CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 23,985
COMMITMENTS
8,672 4,019 3,738 11,575 16,228 23,985 23,985 -0 0
CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: 1,835)
33 0 2,017 -215 -183 1,835 1,835 -0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.2 16.8 15.6 48.3 67.7 100.0 100.0 -0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
9 3 5 9 7 21 14
RGGI VINTAGE 2014 - ICE FUTURES ENERGY DIV Code-00639U
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 Regional Greenhouse Gas Initiative OPEN INTEREST: 11,650
COMMITMENTS
4,059 899 598 6,993 10,153 11,650 11,650 0 -0
CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: 5)
577 -314 -97 -295 416 185 5 -180 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.8 7.7 5.1 60.0 87.1 100.0 100.0 0.0 -0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 4 2 11 8 15 13
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 4,611,438
COMMITMENTS
861,360 173,442 1032659 2686121 3391796 4580140 4597897 31,298 13,541
CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: -169,279)
-36,655 -11,362 -2,596 -131,073 -154,164 -170,324 -168,122 1,045 -1,157
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.7 3.8 22.4 58.2 73.6 99.3 99.7 0.7 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 207)
40 22 51 134 119 193 173
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 2,070,669
COMMITMENTS
32,542 32,081 860,452 1176987 1177449 2069980 2069982 689 687
CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: 20,625)
-30,921 -17,696 25,299 26,205 13,307 20,583 20,910 42 -285
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 1.5 41.6 56.8 56.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
18 20 36 55 54 91 92
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 255,354
COMMITMENTS
31,614 10,634 10,233 197,690 227,887 239,537 248,754 15,817 6,600
CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: 8,178)
5,371 -1,482 245 2,731 9,414 8,347 8,177 -169 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 4.2 4.0 77.4 89.2 93.8 97.4 6.2 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
6 2 4 30 33 37 38
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 135,589
COMMITMENTS
4,805 2,170 1,398 120,582 127,193 126,785 130,761 8,804 4,828
CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: 5,195)
-444 31 354 5,340 4,297 5,250 4,682 -55 513
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 1.6 1.0 88.9 93.8 93.5 96.4 6.5 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
4 2 1 28 27 32 30
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 210,477
COMMITMENTS
23,586 5,100 2,243 173,633 193,586 199,462 200,929 11,015 9,548
CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: 7,639)
-1,337 2,404 528 7,329 5,110 6,520 8,042 1,119 -403
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 2.4 1.1 82.5 92.0 94.8 95.5 5.2 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
5 3 2 26 28 32 32
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 761,486
COMMITMENTS
72,235 3,922 9,745 675,965 740,742 757,945 754,409 3,541 7,077
CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: -38,164)
-5,624 -870 1,103 -33,528 -36,852 -38,049 -36,619 -115 -1,545
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 0.5 1.3 88.8 97.3 99.5 99.1 0.5 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
3 3 3 53 41 58 45
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 240,376
COMMITMENTS
26,760 15,142 346 203,571 218,415 230,677 233,903 9,699 6,473
CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: 2,237)
-923 0 88 1,837 1,969 1,002 2,057 1,235 180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.1 6.3 0.1 84.7 90.9 96.0 97.3 4.0 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
5 1 2 26 22 31 25
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 228,553
COMMITMENTS
1,514 209 3,319 220,853 218,743 225,686 222,271 2,867 6,282
CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: 6,114)
-734 209 -212 7,001 6,511 6,055 6,508 59 -394
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.1 1.5 96.6 95.7 98.7 97.3 1.3 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
2 1 3 38 43 41 46
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 111,567
COMMITMENTS
2,579 3,546 3,111 97,535 90,300 103,225 96,957 8,342 14,610
CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: 4,241)
712 1,380 -786 1,997 3,182 1,923 3,776 2,318 465
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 3.2 2.8 87.4 80.9 92.5 86.9 7.5 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 2 2 21 20 23 23
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 114,235
COMMITMENTS
2,298 8,257 6,695 94,195 91,987 103,188 106,939 11,047 7,296
CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: 527)
-379 295 -474 2,429 582 1,576 403 -1,049 124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 7.2 5.9 82.5 80.5 90.3 93.6 9.7 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 2 3 20 21 24 24
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 80,298
COMMITMENTS
105 2,808 1,357 68,465 62,189 69,927 66,354 10,371 13,944
CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: 1,423)
-758 360 -153 2,581 -2,531 1,670 -2,324 -247 3,747
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 3.5 1.7 85.3 77.4 87.1 82.6 12.9 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 2 2 17 17 19 20
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 205,866
COMMITMENTS
1,038 0 0 195,129 201,892 196,167 201,892 9,699 3,974
CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: 8,544)
0 0 0 8,240 8,362 8,240 8,362 304 182
