CALIFORNIA CARBON ALLOWANCE VINTAGE 2014 - ICE FUTURES ENERGY DIV Code-006392
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/24/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California Carbon Allowances OPEN INTEREST: 8,353
COMMITMENTS
2,230 543 1,520 4,579 6,238 8,329 8,301 24 52
CHANGES FROM 06/17/14 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.7 6.5 18.2 54.8 74.7 99.7 99.4 0.3 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
6 3 7 7 4 16 12
CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/24/14 |
--------------------------------------------------------------| 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
8,674 4,019 4,736 12,549 17,204 25,959 25,959 0 0
CHANGES FROM 06/17/14 (CHANGE IN OPEN INTEREST: -0)
-1 0 1 -0 -1 -0 -0 -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 06/24/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 Regional Greenhouse Gas Initiative OPEN INTEREST: 13,242
COMMITMENTS
2,653 1,178 948 9,641 11,117 13,242 13,242 -0 -0
CHANGES FROM 06/17/14 (CHANGE IN OPEN INTEREST: -5)
-2 -1 0 -3 -4 -5 -5 -0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.0 8.9 7.2 72.8 83.9 100.0 100.0 -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 06/24/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 4,678,592
COMMITMENTS
789,490 133,231 1071256 2758138 3429003 4618884 4633490 59,708 45,102
CHANGES FROM 06/17/14 (CHANGE IN OPEN INTEREST: 21,976)
-18,105 28,235 2,099 12,823 -31,948 -3,183 -1,614 25,159 23,590
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.9 2.8 22.9 59.0 73.3 98.7 99.0 1.3 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 213)
38 29 56 137 119 203 176
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/24/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 2,198,058
COMMITMENTS
54,479 22,628 929,046 1212870 1245505 2196395 2197179 1,663 879
CHANGES FROM 06/17/14 (CHANGE IN OPEN INTEREST: 42,515)
6,236 -15,781 27,793 7,380 30,236 41,410 42,248 1,105 266
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 1.0 42.3 55.2 56.7 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
23 22 41 57 56 100 99
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/24/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 240,090
COMMITMENTS
34,181 1,578 8,779 179,388 220,110 222,348 230,467 17,742 9,623
CHANGES FROM 06/17/14 (CHANGE IN OPEN INTEREST: -1,574)
1,642 -1,114 -1,547 -2,193 790 -2,098 -1,871 524 297
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.2 0.7 3.7 74.7 91.7 92.6 96.0 7.4 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
5 2 2 27 30 33 33
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/24/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 128,396
COMMITMENTS
6,969 1,930 874 114,751 120,198 122,594 123,002 5,802 5,394
CHANGES FROM 06/17/14 (CHANGE IN OPEN INTEREST: 1,360)
738 0 -8 2,503 779 3,233 771 -1,873 589
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 1.5 0.7 89.4 93.6 95.5 95.8 4.5 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 2 1 28 26 30 29
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/24/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 203,929
COMMITMENTS
20,897 11,034 2,512 172,668 183,108 196,077 196,654 7,852 7,275
CHANGES FROM 06/17/14 (CHANGE IN OPEN INTEREST: 80)
31 747 155 1,974 -838 2,160 64 -2,080 16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 5.4 1.2 84.7 89.8 96.1 96.4 3.9 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 3 1 28 29 32 32
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/24/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 794,743
COMMITMENTS
61,728 3,005 13,734 715,823 770,924 791,285 787,663 3,458 7,080
CHANGES FROM 06/17/14 (CHANGE IN OPEN INTEREST: 9,382)
-2,632 -135 882 10,948 8,665 9,198 9,412 184 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 0.4 1.7 90.1 97.0 99.6 99.1 0.4 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
5 2 5 56 40 62 46
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/24/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 234,779
COMMITMENTS
28,149 15,606 1,074 198,728 212,044 227,951 228,724 6,828 6,055
CHANGES FROM 06/17/14 (CHANGE IN OPEN INTEREST: 8,858)
2,875 -196 590 7,908 8,430 11,373 8,824 -2,515 34
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.0 6.6 0.5 84.6 90.3 97.1 97.4 2.9 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
5 1 3 27 26 32 30
