CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/29/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 19,380
COMMITMENTS
8,076 3,984 434 10,870 14,962 19,380 19,380 -0 -0
CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST: 439)
116 635 -651 974 455 439 439 -0 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.7 20.6 2.2 56.1 77.2 100.0 100.0 -0.0 -0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
8 3 2 9 7 17 12
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/29/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 4,910,528
COMMITMENTS
1031233 135,462 1142187 2705950 3615235 4879370 4892884 31,158 17,644
CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST: -125,885)
-25,082 6,331 -28,453 -71,966 -102,887 -125,501 -125,009 -384 -876
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.0 2.8 23.3 55.1 73.6 99.4 99.6 0.6 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 209)
40 24 59 132 118 198 178
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/29/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 2,178,058
COMMITMENTS
31,556 37,711 890,525 1254785 1249649 2176866 2177885 1,192 173
CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST: -108,503)
-12,066 -5,783 -77,033 -19,938 -25,144 -109,037 -107,959 534 -543
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 1.7 40.9 57.6 57.4 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
17 17 32 52 56 84 90
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/29/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 252,833
COMMITMENTS
32,547 2,118 9,717 193,925 231,597 236,189 243,432 16,644 9,401
CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST: -867)
-230 -1,299 -392 -2,957 -1,655 -3,579 -3,346 2,712 2,479
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.9 0.8 3.8 76.7 91.6 93.4 96.3 6.6 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
6 2 6 28 30 36 36
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/29/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 138,933
COMMITMENTS
4,123 2,604 1,537 124,556 131,682 130,216 135,823 8,717 3,110
CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST: 3,564)
74 651 -1,014 5,425 3,961 4,485 3,598 -921 -34
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 1.9 1.1 89.7 94.8 93.7 97.8 6.3 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 2 2 33 28 36 32
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/29/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 209,794
COMMITMENTS
28,056 2,779 4,202 168,107 193,556 200,365 200,537 9,429 9,257
CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST: 1,767)
890 -2,143 -626 942 2,862 1,206 93 561 1,674
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.4 1.3 2.0 80.1 92.3 95.5 95.6 4.5 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
4 2 2 23 25 28 28
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/29/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 800,529
COMMITMENTS
70,979 2,863 12,626 713,293 777,189 796,898 792,678 3,631 7,851
CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST: 6,207)
-286 -162 729 6,056 5,756 6,499 6,323 -292 -116
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 0.4 1.6 89.1 97.1 99.5 99.0 0.5 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
3 4 5 53 42 59 48
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/29/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 230,793
COMMITMENTS
22,112 15,142 1,452 193,671 208,102 217,235 224,696 13,558 6,097
CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST: 2,312)
-2,291 0 952 5,016 1,329 3,677 2,281 -1,365 31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 6.6 0.6 83.9 90.2 94.1 97.4 5.9 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 1 2 25 24 28 27
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/29/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 224,332
COMMITMENTS
702 0 3,282 215,356 214,107 219,340 217,389 4,992 6,943
CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST: 4,621)
98 0 506 4,441 4,933 5,045 5,439 -424 -818
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.0 1.5 96.0 95.4 97.8 96.9 2.2 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
2 0 2 36 36 38 38
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/29/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 103,743
COMMITMENTS
8,831 1,532 3,014 87,587 86,866 99,432 91,412 4,311 12,331
CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST: 3,747)
-2,488 0 2,043 3,982 2,353 3,537 4,396 210 -649
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.5 1.5 2.9 84.4 83.7 95.8 88.1 4.2 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 1 1 21 18 24 20
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/29/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 127,825
COMMITMENTS
7,732 7,543 12,477 99,050 101,450 119,259 121,470 8,566 6,355
CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST: 80)
-212 -541 -213 113 1,318 -312 564 392 -484
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 5.9 9.8 77.5 79.4 93.3 95.0 6.7 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
4 1 4 21 24 26 28
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/29/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 76,237
COMMITMENTS
0 5,517 2,515 64,050 58,821 66,565 66,853 9,672 9,384
CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST: 6,849)
0 788 -327 6,464 6,326 6,137 6,787 712 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.2 3.3 84.0 77.2 87.3 87.7 12.7 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 2 2 15 17 17 19
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/29/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 182,566
COMMITMENTS
1,336 0 360 171,753 176,984 173,449 177,344 9,117 5,222
CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST: 4,580)
-32 0 -28 4,601 4,447 4,541 4,419 39 161
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.0 0.2 94.1 96.9 95.0 97.1 5.0 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 0 1 28 24 30 25
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/29/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 90,591
COMMITMENTS
0 0 0 80,247 85,999 80,247 85,999 10,344 4,592
CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST: 279)
0 0 0 -62 93 -62 93 341 186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 88.6 94.9 88.6 94.9 11.4 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 0 0 21 19 21 19
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/29/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 14,928
COMMITMENTS
1,128 880 186 13,224 12,712 14,538 13,778 390 1,150
CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST: 1,331)
248 310 186 1,047 556 1,481 1,052 -150 279
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 5.9 1.2 88.6 85.2 97.4 92.3 2.6 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 2 1 12 12 14 14
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/29/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 306,768
COMMITMENTS
5,275 3,960 0 293,507 294,914 298,782 298,874 7,986 7,894
CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST: 8,294)
-33 248 0 7,561 8,136 7,528 8,384 766 -90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 1.3 0.0 95.7 96.1 97.4 97.4 2.6 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
1 3 0 43 38 44 41
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/29/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 82,780
COMMITMENTS
2,813 17,103 1,402 71,977 55,109 76,192 73,614 6,588 9,166
CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST: 213)
31 -118 126 -655 329 -498 337 711 -124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 20.7 1.7 86.9 66.6 92.0 88.9 8.0 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 4 3 16 16 20 21
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BA - ICE FUTURES ENERCode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/29/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 78,029
COMMITMENTS
2,029 0 2,303 64,600 68,925 68,932 71,228 9,097 6,801
CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST: 1,703)
-103 0 84 1,436 1,506 1,417 1,590 286 113
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 0.0 3.0 82.8 88.3 88.3 91.3 11.7 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 0 1 15 15 17 16
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/29/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 124,078
COMMITMENTS
15,221 5,318 918 106,099 113,382 122,238 119,618 1,840 4,460
CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST: 23,561)
11,253 1,550 -806 13,784 22,823 24,231 23,567 -670 -6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.3 4.3 0.7 85.5 91.4 98.5 96.4 1.5 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
7 5 1 21 24 29 29
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/29/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 87,228
COMMITMENTS
23,062 14,685 4,341 59,007 65,449 86,410 84,475 818 2,753
CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST: 22,435)
9,810 147 907 11,916 20,914 22,633 21,968 -198 467
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.4 16.8 5.0 67.6 75.0 99.1 96.8 0.9 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
9 6 5 34 32 46 40
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/29/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 45,053
COMMITMENTS
0 210 0 42,424 42,853 42,424 43,063 2,629 1,990
CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST: 4,704)
0 0 0 4,425 5,541 4,425 5,541 279 -837
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.5 0.0 94.2 95.1 94.2 95.6 5.8 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 1 0 15 22 15 23
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/29/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 118,424
COMMITMENTS
0 1,838 0 105,092 106,764 105,092 108,602 13,332 9,822
CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST: 9,383)
0 -186 0 10,317 9,631 10,317 9,445 -934 -62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.6 0.0 88.7 90.2 88.7 91.7 11.3 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 1 0 28 22 28 23
NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV Code-0233AW
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/29/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 17,923
COMMITMENTS
7,086 510 0 9,250 16,499 16,336 17,009 1,587 914
CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.5 2.8 0.0 51.6 92.1 91.1 94.9 8.9 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 2 0 7 11 9 13
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS - ICE FUTURES ENERCode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/29/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 65,012
COMMITMENTS
1,967 0 1,926 53,549 56,612 57,442 58,538 7,570 6,474
CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 0.0 3.0 82.4 87.1 88.4 90.0 11.6 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 0 2 14 16 16 18
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/29/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 103,308
COMMITMENTS
0 4,952 1,654 93,270 86,122 94,924 92,728 8,384 10,580
CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST: 2,346)
0 1,821 7 2,246 766 2,253 2,594 93 -248
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.8 1.6 90.3 83.4 91.9 89.8 8.1 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 2 1 19 19 20 21
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/29/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 81,865
COMMITMENTS
1,067 6,405 1,682 73,195 69,428 75,944 77,515 5,921 4,350
CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 7.8 2.1 89.4 84.8 92.8 94.7 7.2 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 1 3 16 13 19 16
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/29/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 22,907
COMMITMENTS
3,920 240 0 18,198 21,447 22,118 21,687 789 1,220
CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST: 1,147)
372 0 0 558 1,116 930 1,116 217 31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.1 1.0 0.0 79.4 93.6 96.6 94.7 3.4 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
4 1 0 9 14 13 15
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/29/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 117,839
COMMITMENTS
0 10,455 1,057 111,347 103,360 112,404 114,872 5,435 2,967
CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST: 117)
0 1,004 107 2,051 -1,908 2,158 -797 -2,041 914
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 8.9 0.9 94.5 87.7 95.4 97.5 4.6 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 3 1 16 14 17 17
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/29/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 279,360
COMMITMENTS
1,929 53,820 5,958 252,317 208,499 260,204 268,277 19,156 11,083
CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST: 1,716)
1,929 2,080 -1,558 64 1,405 435 1,927 1,281 -211
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 19.3 2.1 90.3 74.6 93.1 96.0 6.9 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
2 2 3 33 24 37 27
PANHANDLE EASTERN- POOL GAS (INDEX) - ICE FUTURES ENERGY DIV Code-0233BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/29/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 29,235
COMMITMENTS
2,525 4,353 0 24,424 24,392 26,949 28,745 2,286 490
CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.6 14.9 0.0 83.5 83.4 92.2 98.3 7.8 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 0 12 12 13 13
SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/29/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 36,433
COMMITMENTS
8,767 620 0 26,696 35,085 35,463 35,705 970 728
CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST: 3,275)
1,137 0 -62 2,499 3,823 3,574 3,761 -299 -486
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.1 1.7 0.0 73.3 96.3 97.3 98.0 2.7 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
5 1 0 13 13 18 14
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/29/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 43,638
COMMITMENTS
5,918 0 0 34,638 42,599 40,556 42,599 3,082 1,039
CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST: 1,612)
1,147 0 0 93 1,457 1,240 1,457 372 155
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.6 0.0 0.0 79.4 97.6 92.9 97.6 7.1 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 0 0 14 14 16 14
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/29/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 274,090
COMMITMENTS
4,759 39,240 5,811 252,387 223,938 262,957 268,989 11,133 5,101
CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST: 7,371)
699 -2,413 2,353 6,250 7,992 9,302 7,932 -1,931 -561
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 14.3 2.1 92.1 81.7 95.9 98.1 4.1 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
4 5 7 40 35 49 42
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/29/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 81,758
COMMITMENTS
8,484 0 0 68,264 78,568 76,748 78,568 5,010 3,190
CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST: 2,602)
151 0 0 3,004 2,629 3,155 2,629 -553 -27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.4 0.0 0.0 83.5 96.1 93.9 96.1 6.1 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 0 0 17 18 18 18
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/29/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 89,162
COMMITMENTS
0 1,472 0 83,507 84,934 83,507 86,406 5,655 2,756
CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST: 1,594)
0 0 0 1,166 1,594 1,166 1,594 428 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.7 0.0 93.7 95.3 93.7 96.9 6.3 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 1 0 21 18 21 19
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/29/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 74,970
COMMITMENTS
0 5,239 1,254 64,112 66,765 65,366 73,258 9,604 1,712
CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST: 3,190)
0 2,729 -186 3,655 3,107 3,469 5,650 -279 -2,460
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.0 1.7 85.5 89.1 87.2 97.7 12.8 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 2 2 19 18 21 20
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/29/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 153,827
COMMITMENTS
14,125 8,418 17,526 120,094 126,019 151,745 151,963 2,082 1,864
CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST: 1,718)
-614 600 948 414 -1,029 748 519 970 1,199
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 5.5 11.4 78.1 81.9 98.6 98.8 1.4 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
10 10 16 53 55 69 75
MID-C FINANCIAL PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/29/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 53,493
COMMITMENTS
6,333 418 1,541 45,619 51,534 53,493 53,493 0 0
CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST: 837)
124 -54 104 609 787 837 837 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 0.8 2.9 85.3 96.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
4 1 3 26 20 31 23
MID-C FINANCIAL OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/29/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 455,988
COMMITMENTS
28,236 1,288 24,799 402,953 429,901 455,988 455,988 0 0
CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST: 9,040)
