CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 19,373
COMMITMENTS
8,082 3,984 428 10,863 14,961 19,373 19,373 0 0
CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: -6)
5 0 -5 -6 -1 -6 -6 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 05/06/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 4,947,436
COMMITMENTS
1016056 136,467 1132382 2767570 3661626 4916008 4930475 31,428 16,961
CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: 36,908)
-15,177 1,005 -9,805 61,620 46,391 36,638 37,591 270 -683
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.5 2.8 22.9 55.9 74.0 99.4 99.7 0.6 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 210)
41 24 59 134 117 199 178
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 2,196,050
COMMITMENTS
33,166 35,800 906,399 1255846 1253175 2195411 2195374 638 675
CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: 17,991)
1,610 -1,911 15,874 1,061 3,526 18,545 17,490 -554 502
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 1.6 41.3 57.2 57.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
18 22 35 53 56 89 95
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 235,548
COMMITMENTS
25,329 3,471 8,549 186,797 213,934 220,675 225,954 14,873 9,594
CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: -17,285)
-7,218 1,353 -1,168 -7,128 -17,663 -15,514 -17,478 -1,771 193
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 1.5 3.6 79.3 90.8 93.7 95.9 6.3 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
4 3 5 29 31 36 36
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 129,660
COMMITMENTS
2,233 2,139 1,532 117,218 123,297 120,983 126,968 8,677 2,692
CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: -9,273)
-1,890 -465 -5 -7,338 -8,385 -9,233 -8,855 -40 -418
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 1.6 1.2 90.4 95.1 93.3 97.9 6.7 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 2 1 31 26 33 29
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 196,549
COMMITMENTS
23,560 4,558 2,589 160,585 179,095 186,734 186,242 9,815 10,307
CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: -13,245)
-4,496 1,779 -1,613 -7,522 -14,461 -13,631 -14,295 386 1,050
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.0 2.3 1.3 81.7 91.1 95.0 94.8 5.0 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
4 2 2 20 23 25 26
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 759,970
COMMITMENTS
68,959 3,260 11,375 675,155 737,025 755,489 751,660 4,481 8,310
CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: -40,559)
-2,020 397 -1,251 -38,138 -40,164 -41,409 -41,018 850 459
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.1 0.4 1.5 88.8 97.0 99.4 98.9 0.6 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
3 4 4 49 39 55 44
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 220,362
COMMITMENTS
22,672 15,142 1,361 181,482 198,442 205,515 214,945 14,847 5,417
CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: -10,431)
560 0 -91 -12,189 -9,660 -11,720 -9,751 1,289 -680
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 6.9 0.6 82.4 90.1 93.3 97.5 6.7 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
5 1 1 23 24 28 26
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 210,912
COMMITMENTS
878 0 3,281 202,211 199,478 206,370 202,759 4,542 8,153
CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: -13,420)
176 0 -1 -13,145 -14,629 -12,970 -14,630 -450 1,210
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.0 1.6 95.9 94.6 97.8 96.1 2.2 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
2 0 2 31 34 33 36
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 97,286
COMMITMENTS
9,717 1,836 563 82,843 82,470 93,123 84,869 4,163 12,417
CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: -6,457)
886 304 -2,451 -4,744 -4,396 -6,309 -6,543 -148 86
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 1.9 0.6 85.2 84.8 95.7 87.2 4.3 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 1 1 18 17 21 19
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 116,160
COMMITMENTS
6,372 10,841 7,893 91,775 90,842 106,040 109,576 10,120 6,584
CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: -11,665)
-1,360 3,298 -4,584 -7,275 -10,608 -13,219 -11,894 1,554 229
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 9.3 6.8 79.0 78.2 91.3 94.3 8.7 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 2 4 19 23 24 27
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 69,989
COMMITMENTS
0 5,266 2,235 58,523 53,789 60,758 61,290 9,231 8,699
CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: -6,248)
0 -251 -280 -5,527 -5,032 -5,807 -5,563 -441 -685
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.5 3.2 83.6 76.9 86.8 87.6 13.2 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 2 2 14 16 16 18
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 171,304
COMMITMENTS
1,184 0 360 160,433 166,233 161,977 166,593 9,327 4,711
CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: -11,262)
-152 0 0 -11,320 -10,751 -11,472 -10,751 210 -511
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.0 0.2 93.7 97.0 94.6 97.2 5.4 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 0 1 26 23 28 24
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 83,347
COMMITMENTS
0 0 0 73,981 78,888 73,981 78,888 9,366 4,459
CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: -7,244)
0 0 0 -6,266 -7,111 -6,266 -7,111 -978 -133
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 88.8 94.7 88.8 94.7 11.2 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 0 0 20 19 20 19
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 292,109
COMMITMENTS
4,779 3,185 0 280,101 281,905 284,880 285,090 7,229 7,019
CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: -14,659)
-496 -775 0 -13,406 -13,009 -13,902 -13,784 -757 -875
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 1.1 0.0 95.9 96.5 97.5 97.6 2.5 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
1 2 0 43 36 44 38
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 74,255
COMMITMENTS
2,418 12,305 1,551 65,972 51,814 69,941 65,670 4,314 8,585
CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: -8,525)
-395 -4,798 149 -6,005 -3,295 -6,251 -7,944 -2,274 -581
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 16.6 2.1 88.8 69.8 94.2 88.4 5.8 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 4 4 16 17 21 22
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BA - ICE FUTURES ENERCode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 72,160
COMMITMENTS
1,465 0 2,318 59,947 63,815 63,730 66,133 8,430 6,027
CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: -5,869)
-564 0 15 -4,653 -5,110 -5,202 -5,095 -667 -774
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 0.0 3.2 83.1 88.4 88.3 91.6 11.7 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 1 13 14 15 15
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 55,654
COMMITMENTS
15,221 5,012 1,410 38,465 43,834 55,096 50,256 558 5,398
CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: -31,574)
-7,841 -9,673 -2,931 -20,542 -21,615 -31,314 -34,219 -260 2,645
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.3 9.0 2.5 69.1 78.8 99.0 90.3 1.0 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
7 5 2 18 19 27 24
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 33,323
COMMITMENTS
0 0 0 30,753 31,993 30,753 31,993 2,570 1,330
CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: -11,730)
0 -210 0 -11,671 -10,860 -11,671 -11,070 -59 -660
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 92.3 96.0 92.3 96.0 7.7 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 10 15 10 15
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 116,461
COMMITMENTS
0 1,683 0 101,644 105,795 101,644 107,478 14,817 8,983
CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: -1,963)
0 -155 0 -3,448 -969 -3,448 -1,124 1,485 -839
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.4 0.0 87.3 90.8 87.3 92.3 12.7 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 1 0 27 22 27 23
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 94,313
COMMITMENTS
0 1,887 1,654 85,415 80,957 87,069 84,498 7,244 9,815
CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: -8,995)
0 -3,065 0 -7,855 -5,165 -7,855 -8,230 -1,140 -765
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.0 1.8 90.6 85.8 92.3 89.6 7.7 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 2 1 18 20 19 22
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 78,457
COMMITMENTS
448 7,079 1,621 71,197 65,456 73,266 74,156 5,191 4,301
CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: -3,408)
-619 674 -61 -1,998 -3,972 -2,678 -3,359 -730 -49
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 9.0 2.1 90.7 83.4 93.4 94.5 6.6 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 2 16 12 18 14
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 113,432
COMMITMENTS
592 9,984 875 105,930 99,706 107,397 110,565 6,035 2,867
CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: -4,407)
592 -471 -182 -5,417 -3,654 -5,007 -4,307 600 -100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 8.8 0.8 93.4 87.9 94.7 97.5 5.3 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 1 1 15 14 17 16
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 263,915
COMMITMENTS
2,609 46,127 4,264 239,517 202,222 246,390 252,613 17,525 11,302
CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: -15,445)
680 -7,693 -1,694 -12,800 -6,277 -13,814 -15,664 -1,631 219
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 17.5 1.6 90.8 76.6 93.4 95.7 6.6 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
1 3 3 31 22 34 26
SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 25,389
COMMITMENTS
4,295 620 0 20,542 24,335 24,837 24,955 552 434
CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: -11,044)
-4,472 0 0 -6,154 -10,750 -10,626 -10,750 -418 -294
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.9 2.4 0.0 80.9 95.8 97.8 98.3 2.2 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 1 0 10 12 12 13
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 37,284
COMMITMENTS
4,238 0 0 30,587 36,545 34,825 36,545 2,459 739
CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: -6,354)
-1,680 0 0 -4,051 -6,054 -5,731 -6,054 -623 -300
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 0.0 0.0 82.0 98.0 93.4 98.0 6.6 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 0 9 13 11 13
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 261,818
COMMITMENTS
3,400 39,647 5,763 239,497 210,276 248,660 255,686 13,158 6,132
CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: -12,272)
-1,359 407 -48 -12,890 -13,662 -14,297 -13,303 2,025 1,031
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 15.1 2.2 91.5 80.3 95.0 97.7 5.0 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
4 6 5 38 30 45 38
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 77,657
COMMITMENTS
9,072 0 0 64,191 74,719 73,263 74,719 4,394 2,938
CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: -4,101)
588 0 0 -4,073 -3,849 -3,485 -3,849 -616 -252
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.7 0.0 0.0 82.7 96.2 94.3 96.2 5.7 3.8
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 05/06/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 83,675
COMMITMENTS
0 1,224 0 78,609 79,974 78,609 81,198 5,066 2,477
CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: -5,487)
0 -248 0 -4,898 -4,960 -4,898 -5,208 -589 -279
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.5 0.0 93.9 95.6 93.9 97.0 6.1 3.0
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 05/06/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 70,699
COMMITMENTS
0 5,374 1,242 60,904 62,333 62,146 68,949 8,553 1,750
CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: -4,271)
0 135 -12 -3,208 -4,432 -3,220 -4,309 -1,051 38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.6 1.8 86.1 88.2 87.9 97.5 12.1 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 2 2 20 17 22 19
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 150,262
COMMITMENTS
14,948 8,295 16,801 117,553 124,654 149,301 149,750 961 512
CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: -3,565)
823 -123 -726 -2,541 -1,365 -2,444 -2,214 -1,121 -1,351
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 5.5 11.2 78.2 83.0 99.4 99.7 0.6 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
11 8 15 52 55 68 73
MID-C FINANCIAL PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 51,633
COMMITMENTS
6,511 424 1,410 43,712 49,799 51,633 51,633 0 0
CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: -1,859)
178 6 -131 -1,906 -1,734 -1,859 -1,859 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.6 0.8 2.7 84.7 96.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 1 3 24 20 28 23
MID-C FINANCIAL OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 423,362
COMMITMENTS
38,341 984 21,439 363,582 400,939 423,362 423,362 0 0
CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: -32,626)
10,105 -304 -3,360 -39,371 -28,962 -32,626 -32,626 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.1 0.2 5.1 85.9 94.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
4 1 2 22 21 26 24
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,504,749
COMMITMENTS
51,418 15,359 68,325 1385006 1402409 1504749 1486093 0 18,656
CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: -49,094)
3,453 2,241 -624 -48,130 -46,918 -45,301 -45,301 -3,793 -3,793
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 1.0 4.5 92.0 93.2 100.0 98.8 0.0 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
4 3 5 44 43 50 49
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 52,921
COMMITMENTS
804 8,708 4,270 47,847 39,943 52,921 52,921 0 -0
CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: 85)
217 152 -329 196 261 85 85 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 16.5 8.1 90.4 75.5 100.0 100.0 0.0 -0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 5 4 24 21 28 29
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 309,009
COMMITMENTS
1,600 14,151 33,612 273,797 261,246 309,009 309,009 0 0
CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: -590)
512 -4,945 1,441 -2,543 2,914 -590 -590 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 4.6 10.9 88.6 84.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 3 3 17 16 20 20
PJM AEP DAYTON RT OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 643,498
COMMITMENTS
34,525 0 10,489 598,484 633,009 643,498 643,498 0 0
CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: -28,208)
736 0 -1,512 -27,432 -26,696 -28,208 -28,208 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 0.0 1.6 93.0 98.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 0 1 27 26 30 27
AEP DAYTON HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 53,370
COMMITMENTS
9,107 0 1,463 42,355 50,359 52,925 51,822 445 1,548
CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: -6,618)
373 0 -841 -5,980 -5,667 -6,448 -6,508 -170 -110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.1 0.0 2.7 79.4 94.4 99.2 97.1 0.8 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
6 0 4 27 27 33 31
AD HUB DA OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 35,430
COMMITMENTS
150 0 0 35,100 35,430 35,250 35,430 180 0
CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: -3,200)
50 0 0 -3,250 -3,200 -3,200 -3,200 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.0 0.0 99.1 100.0 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 0 0 19 16 20 16
AD HUB DA PEAK DAILY - ICE FUTURES ENERGY DIV Code-06439E
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 mwh OPEN INTEREST: 3,550
COMMITMENTS
0 450 0 3,500 2,750 3,500 3,200 50 350
CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: -1,850)
0 400 -250 -1,500 -2,150 -1,750 -2,000 -100 150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 12.7 0.0 98.6 77.5 98.6 90.1 1.4 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 2 0 12 8 12 10