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/24/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 222,608
COMMITMENTS
2,211 0 2,644 214,621 213,462 219,476 216,106 3,132 6,502
CHANGES FROM 06/17/14 (CHANGE IN OPEN INTEREST: 4,871)
-843 0 416 4,742 5,131 4,315 5,547 556 -676
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.0 1.2 96.4 95.9 98.6 97.1 1.4 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
3 0 2 38 41 41 43
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/24/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 103,015
COMMITMENTS
3,245 2,698 2,801 89,151 84,224 95,197 89,723 7,818 13,292
CHANGES FROM 06/17/14 (CHANGE IN OPEN INTEREST: 3,249)
-838 971 1,024 3,432 459 3,618 2,454 -369 795
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 2.6 2.7 86.5 81.8 92.4 87.1 7.6 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 3 2 20 19 22 23
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/24/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 107,722
COMMITMENTS
2,016 14,787 4,728 90,064 82,796 96,808 102,311 10,914 5,411
CHANGES FROM 06/17/14 (CHANGE IN OPEN INTEREST: -637)
-93 2,283 -799 50 -1,937 -842 -453 205 -184
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 13.7 4.4 83.6 76.9 89.9 95.0 10.1 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 4 3 22 24 27 28
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/24/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 76,008
COMMITMENTS
162 3,929 1,448 66,149 61,215 67,759 66,592 8,249 9,416
CHANGES FROM 06/17/14 (CHANGE IN OPEN INTEREST: 353)
162 758 532 420 448 1,114 1,738 -761 -1,385
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 5.2 1.9 87.0 80.5 89.1 87.6 10.9 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 2 2 18 17 20 20
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/24/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 213,863
COMMITMENTS
978 0 0 203,567 210,359 204,545 210,359 9,318 3,504
CHANGES FROM 06/17/14 (CHANGE IN OPEN INTEREST: 2,840)
0 0 0 2,840 2,782 2,840 2,782 0 58
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.0 0.0 95.2 98.4 95.6 98.4 4.4 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
1 0 0 31 25 32 25
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/24/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 95,022
COMMITMENTS
0 0 0 84,833 91,678 84,833 91,678 10,189 3,344
CHANGES FROM 06/17/14 (CHANGE IN OPEN INTEREST: 2,105)
0 0 0 1,891 2,105 1,891 2,105 214 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 89.3 96.5 89.3 96.5 10.7 3.5
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 06/24/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 295,779
COMMITMENTS
4,512 1,968 0 282,741 285,834 287,253 287,802 8,526 7,977
CHANGES FROM 06/17/14 (CHANGE IN OPEN INTEREST: 4,432)
279 0 0 3,829 3,226 4,108 3,226 324 1,206
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 0.7 0.0 95.6 96.6 97.1 97.3 2.9 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
1 1 0 44 38 45 39
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/24/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 69,902
COMMITMENTS
1,895 6,210 3,793 59,116 51,770 64,804 61,773 5,098 8,129
CHANGES FROM 06/17/14 (CHANGE IN OPEN INTEREST: 143)
0 -138 242 -1,103 -240 -861 -136 1,004 279
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 8.9 5.4 84.6 74.1 92.7 88.4 7.3 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 3 4 18 19 22 23
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BA - ICE FUTURES ENERCode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/24/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 76,859
COMMITMENTS
1,281 0 3,459 66,264 66,706 71,004 70,165 5,855 6,694
CHANGES FROM 06/17/14 (CHANGE IN OPEN INTEREST: 405)
430 0 -146 -96 59 188 -87 217 492
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 0.0 4.5 86.2 86.8 92.4 91.3 7.6 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 0 2 15 17 17 19
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/24/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 115,457
COMMITMENTS
6,995 4,340 552 106,109 104,945 113,656 109,837 1,801 5,620
CHANGES FROM 06/17/14 (CHANGE IN OPEN INTEREST: 8,886)
4,597 -104 -1,260 5,867 10,795 9,204 9,431 -318 -545
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 3.8 0.5 91.9 90.9 98.4 95.1 1.6 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 3 1 18 22 22 25