336 0 0 8,704 9,040 9,040 9,040 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 0.3 5.4 88.4 94.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
4 1 2 22 23 26 26
PJM WH OFF PEAK REAL TIME - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/29/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,553,843
COMMITMENTS
47,965 13,118 68,949 1433136 1449327 1550050 1531394 3,793 22,449
CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST: 45,032)
3,946 1,184 0 38,429 41,191 42,375 42,375 2,657 2,657
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 0.8 4.4 92.2 93.3 99.8 98.6 0.2 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
6 3 5 44 43 51 50
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/29/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 52,837
COMMITMENTS
587 8,555 4,599 47,651 39,682 52,837 52,837 -0 -0
CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST: 877)
105 262 -536 1,308 1,151 877 877 -0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 16.2 8.7 90.2 75.1 100.0 100.0 -0.0 -0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 6 4 24 20 28 28
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/29/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 309,599
COMMITMENTS
1,088 19,096 32,171 276,340 258,332 309,599 309,599 0 0
CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST: 1,312)
-328 1,303 -647 2,287 656 1,312 1,312 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 6.2 10.4 89.3 83.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 2 3 17 16 20 20
PJM AEP DAYTON RT OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/29/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 671,706
COMMITMENTS
33,789 0 12,001 625,916 659,705 671,706 671,706 0 0
CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST: 25,825)
0 0 0 25,825 25,825 25,825 25,825 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 0.0 1.8 93.2 98.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 0 1 27 27 30 28
AEP DAYTON HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/29/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 59,988
COMMITMENTS
8,734 0 2,304 48,335 56,026 59,373 58,330 615 1,658
CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST: 939)
-210 0 -194 1,087 962 683 768 256 171
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.6 0.0 3.8 80.6 93.4 99.0 97.2 1.0 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
7 0 3 27 28 34 31
AD HUB DA OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/29/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 38,630
COMMITMENTS
100 0 0 38,350 38,630 38,450 38,630 180 0
CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST: -2,721,082)
-7,820 0 0 -2713442 -2721082 -2721262 -2721082 180 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.0 0.0 99.3 100.0 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 0 0 23 16 24 16
AD HUB DA PEAK DAILY - ICE FUTURES ENERGY DIV Code-06439E
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/29/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 mwh OPEN INTEREST: 5,400
COMMITMENTS
0 50 250 5,000 4,900 5,250 5,200 150 200
CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST: -1,850)
-150 -250 250 -1,950 -1,700 -1,850 -1,700 0 -150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.9 4.6 92.6 90.7 97.2 96.3 2.8 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 1 9 14 10 15
PJM AEP DAYTON DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/29/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 58,960
COMMITMENTS
700 0 100 58,160 58,860 58,960 58,960 0 0
CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST: -1,088,120)
700 -100 -2,000 -1086820 -1086020 -1088120 -1088120 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.0 0.2 98.6 99.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 0 1 29 15 30 16
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/29/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 10,625
COMMITMENTS
50 700 0 10,575 9,925 10,625 10,625 0 0
CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST: -780,855)
50 -50,340 0 -780,905 -730,515 -780,855 -780,855 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 6.6 0.0 99.5 93.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 1 0 17 16 18 17
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/29/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 268,944
COMMITMENTS
14,488 1,152 3,488 250,968 264,304 268,944 268,944 0 0
CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST: -3,472)
1,600 384 0 -5,072 -3,856 -3,472 -3,472 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 0.4 1.3 93.3 98.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 2 2 21 18 24 21
ERCOT - NORTH ZONE - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/29/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 11,637
COMMITMENTS
2,899 451 172 8,141 10,609 11,212 11,232 425 405
CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST: 210)
147 62 0 44 126 191 188 19 22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.9 3.9 1.5 70.0 91.2 96.3 96.5 3.7 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
4 3 3 13 13 18 18
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/29/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 15,750
COMMITMENTS
2,750 300 550 12,450 14,900 15,750 15,750 0 0
CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST: -1,201,240)
-182,040 -13,540 -45,780 -973,420 -1141920 -1201240 -1201240 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.5 1.9 3.5 79.0 94.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 2 2 11 12 13 15
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/29/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 15,235
COMMITMENTS
750 1,500 0 14,475 13,735 15,225 15,235 10 0
CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST: -291,975)
-12,050 -30,400 0 -279,935 -261,575 -291,985 -291,975 10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 9.8 0.0 95.0 90.2 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 1 0 21 18 24 19
MISO IN. RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/29/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 9,836
COMMITMENTS
65 0 60 9,131 9,456 9,256 9,516 580 320
CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST: -193,444)
-1,290 0 -1,210 -191,524 -192,554 -194,024 -193,764 580 320
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.0 0.6 92.8 96.1 94.1 96.7 5.9 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 1 22 16 23 17
MISO CINERGY HUB (REAL-TIME LMP) - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/29/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 22,867
COMMITMENTS
1,445 149 578 20,546 20,667 22,569 21,394 298 1,473
CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST: 170)
190 -44 1 -21 86 170 43 0 127
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 0.7 2.5 89.9 90.4 98.7 93.6 1.3 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 2 1 25 23 27 26
Nepool MH DA LMP Offpk Mon Min - ICE FUTURES ENERGY DIV Code-0643B9
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/29/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 37,600
COMMITMENTS
0 3,535 3,555 33,940 30,510 37,495 37,600 105 0
CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST: -2,835,269)
-5,600 -238,295 -279,483 -2550291 -2317491 -2835374 -2835269 105 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 9.4 9.5 90.3 81.1 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
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 04/29/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 43,178
COMMITMENTS
975 2,726 4,097 37,897 36,355 42,969 43,178 209 0
CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST: -852,423)
-16,785 -54,903 -82,056 -753,749 -715,422 -852,590 -852,381 167 -42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 6.3 9.5 87.8 84.2 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
5 3 4 35 32 42 37
N. ILLINOIS HUB DAY AHEAD LMP, OFF PEAK MONTHLY - ICE FUTURES ENERGY Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/29/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 32,875
COMMITMENTS
150 0 0 32,725 32,565 32,875 32,565 0 310
CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST: -2,399,974)
150 0 0 -2400124 -2400284 -2399974 -2400284 0 310
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.0 0.0 99.5 99.1 100.0 99.1 0.0 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 0 19 9 20 9
PJM NI DAY AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/29/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 35,800
COMMITMENTS
50 50 0 35,750 35,750 35,800 35,800 0 0
CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST: -674,930)
50 -1,050 0 -674,980 -673,880 -674,930 -674,930 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.1 0.0 99.9 99.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 1 0 24 15 25 16
ISO NE MASS DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/29/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 494,151
COMMITMENTS
63,425 4,240 39,904 390,822 450,007 494,151 494,151 0 0
CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST: 7,667)
-7,215 816 4,870 10,012 1,981 7,667 7,667 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.8 0.9 8.1 79.1 91.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
3 2 4 28 27 32 32
NEPOOL MASS HUB (DAY-AHEAD LMP) - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/29/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 35,038
COMMITMENTS
4,473 1,726 2,222 27,366 31,027 34,061 34,975 977 63
CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST: 911)
150 -55 133 586 833 869 911 42 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.8 4.9 6.3 78.1 88.6 97.2 99.8 2.8 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
5 3 5 30 30 36 37
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/29/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 19,743
COMMITMENTS
4,486 0 1,228 14,029 18,515 19,743 19,743 0 0
CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST: -3)
-183 0 0 180 -3 -3 -3 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.7 0.0 6.2 71.1 93.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 0 1 19 13 21 14
CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BR
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/29/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
25MWh OPEN INTEREST: 207,280
COMMITMENTS
88,702 0 2,736 115,842 204,544 207,280 207,280 0 0
CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST: -328)
2,929 0 0 -3,257 -328 -328 -328 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.8 0.0 1.3 55.9 98.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 0 2 15 10 18 12
PJM NI REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/29/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 473,678
COMMITMENTS
3,529 10,504 17,049 453,100 446,125 473,678 473,678 0 0
CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST: 7,396)
0 -1,600 0 7,396 8,996 7,396 7,396 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 2.2 3.6 95.7 94.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 1 1 23 19 25 20
NORTHERN ILLINOIS HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/29/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 26,450
COMMITMENTS
5,084 0 428 20,405 25,468 25,917 25,896 533 554
CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST: 58)
-361 0 0 440 79 79 79 -21 -21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.2 0.0 1.6 77.1 96.3 98.0 97.9 2.0 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 0 1 23 20 26 21