PJM AEP DAYTON DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 54,110
COMMITMENTS
0 300 200 53,910 53,610 54,110 54,110 0 0
CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: -4,850)
-700 300 100 -4,250 -5,250 -4,850 -4,850 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.6 0.4 99.6 99.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 1 1 27 14 28 15
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 11,225
COMMITMENTS
50 700 0 11,175 10,525 11,225 11,225 0 0
CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: 600)
0 0 0 600 600 600 600 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 6.2 0.0 99.6 93.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 1 0 17 17 18 18
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 265,384
COMMITMENTS
13,672 768 3,104 248,608 261,512 265,384 265,384 0 0
CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: -3,560)
-816 -384 -384 -2,360 -2,792 -3,560 -3,560 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 0.3 1.2 93.7 98.5 100.0 100.0 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 05/06/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 11,808
COMMITMENTS
2,920 664 172 8,350 10,609 11,442 11,445 366 363
CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: 171)
21 213 0 209 0 230 213 -59 -42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.7 5.6 1.5 70.7 89.8 96.9 96.9 3.1 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
4 3 3 14 14 19 19
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/14 |
--------------------------------------------------------------| 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 04/29/14 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 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 05/06/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 15,585
COMMITMENTS
750 1,600 0 14,825 13,985 15,575 15,585 10 0
CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: 350)
0 100 0 350 250 350 350 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 10.3 0.0 95.1 89.7 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 05/06/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 10,491
COMMITMENTS
365 0 60 9,346 10,131 9,771 10,191 720 300
CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: 655)
300 0 0 215 675 515 675 140 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 0.0 0.6 89.1 96.6 93.1 97.1 6.9 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 1 21 17 22 18
MISO CINERGY HUB (REAL-TIME LMP) - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 22,610
COMMITMENTS
1,509 86 578 20,225 20,452 22,312 21,116 298 1,494
CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: -257)
64 -63 0 -321 -215 -257 -278 0 21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 0.4 2.6 89.5 90.5 98.7 93.4 1.3 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 1 1 26 23 28 25
Nepool MH DA LMP Offpk Mon Min - ICE FUTURES ENERGY DIV Code-0643B9
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 35,620
COMMITMENTS
0 3,170 3,105 32,375 29,225 35,480 35,500 140 120
CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: -1,980)
0 -365 -450 -1,565 -1,285 -2,015 -2,100 35 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 8.9 8.7 90.9 82.0 99.6 99.7 0.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
0 3 2 31 24 33 28
ISO NE MASS PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 41,059
COMMITMENTS
900 1,859 4,114 35,806 35,086 40,820 41,059 239 0
CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: -2,119)
-75 -867 17 -2,091 -1,269 -2,149 -2,119 30 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 4.5 10.0 87.2 85.5 99.4 100.0 0.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
5 3 4 34 29 41 34
N. ILLINOIS HUB DAY AHEAD LMP, OFF PEAK MONTHLY - ICE FUTURES ENERGY Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 30,825
COMMITMENTS
550 50 0 30,275 30,465 30,825 30,515 0 310
CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: -2,050)
400 50 0 -2,450 -2,100 -2,050 -2,050 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 0.2 0.0 98.2 98.8 100.0 99.0 0.0 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 0 19 9 20 10
PJM NI DAY AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 34,845
COMMITMENTS
500 50 0 34,345 34,795 34,845 34,845 0 0
CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: -955)
450 0 0 -1,405 -955 -955 -955 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.1 0.0 98.6 99.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 1 0 24 14 25 15
ISO NE MASS DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 475,623
COMMITMENTS
58,832 5,768 34,689 382,102 435,166 475,623 475,623 0 0
CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: -18,528)
-4,593 1,528 -5,215 -8,720 -14,841 -18,528 -18,528 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 1.2 7.3 80.3 91.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 1 2 28 27 31 30
NEPOOL MASS HUB (DAY-AHEAD LMP) - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 33,200
COMMITMENTS
5,445 1,678 1,557 25,264 29,627 32,266 32,862 934 338
CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: -1,837)
972 -48 -665 -2,101 -1,399 -1,794 -2,112 -43 275