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/24/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 75,349
COMMITMENTS
17,684 3,813 552 56,274 67,882 74,510 72,247 839 3,102
CHANGES FROM 06/17/14 (CHANGE IN OPEN INTEREST: 8,640)
4,752 -631 -1,260 5,621 12,441 9,113 10,550 -473 -1,910
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.5 5.1 0.7 74.7 90.1 98.9 95.9 1.1 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
7 3 1 27 33 35 36
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/24/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 46,283
COMMITMENTS
0 0 0 44,976 45,184 44,976 45,184 1,307 1,099
CHANGES FROM 06/17/14 (CHANGE IN OPEN INTEREST: 5,293)
0 0 0 4,987 5,283 4,987 5,283 306 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.2 97.6 97.2 97.6 2.8 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 0 0 15 24 15 24
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/24/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 147,282
COMMITMENTS
458 1,229 0 131,768 134,221 132,226 135,450 15,056 11,832
CHANGES FROM 06/17/14 (CHANGE IN OPEN INTEREST: 3,163)
0 -1,327 -359 3,388 3,473 3,029 1,787 134 1,376
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.8 0.0 89.5 91.1 89.8 92.0 10.2 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 1 0 30 24 31 25
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS - ICE FUTURES ENERCode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/24/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 59,639
COMMITMENTS
516 0 1,608 50,788 51,156 52,912 52,764 6,727 6,875
CHANGES FROM 06/17/14 (CHANGE IN OPEN INTEREST: 48)
-492 0 322 95 -274 -75 48 123 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.0 2.7 85.2 85.8 88.7 88.5 11.3 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 1 14 15 15 16
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/24/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 102,544
COMMITMENTS
846 2,183 3,024 94,265 89,078 98,135 94,285 4,409 8,259
CHANGES FROM 06/17/14 (CHANGE IN OPEN INTEREST: 2,347)
-343 1,186 244 2,415 1,349 2,316 2,779 31 -432
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 2.1 2.9 91.9 86.9 95.7 91.9 4.3 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 1 2 22 22 24 24
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/24/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 71,939
COMMITMENTS
4,971 2,377 1,538 57,947 61,347 64,456 65,262 7,483 6,677
CHANGES FROM 06/17/14 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 3.3 2.1 80.6 85.3 89.6 90.7 10.4 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 2 2 14 13 18 15
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/24/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 26,788
COMMITMENTS
7,036 600 0 19,572 24,752 26,608 25,352 180 1,436
CHANGES FROM 06/17/14 (CHANGE IN OPEN INTEREST: 2,371)
651 0 0 1,720 3,013 2,371 3,013 0 -642
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.3 2.2 0.0 73.1 92.4 99.3 94.6 0.7 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
4 1 0 8 15 12 16
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/24/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 133,468
COMMITMENTS
372 20,589 685 126,274 108,486 127,331 129,760 6,137 3,708
CHANGES FROM 06/17/14 (CHANGE IN OPEN INTEREST: 3,173)
0 535 187 2,680 1,690 2,867 2,412 306 761
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 15.4 0.5 94.6 81.3 95.4 97.2 4.6 2.8
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 06/24/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 261,891
COMMITMENTS
900 38,077 6,952 240,830 206,123 248,682 251,152 13,209 10,739
CHANGES FROM 06/17/14 (CHANGE IN OPEN INTEREST: 729)
68 280 685 205 103 958 1,068 -229 -339
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 14.5 2.7 92.0 78.7 95.0 95.9 5.0 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
2 2 3 34 29 38 32
SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/24/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 37,195
COMMITMENTS
6,460 4,891 0 28,504 31,876 34,964 36,767 2,231 428
CHANGES FROM 06/17/14 (CHANGE IN OPEN INTEREST: 1,612)
713 186 0 681 1,519 1,394 1,705 218 -93
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.4 13.1 0.0 76.6 85.7 94.0 98.8 6.0 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 2 0 15 16 17 18
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/24/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 41,960
