 30,794 2,338 2,202
CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST: 2,732)
224 0 0 1,048 980 1,272 980 1,460 1,752
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 0.0 0.0 91.0 93.3 92.9 93.3 7.1 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 0 0 15 22 16 22
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 119,058
COMMITMENTS
0 8,286 0 103,111 96,520 103,111 104,806 15,947 14,252
CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST: 2,376)
0 -1,772 0 -1,146 1,163 -1,146 -609 3,522 2,985
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.0 0.0 86.6 81.1 86.6 88.0 13.4 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 2 0 27 26 27 28
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS - ICE FUTURES ENERCode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 68,891
COMMITMENTS
4,419 0 1,627 55,936 63,550 61,982 65,177 6,909 3,714
CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST: 1,279)
2,348 0 -453 -1,774 1,518 121 1,065 1,158 214
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 0.0 2.4 81.2 92.2 90.0 94.6 10.0 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 0 1 14 20 16 21
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 112,279
COMMITMENTS
404 0 1,707 102,881 98,109 104,992 99,816 7,287 12,463
CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST: -273)
-1,534 0 100 1,737 -1,505 303 -1,405 -576 1,132
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.0 1.5 91.6 87.4 93.5 88.9 6.5 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 0 1 25 28 26 29
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 83,544
COMMITMENTS
1,169 0 640 77,323 74,447 79,132 75,087 4,412 8,457
CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST: 1,572)
726 0 -164 708 274 1,270 110 302 1,462
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.0 0.8 92.6 89.1 94.7 89.9 5.3 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 0 1 17 15 19 16
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 73,326
COMMITMENTS
2,269 0 31 65,230 69,377 67,530 69,408 5,796 3,918
CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST: 610)
-236 0 0 1,083 684 847 684 -237 -74
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 0.0 0.0 89.0 94.6 92.1 94.7 7.9 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 0 1 19 11 21 12
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 32,258
COMMITMENTS
9,324 336 0 22,033 30,764 31,357 31,100 901 1,158
CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.9 1.0 0.0 68.3 95.4 97.2 96.4 2.8 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
4 1 0 13 16 17 17
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 134,273
COMMITMENTS
336 3,407 838 123,692 127,057 124,866 131,302 9,407 2,971
CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST: 2,509)
-285 659 26 1,253 2,221 994 2,906 1,515 -397
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 2.5 0.6 92.1 94.6 93.0 97.8 7.0 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 2 1 16 14 18 16
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 291,243
COMMITMENTS
5,480 35,729 4,142 262,536 243,811 272,158 283,682 19,085 7,561
CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST: 6,220)
627 2,413 92 4,670 3,125 5,389 5,630 831 590
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 12.3 1.4 90.1 83.7 93.4 97.4 6.6 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
2 2 3 33 28 37 31
SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 35,937
COMMITMENTS
6,153 0 0 28,480 35,303 34,633 35,303 1,304 634
CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST: 2,639)
0 0 0 2,639 2,639 2,639 2,639 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.1 0.0 0.0 79.2 98.2 96.4 98.2 3.6 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
5 0 0 15 18 20 18
SONAT - TIER 1 POOL (ZONE 0) - ICE FUTURES ENERGY DIV Code-0233C1
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 36,336
COMMITMENTS
0 0 0 33,116 36,305 33,116 36,305 3,220 31
CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST: -456)
0 0 0 -487 -456 -487 -456 31 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 91.1 99.9 91.1 99.9 8.9 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 13 19 13 19
TENNESSEE GAS PIPELINE CO. - ZONE L, 500 LEG POOL - ICE FUTURES ENERGCode-0233C9
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 22,265
COMMITMENTS
0 0 0 20,315 18,576 20,315 18,576 1,950 3,689
CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST: 60)
0 0 0 60 60 60 60 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 91.2 83.4 91.2 83.4 8.8 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 14 13 14 13
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 44,868
COMMITMENTS
2,047 0 0 40,773 43,853 42,820 43,853 2,048 1,015
CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST: 560)
0 0 0 756 880 756 880 -196 -320