NYISO ZONE A - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/29/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 18,132
COMMITMENTS
2,105 1,043 43 15,514 16,493 17,662 17,579 470 553
CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST: 571)
170 252 -43 423 383 550 592 21 -21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.6 5.8 0.2 85.6 91.0 97.4 97.0 2.6 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
4 1 1 20 18 24 20
NYISO ZONE A (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/29/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 241,424
COMMITMENTS
39,622 392 384 201,418 240,648 241,424 241,424 0 0
CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST: 768)
-408 0 0 1,176 768 768 768 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.4 0.2 0.2 83.4 99.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 1 1 17 20 20 21
NYISO ZONE G - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/29/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 13,036
COMMITMENTS
1,987 0 424 10,365 12,313 12,776 12,737 260 299
CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST: 37)
129 -39 -27 -88 103 14 37 23 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.2 0.0 3.3 79.5 94.5 98.0 97.7 2.0 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
5 0 2 18 23 23 25
NYISO ZONE G (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/29/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 155,009
COMMITMENTS
13,278 0 0 141,731 155,009 155,009 155,009 0 0
CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST: -417)
0 0 0 -417 -417 -417 -417 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.6 0.0 0.0 91.4 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 0 0 21 20 24 20
PALO VERDE - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/29/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 21,385
COMMITMENTS
0 2,642 2,233 19,152 16,510 21,385 21,385 0 0
CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST: -103)
0 0 0 -103 -103 -103 -103 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 12.4 10.4 89.6 77.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 1 1 19 16 20 17
PALO VERDE (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/29/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
25 MWh OPEN INTEREST: 147,976
COMMITMENTS
8,320 0 0 139,656 147,976 147,976 147,976 0 0
CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST: 648)
0 0 0 648 648 648 648 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 0.0 0.0 94.4 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 12 10 13 10
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/29/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 9,115
COMMITMENTS
200 200 0 8,260 8,895 8,460 9,095 655 20
CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST: -684,187)
200 -15,320 0 -685,042 -668,887 -684,842 -684,207 655 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 2.2 0.0 90.6 97.6 92.8 99.8 7.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 0 15 15 16 16
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/29/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 9,970
COMMITMENTS
100 75 0 9,120 9,835 9,220 9,910 750 60
CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST: -198,965)
-2,050 -1,575 0 -197,665 -197,450 -199,715 -199,025 750 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.8 0.0 91.5 98.6 92.5 99.4 7.5 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 0 13 13 14 14
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/29/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 24,660
COMMITMENTS
0 1,050 0 24,410 23,610 24,410 24,660 250 0
CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST: -431,515)
0 -21,400 0 -431,765 -410,115 -431,765 -431,515 250 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.3 0.0 99.0 95.7 99.0 100.0 1.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 2 0 19 13 19 15
PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643CV
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/29/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 20,815
COMMITMENTS
0 900 0 20,425 19,915 20,425 20,815 390 0
CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST: -1,506,239)
0 -69,180 0 -1506629 -1437059 -1506629 -1506239 390 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.3 0.0 98.1 95.7 98.1 100.0 1.9 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 0 16 10 16 11
PJM PECO ZONE (DA LMP) PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/29/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 10,070
COMMITMENTS
0 0 0 9,740 9,980 9,740 9,980 330 90
CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST: -190,640)
0 0 0 -190,970 -190,730 -190,970 -190,730 330 90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.7 99.1 96.7 99.1 3.3 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 19 14 19 14
PJM PEPCO DAY-AHEAD - ICE FUTURES ENERGY DIV Code-0643D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/29/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 24,645
COMMITMENTS
0 200 0 24,420 24,445 24,420 24,645 225 0
CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST: -498,135)
0 -4,100 0 -498,360 -494,035 -498,360 -498,135 225 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.8 0.0 99.1 99.2 99.1 100.0 0.9 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 1 0 21 14 21 15
PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643D5
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/29/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 21,770
COMMITMENTS
0 0 0 21,055 21,740 21,055 21,740 715 30
CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST: -1,675,349)