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.0 0.0 94.8 98.1 95.3 98.1 4.7 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 0 0 28 25 29 25
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 82,646
COMMITMENTS
0 0 0 72,790 77,349 72,790 77,349 9,856 5,297
CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: 458)
0 0 0 289 266 289 266 169 192
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 88.1 93.6 88.1 93.6 11.9 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 0 0 21 21 21 21
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 300,942
COMMITMENTS
4,047 2,448 0 286,250 291,056 290,297 293,504 10,645 7,438
CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: 3,315)
-60 0 0 662 2,990 602 2,990 2,713 325
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 0.8 0.0 95.1 96.7 96.5 97.5 3.5 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
1 1 0 44 36 45 37
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 78,151
COMMITMENTS
2,369 12,194 2,391 68,368 52,784 73,128 67,369 5,023 10,782
CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: 1,285)
122 -1,934 245 -478 1,941 -111 252 1,396 1,033
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 15.6 3.1 87.5 67.5 93.6 86.2 6.4 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 3 4 20 19 24 24
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BA - ICE FUTURES ENERCode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 80,001
COMMITMENTS
1,163 0 3,489 69,644 68,865 74,296 72,354 5,705 7,647
CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: 1,755)
480 0 55 730 118 1,265 173 490 1,582
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 0.0 4.4 87.1 86.1 92.9 90.4 7.1 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 0 2 16 16 18 18
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 132,535
COMMITMENTS
9,750 3,534 738 120,318 122,475 130,806 126,747 1,729 5,788
CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: 12,708)
660 0 0 11,118 12,566 11,778 12,566 930 142
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 2.7 0.6 90.8 92.4 98.7 95.6 1.3 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
5 2 1 23 30 29 32
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 85,821
COMMITMENTS
25,255 3,906 1,234 57,322 72,776 83,811 77,916 2,010 7,905
CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: 13,068)
944 -992 496 10,694 10,948 12,134 10,452 934 2,616
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.4 4.6 1.4 66.8 84.8 97.7 90.8 2.3 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
10 3 3 30 33 41 38
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 48,243
COMMITMENTS
0 0 0 46,529 46,228 46,529 46,228 1,714 2,015
CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: 2,286)
0 0 0 2,166 2,312 2,166 2,312 120 -26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.4 95.8 96.4 95.8 3.6 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 0 0 15 21 15 21
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 131,832
COMMITMENTS
691 1,443 440 117,351 119,955 118,482 121,838 13,350 9,994
CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: -1,049)
295 0 440 -1,822 -1,083 -1,087 -643 38 -406
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 1.1 0.3 89.0 91.0 89.9 92.4 10.1 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 1 1 30 22 32 24
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS - ICE FUTURES ENERCode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 65,473
COMMITMENTS
986 0 1,436 55,416 56,980 57,838 58,416 7,635 7,057
CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: 92)
578 -153 -1,246 883 -188 215 -1,587 -123 1,679
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 0.0 2.2 84.6 87.0 88.3 89.2 11.7 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 1 14 17 15 18
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 110,306
COMMITMENTS
205 2,738 3,401 99,587 94,783 103,193 100,922 7,113 9,384
CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: 2,998)
205 654 738 582 1,029 1,525 2,421 1,473 577
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 2.5 3.1 90.3 85.9 93.6 91.5 6.4 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 1 2 23 23 25 25
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 25,441
COMMITMENTS
5,455 600 0 18,690 22,576 24,145 23,176 1,296 2,265
CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: 492)
60 -240 0 -374 732 -314 492 806 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.4 2.4 0.0 73.5 88.7 94.9 91.1 5.1 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
4 1 0 8 13 12 14
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 128,576
COMMITMENTS
852 14,091 1,266 119,337 109,974 121,455 125,331 7,121 3,245
CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: 1,404)
-603 773 246 705 -175 348 844 1,056 560
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 11.0 1.0 92.8 85.5 94.5 97.5 5.5 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 2 1 14 16 17 18
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 274,468
COMMITMENTS
0 46,602 6,859 252,754 211,252 259,613 264,713 14,855 9,755
CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: 1,808)
-240 1,972 441 12 2,374 213 4,787 1,595 -2,979
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 17.0 2.5 92.1 77.0 94.6 96.4 5.4 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
0 4 3 33 26 36 30
SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 41,090
COMMITMENTS
7,235 5,108 0 31,836 35,402 39,071 40,510 2,019 580
CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: 3,840)
