CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/27/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 22,150
COMMITMENTS
8,639 4,019 1,721 11,790 16,410 22,150 22,150 0 0
CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST: 1,319)
5 0 995 319 323 1,319 1,319 -0 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.0 18.1 7.8 53.2 74.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
8 3 3 9 7 18 13
RGGI VINTAGE 2014 - ICE FUTURES ENERGY DIV Code-00639U
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/27/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 Regional Greenhouse Gas Initiative OPEN INTEREST: 11,646
COMMITMENTS
3,482 1,213 695 7,288 9,737 11,465 11,646 180 0
CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST: 302)
12 50 173 96 79 280 302 21 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.9 10.4 6.0 62.6 83.6 98.5 100.0 1.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 4 2 9 9 12 15
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/27/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 4,780,717
COMMITMENTS
898,015 184,804 1035255 2817194 3545960 4750464 4766019 30,253 14,698
CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST: -64,256)
-31,220 -18,595 -31,556 -933 -14,022 -63,709 -64,173 -547 -83
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.8 3.9 21.7 58.9 74.2 99.4 99.7 0.6 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 214)
36 29 59 136 118 201 179
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/27/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 2,050,044
COMMITMENTS
63,463 49,777 835,152 1150782 1164143 2049397 2049072 647 972
CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST: -133,939)
26,708 18,673 -106,890 -53,911 -46,079 -134,094 -134,296 155 357
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 2.4 40.7 56.1 56.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
15 26 39 54 54 94 94
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/27/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 247,176
COMMITMENTS
26,243 12,116 9,988 194,959 218,473 231,190 240,577 15,986 6,599
CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST: 1,115)
-915 1,262 -68 1,913 -144 930 1,050 185 65
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.6 4.9 4.0 78.9 88.4 93.5 97.3 6.5 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
5 2 3 30 33 35 38
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/27/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 130,394
COMMITMENTS
5,249 2,139 1,044 115,242 122,896 121,535 126,079 8,859 4,315
CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST: 1,035)
923 0 -310 760 935 1,373 625 -338 410
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 1.6 0.8 88.4 94.2 93.2 96.7 6.8 3.3
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 05/27/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 202,838
COMMITMENTS
24,923 2,696 1,715 166,304 188,476 192,942 192,887 9,896 9,951
CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST: 1,784)
2,180 -1,005 -41 -1,263 2,418 876 1,372 908 412
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.3 1.3 0.8 82.0 92.9 95.1 95.1 4.9 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
6 1 2 26 27 33 29
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/27/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 799,650
COMMITMENTS
77,859 4,792 8,642 709,493 777,594 795,994 791,028 3,656 8,622
CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST: 14,478)
1,449 695 -727 13,877 14,230 14,599 14,198 -121 280
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 0.6 1.1 88.7 97.2 99.5 98.9 0.5 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
4 3 3 51 40 57 44
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/27/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 238,139
COMMITMENTS
27,683 15,142 258 201,734 216,446 229,675 231,846 8,464 6,293
CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST: 4,678)
-351 0 45 2,987 4,182 2,681 4,227 1,997 451
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.6 6.4 0.1 84.7 90.9 96.4 97.4 3.6 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
5 1 2 26 24 31 27
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/27/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 222,439
COMMITMENTS
2,248 0 3,531 213,852 212,232 219,631 215,763 2,808 6,676
CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST: 7,108)
119 0 60 8,576 8,167 8,755 8,227 -1,647 -1,119
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.0 1.6 96.1 95.4 98.7 97.0 1.3 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
3 0 3 38 40 41 43
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/27/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 107,326
COMMITMENTS
1,867 2,166 3,897 95,538 87,118 101,302 93,181 6,024 14,145
CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST: 3,482)
-2,012 270 2,137 3,189 232 3,314 2,639 168 843
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 2.0 3.6 89.0 81.2 94.4 86.8 5.6 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 2 1 20 20 22 23
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/27/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 113,708
COMMITMENTS
2,677 7,962 7,169 91,766 91,405 101,612 106,536 12,096 7,172
CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST: 733)
-1,100 -474 359 650 570 -91 455 824 278
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 7.0 6.3 80.7 80.4 89.4 93.7 10.6 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 2 3 18 21 22 24
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/27/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 78,875
COMMITMENTS
863 2,448 1,510 65,884 64,720 68,257 68,678 10,618 10,197
CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST: 958)
-1,123 0 539 970 633 386 1,172 572 -214
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 3.1 1.9 83.5 82.1 86.5 87.1 13.5 12.9
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 05/27/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 197,322
