CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/17/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 25,959
COMMITMENTS
8,675 4,019 4,735 12,549 17,205 25,959 25,959 0 0
CHANGES FROM 06/10/14 (CHANGE IN OPEN INTEREST: 38)
-5 0 5 38 33 38 38 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.4 15.5 18.2 48.3 66.3 100.0 100.0 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 06/17/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 Regional Greenhouse Gas Initiative OPEN INTEREST: 13,247
COMMITMENTS
2,655 1,178 948 9,644 11,121 13,247 13,247 0 -0
CHANGES FROM 06/10/14 (CHANGE IN OPEN INTEREST: -30)
-2 -1 0 -28 -29 -30 -30 0 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.0 8.9 7.2 72.8 84.0 100.0 100.0 0.0 -0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 5 2 12 10 16 16
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/17/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 4,656,616
COMMITMENTS
807,595 104,996 1069157 2745315 3460951 4622067 4635104 34,549 21,512
CHANGES FROM 06/10/14 (CHANGE IN OPEN INTEREST: 47,797)
14,051 -25,252 4,629 28,123 62,588 46,803 41,965 994 5,832
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.3 2.3 23.0 59.0 74.3 99.3 99.5 0.7 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 212)
45 22 53 136 118 201 173
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/17/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 2,155,543
COMMITMENTS
48,243 38,409 901,252 1205490 1215270 2154985 2154931 558 612
CHANGES FROM 06/10/14 (CHANGE IN OPEN INTEREST: 97,499)
13,721 2,484 48,052 35,771 46,999 97,544 97,535 -45 -36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 1.8 41.8 55.9 56.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
21 22 40 56 54 97 96
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/17/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 241,664
COMMITMENTS
32,539 2,692 10,326 181,581 219,320 224,446 232,338 17,218 9,326
CHANGES FROM 06/10/14 (CHANGE IN OPEN INTEREST: 1,199)
4,561 -618 -2,267 -1,392 4,066 902 1,181 297 18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.5 1.1 4.3 75.1 90.8 92.9 96.1 7.1 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
6 2 5 27 30 35 35
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/17/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 127,036
COMMITMENTS
6,231 1,930 882 112,248 119,419 119,361 122,231 7,675 4,805
CHANGES FROM 06/10/14 (CHANGE IN OPEN INTEREST: -251)
1,447 0 -337 -478 -836 632 -1,173 -883 922
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 1.5 0.7 88.4 94.0 94.0 96.2 6.0 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 2 1 27 25 29 28
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/17/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 203,849
COMMITMENTS
20,866 10,287 2,357 170,694 183,946 193,917 196,590 9,932 7,259
CHANGES FROM 06/10/14 (CHANGE IN OPEN INTEREST: 8,580)
4,400 2,388 -222 4,007 8,063 8,185 10,229 395 -1,649
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 5.0 1.2 83.7 90.2 95.1 96.4 4.9 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 3 1 26 28 29 31
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/17/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 785,361
COMMITMENTS
64,360 3,140 12,852 704,875 762,259 782,087 778,251 3,274 7,110
CHANGES FROM 06/10/14 (CHANGE IN OPEN INTEREST: 15,696)
-6,826 -687 2,312 20,207 13,950 15,693 15,575 3 121
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 0.4 1.6 89.8 97.1 99.6 99.1 0.4 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
6 2 5 55 40 62 46
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/17/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 225,921
COMMITMENTS
25,274 15,802 484 190,820 203,614 216,578 219,900 9,343 6,021
CHANGES FROM 06/10/14 (CHANGE IN OPEN INTEREST: 1,201)
1,333 660 224 814 591 2,371 1,475 -1,170 -274
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 7.0 0.2 84.5 90.1 95.9 97.3 4.1 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
5 1 2 26 23 31 26
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/17/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 217,737
COMMITMENTS
3,054 0 2,228 209,879 208,331 215,161 210,559 2,576 7,178
CHANGES FROM 06/10/14 (CHANGE IN OPEN INTEREST: 1,907)
2,472 -555 -201 273 2,643 2,544 1,887 -637 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.0 1.0 96.4 95.7 98.8 96.7 1.2 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
2 0 2 38 40 40 42
