CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 20,832
COMMITMENTS
8,634 4,019 726 11,472 16,087 20,832 20,832 0 0
CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: 835)
559 0 -9 285 844 835 835 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.4 19.3 3.5 55.1 77.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
8 3 2 9 7 17 12
RGGI VINTAGE 2014 - ICE FUTURES ENERGY DIV Code-00639U
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 Regional Greenhouse Gas Initiative OPEN INTEREST: 11,344
COMMITMENTS
3,470 1,163 522 7,192 9,658 11,185 11,344 159 0
CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.6 10.3 4.6 63.4 85.1 98.6 100.0 1.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 4 2 10 9 13 15
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 4,844,973
COMMITMENTS
929,235 203,399 1066811 2818127 3559982 4814173 4830192 30,800 14,781
CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: -28,911)
-22,286 1,150 6,505 -9,007 -33,979 -24,788 -26,324 -4,123 -2,587
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.2 4.2 22.0 58.2 73.5 99.4 99.7 0.6 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 207)
34 28 57 133 117 195 176
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 2,183,983
COMMITMENTS
36,755 31,104 942,042 1204693 1210221 2183491 2183368 493 615
CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: 95,235)
7,552 -1,840 71,673 15,987 25,402 95,212 95,235 23 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 1.4 43.1 55.2 55.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
20 22 40 55 57 96 98
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 246,061
COMMITMENTS
27,158 10,854 10,056 193,046 218,617 230,260 239,527 15,801 6,534
CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: 5,275)
254 2,943 1,092 3,299 2,466 4,645 6,501 630 -1,226
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.0 4.4 4.1 78.5 88.8 93.6 97.3 6.4 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
5 2 4 30 33 36 38
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 129,359
COMMITMENTS
4,326 2,139 1,354 114,482 121,961 120,162 125,454 9,197 3,905
CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: 580)
1,722 0 -387 -1,017 353 318 -34 262 614
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 1.7 1.0 88.5 94.3 92.9 97.0 7.1 3.0
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 05/20/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 201,054
COMMITMENTS
22,743 3,701 1,756 167,567 186,058 192,066 191,515 8,988 9,539
CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: 6,648)
516 214 -395 5,952 7,105 6,073 6,924 575 -276
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 1.8 0.9 83.3 92.5 95.5 95.3 4.5 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
4 2 2 24 26 29 29
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 785,172
COMMITMENTS
76,410 4,097 9,369 695,616 763,364 781,395 776,830 3,777 8,342
CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: 19,677)
2,858 1,271 -1,076 18,628 19,819 20,410 20,014 -733 -337
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 0.5 1.2 88.6 97.2 99.5 98.9 0.5 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
4 3 3 51 41 57 45
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 233,461
COMMITMENTS
28,034 15,142 213 198,747 212,264 226,994 227,619 6,467 5,842
CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: 10,444)
1,514 0 -78 15,604 10,520 17,040 10,442 -6,596 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.0 6.5 0.1 85.1 90.9 97.2 97.5 2.8 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
5 1 1 26 24 31 26
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 215,331
COMMITMENTS
2,129 0 3,471 205,276 204,065 210,876 207,536 4,455 7,795
CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: 367)
-34 0 -13 -166 410 -213 397 580 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.0 1.6 95.3 94.8 97.9 96.4 2.1 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
3 0 3 34 38 37 41
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 103,844
COMMITMENTS
3,879 1,896 1,760 92,349 86,886 97,988 90,542 5,856 13,302
CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: 2,828)
-259 60 606 2,061 2,008 2,408 2,674 420 154
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 1.8 1.7 88.9 83.7 94.4 87.2 5.6 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 1 1 18 18 20 20
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 112,975
COMMITMENTS
3,777 8,436 6,810 91,116 90,835 101,703 106,081 11,272 6,894
CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: -2,326)
-2,257 -334 26 -1,394 -2,510 -3,625 -2,818 1,299 492
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 7.5 6.0 80.7 80.4 90.0 93.9 10.0 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 2 4 18 21 23 25
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 77,917
COMMITMENTS
1,986 2,448 971 64,914 64,087 67,871 67,506 10,046 10,411
CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: 6,076)
-309 0 199 5,689 4,196 5,579 4,395 497 1,681
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 3.1 1.2 83.3 82.3 87.1 86.6 12.9 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 1 2 16 16 18 19
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 177,227
COMMITMENTS
1,038 0 0 166,631 172,362 167,669 172,362 9,558 4,865
CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: 5,579)
-78 0 -248 5,763 5,673 5,437 5,425 142 154