COMMITMENTS
1,038 0 0 186,889 193,530 187,927 193,530 9,395 3,792
CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST: 20,095)
0 0 0 20,258 21,168 20,258 21,168 -163 -1,073
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.0 0.0 94.7 98.1 95.2 98.1 4.8 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 0 0 27 25 28 25
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/27/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 82,188
COMMITMENTS
0 0 0 72,501 77,083 72,501 77,083 9,687 5,105
CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST: 50)
0 0 0 662 1,577 662 1,577 -612 -1,527
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 88.2 93.8 88.2 93.8 11.8 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 0 0 21 19 21 19
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/27/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 297,627
COMMITMENTS
4,107 2,448 0 285,588 288,066 289,695 290,514 7,932 7,113
CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST: -3,804)
-882 0 0 -2,901 -3,696 -3,783 -3,696 -21 -108
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.8 0.0 96.0 96.8 97.3 97.6 2.7 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
1 1 0 44 36 45 37
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/27/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 76,866
COMMITMENTS
2,247 14,128 2,146 68,846 50,843 73,239 67,117 3,627 9,749
CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST: -458)
168 -474 150 -507 -461 -189 -785 -269 327
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 18.4 2.8 89.6 66.1 95.3 87.3 4.7 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 4 4 21 19 25 25
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BA - ICE FUTURES ENERCode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/27/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 78,246
COMMITMENTS
683 0 3,434 68,914 68,747 73,031 72,181 5,215 6,065
CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST: 1,543)
519 0 494 792 1,435 1,805 1,929 -262 -386
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.0 4.4 88.1 87.9 93.3 92.2 6.7 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 0 2 16 15 18 17
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/27/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 119,827
COMMITMENTS
9,090 3,534 738 109,200 109,909 119,028 114,181 799 5,646
CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST: 7,827)
6,090 180 -180 2,295 7,528 8,205 7,528 -378 299
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 2.9 0.6 91.1 91.7 99.3 95.3 0.7 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
4 2 1 18 23 23 25
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/27/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 72,753
COMMITMENTS
24,311 4,898 738 46,628 61,828 71,677 67,464 1,076 5,289
CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST: 10,780)
6,090 180 -180 4,843 10,188 10,753 10,188 27 592
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.4 6.7 1.0 64.1 85.0 98.5 92.7 1.5 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
8 5 1 24 26 33 31
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/27/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 45,957
COMMITMENTS
0 0 0 44,363 43,916 44,363 43,916 1,594 2,041
CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST: 7,240)
0 0 0 8,186 6,709 8,186 6,709 -946 531
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.5 95.6 96.5 95.6 3.5 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 0 0 15 21 15 21
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/27/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 132,881
COMMITMENTS
396 1,443 0 119,173 121,038 119,569 122,481 13,312 10,400
CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST: 5,685)
0 -240 0 6,873 4,962 6,873 4,722 -1,188 963
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 1.1 0.0 89.7 91.1 90.0 92.2 10.0 7.8
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 05/27/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 65,381
COMMITMENTS
408 153 2,682 54,533 57,168 57,623 60,003 7,758 5,378
CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST: 381)
-210 0 53 736 -372 579 -319 -198 700
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.2 4.1 83.4 87.4 88.1 91.8 11.9 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 2 14 17 16 19
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/27/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 107,308
COMMITMENTS
0 2,084 2,663 99,005 93,754 101,668 98,501 5,640 8,807
CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST: 4,045)
0 594 767 3,429 1,252 4,196 2,613 -151 1,432
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.9 2.5 92.3 87.4 94.7 91.8 5.3 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 2 1 22 21 23 23
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/27/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 88,373
COMMITMENTS
1,032 8,995 1,525 80,600 72,999 83,157 83,519 5,216 4,854
CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST: -552)
184 0 -64 -672 -488 -552 -552 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 10.2 1.7 91.2 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
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/27/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 24,949
COMMITMENTS
5,395 840 0 19,064 21,844 24,459 22,684 490 2,265
CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.6 3.4 0.0 76.4 87.6 98.0 90.9 2.0 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
4 1 0 8 13 12 14
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/27/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 127,172
COMMITMENTS
1,455 13,318 1,020 118,632 110,149 121,107 124,487 6,065 2,685
CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST: 3,125)
81 1,990 240 3,570 1,836 3,891 4,066 -766 -941
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 10.5 0.8 93.3 86.6 95.2 97.9 4.8 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 1 1 14 16 17 18
