CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 19,997
COMMITMENTS
8,075 4,019 735 11,187 15,243 19,997 19,997 -0 0
CHANGES FROM 05/06/14 (CHANGE IN OPEN INTEREST: 624)
-7 35 307 324 282 624 624 -0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.4 20.1 3.7 55.9 76.2 100.0 100.0 -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 05/13/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 4,873,884
COMMITMENTS
951,521 202,249 1060306 2827134 3593961 4838961 4856516 34,923 17,368
CHANGES FROM 05/06/14 (CHANGE IN OPEN INTEREST: -73,552)
-64,535 65,782 -72,076 59,564 -67,665 -77,047 -73,959 3,495 407
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.5 4.1 21.8 58.0 73.7 99.3 99.6 0.7 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 212)
39 28 60 132 117 198 180
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 2,088,748
COMMITMENTS
29,203 32,945 870,369 1188706 1184819 2088279 2088133 470 615
CHANGES FROM 05/06/14 (CHANGE IN OPEN INTEREST: -107,301)
-3,963 -2,856 -36,030 -67,140 -68,356 -107,133 -107,241 -169 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 1.6 41.7 56.9 56.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
15 25 38 55 57 94 96
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 240,786
COMMITMENTS
26,904 7,911 8,964 189,747 216,151 225,615 233,026 15,171 7,760
CHANGES FROM 05/06/14 (CHANGE IN OPEN INTEREST: 5,238)
1,575 4,440 415 2,950 2,217 4,940 7,072 298 -1,834
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 3.3 3.7 78.8 89.8 93.7 96.8 6.3 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
4 3 5 30 32 37 37
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 128,779
COMMITMENTS
2,604 2,139 1,741 115,499 121,608 119,844 125,488 8,935 3,291
CHANGES FROM 05/06/14 (CHANGE IN OPEN INTEREST: -881)
371 0 209 -1,719 -1,689 -1,139 -1,480 258 599
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 1.7 1.4 89.7 94.4 93.1 97.4 6.9 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 2 1 30 26 32 29
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 194,406
COMMITMENTS
22,227 3,487 2,151 161,615 178,953 185,993 184,591 8,413 9,815
CHANGES FROM 05/06/14 (CHANGE IN OPEN INTEREST: -2,143)
-1,333 -1,071 -438 1,030 -142 -741 -1,651 -1,402 -492
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 1.8 1.1 83.1 92.1 95.7 95.0 4.3 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
4 2 2 21 25 26 28
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 765,495
COMMITMENTS
73,552 2,826 10,445 676,988 743,545 760,985 756,816 4,510 8,679
CHANGES FROM 05/06/14 (CHANGE IN OPEN INTEREST: 5,525)
4,593 -434 -930 1,833 6,520 5,496 5,156 29 369
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 0.4 1.4 88.4 97.1 99.4 98.9 0.6 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
4 4 4 49 39 56 44
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 223,017
COMMITMENTS
26,520 15,142 291 183,143 201,744 209,954 217,177 13,063 5,840
CHANGES FROM 05/06/14 (CHANGE IN OPEN INTEREST: 2,655)
3,848 0 -1,070 1,661 3,302 4,439 2,232 -1,784 423
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.9 6.8 0.1 82.1 90.5 94.1 97.4 5.9 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
5 1 1 23 24 28 26
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 214,964
COMMITMENTS
2,163 0 3,484 205,442 203,655 211,089 207,139 3,875 7,825
CHANGES FROM 05/06/14 (CHANGE IN OPEN INTEREST: 4,052)
1,285 0 203 3,231 4,177 4,719 4,380 -667 -328
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.0 1.6 95.6 94.7 98.2 96.4 1.8 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
3 0 3 34 37 37 40
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 101,016
COMMITMENTS
4,138 1,836 1,154 90,288 84,878 95,580 87,868 5,436 13,148
CHANGES FROM 05/06/14 (CHANGE IN OPEN INTEREST: 3,730)
-5,579 0 591 7,445 2,408 2,457 2,999 1,273 731
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 1.8 1.1 89.4 84.0 94.6 87.0 5.4 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 1 1 18 17 20 19
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 115,301
COMMITMENTS
6,034 8,770 6,784 92,510 93,345 105,328 108,899 9,973 6,402
CHANGES FROM 05/06/14 (CHANGE IN OPEN INTEREST: -859)
-338 -2,071 -1,109 735 2,503 -712 -677 -147 -182
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 7.6 5.9 80.2 81.0 91.4 94.4 8.6 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 2 4 19 22 24 26