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.0 0.0 94.0 97.3 94.6 97.3 5.4 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 0 0 25 23 26 23
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 82,138
COMMITMENTS
0 0 0 71,839 75,506 71,839 75,506 10,299 6,632
CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: -1,819)
0 0 0 -2,446 -2,707 -2,446 -2,707 627 888
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 87.5 91.9 87.5 91.9 12.5 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 20 17 20 17
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 301,431
COMMITMENTS
4,989 2,448 0 288,489 291,762 293,478 294,210 7,953 7,221
CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: -652)
210 0 0 -1,441 -338 -1,231 -338 579 -314
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 0.8 0.0 95.7 96.8 97.4 97.6 2.6 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
1 1 0 43 35 44 36
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 77,324
COMMITMENTS
2,079 14,602 1,996 69,353 51,304 73,428 67,902 3,896 9,422
CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: 1,372)
-90 905 -104 1,562 667 1,368 1,468 4 -96
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 18.9 2.6 89.7 66.3 95.0 87.8 5.0 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 4 3 21 19 24 24
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BA - ICE FUTURES ENERCode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 76,703
COMMITMENTS
164 0 2,940 68,122 67,312 71,226 70,252 5,477 6,451
CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: 2,858)
-1,120 0 188 6,558 2,426 5,626 2,614 -2,768 244
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.0 3.8 88.8 87.8 92.9 91.6 7.1 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 1 16 15 17 16
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 112,000
COMMITMENTS
3,000 3,354 918 106,905 102,381 110,823 106,653 1,177 5,347
CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: 22,620)
3,000 -600 0 19,590 21,365 22,590 20,765 30 1,855
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 3.0 0.8 95.5 91.4 98.9 95.2 1.1 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 2 1 11 14 15 16
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 61,973
COMMITMENTS
18,221 4,718 918 41,785 51,640 60,924 57,276 1,049 4,697
CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: 6,255)
3,000 -600 0 3,256 6,886 6,256 6,286 -1 -31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.4 7.6 1.5 67.4 83.3 98.3 92.4 1.7 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
8 5 1 22 21 31 26
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 38,717
COMMITMENTS
0 0 0 36,177 37,207 36,177 37,207 2,540 1,510
CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: 4,314)
0 0 0 4,344 4,254 4,344 4,254 -30 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 93.4 96.1 93.4 96.1 6.6 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 10 19 10 19
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 127,196
COMMITMENTS
396 1,683 0 112,300 116,076 112,696 117,759 14,500 9,437
CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: 5,776)
396 0 0 7,423 5,462 7,819 5,462 -2,043 314
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 1.3 0.0 88.3 91.3 88.6 92.6 11.4 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 1 0 30 22 31 23
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS - ICE FUTURES ENERCode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 65,000
COMMITMENTS
618 153 2,629 53,797 57,540 57,044 60,322 7,956 4,678
CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: 2,308)
0 -721 276 1,050 3,055 1,326 2,610 982 -302
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.2 4.0 82.8 88.5 87.8 92.8 12.2 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 2 14 16 16 18
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 103,263
COMMITMENTS
0 1,490 1,896 95,576 92,502 97,472 95,888 5,791 7,375
CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: 7,135)
0 -351 110 7,650 9,418 7,760 9,177 -625 -2,042
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.4 1.8 92.6 89.6 94.4 92.9 5.6 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 2 1 22 22 23 24
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 88,925
COMMITMENTS
848 8,995 1,589 81,272 73,487 83,709 84,071 5,216 4,854
CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: 10,468)
400 1,916 -32 10,075 8,031 10,443 9,915 25 553
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 10.1 1.8 91.4 82.6 94.1 94.5 5.9 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 2 16 12 18 14
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 124,047
COMMITMENTS
1,374 11,328 780 115,062 108,313 117,216 120,421 6,831 3,626
CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: 6,781)
-155 368 170 5,970 5,484 5,985 6,022 796 759
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 9.1 0.6 92.8 87.3 94.5 97.1 5.5 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 1 1 15 14 18 16
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 269,612
COMMITMENTS
917 45,844 4,161 251,264 207,094 256,342 257,099 13,270 12,513
CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: 2,375)
-2,148 -1,206 1,206 4,935 1,886 3,993 1,886 -1,618 489
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 17.0 1.5 93.2 76.8 95.1 95.4 4.9 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
1 2 3 33 24 36 27
SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 33,965
COMMITMENTS
6,275 3,868 0 26,838 29,759 33,113 33,627 852 338
CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: 5,970)
1,800 2,520 0 4,170 3,546 5,970 6,066 0 -96
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.5 11.4 0.0 79.0 87.6 97.5 99.0 2.5 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 1 0 11 14 13 15
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 38,936
COMMITMENTS
3,518 0 120 32,966 38,047 36,604 38,167 2,332 769
CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: 1,142)
-720 0 120 1,955 1,082 1,355 1,202 -213 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 0.0 0.3 84.7 97.7 94.0 98.0 6.0 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 0 1 13 13 15 14
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 274,140
COMMITMENTS
3,039 45,850 4,734 254,662 218,483 262,435 269,067 11,705 5,073
CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: -1,284)
-236 5,627 -610 978 -4,824 132 193 -1,416 -1,477
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 16.7 1.7 92.9 79.7 95.7 98.1 4.3 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
3 6 5 44 36 51 43
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 71,533
COMMITMENTS
9,102 0 0 57,889 67,412 66,991 67,412 4,542 4,121
CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: -9,366)
30 0 0 -9,396 -10,425 -9,366 -10,425 0 1,059
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.7 0.0 0.0 80.9 94.2 93.7 94.2 6.3 5.8
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 05/20/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 86,517
COMMITMENTS
0 1,224 0 82,096 83,672 82,096 84,896 4,421 1,621
CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: -402)
0 0 0 394 454 394 454 -796 -856
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.4 0.0 94.9 96.7 94.9 98.1 5.1 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 05/20/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 72,315
COMMITMENTS
13 4,929 1,017 62,079 64,106 63,109 70,052 9,206 2,263
CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: 1,246)
13 -49 -12 915 794 916 733 330 513
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.8 1.4 85.8 88.6 87.3 96.9 12.7 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 2 20 16 22 18
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 168,721
COMMITMENTS
18,681 8,402 17,577 131,663 142,421 167,921 168,401 801 320
CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: 13,807)
2,682 899 -345 11,483 13,236 13,820 13,790 -13 17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.1 5.0 10.4 78.0 84.4 99.5 99.8 0.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
12 8 18 52 57 71 76
MID-C FINANCIAL PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 52,160
COMMITMENTS
6,990 221 1,388 43,782 50,551 52,160 52,160 0 0
CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: 277)
326 -205 -22 -27 504 277 277 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.4 0.4 2.7 83.9 96.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
4 2 3 23 22 28 26
MID-C FINANCIAL OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 428,238
COMMITMENTS
36,117 1,640 24,303 367,818 402,295 428,238 428,238 0 0
CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: 11,060)
-1,264 656 1,904 10,420 8,500 11,060 11,060 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 0.4 5.7 85.9 93.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
4 1 2 22 22 26 25
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,587,297
COMMITMENTS
54,972 20,167 68,947 1463378 1479527 1587297 1568641 0 18,656
CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: 40,269)
1,970 -539 -663 38,962 41,471 40,269 40,269 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 1.3 4.3 92.2 93.2 100.0 98.8 0.0 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
5 3 5 44 45 51 51
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 51,821
COMMITMENTS
880 7,668 4,505 46,437 39,649 51,821 51,821 0 -0
CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: 1,504)
71 803 -18 1,452 720 1,504 1,504 0 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 14.8 8.7 89.6 76.5 100.0 100.0 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 05/20/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 321,852
COMMITMENTS
976 42,824 17,446 303,430 261,582 321,852 321,852 0 0
CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: 7,449)
0 16,933 -11,716 19,165 2,232 7,449 7,449 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 13.3 5.4 94.3 81.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 3 3 16 15 19 19
PJM AEP DAYTON RT OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 639,839
COMMITMENTS
36,812 0 11,673 591,354 628,166 639,839 639,839 0 0
CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: -9,866)
-2,785 0 1,184 -8,265 -11,050 -9,866 -9,866 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 0.0 1.8 92.4 98.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
4 0 1 27 28 31 29
AEP DAYTON HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 50,760
COMMITMENTS
8,466 65 2,284 39,269 47,181 50,019 49,530 741 1,230
CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: -365)
3 65 -194 -344 148 -535 19 170 -384
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.7 0.1 4.5 77.4 92.9 98.5 97.6 1.5 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
7 1 4 29 29 37 33