0 1,240 0 2,972 2,600 2,972 3,840 868 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.6 12.4 0.0 77.5 86.2 95.1 98.6 4.9 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 1 0 13 14 15 15
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 41,906
COMMITMENTS
2,798 0 840 34,496 39,967 38,134 40,807 3,772 1,099
CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: 990)
-480 0 480 -396 510 -396 990 1,386 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 0.0 2.0 82.3 95.4 91.0 97.4 9.0 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 0 1 13 14 15 15
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 276,238
COMMITMENTS
3,315 46,074 4,661 255,982 218,720 263,958 269,455 12,280 6,783
CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: 4,060)
216 186 -33 3,419 3,271 3,602 3,424 458 636
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 16.7 1.7 92.7 79.2 95.6 97.5 4.4 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
4 4 5 42 33 49 39
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 72,816
COMMITMENTS
9,405 0 0 58,022 68,819 67,427 68,819 5,389 3,997
CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: 1,312)
123 0 0 9 1,312 132 1,312 1,180 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.9 0.0 0.0 79.7 94.5 92.6 94.5 7.4 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
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 06/03/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 89,395
COMMITMENTS
0 1,044 0 84,670 85,223 84,670 86,267 4,725 3,128
CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: 2,983)
0 -180 0 2,679 1,656 2,679 1,476 304 1,507
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.2 0.0 94.7 95.3 94.7 96.5 5.3 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 1 0 22 16 22 17
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 74,805
COMMITMENTS
0 5,640 578 64,994 66,144 65,572 72,362 9,233 2,443
CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: 1,603)
0 120 0 1,393 1,303 1,393 1,423 210 180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.5 0.8 86.9 88.4 87.7 96.7 12.3 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 2 2 21 16 23 18
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 168,694
COMMITMENTS
18,721 7,452 17,675 131,311 142,947 167,707 168,074 988 621
CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: 1,774)
1,400 -338 145 159 1,853 1,704 1,660 70 114
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.1 4.4 10.5 77.8 84.7 99.4 99.6 0.6 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
11 9 17 51 55 69 74
MID-C FINANCIAL PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 51,367
COMMITMENTS
7,719 154 1,124 42,524 50,089 51,367 51,367 0 0
CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: -790)
379 0 -306 -863 -484 -790 -790 -0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.0 0.3 2.2 82.8 97.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
6 1 2 21 23 27 26
MID-C FINANCIAL OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 415,302
COMMITMENTS
32,445 2,960 25,287 357,570 387,055 415,302 415,302 0 0
CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: -27,231)
-1,992 984 -1,312 -23,927 -26,903 -27,231 -27,231 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 0.7 6.1 86.1 93.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
5 2 2 20 22 26 25
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,625,412
COMMITMENTS
51,452 20,899 67,572 1506388 1518285 1625412 1606756 0 18,656
CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: 9,620)
1,952 -1,422 -1,550 9,217 12,592 9,620 9,620 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 1.3 4.2 92.7 93.4 100.0 98.9 0.0 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
6 3 4 43 45 51 50
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 53,416
COMMITMENTS
1,027 8,095 4,426 47,964 40,896 53,416 53,416 0 0
CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: 1,142)
-43 497 -140 1,325 784 1,142 1,142 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 15.2 8.3 89.8 76.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
4 5 4 25 21 30 29
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 324,394
COMMITMENTS
976 45,653 17,446 305,972 261,295 324,394 324,394 0 0
CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: 16)
0 0 0 16 16 16 16 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 14.1 5.4 94.3 80.5 100.0 100.0 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 06/03/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 669,472
COMMITMENTS
40,425 0 11,289 617,758 658,183 669,472 669,472 0 0
CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: 28,791)
3,237 0 -384 25,938 29,175 28,791 28,791 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 0.0 1.7 92.3 98.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
4 0 1 26 28 30 29
AEP DAYTON HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 52,967
COMMITMENTS
7,182 1,083 3,262 41,761 48,135 52,205 52,480 762 487
CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: 2,627)
-852 1,018 809 2,670 800 2,627 2,627 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.6 2.0 6.2 78.8 90.9 98.6 99.1 1.4 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
4 2 5 30 30 36 35
AD HUB DA OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 38,180
COMMITMENTS
150 0 0 37,850 38,140 38,000 38,140 180 40
CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: 1,275)
-50 0 0 1,340 1,275 1,290 1,275 -15 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.0 0.0 99.1 99.9 99.5 99.9 0.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 0 0 22 16 23 16
AD HUB DA PEAK DAILY - ICE FUTURES ENERGY DIV Code-06439E