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 0.0 0.0 90.9 97.7 95.4 97.7 4.6 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 0 0 18 16 20 16
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 269,264
COMMITMENTS
7,586 32,913 4,353 248,557 228,022 260,496 265,288 8,768 3,976
CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST: 7,571)
-1,053 -644 -270 9,739 9,258 8,416 8,344 -845 -773
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 12.2 1.6 92.3 84.7 96.7 98.5 3.3 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
3 4 4 41 36 47 41
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 91,526
COMMITMENTS
9,472 0 0 78,031 86,509 87,503 86,509 4,023 5,017
CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST: 1,894)
540 0 0 1,262 67 1,802 67 92 1,827
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 0.0 0.0 85.3 94.5 95.6 94.5 4.4 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 0 0 24 23 26 23
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 80,456
COMMITMENTS
0 0 0 76,640 77,585 76,640 77,585 3,816 2,871
CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST: 684)
0 0 0 684 529 684 529 0 155
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.3 96.4 95.3 96.4 4.7 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 0 0 21 15 21 15
TRANSCONTINENTAL GAS PIPELINE CORP. - ZONE 6 (NY) - ICE FUTURES ENERGCode-0233CY
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 23,589
COMMITMENTS
2,592 0 224 20,432 21,642 23,248 21,866 341 1,723
CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 -196 0 -196 0 196
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.0 0.0 0.9 86.6 91.7 98.6 92.7 1.4 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 1 13 10 14 11
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 88,960
COMMITMENTS
0 5,351 1,256 73,673 75,264 74,929 81,871 14,031 7,089
CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST: -1,610)
0 -804 245 -3,497 -1,657 -3,252 -2,216 1,642 606
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.0 1.4 82.8 84.6 84.2 92.0 15.8 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 3 1 22 17 23 20
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 16,650
COMMITMENTS
869 1,501 112 14,583 12,427 15,564 14,040 1,086 2,610
CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST: 968)
0 0 0 112 0 112 0 856 968
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 9.0 0.7 87.6 74.6 93.5 84.3 6.5 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 3 1 9 13 12 16
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 163,067
COMMITMENTS
19,490 5,347 11,206 131,345 145,538 162,042 162,091 1,025 976
CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST: -7,342)
-463 1,050 -1,288 -5,487 -7,212 -7,238 -7,450 -104 108
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.0 3.3 6.9 80.5 89.3 99.4 99.4 0.6 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
10 6 11 57 56 70 70
MID-C FINANCIAL PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 54,556
COMMITMENTS
4,011 383 3,040 47,505 51,109 54,556 54,532 0 24
CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST: -779)
712 357 -543 -948 -617 -779 -803 0 24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 0.7 5.6 87.1 93.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 1 2 24 22 26 24
MID-C FINANCIAL OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 491,456
COMMITMENTS
448 18,957 19,911 471,097 452,588 491,456 491,456 0 0
CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST: -15,006)
-584 -1,600 2,840 -17,262 -16,246 -15,006 -15,006 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 3.9 4.1 95.9 92.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 2 2 20 20 22 23
PJM WH OFF PEAK REAL TIME - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,522,221
COMMITMENTS
32,657 2,524 28,702 1452302 1482827 1513661 1514053 8,560 8,168
CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST: -1,248)
3,097 -302 -752 -12,153 -8,362 -9,808 -9,416 8,560 8,168
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 0.2 1.9 95.4 97.4 99.4 99.5 0.6 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
7 2 4 42 44 50 49
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 53,281
COMMITMENTS
1,286 10,730 4,080 47,915 38,472 53,281 53,281 0 -0
CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST: 2,393)
-141 1,112 -294 2,828 1,576 2,393 2,393 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 20.1 7.7 89.9 72.2 100.0 100.0 0.0 -0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 3 3 25 25 29 30
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 362,728
COMMITMENTS
4,040 32,244 29,830 328,858 300,654 362,728 362,728 0 0
CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST: 12,400)
952 -3,320 2,880 8,568 12,840 12,400 12,400 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 8.9 8.2 90.7 82.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 1 2 15 14 18 16