AD HUB DA OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 36,880
COMMITMENTS
200 0 0 36,500 36,880 36,700 36,880 180 0
CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: 850)
0 0 0 850 850 850 850 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.0 0.0 99.0 100.0 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 0 0 19 16 20 16
AD HUB DA PEAK DAILY - ICE FUTURES ENERGY DIV Code-06439E
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 mwh OPEN INTEREST: 3,450
COMMITMENTS
100 100 300 3,050 3,000 3,450 3,400 0 50
CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: -200)
-100 50 250 -250 -350 -100 -50 -100 -150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 2.9 8.7 88.4 87.0 100.0 98.6 0.0 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 2 1 12 9 14 11
PJM AEP DAYTON DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 55,185
COMMITMENTS
200 300 200 54,785 54,685 55,185 55,185 0 0
CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: 975)
0 0 0 975 975 975 975 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.5 0.4 99.3 99.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 1 1 27 14 29 15
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 11,210
COMMITMENTS
50 600 0 10,860 10,310 10,910 10,910 300 300
CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: 710)
0 0 0 410 410 410 410 300 300
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 5.4 0.0 96.9 92.0 97.3 97.3 2.7 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 1 0 18 18 19 19
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 252,696
COMMITMENTS
12,600 1,152 2,736 237,360 248,808 252,696 252,696 0 0
CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: 2,328)
1,184 0 -392 1,536 2,720 2,328 2,328 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 0.5 1.1 93.9 98.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 2 2 20 18 22 22
ERCOT - NORTH ZONE - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 11,286
COMMITMENTS
2,717 962 170 8,079 9,792 10,966 10,924 320 362
CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: 18)
0 84 21 20 -43 41 62 -23 -44
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.1 8.5 1.5 71.6 86.8 97.2 96.8 2.8 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
4 3 3 14 14 19 19
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 15,250
COMMITMENTS
3,000 700 300 11,950 14,250 15,250 15,250 0 0
CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.7 4.6 2.0 78.4 93.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 2 1 11 12 12 15
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 17,365
COMMITMENTS
1,050 1,300 0 16,305 15,765 17,355 17,065 10 300
CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: 2,085)
350 0 0 1,735 1,785 2,085 1,785 0 300
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 7.5 0.0 93.9 90.8 99.9 98.3 0.1 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 1 0 22 19 25 20
MISO IN. RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 10,286
COMMITMENTS
375 0 50 9,031 9,976 9,456 10,026 830 260
CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: 365)
0 0 0 365 385 365 385 0 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 0.0 0.5 87.8 97.0 91.9 97.5 8.1 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 1 21 17 22 18
MISO CINERGY HUB (REAL-TIME LMP) - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 21,298
COMMITMENTS
1,417 84 639 18,880 19,256 20,936 19,979 362 1,319
CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: -705)
-63 42 40 -723 -807 -746 -725 41 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 0.4 3.0 88.6 90.4 98.3 93.8 1.7 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 2 2 26 21 29 25
Nepool MH DA LMP Offpk Mon Min - ICE FUTURES ENERGY DIV Code-0643B9
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 36,230
COMMITMENTS
0 5,158 1,862 34,213 29,085 36,075 36,105 155 125
CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: 495)
-15 -147 187 323 455 495 495 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 14.2 5.1 94.4 80.3 99.6 99.7 0.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
0 4 3 31 24 34 28
ISO NE MASS PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 43,492
COMMITMENTS
1,060 3,334 3,930 38,238 36,223 43,228 43,487 264 5
CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: 1,292)
95 355 -65 1,262 1,002 1,292 1,292 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 7.7 9.0 87.9 83.3 99.4 100.0 0.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
5 3 5 35 31 43 36
N. ILLINOIS HUB DAY AHEAD LMP, OFF PEAK MONTHLY - ICE FUTURES ENERGY Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 36,570
COMMITMENTS
600 50 0 35,970 36,210 36,570 36,260 0 310
CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: -825)
0 0 0 -825 -825 -825 -825 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 0.1 0.0 98.4 99.0 100.0 99.2 0.0 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 1 0 21 9 22 10
PJM NI DAY AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 40,200
COMMITMENTS
500 50 0 39,700 40,150 40,200 40,200 0 0
CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: -835)
0 0 0 -835 -835 -835 -835 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.1 0.0 98.8 99.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 1 0 26 15 27 16
ISO NE MASS DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 490,584
COMMITMENTS
48,783 8,032 39,328 402,473 443,224 490,584 490,584 0 0
CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: 5,319)
2,868 1,512 -867 3,318 4,674 5,319 5,319 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 1.6 8.0 82.0 90.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 1 2 29 28 32 31
NEPOOL MASS HUB (DAY-AHEAD LMP) - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 34,441
COMMITMENTS
5,075 1,783 1,803 26,672 30,558 33,550 34,144 891 297
CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: 319)
212 105 20 87 299 319 424 -0 -105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.7 5.2 5.2 77.4 88.7 97.4 99.1 2.6 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
5 4 4 30 31 35 39
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 18,523
COMMITMENTS
3,840 270 1,228 13,455 17,025 18,523 18,523 0 0
CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: 54)
54 54 0 0 0 54 54 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.7 1.5 6.6 72.6 91.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 1 1 18 10 20 12
CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BR
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
25MWh OPEN INTEREST: 188,992
COMMITMENTS
78,044 0 0 110,948 188,992 188,992 188,992 0 0
CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: 1,952)
0 0 0 1,952 1,952 1,952 1,952 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.3 0.0 0.0 58.7 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 0 0 15 10 17 10
PJM NI REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 549,076
COMMITMENTS
3,161 11,256 16,697 529,218 521,123 549,076 549,076 0 0
CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: 19,456)
0 768 0 19,456 18,688 19,456 19,456 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 2.0 3.0 96.4 94.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 1 1 22 19 24 20
NORTHERN ILLINOIS HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 32,420
COMMITMENTS
4,879 0 384 26,241 31,484 31,504 31,868 916 552
CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: 1,795)
46 0 0 1,749 1,795 1,795 1,795 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.0 0.0 1.2 80.9 97.1 97.2 98.3 2.8 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 0 1 21 19 24 20
NYISO ZONE A - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 17,905
COMMITMENTS
2,084 1,881 0 15,309 15,493 17,393 17,374 512 531
CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: -217)
-21 67 0 -260 -262 -281 -195 64 -22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.6 10.5 0.0 85.5 86.5 97.1 97.0 2.9 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 1 0 21 20 25 21
NYISO ZONE A (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 237,208
COMMITMENTS
38,150 5,144 768 198,290 231,296 237,208 237,208 0 0
CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: 416)
0 416 0 416 0 416 416 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.1 2.2 0.3 83.6 97.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 2 2 16 20 19 23
NYISO ZONE G - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 12,994
COMMITMENTS
1,931 0 700 10,190 12,039 12,821 12,739 173 255
CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: 214)
191 0 -42 65 256 214 214 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.9 0.0 5.4 78.4 92.7 98.7 98.0 1.3 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
5 0 2 19 22 24 24
NYISO ZONE G (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 145,761
COMMITMENTS
10,766 0 768 134,227 144,993 145,761 145,761 0 0
CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: 384)
-384 0 768 0 -384 384 384 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 0.0 0.5 92.1 99.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 0 1 16 17 19 18
PALO VERDE - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 20,870
COMMITMENTS
0 2,259 2,280 18,590 16,331 20,870 20,870 0 0
CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: 20)
0 -75 -79 99 174 20 20 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 10.8 10.9 89.1 78.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 1 1 19 15 20 16
PALO VERDE (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
25 MWh OPEN INTEREST: 146,778
COMMITMENTS
7,712 0 0 139,066 146,778 146,778 146,778 0 0
CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: 657)
0 0 0 657 657 657 657 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 0.0 0.0 94.7 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 12 11 13 11
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 9,350
COMMITMENTS
200 100 0 8,550 9,240 8,750 9,340 600 10
CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: 40)
0 0 0 40 40 40 40 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 1.1 0.0 91.4 98.8 93.6 99.9 6.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 0 14 14 15 15
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 10,440
COMMITMENTS
100 0 0 9,760 10,440 9,860 10,440 580 0
CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: 190)
0 0 0 300 240 300 240 -110 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.0 0.0 93.5 100.0 94.4 100.0 5.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 0 15 15 16 15
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 25,215
COMMITMENTS
0 1,000 0 24,995 24,215 24,995 25,215 220 0
CHANGES FROM 05/13/14 (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 4.0 0.0 99.1 96.0 99.1 100.0 0.9 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