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 mwh OPEN INTEREST: 4,150
COMMITMENTS
0 1,000 0 4,050 2,950 4,050 3,950 100 200
CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: -700)
-600 850 0 700 -1,500 100 -650 -800 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 24.1 0.0 97.6 71.1 97.6 95.2 2.4 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 14 9 14 10
PJM AEP DAYTON DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 56,785
COMMITMENTS
200 300 200 56,385 56,245 56,785 56,745 0 40
CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: 1,250)
0 0 0 1,250 1,250 1,250 1,250 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.5 0.4 99.3 99.0 100.0 99.9 0.0 0.1
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 06/03/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 11,585
COMMITMENTS
50 950 0 11,535 10,635 11,585 11,585 0 0
CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: 250)
0 200 0 250 50 250 250 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 8.2 0.0 99.6 91.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 2 0 20 19 21 21
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 266,912
COMMITMENTS
12,152 1,152 5,112 249,648 260,648 266,912 266,912 0 0
CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: 9,480)
-1,984 0 2,760 8,704 6,720 9,480 9,480 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 0.4 1.9 93.5 97.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 2 2 24 19 26 23
ERCOT - NORTH ZONE - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 11,816
COMMITMENTS
2,653 1,108 192 8,671 10,133 11,516 11,433 300 383
CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: 424)
0 62 -21 507 383 486 424 -62 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.5 9.4 1.6 73.4 85.8 97.5 96.8 2.5 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 3 3 17 17 22 22
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 17,200
COMMITMENTS
3,000 550 550 13,650 16,100 17,200 17,200 0 0
CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: 1,050)
0 -100 100 950 1,050 1,050 1,050 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.4 3.2 3.2 79.4 93.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 2 2 13 13 15 16
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 18,050
COMMITMENTS
1,450 1,400 0 16,570 16,585 18,020 17,985 30 65
CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: 550)
400 0 0 120 495 520 495 30 55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 7.8 0.0 91.8 91.9 99.8 99.6 0.2 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 1 0 22 21 25 22
MISO IN. RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 10,346
COMMITMENTS
275 0 100 9,261 10,016 9,636 10,116 710 230
CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: 50)
-100 0 50 100 0 50 50 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 0.0 1.0 89.5 96.8 93.1 97.8 6.9 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 0 1 23 17 24 18
MISO CINERGY HUB (REAL-TIME LMP) - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 21,682
COMMITMENTS
1,353 0 596 19,435 19,831 21,384 20,427 298 1,255
CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: 512)
-21 -42 -43 640 661 576 576 -64 -64
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 0.0 2.7 89.6 91.5 98.6 94.2 1.4 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 0 2 27 23 30 25
Nepool MH DA LMP Offpk Mon Min - ICE FUTURES ENERGY DIV Code-0643B9
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 36,980
COMMITMENTS
35 5,545 1,965 34,855 29,345 36,855 36,855 125 125
CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: 873)
-40 449 76 837 348 873 873 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 15.0 5.3 94.3 79.4 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
1 4 3 31 26 34 31
ISO NE MASS PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 44,667
COMMITMENTS
800 4,388 3,790 39,914 36,484 44,504 44,662 163 5
CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: 1,054)
-120 924 -160 1,314 290 1,034 1,054 20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 9.8 8.5 89.4 81.7 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
4 4 5 36 33 44 38
N. ILLINOIS HUB DAY AHEAD LMP, OFF PEAK MONTHLY - ICE FUTURES ENERGY Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 37,070
COMMITMENTS
850 50 0 36,220 36,710 37,070 36,760 0 310
CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: 200)
200 0 0 0 200 200 200 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 0.1 0.0 97.7 99.0 100.0 99.2 0.0 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 1 0 22 10 23 11
PJM NI DAY AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 42,720
COMMITMENTS
500 35 15 42,205 42,670 42,720 42,720 0 0
CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: 335)
0 0 0 335 335 335 335 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: 34)
1 1 1 27 15 29 16
ISO NE MASS DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 490,441
COMMITMENTS
48,879 6,896 40,792 400,770 442,753 490,441 490,441 0 0
CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: 17)
2,400 800 -1,224 -1,159 441 17 17 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 1.4 8.3 81.7 90.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
3 2 3 29 28 33 32
NEPOOL MASS HUB (DAY-AHEAD LMP) - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 34,884
COMMITMENTS
4,502 1,783 2,140 27,351 30,707 33,993 34,630 891 254
CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: -173)
-21 -21 -216 64 64 -173 -173 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.9 5.1 6.1 78.4 88.0 97.4 99.3 2.6 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