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 71,841
COMMITMENTS
2,295 2,448 772 59,225 59,891 62,292 63,111 9,549 8,730
CHANGES FROM 05/06/14 (CHANGE IN OPEN INTEREST: 1,852)
2,295 -2,818 -1,463 702 6,102 1,534 1,821 318 31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 3.4 1.1 82.4 83.4 86.7 87.8 13.3 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 1 2 16 16 18 19
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 171,648
COMMITMENTS
1,116 0 248 160,868 166,689 162,232 166,937 9,416 4,711
CHANGES FROM 05/06/14 (CHANGE IN OPEN INTEREST: 344)
-68 0 -112 435 456 255 344 89 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.0 0.1 93.7 97.1 94.5 97.3 5.5 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 0 1 25 22 27 23
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 83,957
COMMITMENTS
0 0 0 74,285 78,213 74,285 78,213 9,672 5,744
CHANGES FROM 05/06/14 (CHANGE IN OPEN INTEREST: 610)
0 0 0 304 -675 304 -675 306 1,285
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 88.5 93.2 88.5 93.2 11.5 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 20 18 20 18
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 302,083
COMMITMENTS
4,779 2,448 0 289,930 292,100 294,709 294,548 7,374 7,535
CHANGES FROM 05/06/14 (CHANGE IN OPEN INTEREST: 9,974)
0 -737 0 9,829 10,195 9,829 9,458 145 516
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 0.8 0.0 96.0 96.7 97.6 97.5 2.4 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
1 1 0 43 37 44 38
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 75,952
COMMITMENTS
2,169 13,697 2,100 67,791 50,637 72,060 66,434 3,892 9,518
CHANGES FROM 05/06/14 (CHANGE IN OPEN INTEREST: 1,697)
-249 1,392 549 1,819 -1,177 2,119 764 -422 933
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 18.0 2.8 89.3 66.7 94.9 87.5 5.1 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 4 2 19 18 22 22
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BA - ICE FUTURES ENERCode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 73,845
COMMITMENTS
1,284 0 2,752 61,564 64,886 65,600 67,638 8,245 6,207
CHANGES FROM 05/06/14 (CHANGE IN OPEN INTEREST: 1,685)
-181 0 434 1,617 1,071 1,870 1,505 -185 180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 0.0 3.7 83.4 87.9 88.8 91.6 11.2 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 2 14 14 16 16
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 89,380
COMMITMENTS
0 3,954 918 87,315 81,016 88,233 85,888 1,147 3,492
CHANGES FROM 05/06/14 (CHANGE IN OPEN INTEREST: -34,698)
-15,221 -1,364 0 -18,784 -32,366 -34,005 -33,730 -693 -968
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.4 1.0 97.7 90.6 98.7 96.1 1.3 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 2 1 12 14 13 16
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 55,718
COMMITMENTS
15,221 5,318 918 38,529 44,754 54,668 50,990 1,050 4,728
CHANGES FROM 05/06/14 (CHANGE IN OPEN INTEREST: 64)
0 306 -492 64 920 -428 734 492 -670
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.3 9.5 1.6 69.2 80.3 98.1 91.5 1.9 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
7 5 1 20 20 28 25
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 34,403
COMMITMENTS
0 0 0 31,833 32,953 31,833 32,953 2,570 1,450
CHANGES FROM 05/06/14 (CHANGE IN OPEN INTEREST: 1,080)
0 0 0 1,080 960 1,080 960 0 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 92.5 95.8 92.5 95.8 7.5 4.2
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 05/13/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 121,420
COMMITMENTS
0 1,683 0 104,877 110,614 104,877 112,297 16,543 9,123
CHANGES FROM 05/06/14 (CHANGE IN OPEN INTEREST: 4,959)
0 0 0 3,233 4,819 3,233 4,819 1,726 140
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.4 0.0 86.4 91.1 86.4 92.5 13.6 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 1 0 26 21 26 22
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS - ICE FUTURES ENERCode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 62,692
COMMITMENTS
618 874 2,353 52,747 54,485 55,718 57,712 6,974 4,980
CHANGES FROM 05/06/14 (CHANGE IN OPEN INTEREST: -2,320)
-1,349 874 427 -802 -2,127 -1,724 -826 -596 -1,494
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 1.4 3.8 84.1 86.9 88.9 92.1 11.1 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 2 13 15 15 17
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 96,128
COMMITMENTS