COMMITMENTS
1,620 0 840 35,775 40,328 38,235 41,168 3,725 792
CHANGES FROM 06/17/14 (CHANGE IN OPEN INTEREST: 4,983)
0 0 0 4,150 5,071 4,150 5,071 833 -88
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 0.0 2.0 85.3 96.1 91.1 98.1 8.9 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 1 16 15 17 16
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/24/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 263,800
COMMITMENTS
2,558 40,315 4,278 247,608 213,212 254,444 257,805 9,356 5,995
CHANGES FROM 06/17/14 (CHANGE IN OPEN INTEREST: 3,318)
0 -17 368 5,948 4,186 6,316 4,537 -2,998 -1,219
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 15.3 1.6 93.9 80.8 96.5 97.7 3.5 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
2 4 3 41 36 46 40
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/24/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 65,729
COMMITMENTS
9,144 0 0 52,124 62,184 61,268 62,184 4,461 3,545
CHANGES FROM 06/17/14 (CHANGE IN OPEN INTEREST: -574)
1,603 0 0 -2,271 -697 -668 -697 94 123
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.9 0.0 0.0 79.3 94.6 93.2 94.6 6.8 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 0 0 17 18 18 18
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/24/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 83,521
COMMITMENTS
0 984 0 79,462 80,911 79,462 81,895 4,059 1,626
CHANGES FROM 06/17/14 (CHANGE IN OPEN INTEREST: -1,143)
0 0 0 -1,143 -1,205 -1,143 -1,205 0 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.2 0.0 95.1 96.9 95.1 98.1 4.9 1.9
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 06/24/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 68,880
COMMITMENTS
0 5,579 285 59,969 60,819 60,254 66,683 8,626 2,197
CHANGES FROM 06/17/14 (CHANGE IN OPEN INTEREST: 230)
0 374 -109 459 -278 350 -13 -120 243
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 8.1 0.4 87.1 88.3 87.5 96.8 12.5 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 2 2 21 16 23 18
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/24/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 22,801
COMMITMENTS
0 1,131 0 22,253 20,267 22,253 21,398 548 1,403
CHANGES FROM 06/17/14 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.0 0.0 97.6 88.9 97.6 93.8 2.4 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 2 0 10 9 10 11
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/24/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 173,684
COMMITMENTS
20,089 8,138 18,900 133,851 145,899 172,840 172,938 844 747
CHANGES FROM 06/17/14 (CHANGE IN OPEN INTEREST: 2,535)
526 1,294 -140 2,595 1,513 2,982 2,667 -447 -132
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.6 4.7 10.9 77.1 84.0 99.5 99.6 0.5 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
14 8 19 54 57 75 77
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/24/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 52,511
COMMITMENTS
8,728 154 1,278 42,505 51,079 52,511 52,511 0 0
CHANGES FROM 06/17/14 (CHANGE IN OPEN INTEREST: -254)
28 0 154 -436 -408 -254 -254 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.6 0.3 2.4 80.9 97.3 100.0 100.0 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 06/24/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 413,031
COMMITMENTS
33,742 328 26,279 353,010 386,424 413,031 413,031 0 0
CHANGES FROM 06/17/14 (CHANGE IN OPEN INTEREST: -976)
-992 -664 992 -976 -1,304 -976 -976 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 0.1 6.4 85.5 93.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
6 1 2 22 22 28 25
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/24/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,570,998
COMMITMENTS
55,818 11,388 73,014 1441407 1485837 1570239 1570239 759 759
CHANGES FROM 06/17/14 (CHANGE IN OPEN INTEREST: -1,622)
-592 -6,009 2,089 -3,878 1,539 -2,381 -2,381 759 759
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 0.7 4.6 91.8 94.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
6 3 5 41 45 49 51
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/24/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 49,285
COMMITMENTS
1,430 6,658 4,877 42,180 36,798 48,488 48,334 797 951
CHANGES FROM 06/17/14 (CHANGE IN OPEN INTEREST: -546)
249 -133 54 -1,645 -1,418 -1,343 -1,496 797 951