6 4 4 30 33 36 41
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 19,438
COMMITMENTS
3,716 219 1,382 14,340 17,837 19,438 19,438 0 0
CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: 384)
-76 53 50 410 281 384 384 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.1 1.1 7.1 73.8 91.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 1 2 22 12 25 14
CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BR
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
25MWh OPEN INTEREST: 243,560
COMMITMENTS
90,548 0 7,712 145,300 235,848 243,560 243,560 0 0
CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: 53,256)
11,528 0 7,712 34,016 45,544 53,256 53,256 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.2 0.0 3.2 59.7 96.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 0 1 16 10 19 11
PJM NI REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 549,473
COMMITMENTS
3,161 13,977 13,976 532,336 521,520 549,473 549,473 0 0
CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: 1,581)
0 2,721 -2,721 4,302 1,581 1,581 1,581 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 2.5 2.5 96.9 94.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 1 1 22 20 24 21
NORTHERN ILLINOIS HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 37,010
COMMITMENTS
6,241 0 254 30,068 36,204 36,563 36,458 447 552
CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: 3,187)
957 0 -617 2,932 3,804 3,272 3,187 -85 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.9 0.0 0.7 81.2 97.8 98.8 98.5 1.2 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
4 0 1 22 18 26 19
NYISO ZONE J (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 85,658
COMMITMENTS
0 5,048 0 85,658 80,610 85,658 85,658 0 0
CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.9 0.0 100.0 94.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 0 13 12 13 13
NYISO ZONE A - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 17,708
COMMITMENTS
2,014 1,136 317 15,059 15,683 17,390 17,136 318 572
CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: -218)
-7 -401 317 -355 -175 -45 -259 -173 41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 6.4 1.8 85.0 88.6 98.2 96.8 1.8 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 1 4 21 19 26 23
NYISO ZONE A (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 241,624
COMMITMENTS
38,478 3,168 408 202,738 238,048 241,624 241,624 0 0
CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: 2,400)
-416 0 -384 3,200 2,784 2,400 2,400 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.9 1.3 0.2 83.9 98.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 1 1 16 19 19 21
NYISO ZONE G - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 12,647
COMMITMENTS
2,159 0 297 9,997 12,074 12,453 12,371 194 276
CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: -345)
148 0 -298 -216 -68 -366 -366 21 21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.1 0.0 2.3 79.0 95.5 98.5 97.8 1.5 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
5 0 1 19 21 24 22
NYISO ZONE G (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 150,001
COMMITMENTS
13,062 0 1,920 135,019 148,081 150,001 150,001 0 0
CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: 3,096)
768 0 384 1,944 2,712 3,096 3,096 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 0.0 1.3 90.0 98.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 0 1 19 18 22 19
PALO VERDE - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 20,286
COMMITMENTS
0 2,161 2,198 18,088 15,927 20,286 20,286 0 0
CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: -812)
0 4 -82 -730 -734 -812 -812 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 10.7 10.8 89.2 78.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 1 1 17 16 18 17
PALO VERDE (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
25 MWh OPEN INTEREST: 141,962
COMMITMENTS
0 328 3,856 138,106 137,778 141,962 141,962 0 0
CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: -1,656)
0 328 0 -1,656 -1,984 -1,656 -1,656 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.2 2.7 97.3 97.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 1 13 12 14 13
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 11,450
COMMITMENTS
200 100 0 10,650 11,265 10,850 11,365 600 85
CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 -75 0 -75 0 75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 0.9 0.0 93.0 98.4 94.8 99.3 5.2 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 0 14 13 15 14
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 12,570
COMMITMENTS
100 0 0 11,830 12,490 11,930 12,490 640 80
CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: 0)
0 0 0 -60 -80 -60 -80 60 80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.0 0.0 94.1 99.4 94.9 99.4 5.1 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 0 15 14 16 14
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 25,515
COMMITMENTS
0 1,000 0 25,295 24,515 25,295 25,515 220 0
CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: 300)
0 0 0 300 300 300 300 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.9 0.0 99.1 96.1 99.1 100.0 0.9 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 2 0 19 14 19 16
PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643CV
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 21,500
COMMITMENTS
0 900 0 21,150 20,600 21,150 21,500 350 0
CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 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 06/03/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 10,250