0 1,841 1,786 87,926 83,084 89,712 86,711 6,416 9,417
CHANGES FROM 05/06/14 (CHANGE IN OPEN INTEREST: 1,815)
0 -46 132 2,511 2,127 2,643 2,213 -828 -398
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.9 1.9 91.5 86.4 93.3 90.2 6.7 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 2 1 19 20 20 22
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 117,266
COMMITMENTS
1,529 10,960 610 109,092 102,829 111,231 114,399 6,035 2,867
CHANGES FROM 05/06/14 (CHANGE IN OPEN INTEREST: 3,834)
937 976 -265 3,162 3,123 3,834 3,834 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 9.3 0.5 93.0 87.7 94.9 97.6 5.1 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 1 1 15 14 18 16
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 267,237
COMMITMENTS
3,065 47,050 2,955 246,329 205,208 252,349 255,213 14,888 12,024
CHANGES FROM 05/06/14 (CHANGE IN OPEN INTEREST: 3,322)
456 923 -1,309 6,812 2,986 5,959 2,600 -2,637 722
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 17.6 1.1 92.2 76.8 94.4 95.5 5.6 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
1 2 3 32 24 35 27
SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 27,995
COMMITMENTS
4,475 1,348 0 22,668 26,213 27,143 27,561 852 434
CHANGES FROM 05/06/14 (CHANGE IN OPEN INTEREST: 2,606)
180 728 0 2,126 1,878 2,306 2,606 300 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.0 4.8 0.0 81.0 93.6 97.0 98.4 3.0 1.6
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 05/13/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 37,794
COMMITMENTS
4,238 0 0 31,011 36,965 35,249 36,965 2,545 829
CHANGES FROM 05/06/14 (CHANGE IN OPEN INTEREST: 510)
0 0 0 424 420 424 420 86 90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 0.0 0.0 82.1 97.8 93.3 97.8 6.7 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 0 10 13 12 13
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 275,424
COMMITMENTS
3,275 40,223 5,344 253,684 223,307 262,303 268,874 13,121 6,550
CHANGES FROM 05/06/14 (CHANGE IN OPEN INTEREST: 13,606)
-125 576 -419 14,187 13,031 13,643 13,188 -37 418
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 14.6 1.9 92.1 81.1 95.2 97.6 4.8 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
3 6 4 39 34 45 41
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 80,899
COMMITMENTS
9,072 0 0 67,285 77,837 76,357 77,837 4,542 3,062
CHANGES FROM 05/06/14 (CHANGE IN OPEN INTEREST: 3,242)
0 0 0 3,094 3,118 3,094 3,118 148 124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 0.0 0.0 83.2 96.2 94.4 96.2 5.6 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 0 0 17 19 18 19
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 86,919
COMMITMENTS
0 1,224 0 81,702 83,218 81,702 84,442 5,217 2,477
CHANGES FROM 05/06/14 (CHANGE IN OPEN INTEREST: 3,244)
0 0 0 3,093 3,244 3,093 3,244 151 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.4 0.0 94.0 95.7 94.0 97.2 6.0 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 1 0 22 17 22 18
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 71,069
COMMITMENTS
0 4,978 1,029 61,164 63,312 62,193 69,319 8,876 1,750
CHANGES FROM 05/06/14 (CHANGE IN OPEN INTEREST: 370)
0 -396 -213 260 979 47 370 323 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.0 1.4 86.1 89.1 87.5 97.5 12.5 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 05/13/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 154,915
COMMITMENTS
15,998 7,503 17,923 120,180 129,185 154,101 154,611 814 303
CHANGES FROM 05/06/14 (CHANGE IN OPEN INTEREST: 4,653)
1,051 -792 1,122 2,627 4,531 4,800 4,862 -147 -209
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 4.8 11.6 77.6 83.4 99.5 99.8 0.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
11 9 16 53 56 70 75
MID-C FINANCIAL PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 51,883
COMMITMENTS
6,664 426 1,410 43,809 50,047 51,883 51,883 0 0
CHANGES FROM 05/06/14 (CHANGE IN OPEN INTEREST: 250)
153 2 0 97 248 250 250 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.8 0.8 2.7 84.4 96.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 1 3 23 20 27 23
MID-C FINANCIAL OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 417,178
COMMITMENTS
37,381 984 22,399 357,398 393,795 417,178 417,178 0 0
CHANGES FROM 05/06/14 (CHANGE IN OPEN INTEREST: -6,184)