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/17/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 99,766
COMMITMENTS
4,083 1,727 1,777 85,719 83,765 91,579 87,269 8,187 12,497
CHANGES FROM 06/10/14 (CHANGE IN OPEN INTEREST: 2,774)
-473 97 718 2,943 2,712 3,188 3,527 -414 -753
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 1.7 1.8 85.9 84.0 91.8 87.5 8.2 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 2 2 18 18 20 21
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/17/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 108,359
COMMITMENTS
2,109 12,504 5,527 90,014 84,733 97,650 102,764 10,709 5,595
CHANGES FROM 06/10/14 (CHANGE IN OPEN INTEREST: 1,357)
-430 1,879 37 865 191 472 2,107 885 -750
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 11.5 5.1 83.1 78.2 90.1 94.8 9.9 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 3 4 21 22 26 26
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/17/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 75,655
COMMITMENTS
0 3,171 916 65,729 60,767 66,645 64,854 9,010 10,801
CHANGES FROM 06/10/14 (CHANGE IN OPEN INTEREST: 1,425)
0 1,203 916 1,418 717 2,334 2,836 -909 -1,411
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.2 1.2 86.9 80.3 88.1 85.7 11.9 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 2 1 18 17 19 19
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/17/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 211,023
COMMITMENTS
978 0 0 200,727 207,577 201,705 207,577 9,318 3,446
CHANGES FROM 06/10/14 (CHANGE IN OPEN INTEREST: 5,475)
0 0 0 5,205 5,759 5,205 5,759 270 -284
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.0 0.0 95.1 98.4 95.6 98.4 4.4 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 0 0 30 25 31 25
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/17/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 92,917
COMMITMENTS
0 0 0 82,942 89,573 82,942 89,573 9,975 3,344
CHANGES FROM 06/10/14 (CHANGE IN OPEN INTEREST: 5,679)
0 0 0 5,528 6,749 5,528 6,749 151 -1,070
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 89.3 96.4 89.3 96.4 10.7 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 0 0 22 22 22 22
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/17/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 291,347
COMMITMENTS
4,233 1,968 0 278,912 282,608 283,145 284,576 8,202 6,771
CHANGES FROM 06/10/14 (CHANGE IN OPEN INTEREST: 1,961)
0 0 0 4,133 2,699 4,133 2,699 -2,172 -738
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 0.7 0.0 95.7 97.0 97.2 97.7 2.8 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
1 1 0 44 37 45 38
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/17/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 69,759
COMMITMENTS
1,895 6,348 3,551 60,219 52,010 65,665 61,909 4,094 7,850
CHANGES FROM 06/10/14 (CHANGE IN OPEN INTEREST: -573)
-594 -134 447 -395 -886 -542 -573 -31 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 9.1 5.1 86.3 74.6 94.1 88.7 5.9 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 4 4 18 19 22 24
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BA - ICE FUTURES ENERCode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/17/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 76,454
COMMITMENTS
851 0 3,605 66,360 66,647 70,816 70,252 5,638 6,202
CHANGES FROM 06/10/14 (CHANGE IN OPEN INTEREST: 377)
-53 0 -56 486 433 377 377 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.0 4.7 86.8 87.2 92.6 91.9 7.4 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 0 2 16 17 18 19
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/17/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 106,571
COMMITMENTS
2,398 4,444 1,812 100,242 94,150 104,452 100,406 2,119 6,165
CHANGES FROM 06/10/14 (CHANGE IN OPEN INTEREST: 5,704)
2,232 2,604 0 3,286 3,131 5,518 5,735 186 -31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 4.2 1.7 94.1 88.3 98.0 94.2 2.0 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 2 1 9 13 12 16
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/17/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 66,709
COMMITMENTS
12,932 4,444 1,812 50,653 55,441 65,397 61,697 1,312 5,012
CHANGES FROM 06/10/14 (CHANGE IN OPEN INTEREST: 8,323)
2,232 2,604 0 6,091 5,839 8,323 8,443 0 -120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.4 6.7 2.7 75.9 83.1 98.0 92.5 2.0 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
7 2 1 24 25 31 28