PJM AEP DAYTON RT OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 492,347
COMMITMENTS
35,377 744 2,359 454,611 489,244 492,347 492,347 0 0
CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST: -19,641)
-704 0 0 -18,937 -19,641 -19,641 -19,641 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 0.2 0.5 92.3 99.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
5 1 1 24 28 29 30
AEP DAYTON HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 52,369
COMMITMENTS
4,513 299 1,939 45,642 48,665 52,094 50,903 275 1,466
CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST: 918)
828 41 95 60 801 983 937 -65 -19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.6 0.6 3.7 87.2 92.9 99.5 97.2 0.5 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
4 2 3 28 31 33 36
AD HUB DA OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 mwh OPEN INTEREST: 3,393,790
COMMITMENTS
0 0 0 3393790 3393790 3393790 3393790 0 0
CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST: 84,440)
0 0 0 84,440 84,440 84,440 84,440 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: 25)
0 0 0 17 11 17 11
AD HUB DA PEAK DAILY - ICE FUTURES ENERGY DIV Code-06439E
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 mwh OPEN INTEREST: 7,950
COMMITMENTS
0 550 100 6,750 5,950 6,850 6,600 1,100 1,350
CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST: 800)
-600 550 50 400 -1,050 -150 -450 950 1,250
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.9 1.3 84.9 74.8 86.2 83.0 13.8 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 1 16 12 17 13
PJM AEP DAYTON DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 mwh OPEN INTEREST: 1,328,600
COMMITMENTS
2,100 0 0 1326500 1328600 1328600 1328600 0 0
CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST: 20,950)
2,100 0 0 18,850 20,950 20,950 20,950 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.0 0.0 99.8 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 0 0 20 14 21 14
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 757,240
COMMITMENTS
3,920 0 0 753,320 757,240 757,240 757,240 0 0
CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST: 23,520)
0 0 0 23,520 23,520 23,520 23,520 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: 24)
1 0 0 17 11 18 11
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 292,000
COMMITMENTS
10,960 0 1,976 279,064 290,024 292,000 292,000 0 0
CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST: 6,432)
1,920 0 408 4,104 6,024 6,432 6,432 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 0.0 0.7 95.6 99.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 0 1 21 19 22 20
ERCOT - NORTH ZONE - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 12,329
COMMITMENTS
1,617 673 296 10,117 11,044 12,030 12,013 299 316
CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST: 106)
0 -21 42 317 65 359 86 -253 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.1 5.5 2.4 82.1 89.6 97.6 97.4 2.4 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 3 3 17 18 22 22
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5MWh OPEN INTEREST: 1,193,040
COMMITMENTS
15,500 54,400 93,280 1084260 1045360 1193040 1193040 0 0
CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 4.6 7.8 90.9 87.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 2 1 11 10 13 12
ISO NEW ENGLAND CT DA LMP PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643AU
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MwH OPEN INTEREST: 122,310
COMMITMENTS
0 8,685 0 122,310 113,625 122,310 122,310 0 0
CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST: 12,560)
0 0 0 12,560 12,560 12,560 12,560 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.1 0.0 100.0 92.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 0 13 10 13 11
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 340,875
COMMITMENTS
10,600 0 0 330,275 340,875 340,875 340,875 0 0
CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST: 4,750)
0 0 0 4,750 4,750 4,750 4,750 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 0.0 0.0 96.9 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 0 0 19 13 20 13
MISO IN. RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWH PER LOT OPEN INTEREST: 193,355
COMMITMENTS
2,625 0 0 190,730 193,355 193,355 193,355 0 0
CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST: 605)
0 0 0 605 605 605 605 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: 29)
1 0 0 23 18 24 18
MISO CINERGY HUB (REAL-TIME LMP) - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 24,149
COMMITMENTS
870 392 557 22,340 21,752 23,767 22,701 382 1,448
CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST: 757)
596 40 -106 925 694 1,415 628 -658 129
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 1.6 2.3 92.5 90.1 98.4 94.0 1.6 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 2 1 24 24 25 27