-960 0 960 -6,184 -7,144 -6,184 -6,184 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 0.2 5.4 85.7 94.4 100.0 100.0 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 05/13/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,547,028
COMMITMENTS
53,002 20,706 69,610 1424416 1438056 1547028 1528372 0 18,656
CHANGES FROM 05/06/14 (CHANGE IN OPEN INTEREST: 42,278)
1,584 5,347 1,285 39,410 35,646 42,278 42,278 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 1.3 4.5 92.1 93.0 100.0 98.8 0.0 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
4 3 5 44 44 50 50
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 50,317
COMMITMENTS
809 6,865 4,523 44,985 38,929 50,317 50,317 0 0
CHANGES FROM 05/06/14 (CHANGE IN OPEN INTEREST: -2,604)
5 -1,843 253 -2,862 -1,014 -2,604 -2,604 -0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 13.6 9.0 89.4 77.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 6 4 24 21 28 29
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 314,403
COMMITMENTS
976 25,891 29,162 284,265 259,350 314,403 314,403 0 0
CHANGES FROM 05/06/14 (CHANGE IN OPEN INTEREST: 5,394)
-624 11,740 -4,450 10,468 -1,896 5,394 5,394 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 8.2 9.3 90.4 82.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 3 3 16 15 19 19
PJM AEP DAYTON RT OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 649,705
COMMITMENTS
39,597 0 10,489 599,619 639,216 649,705 649,705 0 0
CHANGES FROM 05/06/14 (CHANGE IN OPEN INTEREST: 6,207)
5,072 0 0 1,135 6,207 6,207 6,207 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 0.0 1.6 92.3 98.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
4 0 1 27 28 31 29
AEP DAYTON HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 51,125
COMMITMENTS
8,463 0 2,478 39,613 47,033 50,554 49,511 571 1,614
CHANGES FROM 05/06/14 (CHANGE IN OPEN INTEREST: -2,245)
-644 0 1,015 -2,742 -3,326 -2,371 -2,311 126 66
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.6 0.0 4.8 77.5 92.0 98.9 96.8 1.1 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
7 0 4 28 28 35 32
AD HUB DA OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 36,030
COMMITMENTS
200 0 0 35,650 36,030 35,850 36,030 180 0
CHANGES FROM 05/06/14 (CHANGE IN OPEN INTEREST: 600)
50 0 0 550 600 600 600 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.0 0.0 98.9 100.0 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 05/13/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 mwh OPEN INTEREST: 3,650
COMMITMENTS
200 50 50 3,300 3,350 3,550 3,450 100 200
CHANGES FROM 05/06/14 (CHANGE IN OPEN INTEREST: 100)
200 -400 50 -200 600 50 250 50 -150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 1.4 1.4 90.4 91.8 97.3 94.5 2.7 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 1 11 12 13 13
PJM AEP DAYTON DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 54,210
COMMITMENTS
200 300 200 53,810 53,710 54,210 54,210 0 0
CHANGES FROM 05/06/14 (CHANGE IN OPEN INTEREST: 100)
200 0 0 -100 100 100 100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.6 0.4 99.3 99.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 1 1 27 14 29 15
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 10,500
COMMITMENTS
50 600 0 10,450 9,900 10,500 10,500 0 0
CHANGES FROM 05/06/14 (CHANGE IN OPEN INTEREST: -725)
0 -100 0 -725 -625 -725 -725 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 5.7 0.0 99.5 94.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
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 05/13/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 250,368
COMMITMENTS
11,416 1,152 3,128 235,824 246,088 250,368 250,368 0 0
CHANGES FROM 05/06/14 (CHANGE IN OPEN INTEREST: -15,016)
-2,256 384 24 -12,784 -15,424 -15,016 -15,016 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 0.5 1.2 94.2 98.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 2 2 20 18 22 22
ERCOT - NORTH ZONE - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 11,268
COMMITMENTS
2,717 878 149 8,059 9,835 10,925 10,862 343 406
CHANGES FROM 05/06/14 (CHANGE IN OPEN INTEREST: -540)
-203 214 -23 -291 -774 -517 -583 -23 43
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.1 7.8 1.3 71.5 87.3 97.0 96.4 3.0 3.6
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 05/13/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 15,250
COMMITMENTS
3,000 700 300 11,950 14,250 15,250 15,250 0 0
CHANGES FROM 05/06/14 (CHANGE IN OPEN INTEREST: -500)