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/17/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 40,990
COMMITMENTS
0 0 0 39,989 39,901 39,989 39,901 1,001 1,089
CHANGES FROM 06/10/14 (CHANGE IN OPEN INTEREST: 1,364)
0 0 0 1,484 1,544 1,484 1,544 -120 -180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.6 97.3 97.6 97.3 2.4 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 0 0 14 20 14 20
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/17/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 144,119
COMMITMENTS
458 2,556 359 128,380 130,748 129,197 133,663 14,922 10,456
CHANGES FROM 06/10/14 (CHANGE IN OPEN INTEREST: 4,519)
62 -16 30 3,159 4,685 3,251 4,699 1,268 -180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 1.8 0.2 89.1 90.7 89.6 92.7 10.4 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 2 1 28 24 30 26
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS - ICE FUTURES ENERCode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/17/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 59,591
COMMITMENTS
1,008 0 1,286 50,693 51,430 52,987 52,716 6,604 6,875
CHANGES FROM 06/10/14 (CHANGE IN OPEN INTEREST: -2,347)
-181 0 106 -2,272 -2,330 -2,347 -2,224 0 -123
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 0.0 2.2 85.1 86.3 88.9 88.5 11.1 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 1 13 15 14 16
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/17/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 100,197
COMMITMENTS
1,189 997 2,780 91,850 87,729 95,819 91,506 4,378 8,691
CHANGES FROM 06/10/14 (CHANGE IN OPEN INTEREST: 485)
980 287 101 -627 -272 454 116 31 369
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 1.0 2.8 91.7 87.6 95.6 91.3 4.4 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 1 2 20 22 22 24
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/17/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 24,417
COMMITMENTS
6,385 600 0 17,852 21,739 24,237 22,339 180 2,078
CHANGES FROM 06/10/14 (CHANGE IN OPEN INTEREST: 527)
589 0 0 -62 527 527 527 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.1 2.5 0.0 73.1 89.0 99.3 91.5 0.7 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
4 1 0 7 13 11 14
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/17/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 130,295
COMMITMENTS
372 20,054 498 123,594 106,796 124,464 127,348 5,831 2,947
CHANGES FROM 06/10/14 (CHANGE IN OPEN INTEREST: 1,993)
0 4,927 -430 2,423 -2,504 1,993 1,993 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 15.4 0.4 94.9 82.0 95.5 97.7 4.5 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 2 1 15 17 17 19
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/17/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 261,162
COMMITMENTS
832 37,797 6,267 240,625 206,020 247,724 250,084 13,438 11,078
CHANGES FROM 06/10/14 (CHANGE IN OPEN INTEREST: 3,662)
-823 1,706 2,550 2,102 -53 3,829 4,203 -167 -541
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 14.5 2.4 92.1 78.9 94.9 95.8 5.1 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
1 1 2 34 26 36 28
SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/17/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 35,583
COMMITMENTS
5,747 4,705 0 27,823 30,357 33,570 35,062 2,013 521
CHANGES FROM 06/10/14 (CHANGE IN OPEN INTEREST: 4,886)
1,860 279 0 3,237 4,480 5,097 4,759 -211 127
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.2 13.2 0.0 78.2 85.3 94.3 98.5 5.7 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 2 0 14 15 16 17
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/17/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 36,977
COMMITMENTS
1,620 0 840 31,625 35,257 34,085 36,097 2,892 880
CHANGES FROM 06/10/14 (CHANGE IN OPEN INTEREST: 434)
0 0 0 310 310 310 310 124 124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 0.0 2.3 85.5 95.3 92.2 97.6 7.8 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 1 14 13 15 14
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/17/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 260,482
COMMITMENTS
2,558 40,332 3,910 241,660 209,026 248,128 253,268 12,354 7,214
CHANGES FROM 06/10/14 (CHANGE IN OPEN INTEREST: 3,073)
0 -208 -120 3,387 2,756 3,267 2,428 -194 645
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 15.5 1.5 92.8 80.2 95.3 97.2 4.7 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
2 4 3 39 33 44 37
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/17/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 66,303