Nepool MH DA LMP Offpk Mon Min - ICE FUTURES ENERGY DIV Code-0643B9
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any multiple of 5 MWh OPEN INTEREST: 3,078,747
COMMITMENTS
0 357,707 260,090 2818657 2460950 3078747 3078747 0 0
CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST: 288)
-1,568 2,115 0 1,856 -1,827 288 288 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 11.6 8.4 91.6 79.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
0 4 2 32 28 34 32
ISO NE MASS PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any multiple of 16 MWh OPEN INTEREST: 928,298
COMMITMENTS
10,032 107,825 58,338 859,928 762,049 928,298 928,212 0 86
CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST: 472)
1,260 2,102 683 -1,471 -2,314 472 471 0 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 11.6 6.3 92.6 82.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
1 8 5 39 34 44 43
N. ILLINOIS HUB DAY AHEAD LMP, OFF PEAK MONTHLY - ICE FUTURES ENERGY Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 MWH OPEN INTEREST: 2,235,913
COMMITMENTS
0 0 0 2235913 2235913 2235913 2235913 0 0
CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST: 40,920)
0 0 0 40,920 40,920 40,920 40,920 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 NI DAY AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 mwh OPEN INTEREST: 680,775
COMMITMENTS
0 0 0 680,775 680,775 680,775 680,775 0 0
CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST: 15,900)
0 0 0 15,900 15,900 15,900 15,900 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 0 0 25 14 25 14
ISO NE MASS DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 510,967
COMMITMENTS
113,018 0 23,029 374,920 487,938 510,967 510,967 0 0
CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST: -6,330)
1,136 -9,208 384 -7,850 2,494 -6,330 -6,330 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.1 0.0 4.5 73.4 95.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
3 0 2 32 27 35 29
NEPOOL MASS HUB (DAY-AHEAD LMP) - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 38,540
COMMITMENTS
6,094 2,096 799 30,608 35,456 37,501 38,351 1,039 189
CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST: -421)
40 -569 -21 -420 170 -401 -420 -20 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.8 5.4 2.1 79.4 92.0 97.3 99.5 2.7 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
4 1 2 29 28 33 31
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 29,042
COMMITMENTS
8,601 284 1,228 19,213 27,530 29,042 29,042 0 0
CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST: 363)
393 -296 0 -30 659 363 363 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.6 1.0 4.2 66.2 94.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 1 1 20 9 22 11
CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BR
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
25MWh OPEN INTEREST: 237,632
COMMITMENTS
113,759 1,264 0 123,873 236,368 237,632 237,632 0 0
CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST: -1,240)
-1,616 0 0 376 -1,240 -1,240 -1,240 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.9 0.5 0.0 52.1 99.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 1 0 15 8 17 9
PJM NI REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 508,464
COMMITMENTS
4,680 16,612 17,489 486,295 474,363 508,464 508,464 0 0
CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST: 2,658)
0 0 0 2,658 2,658 2,658 2,658 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 3.3 3.4 95.6 93.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 3 1 23 18 25 21
NORTHERN ILLINOIS HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 31,805
COMMITMENTS
6,157 0 315 24,548 31,088 31,020 31,403 785 402
CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST: 62)
0 0 0 -449 41 -449 41 511 21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.4 0.0 1.0 77.2 97.7 97.5 98.7 2.5 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 0 1 24 21 27 22
NYISO ZONE J - ICE FUTURES ENERGY DIV Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 7,555
COMMITMENTS
0 1,016 44 7,002 6,198 7,046 7,258 509 297
CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST: 64)
-4 -24 4 342 63 342 43 -278 21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 13.4 0.6 92.7 82.0 93.3 96.1 6.7 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 3 1 15 12 16 15
NYISO ZONE A - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 17,959
COMMITMENTS
1,211 600 104 16,303 17,087 17,618 17,791 341 168
CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST: 98)
0 -127 0 138 204 138 77 -40 21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 3.3 0.6 90.8 95.1 98.1 99.1 1.9 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 2 3 19 21 24 24
NYISO ZONE A (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 259,113
COMMITMENTS