250 400 -250 -500 -650 -500 -500 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.7 4.6 2.0 78.4 93.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 2 1 11 12 12 15
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 15,280
COMMITMENTS
700 1,300 0 14,570 13,980 15,270 15,280 10 0
CHANGES FROM 05/06/14 (CHANGE IN OPEN INTEREST: -305)
-50 -300 0 -255 -5 -305 -305 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 8.5 0.0 95.4 91.5 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 1 0 20 17 23 18
MISO IN. RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 9,921
COMMITMENTS
375 0 50 8,666 9,591 9,091 9,641 830 280
CHANGES FROM 05/06/14 (CHANGE IN OPEN INTEREST: -570)
10 0 -10 -680 -540 -680 -550 110 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 0.0 0.5 87.4 96.7 91.6 97.2 8.4 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 1 20 16 21 17
MISO CINERGY HUB (REAL-TIME LMP) - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 22,003
COMMITMENTS
1,480 42 599 19,603 20,063 21,682 20,704 321 1,299
CHANGES FROM 05/06/14 (CHANGE IN OPEN INTEREST: -607)
-29 -44 21 -622 -389 -630 -412 23 -195
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 0.2 2.7 89.1 91.2 98.5 94.1 1.5 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 1 2 26 21 28 24
Nepool MH DA LMP Offpk Mon Min - ICE FUTURES ENERGY DIV Code-0643B9
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 35,735
COMMITMENTS
15 5,305 1,675 33,890 28,630 35,580 35,610 155 125
CHANGES FROM 05/06/14 (CHANGE IN OPEN INTEREST: 115)
15 2,135 -1,430 1,515 -595 100 110 15 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 14.8 4.7 94.8 80.1 99.6 99.7 0.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 3 2 31 25 33 29
ISO NE MASS PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 42,200
COMMITMENTS
965 2,979 3,995 36,976 35,221 41,936 42,195 264 5
CHANGES FROM 05/06/14 (CHANGE IN OPEN INTEREST: 1,141)
65 1,120 -119 1,170 135 1,116 1,136 25 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 7.1 9.5 87.6 83.5 99.4 100.0 0.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
5 3 4 35 30 42 35
N. ILLINOIS HUB DAY AHEAD LMP, OFF PEAK MONTHLY - ICE FUTURES ENERGY Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 37,395
COMMITMENTS
600 50 0 36,795 37,035 37,395 37,085 0 310
CHANGES FROM 05/06/14 (CHANGE IN OPEN INTEREST: 6,570)
50 0 0 6,520 6,570 6,570 6,570 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 0.1 0.0 98.4 99.0 100.0 99.2 0.0 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 0 20 8 21 9
PJM NI DAY AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 41,035
COMMITMENTS
500 50 0 40,535 40,985 41,035 41,035 0 0
CHANGES FROM 05/06/14 (CHANGE IN OPEN INTEREST: 6,190)
0 0 0 6,190 6,190 6,190 6,190 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.1 0.0 98.8 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 05/13/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 485,265
COMMITMENTS
45,915 6,520 40,195 399,155 438,550 485,265 485,265 0 0
CHANGES FROM 05/06/14 (CHANGE IN OPEN INTEREST: 9,642)
-12,917 752 5,506 17,053 3,384 9,642 9,642 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 1.3 8.3 82.3 90.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 1 2 29 28 32 31
NEPOOL MASS HUB (DAY-AHEAD LMP) - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 34,121
COMMITMENTS
4,863 1,678 1,783 26,584 30,258 33,230 33,719 891 402
CHANGES FROM 05/06/14 (CHANGE IN OPEN INTEREST: 921)
-582 0 226 1,320 631 964 857 -43 64
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.3 4.9 5.2 77.9 88.7 97.4 98.8 2.6 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
5 3 4 30 30 35 37
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 18,469
COMMITMENTS
3,786 216 1,228 13,455 17,025 18,469 18,469 0 0
CHANGES FROM 05/06/14 (CHANGE IN OPEN INTEREST: -1,567)
-777 0 0 -790 -1,567 -1,567 -1,567 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.5 1.2 6.6 72.9 92.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 1 1 18 10 20 12
CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BR
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
25MWh OPEN INTEREST: 187,040
COMMITMENTS
78,044 0 0 108,996 187,040 187,040 187,040 0 0
CHANGES FROM 05/06/14 (CHANGE IN OPEN INTEREST: -20,240)
-10,658 0 -2,736 -6,846 -17,504 -20,240 -20,240 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.7 0.0 0.0 58.3 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 0 0 15 10 17 10