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/27/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 272,660
COMMITMENTS
240 44,630 6,418 252,742 208,878 259,400 259,926 13,260 12,734
CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST: 3,048)
-677 -1,214 2,257 1,478 1,784 3,058 2,827 -10 221
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 16.4 2.4 92.7 76.6 95.1 95.3 4.9 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
1 3 3 33 25 37 28
SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/27/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 37,250
COMMITMENTS
7,235 3,868 0 28,864 32,802 36,099 36,670 1,151 580
CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST: 3,285)
960 0 0 2,026 3,043 2,986 3,043 299 242
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.4 10.4 0.0 77.5 88.1 96.9 98.4 3.1 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 1 0 12 14 14 15
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/27/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 40,916
COMMITMENTS
3,278 0 360 34,892 39,457 38,530 39,817 2,386 1,099
CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST: 1,980)
-240 0 240 1,926 1,410 1,926 1,650 54 330
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 0.0 0.9 85.3 96.4 94.2 97.3 5.8 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 0 1 14 14 16 15
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/27/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 272,178
COMMITMENTS
3,099 45,888 4,694 252,563 215,449 260,356 266,031 11,822 6,147
CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST: -1,962)
60 38 -40 -2,099 -3,034 -2,079 -3,036 117 1,074
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 16.9 1.7 92.8 79.2 95.7 97.7 4.3 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
3 6 5 43 35 50 42
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/27/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 71,504
COMMITMENTS
9,282 0 0 58,013 67,507 67,295 67,507 4,209 3,997
CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST: -29)
180 0 0 124 95 304 95 -333 -124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.0 0.0 0.0 81.1 94.4 94.1 94.4 5.9 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 0 0 17 18 18 18
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/27/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 86,412
COMMITMENTS
0 1,224 0 81,991 83,567 81,991 84,791 4,421 1,621
CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST: -105)
0 0 0 -105 -105 -105 -105 0 0
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 05/27/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 73,202
COMMITMENTS
0 5,520 578 63,601 64,841 64,179 70,939 9,023 2,263
CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST: 887)
-13 591 -439 1,522 735 1,070 887 -183 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.5 0.8 86.9 88.6 87.7 96.9 12.3 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 2 2 21 16 23 18
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/27/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 166,920
COMMITMENTS
17,321 7,790 17,530 131,152 141,094 166,002 166,414 918 506
CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST: -1,801)
-1,360 -613 -48 -511 -1,327 -1,919 -1,987 117 186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.4 4.7 10.5 78.6 84.5 99.5 99.7 0.5 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
11 10 16 52 57 70 76
MID-C FINANCIAL PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/27/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 52,158
COMMITMENTS
7,340 154 1,430 43,388 50,574 52,158 52,158 0 0
CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST: -2)
350 -67 42 -394 23 -2 -2 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.1 0.3 2.7 83.2 97.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
6 1 3 23 22 29 26
MID-C FINANCIAL OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/27/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 442,533
COMMITMENTS
34,437 1,976 26,599 381,497 413,958 442,533 442,533 0 0
CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST: 14,295)
-1,680 336 2,296 13,679 11,663 14,295 14,295 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 0.4 6.0 86.2 93.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
5 1 3 22 23 28 26
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/27/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,615,792
COMMITMENTS
49,500 22,321 69,122 1497170 1505693 1615792 1597136 -0 18,656
CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST: 28,495)
-5,472 2,155 174 33,793 26,166 28,495 28,495 -0 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 1.4 4.3 92.7 93.2 100.0 98.8 -0.0 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
5 4 5 44 45 51 52
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/27/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 52,275
COMMITMENTS
1,070 7,598 4,566 46,639 40,111 52,275 52,275 0 0
CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST: 453)
190 -70 61 202 462 453 453 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 14.5 8.7 89.2 76.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
4 5 4 25 21 30 29
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/27/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 324,378
COMMITMENTS
976 45,653 17,446 305,956 261,279 324,378 324,378 0 0
CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST: 2,526)
0 2,829 0 2,526 -303 2,526 2,526 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 14.1 5.4 94.3 80.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 3 3 16 15 19 19
PJM AEP DAYTON RT OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/27/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 640,681
COMMITMENTS
37,188 0 11,673 591,820 629,008 640,681 640,681 0 0
CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST: 842)
376 0 0 466 842 842 842 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 05/27/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 50,340