COMMITMENTS
7,541 0 0 54,395 62,881 61,936 62,881 4,367 3,422
CHANGES FROM 06/10/14 (CHANGE IN OPEN INTEREST: -210)
-124 0 0 -86 -59 -210 -59 0 -151
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 0.0 0.0 82.0 94.8 93.4 94.8 6.6 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 0 0 17 17 18 17
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/17/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 84,664
COMMITMENTS
0 984 0 80,605 82,116 80,605 83,100 4,059 1,564
CHANGES FROM 06/10/14 (CHANGE IN OPEN INTEREST: 1,105)
0 0 0 1,105 1,105 1,105 1,105 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.2 0.0 95.2 97.0 95.2 98.2 4.8 1.8
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 06/17/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 68,650
COMMITMENTS
0 5,205 394 59,510 61,097 59,904 66,696 8,746 1,954
CHANGES FROM 06/10/14 (CHANGE IN OPEN INTEREST: -151)
0 -173 1 -267 292 -266 120 115 -271
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.6 0.6 86.7 89.0 87.3 97.2 12.7 2.8
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 06/17/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 171,149
COMMITMENTS
19,563 6,844 19,040 131,256 144,386 169,858 170,270 1,291 879
CHANGES FROM 06/10/14 (CHANGE IN OPEN INTEREST: 4,574)
-13 -668 1,280 3,025 3,621 4,292 4,233 282 341
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 4.0 11.1 76.7 84.4 99.2 99.5 0.8 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
13 7 17 54 56 73 74
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/17/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 52,765
COMMITMENTS
8,700 154 1,124 42,941 51,487 52,765 52,765 0 0
CHANGES FROM 06/10/14 (CHANGE IN OPEN INTEREST: 550)
210 0 0 340 550 550 550 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.5 0.3 2.1 81.4 97.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
6 1 2 20 24 26 27
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/17/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 414,007
COMMITMENTS
34,734 992 25,287 353,986 387,728 414,007 414,007 0 0
CHANGES FROM 06/10/14 (CHANGE IN OPEN INTEREST: 2,296)
-656 -984 328 2,624 2,952 2,296 2,296 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 0.2 6.1 85.5 93.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
5 1 2 21 21 27 23
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/17/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,572,620
COMMITMENTS
56,410 17,397 70,925 1445285 1484298 1572620 1572620 0 0
CHANGES FROM 06/10/14 (CHANGE IN OPEN INTEREST: 3,546)
-4,003 -1,339 4,358 3,191 19,183 3,546 22,202 -0 -18,656
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 1.1 4.5 91.9 94.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
5 4 4 41 43 49 48
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/17/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 49,831
COMMITMENTS
1,182 6,791 4,823 43,826 38,216 49,831 49,831 -0 0
CHANGES FROM 06/10/14 (CHANGE IN OPEN INTEREST: 21)
133 -539 445 -557 115 21 21 0 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 13.6 9.7 87.9 76.7 100.0 100.0 -0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
4 5 4 24 21 29 29
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/17/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 310,562
COMMITMENTS
328 45,974 16,462 293,772 248,126 310,562 310,562 0 0
CHANGES FROM 06/10/14 (CHANGE IN OPEN INTEREST: 3,880)
-976 1,961 0 4,856 1,919 3,880 3,880 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 14.8 5.3 94.6 79.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 3 2 16 14 19 17
PJM AEP DAYTON RT OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/17/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 639,567
COMMITMENTS
36,017 0 12,073 591,477 627,494 639,567 639,567 0 0
CHANGES FROM 06/10/14 (CHANGE IN OPEN INTEREST: 2,400)
0 0 0 2,400 2,400 2,400 2,400 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 0.0 1.9 92.5 98.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
4 0 1 24 27 28 28
AEP DAYTON HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/17/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 54,860
COMMITMENTS
6,279 1,146 3,524 44,272 49,766 54,075 54,436 785 424
CHANGES FROM 06/10/14 (CHANGE IN OPEN INTEREST: 1,443)
-922 -43 301 1,999 1,185 1,378 1,443 65 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 2.1 6.4 80.7 90.7 98.6 99.2 1.4 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
4 2 5 29 29 35 34