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 05/20/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 21,335
COMMITMENTS
0 900 0 20,985 20,435 20,985 21,335 350 0
CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.2 0.0 98.4 95.8 98.4 100.0 1.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 0 16 10 16 11
PJM PECO ZONE (DA LMP) PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 10,130
COMMITMENTS
0 0 0 9,815 10,050 9,815 10,050 315 80
CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: 315)
0 0 0 315 315 315 315 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.9 99.2 96.9 99.2 3.1 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 21 16 21 16
PJM PEPCO DAY-AHEAD - ICE FUTURES ENERGY DIV Code-0643D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 24,715
COMMITMENTS
0 200 0 24,435 24,515 24,435 24,715 280 0
CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: 250)
0 0 0 250 250 250 250 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.8 0.0 98.9 99.2 98.9 100.0 1.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 1 0 22 12 22 13
PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643D5
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 21,480
COMMITMENTS
0 0 0 20,770 21,465 20,770 21,465 710 15
CHANGES FROM 05/13/14 (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 96.7 99.9 96.7 99.9 3.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 18 13 18 13
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 22,590
COMMITMENTS
0 0 0 22,000 22,585 22,000 22,585 590 5
CHANGES FROM 05/13/14 (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 97.4 100.0 97.4 100.0 2.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 19 9 19 9
PJM PPL ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 23,760
COMMITMENTS
0 0 0 23,020 23,755 23,020 23,755 740 5
CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: 250)
0 0 0 280 250 280 250 -30 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.9 100.0 96.9 100.0 3.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 20 11 20 11
PJM WESTERN HUB (DAY-AHEAD OFF PEAK) - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 129,450
COMMITMENTS
2,080 200 0 127,220 129,150 129,300 129,350 150 100
CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: 3,780)
0 0 0 3,780 3,780 3,780 3,780 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 0.2 0.0 98.3 99.8 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
3 1 0 39 33 42 34
PJM WESTERN HUB (DAY-AHEAD) - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 166,853
COMMITMENTS
2,865 0 100 163,578 166,753 166,543 166,853 310 0
CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: 6,220)
0 0 0 6,220 6,220 6,220 6,220 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 0.0 0.1 98.0 99.9 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
4 0 1 41 34 45 35
PJM WESTERN HUB MINI (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 152,172
COMMITMENTS
22,076 4,341 10,063 119,863 137,443 152,002 151,847 170 325
CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: 2,692)
193 77 24 2,483 2,605 2,700 2,707 -8 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.5 2.9 6.6 78.8 90.3 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
8 5 10 43 41 56 52
PJM WH REAL TIME MINI OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 97,455
COMMITMENTS
2,760 2,170 2,040 92,560 93,245 97,360 97,455 95 0
CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: 1,715)
465 0 135 1,115 1,580 1,715 1,715 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 2.2 2.1 95.0 95.7 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
5 2 4 34 32 40 37
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 27,380
COMMITMENTS
0 825 0 26,850 26,555 26,850 27,380 530 0
CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: -5)
0 0 0 -5 -5 -5 -5 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.0 0.0 98.1 97.0 98.1 100.0 1.9 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 2 0 25 17 25 19
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 24,175
COMMITMENTS
0 350 0 23,955 23,530 23,955 23,880 220 295
CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: -15)
0 0 0 -15 -15 -15 -15 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.4 0.0 99.1 97.3 99.1 98.8 0.9 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 1 0 28 12 28 13
NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 10,293
COMMITMENTS
1,103 400 170 8,612 9,668 9,885 10,238 408 55
CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: 603)
-30 0 30 481 573 481 603 122 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.7 3.9 1.7 83.7 93.9 96.0 99.5 4.0 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 1 2 21 21 24 24
NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C76
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 11,881
COMMITMENTS
25 1,765 75 11,547 9,996 11,647 11,836 234 45
CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: 605)
0 50 25 835 540 860 615 -255 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 14.9 0.6 97.2 84.1 98.0 99.6 2.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 4 2 22 20 25 24
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 9,120
COMMITMENTS
0 0 0 8,995 9,120 8,995 9,120 125 0
CHANGES FROM 05/13/14 (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 98.6 100.0 98.6 100.0 1.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 18 16 18 16
Updated May 23, 2014