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 13.5 9.9 85.6 74.7 98.4 98.1 1.6 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
4 5 5 25 21 31 29
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/24/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 314,170
COMMITMENTS
328 47,614 14,822 299,020 251,734 314,170 314,170 0 0
CHANGES FROM 06/17/14 (CHANGE IN OPEN INTEREST: 3,608)
0 1,640 -1,640 5,248 3,608 3,608 3,608 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 15.2 4.7 95.2 80.1 100.0 100.0 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 06/24/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 647,458
COMMITMENTS
30,929 0 12,073 604,456 635,385 647,458 647,458 0 0
CHANGES FROM 06/17/14 (CHANGE IN OPEN INTEREST: 7,891)
-5,088 0 0 12,979 7,891 7,891 7,891 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 0.0 1.9 93.4 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 06/24/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 56,023
COMMITMENTS
7,433 1,760 2,713 45,156 51,126 55,302 55,599 721 424
CHANGES FROM 06/17/14 (CHANGE IN OPEN INTEREST: 1,163)
1,154 614 -811 884 1,360 1,227 1,163 -64 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.3 3.1 4.8 80.6 91.3 98.7 99.2 1.3 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
6 2 5 29 28 37 33
AD HUB DA OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/24/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 39,400
COMMITMENTS
150 0 0 39,070 39,360 39,220 39,360 180 40
CHANGES FROM 06/17/14 (CHANGE IN OPEN INTEREST: 2,900)
0 0 0 2,900 2,900 2,900 2,900 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.0 0.0 99.2 99.9 99.5 99.9 0.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 0 0 21 16 22 16
PJM AEP DAYTON DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/24/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 54,300
COMMITMENTS
200 400 100 53,940 53,760 54,240 54,260 60 40
CHANGES FROM 06/17/14 (CHANGE IN OPEN INTEREST: 495)
0 0 0 495 495 495 495 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 13 29 14
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/24/14 |
--------------------------------------------------------------| 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 06/17/14 (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 10.7 0.0 100.0 89.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 3 0 19 18 19 21
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/24/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 252,664
COMMITMENTS
12,424 1,152 1,576 238,664 249,936 252,664 252,664 0 0
CHANGES FROM 06/17/14 (CHANGE IN OPEN INTEREST: 3,920)
1,152 0 -1,152 3,920 5,072 3,920 3,920 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 0.5 0.6 94.5 98.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 2 1 22 19 24 22
ERCOT - NORTH ZONE - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/24/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 12,587
COMMITMENTS
2,233 1,175 299 9,688 10,773 12,220 12,247 367 340
CHANGES FROM 06/17/14 (CHANGE IN OPEN INTEREST: 580)
66 67 -66 580 601 580 602 0 -22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.7 9.3 2.4 77.0 85.6 97.1 97.3 2.9 2.7
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 06/24/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 19,800
COMMITMENTS
3,250 0 700 15,850 19,100 19,800 19,800 0 0
CHANGES FROM 06/17/14 (CHANGE IN OPEN INTEREST: 550)
200 0 100 250 450 550 550 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.4 0.0 3.5 80.1 96.5 100.0 100.0 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 06/24/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 18,885
COMMITMENTS
1,250 1,650 0 17,635 17,225 18,885 18,875 0 10
CHANGES FROM 06/17/14 (CHANGE IN OPEN INTEREST: 1,100)
0 0 0 1,100 1,100 1,100 1,100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 8.7 0.0 93.4 91.2 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 1 0 21 22 24 23
MISO IN. RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/24/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 10,649
COMMITMENTS
0 135 375 9,604 9,999 9,979 10,509 670 140
CHANGES FROM 06/17/14 (CHANGE IN OPEN INTEREST: 245)
0 60 0 245 365 245 425 0 -180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.3 3.5 90.2 93.9 93.7 98.7 6.3 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 2 1 24 16 25 18
MISO CINERGY HUB (REAL-TIME LMP) - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/24/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 21,251