PJM NI REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 529,620
COMMITMENTS
3,161 10,488 16,697 509,762 502,435 529,620 529,620 0 0
CHANGES FROM 05/06/14 (CHANGE IN OPEN INTEREST: 61,255)
0 -752 752 60,503 61,255 61,255 61,255 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 2.0 3.2 96.3 94.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 1 1 22 19 24 20
NORTHERN ILLINOIS HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 30,625
COMMITMENTS
4,833 0 384 24,492 29,689 29,709 30,073 916 552
CHANGES FROM 05/06/14 (CHANGE IN OPEN INTEREST: 3,002)
-252 0 127 3,127 2,875 3,002 3,002 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.8 0.0 1.3 80.0 96.9 97.0 98.2 3.0 1.8
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 05/13/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 18,122
COMMITMENTS
2,105 1,814 0 15,569 15,755 17,674 17,569 448 553
CHANGES FROM 05/06/14 (CHANGE IN OPEN INTEREST: 279)
23 240 0 256 39 279 279 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.6 10.0 0.0 85.9 86.9 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 05/13/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 236,792
COMMITMENTS
38,150 4,728 768 197,874 231,296 236,792 236,792 0 0
CHANGES FROM 05/06/14 (CHANGE IN OPEN INTEREST: 6,200)
0 2,304 384 5,816 3,512 6,200 6,200 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.1 2.0 0.3 83.6 97.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 2 2 16 20 19 23
NYISO ZONE G - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 12,780
COMMITMENTS
1,740 0 742 10,125 11,783 12,607 12,525 173 255
CHANGES FROM 05/06/14 (CHANGE IN OPEN INTEREST: 437)
230 0 0 207 437 437 437 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.6 0.0 5.8 79.2 92.2 98.6 98.0 1.4 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
5 0 2 19 22 24 24
NYISO ZONE G (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 145,377
COMMITMENTS
11,150 0 0 134,227 145,377 145,377 145,377 0 0
CHANGES FROM 05/06/14 (CHANGE IN OPEN INTEREST: -800)
1,152 0 0 -1,952 -800 -800 -800 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 0.0 0.0 92.3 100.0 100.0 100.0 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 05/13/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 20,850
COMMITMENTS
0 2,334 2,359 18,491 16,157 20,850 20,850 0 0
CHANGES FROM 05/06/14 (CHANGE IN OPEN INTEREST: 156)
0 -52 0 156 208 156 156 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 11.2 11.3 88.7 77.5 100.0 100.0 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 05/13/14 |
--------------------------------------------------------------| 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 05/06/14 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 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 05/13/14 |
--------------------------------------------------------------| 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 05/06/14 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
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 05/13/14 |
--------------------------------------------------------------| 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 05/06/14 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
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 05/13/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 25,165
COMMITMENTS
0 1,000 0 24,945 24,165 24,945 25,165 220 0
CHANGES FROM 05/06/14 (CHANGE IN OPEN INTEREST: 25)
0 0 0 25 25 25 25 0 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: 28)
0 2 0 18 13 18 15
PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643CV
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 21,335
COMMITMENTS
0 900 0 20,985 20,435 20,985 21,335 350 0
CHANGES FROM 05/06/14 (CHANGE IN OPEN INTEREST: 175)
0 0 0 175 175 175 175 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.2 0.0 98.4 95.8 98.4 100.0 1.6 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 05/13/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 9,815
COMMITMENTS
0 0 0 9,500 9,735 9,500 9,735 315 80
CHANGES FROM 05/06/14 (CHANGE IN OPEN INTEREST: 385)
0 0 0 385 385 385 385 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.8 99.2 96.8 99.2 3.2 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 21 16 21 16
PJM PEPCO DAY-AHEAD - ICE FUTURES ENERGY DIV Code-0643D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 24,465