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.4 5.1 4.7 76.1 89.2 97.2 99.0 2.8 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
5 3 4 28 28 33 35
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 20,036
COMMITMENTS
4,563 216 1,228 14,245 18,592 20,036 20,036 0 0
CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: 293)
77 216 0 216 77 293 293 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.8 1.1 6.1 71.1 92.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 1 1 19 13 21 15
CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BR
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/14 |
--------------------------------------------------------------| 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 04/29/14 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 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 05/06/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 468,365
COMMITMENTS
3,161 11,240 15,945 449,259 441,180 468,365 468,365 0 0
CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: -5,313)
-368 736 -1,104 -3,841 -4,945 -5,313 -5,313 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 2.4 3.4 95.9 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 05/06/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 27,623
COMMITMENTS
5,085 0 257 21,365 26,814 26,707 27,071 916 552
CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: 1,173)
1 0 -171 960 1,346 790 1,175 383 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.4 0.0 0.9 77.3 97.1 96.7 98.0 3.3 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 0 1 21 19 24 20
NYISO ZONE A - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 17,843
COMMITMENTS
2,082 1,574 0 15,313 15,716 17,395 17,290 448 553
CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: -289)
-23 531 -43 -201 -777 -267 -289 -22 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.7 8.8 0.0 85.8 88.1 97.5 96.9 2.5 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
4 1 0 20 19 24 20
NYISO ZONE A (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 230,592
COMMITMENTS
38,150 2,424 384 192,058 227,784 230,592 230,592 0 0
CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: -10,832)
-1,472 2,032 0 -9,360 -12,864 -10,832 -10,832 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.5 1.1 0.2 83.3 98.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 2 1 16 20 19 22
NYISO ZONE G - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 12,343
COMMITMENTS
1,510 0 742 9,918 11,346 12,170 12,088 173 255
CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: -693)
-477 0 318 -447 -967 -606 -649 -87 -44
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.2 0.0 6.0 80.4 91.9 98.6 97.9 1.4 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
5 0 2 19 21 24 23
NYISO ZONE G (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 146,177
COMMITMENTS
9,998 0 0 136,179 146,177 146,177 146,177 0 0
CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: -8,832)
-3,280 0 0 -5,552 -8,832 -8,832 -8,832 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 0.0 0.0 93.2 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 0 0 16 17 19 17
PALO VERDE - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 20,694
COMMITMENTS
0 2,386 2,359 18,335 15,949 20,694 20,694 0 0
CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: -691)
0 -256 126 -817 -561 -691 -691 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 11.5 11.4 88.6 77.1 100.0 100.0 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 05/06/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
25 MWh OPEN INTEREST: 146,121
COMMITMENTS
7,712 0 0 138,409 146,121 146,121 146,121 0 0
CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: -1,855)
-608 0 0 -1,247 -1,855 -1,855 -1,855 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 0.0 0.0 94.7 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 12 11 13 11
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 9,310
COMMITMENTS
200 100 0 8,510 9,200 8,710 9,300 600 10
CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: 195)
0 -100 0 250 305 250 205 -55 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 1.1 0.0 91.4 98.8 93.6 99.9 6.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 0 14 14 15 15
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 10,250
COMMITMENTS
100 0 0 9,460 10,200 9,560 10,200 690 50
CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: 280)
0 -75 0 340 365 340 290 -60 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.0 0.0 92.3 99.5 93.3 99.5 6.7 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 12 13 13 13
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 25,140
COMMITMENTS
0 1,000 0 24,920 24,140 24,920 25,140 220 0
CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: 480)
0 -50 0 510 530 510 480 -30 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.0 0.0 99.1 96.0 99.1 100.0 0.9 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 2 0 18 12 18 14
PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643CV
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 21,160
COMMITMENTS
0 900 0 20,810 20,260 20,810 21,160 350 0
CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: 345)
0 0 0 385 345 385 345 -40 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.3 0.0 98.3 95.7 98.3 100.0 1.7 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 05/06/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 9,430