COMMITMENTS
0 0 0 9,935 10,170 9,935 10,170 315 80
CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: 20)
0 0 0 20 20 20 20 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.9 99.2 96.9 99.2 3.1 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 21 16 21 16
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 8,100
COMMITMENTS
0 0 0 7,800 8,020 7,800 8,020 300 80
CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.3 99.0 96.3 99.0 3.7 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 15 12 15 12
PJM PEPCO DAY-AHEAD - ICE FUTURES ENERGY DIV Code-0643D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 24,715
COMMITMENTS
0 300 0 24,415 24,415 24,415 24,715 300 0
CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.2 0.0 98.8 98.8 98.8 100.0 1.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 1 0 21 11 21 12
PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643D5
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 21,505
COMMITMENTS
0 0 0 20,795 21,490 20,795 21,490 710 15
CHANGES FROM 05/27/14 (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 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 06/03/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 24,390
COMMITMENTS
0 0 0 23,800 24,385 23,800 24,385 590 5
CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: 1,800)
0 0 0 1,800 1,800 1,800 1,800 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.6 100.0 97.6 100.0 2.4 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 06/03/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 25,960
COMMITMENTS
0 0 0 25,320 25,960 25,320 25,960 640 0
CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: 2,250)
0 0 0 2,350 2,255 2,350 2,255 -100 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.5 100.0 97.5 100.0 2.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 0 0 22 12 22 12
PJM WESTERN HUB (DAY-AHEAD OFF PEAK) - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 131,005
COMMITMENTS
2,130 200 0 128,680 130,805 130,810 131,005 195 0
CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: 540)
50 0 0 490 540 540 540 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 0.2 0.0 98.2 99.8 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
3 1 0 38 34 41 35
PJM WESTERN HUB (DAY-AHEAD) - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 170,231
COMMITMENTS
3,075 0 100 166,746 170,131 169,921 170,231 310 0
CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: 847)
-50 0 0 897 847 847 847 0 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 36 44 37
PJM WESTERN HUB MINI (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 158,326
COMMITMENTS
21,654 3,935 10,561 125,927 143,503 158,142 157,999 184 327
CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: 4,361)
-50 -697 260 4,145 4,797 4,354 4,359 7 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.7 2.5 6.7 79.5 90.6 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
7 6 10 44 40 57 51
PJM WH REAL TIME MINI OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 102,525
COMMITMENTS
2,745 2,520 1,740 97,940 98,205 102,425 102,465 100 60
CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: 2,425)
-300 300 -300 3,020 2,425 2,420 2,425 5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 2.5 1.7 95.5 95.8 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
5 3 3 35 32 40 38
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 26,960
COMMITMENTS
0 825 0 26,370 26,135 26,370 26,960 590 0
CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: -445)
0 0 0 -505 -445 -505 -445 60 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.1 0.0 97.8 96.9 97.8 100.0 2.2 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 06/03/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 24,115
COMMITMENTS
0 350 0 23,835 23,470 23,835 23,820 280 295
CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: -10)
0 0 0 -70 -10 -70 -10 60 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.5 0.0 98.8 97.3 98.8 98.8 1.2 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 1 0 28 11 28 12
NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 11,982
COMMITMENTS
1,603 400 295 9,595 11,040 11,493 11,735 489 247
CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: 1,773)
625 0 0 1,121 1,541 1,746 1,541 27 232
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.4 3.3 2.5 80.1 92.1 95.9 97.9 4.1 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 1 2 20 22 23 25
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C75
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 9,838
COMMITMENTS
2,115 0 50 6,923 9,668 9,088 9,718 750 120
CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.5 0.0 0.5 70.4 98.3 92.4 98.8 7.6 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 1 12 17 14 18
NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C76
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 12,981
COMMITMENTS
75 1,410 675 11,835 10,851 12,585 12,936 396 45
CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: 420)
25 -380 600 -394 200 231 420 189 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 10.9 5.2 91.2 83.6 96.9 99.7 3.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 4 2 24 20 27 24
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 9,589
COMMITMENTS
270 0 20 8,980 9,569 9,270 9,589 319 0
CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: -146)
-30 0 20 -345 -166 -355 -146 209 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 0.0 0.2 93.6 99.8 96.7 100.0 3.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 1 19 18 20 19
Updated June 6, 2014