AD HUB DA OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/17/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 36,500
COMMITMENTS
150 0 0 36,170 36,460 36,320 36,460 180 40
CHANGES FROM 06/10/14 (CHANGE IN OPEN INTEREST: 645)
0 0 0 645 645 645 645 0 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: 29)
1 0 0 20 15 21 15
AD HUB DA PEAK DAILY - ICE FUTURES ENERGY DIV Code-06439E
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/17/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 mwh OPEN INTEREST: 5,650
COMMITMENTS
850 750 100 4,700 4,350 5,650 5,200 0 450
CHANGES FROM 06/10/14 (CHANGE IN OPEN INTEREST: 1,500)
850 -250 100 650 1,400 1,600 1,250 -100 250
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.0 13.3 1.8 83.2 77.0 100.0 92.0 0.0 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 2 1 13 10 16 12
PJM AEP DAYTON DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/17/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 53,805
COMMITMENTS
200 400 100 53,445 53,265 53,745 53,765 60 40
CHANGES FROM 06/10/14 (CHANGE IN OPEN INTEREST: 1,360)
0 0 0 1,360 1,360 1,360 1,360 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.7 0.2 99.3 99.0 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 1 1 27 12 29 13
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/17/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 11,180
COMMITMENTS
0 1,200 0 11,180 9,980 11,180 11,180 0 0
CHANGES FROM 06/10/14 (CHANGE IN OPEN INTEREST: 550)
0 200 0 550 350 550 550 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 10.7 0.0 100.0 89.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 3 0 19 17 19 20
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/17/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 248,744
COMMITMENTS
11,272 1,152 2,728 234,744 244,864 248,744 248,744 0 0
CHANGES FROM 06/10/14 (CHANGE IN OPEN INTEREST: -3,888)
-2,024 0 -376 -1,488 -3,512 -3,888 -3,888 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 0.5 1.1 94.4 98.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 2 1 23 19 25 22
ERCOT - NORTH ZONE - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/17/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 12,007
COMMITMENTS
2,167 1,108 365 9,108 10,172 11,640 11,645 367 362
CHANGES FROM 06/10/14 (CHANGE IN OPEN INTEREST: 520)
0 109 86 389 389 475 584 45 -64
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.0 9.2 3.0 75.9 84.7 96.9 97.0 3.1 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 3 2 16 18 20 22
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/17/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 19,250
COMMITMENTS
3,050 0 600 15,600 18,650 19,250 19,250 0 0
CHANGES FROM 06/10/14 (CHANGE IN OPEN INTEREST: 1,700)
100 0 0 1,600 1,700 1,700 1,700 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.8 0.0 3.1 81.0 96.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 0 2 16 13 18 15
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/17/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 17,785
COMMITMENTS
1,250 1,650 0 16,535 16,125 17,785 17,775 0 10
CHANGES FROM 06/10/14 (CHANGE IN OPEN INTEREST: 350)
0 300 0 350 50 350 350 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 9.3 0.0 93.0 90.7 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 1 0 21 21 24 22
MISO IN. RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/17/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 10,404
COMMITMENTS
0 75 375 9,359 9,634 9,734 10,084 670 320
CHANGES FROM 06/10/14 (CHANGE IN OPEN INTEREST: 0)
0 25 0 0 -25 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.7 3.6 90.0 92.6 93.6 96.9 6.4 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 2 1 23 15 24 17
MISO CINERGY HUB (REAL-TIME LMP) - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/17/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 21,424
COMMITMENTS
1,532 0 469 18,849 19,762 20,850 20,231 574 1,193
CHANGES FROM 06/10/14 (CHANGE IN OPEN INTEREST: -19)
236 0 -85 -150 149 1 64 -20 -83
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 0.0 2.2 88.0 92.2 97.3 94.4 2.7 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 0 1 26 22 29 23
Nepool MH DA LMP Offpk Mon Min - ICE FUTURES ENERGY DIV Code-0643B9
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/17/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 36,360
COMMITMENTS
0 5,106 1,984 34,246 29,160 36,230 36,250 130 110
CHANGES FROM 06/10/14 (CHANGE IN OPEN INTEREST: 90)