COMMITMENTS
8,034 65 2,453 39,091 47,335 49,578 49,853 762 487
CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST: -420)
-432 0 169 -178 154 -441 323 21 -743
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.0 0.1 4.9 77.7 94.0 98.5 99.0 1.5 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
6 1 5 29 30 36 35
AD HUB DA OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/27/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 36,905
COMMITMENTS
200 0 0 36,510 36,865 36,710 36,865 195 40
CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST: 25)
0 0 0 10 -15 10 -15 15 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.0 0.0 98.9 99.9 99.5 99.9 0.5 0.1
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 05/27/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 mwh OPEN INTEREST: 4,850
COMMITMENTS
600 150 0 3,350 4,450 3,950 4,600 900 250
CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST: 1,400)
500 50 -300 300 1,450 500 1,200 900 200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 3.1 0.0 69.1 91.8 81.4 94.8 18.6 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 1 0 14 13 16 14
PJM AEP DAYTON DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/27/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 55,535
COMMITMENTS
200 300 200 55,135 54,995 55,535 55,495 0 40
CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST: 350)
0 0 0 350 310 350 310 0 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.5 0.4 99.3 99.0 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 1 1 27 14 29 15
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/27/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 11,335
COMMITMENTS
50 750 0 11,285 10,585 11,335 11,335 0 0
CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST: 125)
0 150 0 425 275 425 425 -300 -300
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 6.6 0.0 99.6 93.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 1 0 19 18 20 19
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/27/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 257,432
COMMITMENTS
14,136 1,152 2,352 240,944 253,928 257,432 257,432 0 0
CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST: 4,736)
1,536 0 -384 3,584 5,120 4,736 4,736 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 0.4 0.9 93.6 98.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 2 1 20 18 22 21
ERCOT - NORTH ZONE - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/27/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 11,392
COMMITMENTS
2,653 1,046 213 8,164 9,750 11,030 11,009 362 383
CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST: 105)
-64 83 43 84 -42 63 84 42 21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.3 9.2 1.9 71.7 85.6 96.8 96.6 3.2 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
4 3 3 15 15 20 20
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/27/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 16,150
COMMITMENTS
3,000 650 450 12,700 15,050 16,150 16,150 0 0
CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST: 900)
0 -50 150 750 800 900 900 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.6 4.0 2.8 78.6 93.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 2 2 12 13 14 16
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/27/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 17,500
COMMITMENTS
1,050 1,400 0 16,450 16,090 17,500 17,490 0 10
CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST: 135)
0 100 0 145 325 145 425 -10 -290
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 8.0 0.0 94.0 91.9 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 1 0 23 20 26 21
MISO IN. RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/27/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 10,296
COMMITMENTS
375 0 50 9,161 10,016 9,586 10,066 710 230
CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST: 10)
0 0 0 130 40 130 40 -120 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 0.0 0.5 89.0 97.3 93.1 97.8 6.9 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 0 1 22 17 23 18
MISO CINERGY HUB (REAL-TIME LMP) - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/27/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 21,170
COMMITMENTS
1,374 42 639 18,795 19,170 20,808 19,851 362 1,319
CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST: -128)
-43 -42 0 -85 -86 -128 -128 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 0.2 3.0 88.8 90.6 98.3 93.8 1.7 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 1 2 26 22 29 25
Nepool MH DA LMP Offpk Mon Min - ICE FUTURES ENERGY DIV Code-0643B9
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/27/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 36,107
COMMITMENTS
75 5,096 1,889 34,018 28,997 35,982 35,982 125 125
CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST: -123)
75 -62 27 -195 -88 -93 -123 -30 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 14.1 5.2 94.2 80.3 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
1 4 3 31 24 34 29
ISO NE MASS PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/27/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 43,613
COMMITMENTS
920 3,464 3,950 38,600 36,194 43,470 43,608 143 5
CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST: 121)
-140 130 20 362 -29 242 121 -121 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 7.9 9.1 88.5 83.0 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
5 3 5 36 31 44 36
N. ILLINOIS HUB DAY AHEAD LMP, OFF PEAK MONTHLY - ICE FUTURES ENERGY Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/27/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 36,870
COMMITMENTS
650 50 0 36,220 36,510 36,870 36,560 0 310
CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST: 300)
50 0 0 250 300 300 300 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 0.1 0.0 98.2 99.0 100.0 99.2 0.0 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 1 0 22 10 23 11