COMMITMENTS
1,685 44 552 18,440 19,506 20,677 20,102 574 1,149
CHANGES FROM 06/17/14 (CHANGE IN OPEN INTEREST: -173)
153 44 83 -409 -256 -173 -129 0 -44
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 0.2 2.6 86.8 91.8 97.3 94.6 2.7 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 1 1 26 22 29 24
Nepool MH DA LMP Offpk Mon Min - ICE FUTURES ENERGY DIV Code-0643B9
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/24/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 35,613
COMMITMENTS
0 5,631 1,794 33,684 28,058 35,478 35,483 135 130
CHANGES FROM 06/17/14 (CHANGE IN OPEN INTEREST: -747)
0 525 -190 -562 -1,102 -752 -767 5 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 15.8 5.0 94.6 78.8 99.6 99.6 0.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
0 5 3 31 28 34 33
ISO NE MASS PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/24/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 42,467
COMMITMENTS
700 3,814 3,680 37,942 34,968 42,322 42,462 145 5
CHANGES FROM 06/17/14 (CHANGE IN OPEN INTEREST: -981)
0 -492 157 -1,118 -646 -961 -981 -20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 9.0 8.7 89.3 82.3 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
4 4 5 36 34 44 39
N. ILLINOIS HUB DAY AHEAD LMP, OFF PEAK MONTHLY - ICE FUTURES ENERGY Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/24/14 |
--------------------------------------------------------------| 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 06/17/14 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 0.0 0.0 98.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 0 0 21 10 22 10
PJM NI DAY AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/24/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 41,715
COMMITMENTS
500 0 0 41,200 41,715 41,700 41,715 15 0
CHANGES FROM 06/17/14 (CHANGE IN OPEN INTEREST: 125)
50 0 0 75 125 125 125 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.0 0.0 98.8 100.0 100.0 100.0 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 06/24/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 466,190
COMMITMENTS
47,608 2,119 38,440 380,142 425,631 466,190 466,190 0 0
CHANGES FROM 06/17/14 (CHANGE IN OPEN INTEREST: -328)
-40 -424 -760 472 856 -328 -328 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 0.5 8.2 81.5 91.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
3 2 3 30 30 34 34
NEPOOL MASS HUB (DAY-AHEAD LMP) - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/24/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 33,406
COMMITMENTS
5,245 1,554 1,507 25,487 30,323 32,239 33,384 1,167 22
CHANGES FROM 06/17/14 (CHANGE IN OPEN INTEREST: 96)
-224 0 23 297 305 96 328 0 -232
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.7 4.7 4.5 76.3 90.8 96.5 99.9 3.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
5 4 4 30 37 35 45
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/24/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 17,943
COMMITMENTS
2,497 159 1,588 13,858 16,196 17,943 17,943 0 0
CHANGES FROM 06/17/14 (CHANGE IN OPEN INTEREST: 51)
27 52 -52 76 51 51 51 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.9 0.9 8.9 77.2 90.3 100.0 100.0 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 06/24/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
25MWh OPEN INTEREST: 256,013
COMMITMENTS
81,358 0 7,712 166,943 248,301 256,013 256,013 0 0
CHANGES FROM 06/17/14 (CHANGE IN OPEN INTEREST: 0)
978 0 0 -978 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.8 0.0 3.0 65.2 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 06/24/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 541,352
COMMITMENTS
2,753 10,761 13,976 524,623 516,615 541,352 541,352 0 0
CHANGES FROM 06/17/14 (CHANGE IN OPEN INTEREST: 1,486)
0 0 0 1,486 1,486 1,486 1,486 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 06/24/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 43,108
COMMITMENTS
6,922 132 1,081 34,444 41,406 42,447 42,619 661 489
CHANGES FROM 06/17/14 (CHANGE IN OPEN INTEREST: 1,003)
-255 0 722 536 281 1,003 1,003 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.1 0.3 2.5 79.9 96.1 98.5 98.9 1.5 1.1
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 06/24/14 |