0 26 4 81 60 85 90 5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 14.0 5.5 94.2 80.2 99.6 99.7 0.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
0 5 4 30 27 34 32
ISO NE MASS PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/17/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 43,448
COMMITMENTS
700 4,306 3,523 39,060 35,614 43,283 43,443 165 5
CHANGES FROM 06/10/14 (CHANGE IN OPEN INTEREST: 475)
0 213 -125 595 387 470 475 5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 9.9 8.1 89.9 82.0 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
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 06/17/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 35,505
COMMITMENTS
700 0 0 34,805 35,505 35,505 35,505 0 0
CHANGES FROM 06/10/14 (CHANGE IN OPEN INTEREST: 380)
0 0 0 380 690 380 690 0 -310
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 0.0 0.0 98.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 0 20 10 21 10
PJM NI DAY AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/17/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 41,590
COMMITMENTS
450 0 0 41,125 41,590 41,575 41,590 15 0
CHANGES FROM 06/10/14 (CHANGE IN OPEN INTEREST: 625)
0 0 0 625 625 625 625 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.0 0.0 98.9 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 0 0 26 15 27 15
ISO NE MASS DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/17/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 466,518
COMMITMENTS
47,648 2,543 39,200 379,670 424,775 466,518 466,518 0 0
CHANGES FROM 06/10/14 (CHANGE IN OPEN INTEREST: 4,672)
1,216 -1,600 -392 3,848 6,664 4,672 4,672 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 0.5 8.4 81.4 91.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
3 2 3 29 30 33 34
NEPOOL MASS HUB (DAY-AHEAD LMP) - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/17/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 33,310
COMMITMENTS
5,469 1,554 1,484 25,190 30,018 32,143 33,056 1,167 254
CHANGES FROM 06/10/14 (CHANGE IN OPEN INTEREST: 416)
-19 -42 -21 456 479 416 416 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.4 4.7 4.5 75.6 90.1 96.5 99.2 3.5 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
6 4 4 29 36 35 44
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/17/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 17,892
COMMITMENTS
2,470 107 1,640 13,782 16,145 17,892 17,892 0 0
CHANGES FROM 06/10/14 (CHANGE IN OPEN INTEREST: 436)
-511 107 201 746 128 436 436 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.8 0.6 9.2 77.0 90.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 1 2 20 10 23 12
CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BR
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/17/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
25MWh OPEN INTEREST: 256,013
COMMITMENTS
80,380 0 7,712 167,921 248,301 256,013 256,013 0 0
CHANGES FROM 06/10/14 (CHANGE IN OPEN INTEREST: 2,895)
-2,897 0 0 5,792 2,895 2,895 2,895 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.4 0.0 3.0 65.6 97.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 0 1 16 9 19 10
PJM NI REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/17/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 539,866
COMMITMENTS
2,753 10,761 13,976 523,137 515,129 539,866 539,866 0 0
CHANGES FROM 06/10/14 (CHANGE IN OPEN INTEREST: 1,552)
0 0 0 1,552 1,552 1,552 1,552 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 2.0 2.6 96.9 95.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 1 1 22 18 24 19
NORTHERN ILLINOIS HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/17/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 42,105
COMMITMENTS
7,177 132 359 33,908 41,125 41,444 41,616 661 489
CHANGES FROM 06/10/14 (CHANGE IN OPEN INTEREST: 2,029)
277 44 169 1,327 1,816 1,773 2,029 256 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.0 0.3 0.9 80.5 97.7 98.4 98.8 1.6 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 1 1 21 17 24 19
NYISO ZONE J (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/17/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 80,002
COMMITMENTS
0 4,288 0 80,002 75,714 80,002 80,002 0 0
CHANGES FROM 06/10/14 (CHANGE IN OPEN INTEREST: 0)
0 -760 0 0 760 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.4 0.0 100.0 94.6 100.0 100.0 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 06/17/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 16,661
COMMITMENTS