COMMITMENTS
0 0 0 9,115 9,350 9,115 9,350 315 80
CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: -640)
0 0 0 -625 -630 -625 -630 -15 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.7 99.2 96.7 99.2 3.3 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 20 16 20 16
PJM PEPCO DAY-AHEAD - ICE FUTURES ENERGY DIV Code-0643D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 24,365
COMMITMENTS
0 200 0 24,085 24,165 24,085 24,365 280 0
CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: -280)
0 0 0 -335 -280 -335 -280 55 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.8 0.0 98.9 99.2 98.9 100.0 1.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 1 0 21 12 21 13
PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643D5
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 21,330
COMMITMENTS
0 0 0 20,620 21,315 20,620 21,315 710 15
CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: -440)
0 0 0 -435 -425 -435 -425 -5 -15
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: 21)
0 0 0 18 12 18 12
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 22,240
COMMITMENTS
0 0 0 21,650 22,235 21,650 22,235 590 5
CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: -1,200)
0 0 0 -1,215 -955 -1,215 -955 15 -245
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.3 100.0 97.3 100.0 2.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 19 9 19 9
PJM PPL ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 23,035
COMMITMENTS
0 0 0 22,265 23,030 22,265 23,030 770 5
CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: -940)
0 0 0 -1,070 -695 -1,070 -695 130 -245
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.7 100.0 96.7 100.0 3.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 20 11 20 11
PJM WESTERN HUB (DAY-AHEAD OFF PEAK) - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 124,495
COMMITMENTS
2,030 200 0 122,315 124,195 124,345 124,395 150 100
CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: -4,670)
-435 0 0 -4,210 -4,670 -4,645 -4,670 -25 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 0.2 0.0 98.2 99.8 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
3 1 0 39 32 42 33
PJM WESTERN HUB (DAY-AHEAD) - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 161,521
COMMITMENTS
3,055 0 100 158,231 161,421 161,386 161,521 135 0
CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: -5,415)
805 -460 -715 -5,480 -4,240 -5,390 -5,415 -25 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 0.0 0.1 98.0 99.9 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
4 0 1 39 34 43 35
PJM WESTERN HUB MINI (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 146,000
COMMITMENTS
21,647 4,535 9,211 114,923 131,929 145,781 145,675 219 325
CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: -6,536)
-1,017 -1,711 916 -6,252 -5,616 -6,353 -6,411 -183 -125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.8 3.1 6.3 78.7 90.4 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
7 7 10 43 41 56 52
PJM WH REAL TIME MINI OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 95,520
COMMITMENTS
2,730 2,170 1,910 90,785 91,440 95,425 95,520 95 0
CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: -3,555)
-545 -350 255 -3,265 -3,460 -3,555 -3,555 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 2.3 2.0 95.0 95.7 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
5 2 4 35 32 41 37
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 26,655
COMMITMENTS
0 825 0 26,125 25,830 26,125 26,655 530 0
CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: -1,265)
0 -50 0 -1,250 -1,215 -1,250 -1,265 -15 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 25 15 25 17
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 23,985
COMMITMENTS
0 350 0 23,765 23,345 23,765 23,695 220 290
CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: -1,815)
0 -50 0 -1,795 -1,765 -1,795 -1,815 -20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.5 0.0 99.1 97.3 99.1 98.8 0.9 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 1 0 28 12 28 13
NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 9,595
COMMITMENTS
1,258 400 65 8,061 9,130 9,384 9,595 211 0
CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: -506)
-70 -50 -35 -396 -421 -501 -506 -5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.1 4.2 0.7 84.0 95.2 97.8 100.0 2.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 1 1 22 21 25 23
NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C76
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 11,336
COMMITMENTS
25 1,740 50 11,032 9,491 11,107 11,281 229 55
CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: -395)
-124 120 -75 -242 -450 -441 -405 46 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 15.3 0.4 97.3 83.7 98.0 99.5 2.0 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 4 1 21 19 23 23
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 8,890
COMMITMENTS
0 0 0 8,770 8,890 8,770 8,890 120 0
CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: -140)
0 0 0 220 -10 220 -10 -360 -130
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.7 100.0 98.7 100.0 1.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 18 16 18 16
Updated May 9, 2014