45,136 0 1,096 212,881 258,017 259,113 259,113 0 0
CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST: 2,703)
-704 0 704 2,703 1,999 2,703 2,703 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.4 0.0 0.4 82.2 99.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 0 2 15 19 18 21
NYISO ZONE G - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 16,626
COMMITMENTS
2,470 0 231 13,607 16,267 16,308 16,498 318 128
CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST: 168)
362 -504 -129 -86 779 147 146 21 22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.9 0.0 1.4 81.8 97.8 98.1 99.2 1.9 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
7 0 3 19 24 26 27
NYISO ZONE G (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 183,721
COMMITMENTS
6,569 0 744 176,408 182,977 183,721 183,721 0 0
CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST: 3,544)
5,473 -8,928 0 -1,929 12,472 3,544 3,544 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 0.0 0.4 96.0 99.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 0 1 21 20 22 21
PALO VERDE - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 21,211
COMMITMENTS
0 3,478 1,766 19,445 15,967 21,211 21,211 0 0
CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST: -909)
0 -380 0 -909 -529 -909 -909 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 16.4 8.3 91.7 75.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 1 1 17 16 18 17
PALO VERDE (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
25 MWh OPEN INTEREST: 151,876
COMMITMENTS
7,058 0 654 144,164 151,222 151,876 151,876 0 0
CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST: -4,295)
-654 0 654 -4,295 -4,949 -4,295 -4,295 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 0.0 0.4 94.9 99.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 1 12 14 13 15
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 MWh OPEN INTEREST: 813,517
COMMITMENTS
0 42,060 0 813,517 771,457 813,517 813,517 0 0
CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST: 0)
0 3,520 0 0 -3,520 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.2 0.0 100.0 94.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 1 0 17 13 17 14
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 232,840
COMMITMENTS
0 3,225 0 232,840 229,615 232,840 232,840 0 0
CHANGES FROM 01/28/14 (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 1.4 0.0 100.0 98.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 1 0 21 13 21 14
PJM JCPL ZONE DAY-AHEAD - ICE FUTURES ENERGY DIV Code-0643CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 Mwh OPEN INTEREST: 303,475
COMMITMENTS
0 0 0 303,475 303,475 303,475 303,475 0 0
CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST: 1,575)
0 0 0 1,575 1,575 1,575 1,575 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 12 21 12
PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643CV
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/14 |
--------------------------------------------------------------| 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 01/28/14 (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: 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 02/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 172,585
COMMITMENTS
0 0 0 172,585 172,585 172,585 172,585 0 0
CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST: 2,075)
0 0 0 2,075 2,075 2,075 2,075 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 PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mwh OPEN INTEREST: 657,900
COMMITMENTS
0 0 0 657,900 657,900 657,900 657,900 0 0
CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST: 3,520)
0 0 0 3,520 3,520 3,520 3,520 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 02/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 389,835
COMMITMENTS
0 0 0 389,835 389,835 389,835 389,835 0 0
CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST: 11,000)
0 0 0 11,000 11,000 11,000 11,000 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 24 16 24 16
PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643D5
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 MWh OPEN INTEREST: 1,295,186
COMMITMENTS
0 0 0 1295186 1295186 1295186 1295186 0 0
CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST: 44,285)
0 0 0 44,285 44,285 44,285 44,285 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 22 15 22 15
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 MWh OPEN INTEREST: 1,988,360
COMMITMENTS
0 0 0 1988360 1988360 1988360 1988360 0 0
CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST: 277,323)
0 0 0 277,323 277,323 277,323 277,323 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 9 21 9
PJM PPL ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 534,730
COMMITMENTS
0 0 0 534,730 534,730 534,730 534,730 0 0
CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST: 75,035)