2,060 379 264 13,547 15,443 15,871 16,086 790 575
CHANGES FROM 06/10/14 (CHANGE IN OPEN INTEREST: -148)
106 -381 -87 -210 277 -191 -191 43 43
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 2.3 1.6 81.3 92.7 95.3 96.5 4.7 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
5 1 3 18 19 24 22
NYISO ZONE A (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/17/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 228,649
COMMITMENTS
37,591 3,103 1,185 189,873 224,361 228,649 228,649 0 0
CHANGES FROM 06/10/14 (CHANGE IN OPEN INTEREST: -1,503)
0 351 1,185 -2,688 -3,039 -1,503 -1,503 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.4 1.4 0.5 83.0 98.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 1 1 17 22 21 23
NYISO ZONE G - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/17/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 12,499
COMMITMENTS
1,763 236 298 10,245 11,688 12,306 12,222 193 277
CHANGES FROM 06/10/14 (CHANGE IN OPEN INTEREST: 278)
174 -21 0 170 256 344 235 -66 43
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.1 1.9 2.4 82.0 93.5 98.5 97.8 1.5 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
4 1 1 18 21 23 22
NYISO ZONE G (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/17/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 144,042
COMMITMENTS
14,930 0 4,272 124,840 139,770 144,042 144,042 0 0
CHANGES FROM 06/10/14 (CHANGE IN OPEN INTEREST: 5,073)
3,746 -474 474 853 5,073 5,073 5,073 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.4 0.0 3.0 86.7 97.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 0 1 21 18 24 19
PALO VERDE - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/17/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 20,619
COMMITMENTS
0 2,058 2,275 18,344 16,286 20,619 20,619 0 0
CHANGES FROM 06/10/14 (CHANGE IN OPEN INTEREST: 359)
0 -103 77 282 385 359 359 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 10.0 11.0 89.0 79.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 1 1 17 15 18 16
PALO VERDE (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/17/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
25 MWh OPEN INTEREST: 151,225
COMMITMENTS
0 328 3,856 147,369 147,041 151,225 151,225 0 0
CHANGES FROM 06/10/14 (CHANGE IN OPEN INTEREST: 3,806)
0 0 0 3,806 3,806 3,806 3,806 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.2 2.5 97.5 97.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 1 13 12 14 13
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/17/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 24,705
COMMITMENTS
0 950 0 24,515 23,755 24,515 24,705 190 0
CHANGES FROM 06/10/14 (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 3.8 0.0 99.2 96.2 99.2 100.0 0.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 2 0 19 13 19 15
PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643CV
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/17/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 21,300
COMMITMENTS
0 900 0 20,990 20,400 20,990 21,300 310 0
CHANGES FROM 06/10/14 (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 98.5 95.8 98.5 100.0 1.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 0 16 8 16 9
PJM PECO ZONE (DA LMP) PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/17/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 10,280
COMMITMENTS
0 0 0 9,995 10,210 9,995 10,210 285 70
CHANGES FROM 06/10/14 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.2 99.3 97.2 99.3 2.8 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 20 13 20 13
PJM PEPCO DAY-AHEAD - ICE FUTURES ENERGY DIV Code-0643D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/17/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 23,665
COMMITMENTS
0 300 0 23,390 23,365 23,390 23,665 275 0
CHANGES FROM 06/10/14 (CHANGE IN OPEN INTEREST: 80)
0 0 0 80 80 80 80 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.3 0.0 98.8 98.7 98.8 100.0 1.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 0 18 10 18 11
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/17/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 22,645
COMMITMENTS
0 0 0 22,105 22,645 22,105 22,645 540 0
CHANGES FROM 06/10/14 (CHANGE IN OPEN INTEREST: -1,745)
0 0 0 -1,695 -1,740 -1,695 -1,740 -50 -5
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: 20)
0 0 0 17 7 17 7
PJM PPL ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/17/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 25,000