--------------------------------------------------------------| 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 06/17/14 (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 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 06/24/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 16,962
COMMITMENTS
2,146 356 308 13,953 15,765 16,407 16,429 555 533
CHANGES FROM 06/17/14 (CHANGE IN OPEN INTEREST: 301)
86 -23 44 406 322 536 343 -235 -42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.7 2.1 1.8 82.3 92.9 96.7 96.9 3.3 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
5 1 2 19 20 25 22
NYISO ZONE A (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/24/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 230,618
COMMITMENTS
37,591 2,303 1,185 191,842 227,130 230,618 230,618 0 0
CHANGES FROM 06/17/14 (CHANGE IN OPEN INTEREST: 1,969)
0 -800 0 1,969 2,769 1,969 1,969 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.3 1.0 0.5 83.2 98.5 100.0 100.0 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 06/24/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 13,046
COMMITMENTS
1,844 405 340 10,731 12,045 12,915 12,790 131 256
CHANGES FROM 06/17/14 (CHANGE IN OPEN INTEREST: 547)
81 169 42 486 357 609 568 -62 -21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.1 3.1 2.6 82.3 92.3 99.0 98.0 1.0 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
4 1 1 19 23 24 24
NYISO ZONE G (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/24/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 147,586
COMMITMENTS
14,130 0 5,072 128,384 142,514 147,586 147,586 0 0
CHANGES FROM 06/17/14 (CHANGE IN OPEN INTEREST: 3,544)
-800 0 800 3,544 2,744 3,544 3,544 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 0.0 3.4 87.0 96.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 0 1 21 19 24 20
PALO VERDE - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/24/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 20,928
COMMITMENTS
0 2,058 2,275 18,653 16,595 20,928 20,928 0 0
CHANGES FROM 06/17/14 (CHANGE IN OPEN INTEREST: 309)
0 0 0 309 309 309 309 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 9.8 10.9 89.1 79.3 100.0 100.0 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 06/24/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
25 MWh OPEN INTEREST: 153,439
COMMITMENTS
0 328 3,856 149,583 149,255 153,439 153,439 0 0
CHANGES FROM 06/17/14 (CHANGE IN OPEN INTEREST: 2,214)
0 0 0 2,214 2,214 2,214 2,214 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.2 2.5 97.5 97.3 100.0 100.0 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 06/24/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 24,830
COMMITMENTS
0 950 0 24,465 23,880 24,465 24,830 365 0
CHANGES FROM 06/17/14 (CHANGE IN OPEN INTEREST: 125)
0 0 0 -50 125 -50 125 175 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.8 0.0 98.5 96.2 98.5 100.0 1.5 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 06/24/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 21,475
COMMITMENTS
0 900 0 20,990 20,575 20,990 21,475 485 0
CHANGES FROM 06/17/14 (CHANGE IN OPEN INTEREST: 175)
0 0 0 0 175 0 175 175 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.2 0.0 97.7 95.8 97.7 100.0 2.3 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 06/24/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 10,420
COMMITMENTS
0 0 0 10,135 10,350 10,135 10,350 285 70
CHANGES FROM 06/17/14 (CHANGE IN OPEN INTEREST: 140)
0 0 0 140 140 140 140 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.3 99.3 97.3 99.3 2.7 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 0 0 20 14 20 14
PJM PEPCO DAY-AHEAD - ICE FUTURES ENERGY DIV Code-0643D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/24/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 23,715
COMMITMENTS
0 300 0 23,440 23,415 23,440 23,715 275 0
CHANGES FROM 06/17/14 (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 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 11 18 12
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/24/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 23,120
COMMITMENTS
0 0 0 22,580 23,120 22,580 23,120 540 0
CHANGES FROM 06/17/14 (CHANGE IN OPEN INTEREST: 475)
0 0 0 475 475 475 475 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.7 100.0 97.7 100.0 2.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 17 8 17 8
PJM PPL ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/24/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 25,200