PJM NI DAY AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/27/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 42,385
COMMITMENTS
500 35 15 41,870 42,335 42,385 42,385 0 0
CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST: 2,185)
0 -15 15 2,170 2,185 2,185 2,185 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.1 0.0 98.8 99.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 1 1 27 14 29 15
ISO NE MASS DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/27/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 490,424
COMMITMENTS
46,479 6,096 42,016 401,929 442,312 490,424 490,424 0 0
CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST: -160)
-2,304 -1,936 2,688 -544 -912 -160 -160 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 1.2 8.6 82.0 90.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
3 2 3 29 28 33 32
NEPOOL MASS HUB (DAY-AHEAD LMP) - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/27/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 35,057
COMMITMENTS
4,523 1,804 2,356 27,287 30,643 34,166 34,803 891 254
CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST: 616)
-552 21 553 615 85 616 659 0 -43
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.9 5.1 6.7 77.8 87.4 97.5 99.3 2.5 0.7
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 05/27/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 19,054
COMMITMENTS
3,792 166 1,332 13,930 17,556 19,054 19,054 0 0
CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST: 531)
-48 -104 104 475 531 531 531 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.9 0.9 7.0 73.1 92.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 1 2 18 10 21 12
CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BR
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/27/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
25MWh OPEN INTEREST: 190,304
COMMITMENTS
79,020 0 0 111,284 190,304 190,304 190,304 0 0
CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST: 1,312)
976 0 0 336 1,312 1,312 1,312 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.5 0.0 0.0 58.5 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 0 0 15 10 18 10
PJM NI REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/27/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 547,892
COMMITMENTS
3,161 11,256 16,697 528,034 519,939 547,892 547,892 0 0
CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST: -1,184)
0 0 0 -1,184 -1,184 -1,184 -1,184 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 2.1 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 05/27/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 33,823
COMMITMENTS
5,284 0 871 27,136 32,400 33,291 33,271 532 552
CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST: 1,403)
405 0 487 895 916 1,787 1,403 -384 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.6 0.0 2.6 80.2 95.8 98.4 98.4 1.6 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
4 0 2 22 20 26 22
NYISO ZONE A - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/27/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 17,926
COMMITMENTS
2,021 1,537 0 15,414 15,858 17,435 17,395 491 531
CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST: 21)
-63 -344 0 105 365 42 21 -21 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 8.6 0.0 86.0 88.5 97.3 97.0 2.7 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 1 0 21 19 25 20
NYISO ZONE A (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/27/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 239,224
COMMITMENTS
38,894 3,168 792 199,538 235,264 239,224 239,224 0 0
CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST: 2,016)
744 -1,976 24 1,248 3,968 2,016 2,016 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.3 1.3 0.3 83.4 98.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 1 2 16 20 19 23
NYISO ZONE G - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/27/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 12,992
COMMITMENTS
2,011 0 595 10,213 12,142 12,819 12,737 173 255
CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST: -2)
80 0 -105 23 103 -2 -2 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.5 0.0 4.6 78.6 93.5 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 05/27/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 146,905
COMMITMENTS
12,294 0 1,536 133,075 145,369 146,905 146,905 0 0
CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST: 1,144)
1,528 0 768 -1,152 376 1,144 1,144 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 0.0 1.0 90.6 99.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 0 1 17 17 20 18
PALO VERDE - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/27/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 21,098
COMMITMENTS
0 2,157 2,280 18,818 16,661 21,098 21,098 0 0
CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST: 228)
0 -102 0 228 330 228 228 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 10.2 10.8 89.2 79.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 1 1 19 16 20 17
PALO VERDE (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/27/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
25 MWh OPEN INTEREST: 143,618
COMMITMENTS
0 0 3,856 139,762 139,762 143,618 143,618 0 0
CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST: -3,160)
-7,712 0 3,856 696 -7,016 -3,160 -3,160 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 2.7 97.3 97.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 1 13 12 14 13
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/27/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 11,450
COMMITMENTS
200 100 0 10,650 11,340 10,850 11,440 600 10
CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST: 2,100)
0 0 0 2,100 2,100 2,100 2,100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 0.9 0.0 93.0 99.0 94.8 99.9 5.2 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 05/27/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 12,570
COMMITMENTS
100 0 0 11,890 12,570 11,990 12,570 580 0
CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST: 2,130)
0 0 0 2,130 2,130 2,130 2,130 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.0 0.0 94.6 100.0 95.4 100.0 4.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 0 16 15 17 15
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/27/14 |
--------------------------------------------------------------| 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 05/20/14 (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 4.0 0.0 99.1 96.0 99.1 100.0 0.9 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 2 0 19 14 19 16
PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643CV
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/27/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 21,500
COMMITMENTS
0 900 0 21,150 20,600 21,150 21,500 350 0
CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST: 165)
0 0 0 165 165 165 165 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 05/27/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 10,230
COMMITMENTS
0 0 0 9,915 10,150 9,915 10,150 315 80
CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST: 100)
0 0 0 100 100 100 100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 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 05/27/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 24,715
COMMITMENTS
0 300 0 24,415 24,415 24,415 24,715 300 0
CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST: 0)
0 100 0 -20 -100 -20 0 20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.2 0.0 98.8 98.8 98.8 100.0 1.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 1 0 21 11 21 12
PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643D5
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/27/14 |
--------------------------------------------------------------| 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 05/20/14 (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 05/27/14 |
--------------------------------------------------------------| 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 05/20/14 (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 05/27/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 23,710
COMMITMENTS
0 0 0 22,970 23,705 22,970 23,705 740 5
CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST: -50)
0 0 0 -50 -50 -50 -50 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 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 05/27/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 130,465
COMMITMENTS
2,080 200 0 128,190 130,265 130,270 130,465 195 0
CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST: 1,015)
0 0 0 970 1,115 970 1,115 45 -100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 0.2 0.0 98.3 99.8 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
3 1 0 39 34 42 35
PJM WESTERN HUB (DAY-AHEAD) - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/27/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 169,384
COMMITMENTS
3,125 0 100 165,849 169,284 169,074 169,384 310 0
CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST: 2,531)
260 0 0 2,271 2,531 2,531 2,531 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 0.0 0.1 97.9 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 05/27/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 153,964
COMMITMENTS
21,704 4,633 10,301 121,783 138,705 153,788 153,639 176 325
CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST: 1,792)
-372 292 238 1,920 1,262 1,786 1,792 6 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.1 3.0 6.7 79.1 90.1 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
7 6 10 44 41 57 52
PJM WH REAL TIME MINI OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/27/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 100,100
COMMITMENTS
3,045 2,220 2,040 94,920 95,780 100,005 100,040 95 60
CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST: 2,645)
285 50 0 2,360 2,535 2,645 2,585 0 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 2.2 2.0 94.8 95.7 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
5 3 4 35 32 41 38
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/27/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 27,405
COMMITMENTS
0 825 0 26,875 26,580 26,875 27,405 530 0
CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST: 25)
0 0 0 25 25 25 25 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 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 05/27/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 24,125
COMMITMENTS
0 350 0 23,905 23,480 23,905 23,830 220 295
CHANGES FROM 05/20/14 (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 1.5 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 05/27/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 10,209
COMMITMENTS
978 400 295 8,474 9,499 9,747 10,194 462 15
CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST: -84)
-125 0 125 -138 -169 -138 -44 54 -40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 3.9 2.9 83.0 93.0 95.5 99.9 4.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 1 2 21 22 24 25
NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C76
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/27/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 12,561
COMMITMENTS
50 1,790 75 12,229 10,651 12,354 12,516 207 45
CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST: 680)
25 25 0 682 655 707 680 -27 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 14.3 0.6 97.4 84.8 98.4 99.6 1.6 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 4 2 23 20 26 24
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/27/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 9,735
COMMITMENTS
300 0 0 9,325 9,735 9,625 9,735 110 0
CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST: 615)
300 0 0 330 615 630 615 -15 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 0.0 0.0 95.8 100.0 98.9 100.0 1.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 0 19 16 20 16
Updated May 30, 2014