COMMITMENTS
0 200 0 24,185 24,265 24,185 24,465 280 0
CHANGES FROM 05/06/14 (CHANGE IN OPEN INTEREST: 100)
0 0 0 100 100 100 100 0 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: 26)
0 1 0 22 12 22 13
PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643D5
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 21,480
COMMITMENTS
0 0 0 20,770 21,465 20,770 21,465 710 15
CHANGES FROM 05/06/14 (CHANGE IN OPEN INTEREST: 150)
0 0 0 150 150 150 150 0 0
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: 22)
0 0 0 18 13 18 13
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 22,590
COMMITMENTS
0 0 0 22,000 22,585 22,000 22,585 590 5
CHANGES FROM 05/06/14 (CHANGE IN OPEN INTEREST: 350)
0 0 0 350 350 350 350 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.4 100.0 97.4 100.0 2.6 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 05/13/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 23,510
COMMITMENTS
0 0 0 22,740 23,505 22,740 23,505 770 5
CHANGES FROM 05/06/14 (CHANGE IN OPEN INTEREST: 475)
0 0 0 475 475 475 475 0 0
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 05/13/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 125,670
COMMITMENTS
2,080 200 0 123,440 125,370 125,520 125,570 150 100
CHANGES FROM 05/06/14 (CHANGE IN OPEN INTEREST: 1,175)
50 0 0 1,125 1,175 1,175 1,175 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 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 05/13/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 160,633
COMMITMENTS
2,865 0 100 157,358 160,533 160,323 160,633 310 0
CHANGES FROM 05/06/14 (CHANGE IN OPEN INTEREST: -888)
-190 0 0 -873 -888 -1,063 -888 175 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 0.0 0.1 98.0 99.9 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
4 0 1 40 34 44 35
PJM WESTERN HUB MINI (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 149,480
COMMITMENTS
21,883 4,264 10,038 117,380 134,838 149,302 149,140 178 340
CHANGES FROM 05/06/14 (CHANGE IN OPEN INTEREST: 3,480)
236 -271 827 2,458 2,909 3,521 3,465 -41 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.6 2.9 6.7 78.5 90.2 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
8 5 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 05/13/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 95,740
COMMITMENTS
2,295 2,170 1,905 91,445 91,665 95,645 95,740 95 0
CHANGES FROM 05/06/14 (CHANGE IN OPEN INTEREST: 220)
-435 0 -5 660 225 220 220 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 2.3 2.0 95.5 95.7 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
5 2 4 34 32 40 37
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 27,385
COMMITMENTS
0 825 0 26,855 26,560 26,855 27,385 530 0
CHANGES FROM 05/06/14 (CHANGE IN OPEN INTEREST: 730)
0 0 0 730 730 730 730 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.0 0.0 98.1 97.0 98.1 100.0 1.9 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 2 0 25 16 25 18
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 24,190
COMMITMENTS
0 350 0 23,970 23,545 23,970 23,895 220 295
CHANGES FROM 05/06/14 (CHANGE IN OPEN INTEREST: 205)
0 0 0 205 200 205 200 0 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.4 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 05/13/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 9,690
COMMITMENTS
1,133 400 140 8,131 9,095 9,404 9,635 286 55
CHANGES FROM 05/06/14 (CHANGE IN OPEN INTEREST: 95)
-125 0 75 70 -35 20 40 75 55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.7 4.1 1.4 83.9 93.9 97.0 99.4 3.0 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 1 1 21 20 24 22
NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C76
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 11,276
COMMITMENTS
25 1,715 50 10,712 9,456 10,787 11,221 489 55
CHANGES FROM 05/06/14 (CHANGE IN OPEN INTEREST: -60)
0 -25 0 -320 -35 -320 -60 260 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 15.2 0.4 95.0 83.9 95.7 99.5 4.3 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 4 1 20 19 22 23
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 9,120
COMMITMENTS
0 0 0 8,995 9,120 8,995 9,120 125 0
CHANGES FROM 05/06/14 (CHANGE IN OPEN INTEREST: 230)
0 0 0 225 230 225 230 5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.6 100.0 98.6 100.0 1.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 18 16 18 16
Updated May 16, 2014