0 0 0 -1676064 -1675379 -1676064 -1675379 715 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.7 99.9 96.7 99.9 3.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 17 12 17 12
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/29/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 23,440
COMMITMENTS
0 0 0 22,865 23,190 22,865 23,190 575 250
CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST: -1,745,365)
0 0 0 -1745940 -1745615 -1745940 -1745615 575 250
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.5 98.9 97.5 98.9 2.5 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 18 8 18 8
PJM PPL ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/29/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 23,975
COMMITMENTS
0 0 0 23,335 23,725 23,335 23,725 640 250
CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST: -466,635)
0 0 0 -467,275 -466,885 -467,275 -466,885 640 250
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.3 99.0 97.3 99.0 2.7 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 19 10 19 10
PJM WESTERN HUB (DAY-AHEAD OFF PEAK) - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/29/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 129,165
COMMITMENTS
2,465 200 0 126,525 128,865 128,990 129,065 175 100
CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST: -9,683,069)
-177,358 200 0 -9505886 -9683369 -9683244 -9683169 175 100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 0.2 0.0 98.0 99.8 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
3 1 0 40 33 43 34
PJM WESTERN HUB (DAY-AHEAD) - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/29/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 166,936
COMMITMENTS
2,250 460 815 163,711 165,661 166,776 166,936 160 0
CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST: -3,311,288)
-48,670 460 -11,735 -3248843 -3297813 -3309248 -3309088 -2,040 -2,200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 0.3 0.5 98.1 99.2 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
3 1 2 39 34 43 36
PJM WESTERN HUB MINI (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/29/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 152,536
COMMITMENTS
22,664 6,246 8,295 121,175 137,545 152,134 152,086 402 450
CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST: -3,049,311)
-473,016 -133,968 -159,118 -2417475 -2756570 -3049609 -3049656 297 345
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.9 4.1 5.4 79.4 90.2 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
9 6 10 42 41 55 53
PJM WH REAL TIME MINI OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/29/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 99,075
COMMITMENTS
3,275 2,520 1,655 94,050 94,900 98,980 99,075 95 0
CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST: -7,430,794)
-253,313 -194,388 -127,970 -7049606 -7108436 -7430889 -7430794 95 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 2.5 1.7 94.9 95.8 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
5 2 3 34 32 39 37
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/29/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 27,920
COMMITMENTS
0 875 0 27,375 27,045 27,375 27,920 545 0
CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST: -558,525)
0 -17,775 0 -559,070 -540,750 -559,070 -558,525 545 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.1 0.0 98.0 96.9 98.0 100.0 2.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 2 0 26 15 26 17
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/29/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 25,800
COMMITMENTS
0 400 0 25,560 25,110 25,560 25,510 240 290
CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST: -1,960,564)
0 -30,720 0 -1960804 -1930134 -1960804 -1960854 240 290
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.6 0.0 99.1 97.3 99.1 98.9 0.9 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 1 0 28 13 28 14
NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/29/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 10,101
COMMITMENTS
1,328 450 100 8,457 9,551 9,885 10,101 216 0
CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST: -210,107)
-27,012 -9,150 -2,035 -180,751 -198,922 -209,798 -210,107 -309 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.1 4.5 1.0 83.7 94.6 97.9 100.0 2.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 1 2 22 21 25 24
NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C76
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/29/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 11,731
COMMITMENTS
149 1,620 125 11,274 9,941 11,548 11,686 183 45
CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST: -213,978)
-4,754 -33,955 125 -209,532 -180,193 -214,161 -214,023 183 45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 13.8 1.1 96.1 84.7 98.4 99.6 1.6 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 4 2 23 19 26 23
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/29/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 9,030
COMMITMENTS
0 0 0 8,550 8,900 8,550 8,900 480 130
CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST: -673,221)
-736 0 0 -672,965 -673,351 -673,701 -673,351 480 130
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 94.7 98.6 94.7 98.6 5.3 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 18 18 18 18
NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C78
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/29/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 6,764
COMMITMENTS
0 400 0 6,349 6,319 6,349 6,719 415 45
CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST: -119,608)
-2,880 -8,200 0 -117,143 -111,453 -120,023 -119,653 415 45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.9 0.0 93.9 93.4 93.9 99.3 6.1 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 2 0 13 11 13 13
Updated May 2, 2014