COMMITMENTS
0 0 0 24,370 25,000 24,370 25,000 630 0
CHANGES FROM 06/10/14 (CHANGE IN OPEN INTEREST: 50)
0 0 0 50 50 50 50 0 0
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: 24)
0 0 0 20 10 20 10
PJM WESTERN HUB (DAY-AHEAD OFF PEAK) - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/17/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 125,170
COMMITMENTS
2,095 200 0 122,885 124,970 124,980 125,170 190 0
CHANGES FROM 06/10/14 (CHANGE IN OPEN INTEREST: 930)
200 0 0 730 1,110 930 1,110 0 -180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 0.2 0.0 98.2 99.8 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
3 1 0 35 30 38 31
PJM WESTERN HUB (DAY-AHEAD) - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/17/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 164,414
COMMITMENTS
2,740 0 100 161,249 164,294 164,089 164,394 325 20
CHANGES FROM 06/10/14 (CHANGE IN OPEN INTEREST: 1,090)
0 0 0 1,070 1,070 1,070 1,070 20 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 0.0 0.1 98.1 99.9 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
4 0 1 39 30 43 31
PJM WESTERN HUB MINI (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/17/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 153,607
COMMITMENTS
21,721 3,293 10,219 121,394 139,672 153,334 153,184 273 423
CHANGES FROM 06/10/14 (CHANGE IN OPEN INTEREST: 633)
527 -300 190 -227 596 491 486 142 147
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.1 2.1 6.7 79.0 90.9 99.8 99.7 0.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
8 5 9 43 40 55 50
PJM WH REAL TIME MINI OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/17/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 97,470
COMMITMENTS
2,150 2,345 1,700 93,455 93,180 97,305 97,225 165 245
CHANGES FROM 06/10/14 (CHANGE IN OPEN INTEREST: -1,180)
-505 -75 55 -775 -1,205 -1,225 -1,225 45 45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 2.4 1.7 95.9 95.6 99.8 99.7 0.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
5 3 3 33 29 38 35
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/17/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 25,640
COMMITMENTS
0 775 0 25,065 24,865 25,065 25,640 575 0
CHANGES FROM 06/10/14 (CHANGE IN OPEN INTEREST: 50)
0 0 0 50 50 50 50 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.0 0.0 97.8 97.0 97.8 100.0 2.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 2 0 22 14 22 16
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/17/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 22,090
COMMITMENTS
0 300 0 21,830 21,495 21,830 21,795 260 295
CHANGES FROM 06/10/14 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.4 0.0 98.8 97.3 98.8 98.7 1.2 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 1 0 22 10 22 11
NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/17/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 11,918
COMMITMENTS
1,428 350 425 9,633 10,963 11,486 11,738 432 180
CHANGES FROM 06/10/14 (CHANGE IN OPEN INTEREST: -22)
523 0 105 -90 -52 538 53 -560 -75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.0 2.9 3.6 80.8 92.0 96.4 98.5 3.6 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 1 2 19 22 23 25
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C75
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/17/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 10,729
COMMITMENTS
2,165 0 75 7,604 10,654 9,844 10,729 885 0
CHANGES FROM 06/10/14 (CHANGE IN OPEN INTEREST: 891)
50 0 25 681 986 756 1,011 135 -120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.2 0.0 0.7 70.9 99.3 91.8 100.0 8.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 0 1 14 19 16 20
NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C76
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/17/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 13,288
COMMITMENTS
75 1,625 625 12,171 10,993 12,871 13,243 417 45
CHANGES FROM 06/10/14 (CHANGE IN OPEN INTEREST: 150)
0 5 0 549 380 549 385 -399 -235
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 12.2 4.7 91.6 82.7 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 06/17/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 9,778
COMMITMENTS
170 0 120 9,254 9,658 9,544 9,778 234 0
CHANGES FROM 06/10/14 (CHANGE IN OPEN INTEREST: 212)
0 0 0 342 338 342 338 -130 -126
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 0.0 1.2 94.6 98.8 97.6 100.0 2.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 1 18 18 19 19
Updated June 20, 2014