COMMITMENTS
0 0 0 24,620 25,200 24,620 25,200 580 0
CHANGES FROM 06/17/14 (CHANGE IN OPEN INTEREST: 200)
0 0 0 250 200 250 200 -50 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.7 100.0 97.7 100.0 2.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 21 12 21 12
PJM WESTERN HUB (DAY-AHEAD OFF PEAK) - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/24/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 126,530
COMMITMENTS
2,195 200 0 124,145 126,330 126,340 126,530 190 0
CHANGES FROM 06/17/14 (CHANGE IN OPEN INTEREST: 1,360)
100 0 0 1,260 1,360 1,360 1,360 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 0.2 0.0 98.1 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 06/24/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 166,144
COMMITMENTS
2,590 0 100 163,334 165,994 166,024 166,094 120 50
CHANGES FROM 06/17/14 (CHANGE IN OPEN INTEREST: 1,730)
-150 0 0 2,085 1,700 1,935 1,700 -205 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 0.0 0.1 98.3 99.9 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
4 0 1 40 32 44 33
PJM WESTERN HUB MINI (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/24/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 154,805
COMMITMENTS
21,884 3,703 9,936 122,731 140,745 154,551 154,384 253 421
CHANGES FROM 06/17/14 (CHANGE IN OPEN INTEREST: 1,198)
163 410 -283 1,337 1,072 1,218 1,199 -20 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.1 2.4 6.4 79.3 90.9 99.8 99.7 0.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
10 5 11 43 40 57 52
PJM WH REAL TIME MINI OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/24/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 99,405
COMMITMENTS
2,130 2,345 1,720 95,390 95,095 99,240 99,160 165 245
CHANGES FROM 06/17/14 (CHANGE IN OPEN INTEREST: 1,935)
-20 0 20 1,935 1,915 1,935 1,935 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 2.4 1.7 96.0 95.7 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
5 3 3 34 30 39 36
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/24/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 25,815
COMMITMENTS
0 625 0 25,200 25,190 25,200 25,815 615 0
CHANGES FROM 06/17/14 (CHANGE IN OPEN INTEREST: 175)
0 -150 0 135 325 135 175 40 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.4 0.0 97.6 97.6 97.6 100.0 2.4 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 06/24/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 22,190
COMMITMENTS
0 300 0 21,870 21,595 21,870 21,895 320 295
CHANGES FROM 06/17/14 (CHANGE IN OPEN INTEREST: 100)
0 0 0 40 100 40 100 60 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.4 0.0 98.6 97.3 98.6 98.7 1.4 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 06/24/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 12,865
COMMITMENTS
1,453 350 400 10,826 12,115 12,679 12,865 186 0
CHANGES FROM 06/17/14 (CHANGE IN OPEN INTEREST: 947)
25 0 -25 1,193 1,152 1,193 1,127 -246 -180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 2.7 3.1 84.2 94.2 98.6 100.0 1.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
4 1 2 24 24 28 27
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C75
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/24/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 11,589
COMMITMENTS
2,165 0 75 8,464 11,514 10,704 11,589 885 0
CHANGES FROM 06/17/14 (CHANGE IN OPEN INTEREST: 860)
0 0 0 860 860 860 860 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.7 0.0 0.6 73.0 99.4 92.4 100.0 7.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 0 1 16 18 18 19
NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C76
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/24/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 13,674
COMMITMENTS
75 1,575 625 12,557 11,429 13,257 13,629 417 45
CHANGES FROM 06/17/14 (CHANGE IN OPEN INTEREST: 386)
0 -50 0 386 436 386 386 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 11.5 4.6 91.8 83.6 97.0 99.7 3.0 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 06/24/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 9,674
COMMITMENTS
195 0 95 9,075 9,524 9,365 9,619 309 55
CHANGES FROM 06/17/14 (CHANGE IN OPEN INTEREST: -104)
25 0 -25 -179 -134 -179 -159 75 55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 0.0 1.0 93.8 98.4 96.8 99.4 3.2 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 1 18 19 19 20
Updated June 27, 2014