0 0 0 75,035 75,035 75,035 75,035 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 10 22 10
PJM WESTERN HUB (DAY-AHEAD OFF PEAK) - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 MWh OPEN INTEREST: 9,539,382
COMMITMENTS
146,698 0 0 9392684 9539382 9539382 9539382 0 0
CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST: 14,514)
10,208 0 0 4,306 14,514 14,514 14,514 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 0.0 0.0 98.5 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
3 0 0 40 31 43 31
PJM WESTERN HUB (DAY-AHEAD) - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 3,170,825
COMMITMENTS
44,820 0 2,100 3123905 3168725 3170825 3170825 0 0
CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST: 67,000)
4,450 -1,000 2,100 60,450 65,900 67,000 67,000 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.0 0.1 98.5 99.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
4 0 1 44 35 48 36
PJM WESTERN HUB MINI (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 3,294,583
COMMITMENTS
510,834 195,140 116,342 2663978 2981321 3291153 3292803 3,430 1,780
CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST: 31,799)
-126 -3,858 2,558 27,717 33,099 30,149 31,799 1,650 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.5 5.9 3.5 80.9 90.5 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
5 11 7 42 43 54 54
PJM WH REAL TIME MINI OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
MWh (Megawatt Hours) OPEN INTEREST: 6,951,104
COMMITMENTS
119,295 190,400 184,182 6647220 6576522 6950697 6951104 407 0
CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST: 65,138)
-14,821 3,520 14,821 64,731 46,797 64,731 65,138 407 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 2.7 2.6 95.6 94.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
4 2 2 35 30 39 34
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 633,100
COMMITMENTS
5,830 4,200 2,150 625,120 626,750 633,100 633,100 0 0
CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST: -8,485)
450 0 2,150 -11,085 -10,635 -8,485 -8,485 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.7 0.3 98.7 99.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 1 1 32 16 34 18
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 MWh OPEN INTEREST: 2,321,881
COMMITMENTS
14,880 0 0 2307001 2321881 2321881 2321881 0 0
CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST: 5,126)
0 0 0 5,126 5,126 5,126 5,126 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.0 0.0 99.4 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 0 0 29 15 30 15
NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 16 MEGAWATTS PER HOUR) OPEN INTEREST: 118,875
COMMITMENTS
10,845 12,330 4,335 101,523 100,220 116,703 116,885 2,172 1,990
CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST: -1,890)
70 0 1,530 -3,470 -3,420 -1,870 -1,890 -20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.1 10.4 3.6 85.4 84.3 98.2 98.3 1.8 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 1 2 23 18 26 21
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C75
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5 MEGAWATTS PER HOUR) OPEN INTEREST: 199,531
COMMITMENTS
25,080 2,816 0 174,451 196,715 199,531 199,531 0 0
CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST: 3,520)
1,760 2,112 0 1,760 1,408 3,520 3,520 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.6 1.4 0.0 87.4 98.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 0 18 11 19 12
NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C76
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 16 MEGAWATTS PER HOUR) OPEN INTEREST: 132,940
COMMITMENTS
2,892 14,397 2,413 127,635 116,130 132,940 132,940 0 0
CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST: 8,802)
1,152 389 33 8,317 8,380 9,502 8,802 -700 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 10.8 1.8 96.0 87.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 4 2 25 18 29 23
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5 MEGAWATTS PER HOUR) OPEN INTEREST: 273,596
COMMITMENTS
0 19,256 0 273,596 253,988 273,596 273,244 0 352
CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST: 30,144)
0 7,744 0 30,144 22,400 30,144 30,144 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.0 0.0 100.0 92.8 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 2 0 13 17 13 19
NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C78
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 16 MEGAWATTS PER HOUR) OPEN INTEREST: 101,530
COMMITMENTS
5,050 1,100 0 96,414 100,430 101,464 101,530 66 0
CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST: 3,550)
0 1,000 0 3,550 3,250 3,550 4,250 0 -700
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 1.1 0.0 95.0 98.9 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 2 0 17 13 19 15
Updated February 7, 2014