CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 25,921
COMMITMENTS
8,680 4,019 4,730 12,511 17,172 25,921 25,921 0 0
CHANGES FROM 06/03/14 (CHANGE IN OPEN INTEREST: 1,936)
9 0 991 936 944 1,936 1,936 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.5 15.5 18.2 48.3 66.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
9 3 5 9 7 21 14
RGGI VINTAGE 2014 - ICE FUTURES ENERGY DIV Code-00639U
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 Regional Greenhouse Gas Initiative OPEN INTEREST: 13,277
COMMITMENTS
2,657 1,179 948 9,672 11,151 13,277 13,277 0 0
CHANGES FROM 06/03/14 (CHANGE IN OPEN INTEREST: 1,627)
-1,402 280 350 2,679 998 1,627 1,627 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.0 8.9 7.1 72.8 84.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 5 2 12 10 16 16
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 4,608,819
COMMITMENTS
793,544 130,248 1064528 2717192 3398363 4575264 4593139 33,555 15,680
CHANGES FROM 06/03/14 (CHANGE IN OPEN INTEREST: -2,619)
-67,816 -43,194 31,869 31,071 6,567 -4,876 -4,758 2,257 2,139
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.2 2.8 23.1 59.0 73.7 99.3 99.7 0.7 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 207)
37 26 54 134 117 194 174
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 2,058,044
COMMITMENTS
34,521 35,925 853,200 1169720 1168271 2057441 2057396 603 648
CHANGES FROM 06/03/14 (CHANGE IN OPEN INTEREST: -12,625)
1,980 3,844 -7,252 -7,267 -9,179 -12,539 -12,586 -86 -39
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 1.7 41.5 56.8 56.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
19 21 37 54 54 93 92
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 240,465
COMMITMENTS
27,978 3,310 12,593 182,973 215,254 223,544 231,157 16,921 9,308
CHANGES FROM 06/03/14 (CHANGE IN OPEN INTEREST: -14,889)
-3,636 -7,324 2,360 -14,717 -12,633 -15,993 -17,597 1,104 2,708
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.6 1.4 5.2 76.1 89.5 93.0 96.1 7.0 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
5 2 4 28 30 35 34
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 127,287
COMMITMENTS
4,784 1,930 1,219 112,726 120,255 118,729 123,404 8,558 3,883
CHANGES FROM 06/03/14 (CHANGE IN OPEN INTEREST: -8,302)
-21 -240 -179 -7,856 -6,938 -8,056 -7,357 -246 -945
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 1.5 1.0 88.6 94.5 93.3 96.9 6.7 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 2 1 26 24 28 27
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 195,269
COMMITMENTS
16,466 7,899 2,579 166,687 175,883 185,732 186,361 9,537 8,908
CHANGES FROM 06/03/14 (CHANGE IN OPEN INTEREST: -15,208)
-7,120 2,799 336 -6,946 -17,703 -13,730 -14,568 -1,478 -640
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 4.0 1.3 85.4 90.1 95.1 95.4 4.9 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 3 1 24 27 27 30
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 769,665
COMMITMENTS
71,186 3,827 10,540 684,668 748,309 766,394 762,676 3,271 6,989
CHANGES FROM 06/03/14 (CHANGE IN OPEN INTEREST: 8,179)
-1,049 -95 795 8,703 7,567 8,449 8,267 -270 -88
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 0.5 1.4 89.0 97.2 99.6 99.1 0.4 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
5 2 4 53 40 59 45
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 224,720
COMMITMENTS
23,941 15,142 260 190,006 203,023 214,207 218,425 10,513 6,295
CHANGES FROM 06/03/14 (CHANGE IN OPEN INTEREST: -15,656)
-2,819 0 -86 -13,565 -15,392 -16,470 -15,478 814 -178
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.7 6.7 0.1 84.6 90.3 95.3 97.2 4.7 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
4 1 1 26 22 30 24
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 215,830
COMMITMENTS
582 555 2,429 209,606 205,688 212,617 208,672 3,213 7,158
CHANGES FROM 06/03/14 (CHANGE IN OPEN INTEREST: -12,723)
-932 346 -890 -11,247 -13,055 -13,069 -13,599 346 876
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.3 1.1 97.1 95.3 98.5 96.7 1.5 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
1 2 3 36 40 39 43
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 96,992
COMMITMENTS
4,556 1,630 1,059 82,776 81,053 88,391 83,742 8,601 13,250
CHANGES FROM 06/03/14 (CHANGE IN OPEN INTEREST: -14,575)
1,977 -1,916 -2,052 -14,759 -9,247 -14,834 -13,215 259 -1,360
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 1.7 1.1 85.3 83.6 91.1 86.3 8.9 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 1 18 18 19 20
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 107,002
COMMITMENTS
2,539 10,625 5,490 89,149 84,542 97,178 100,657 9,824 6,345
CHANGES FROM 06/03/14 (CHANGE IN OPEN INTEREST: -7,233)
241 2,368 -1,205 -5,046 -7,445 -6,010 -6,282 -1,223 -951
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 9.9 5.1 83.3 79.0 90.8 94.1 9.2 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 3 3 21 21 26 24
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 74,230
COMMITMENTS
0 1,968 0 64,311 60,050 64,311 62,018 9,919 12,212
CHANGES FROM 06/03/14 (CHANGE IN OPEN INTEREST: -6,068)
-105 -840 -1,357 -4,154 -2,139 -5,616 -4,336 -452 -1,732
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.7 0.0 86.6 80.9 86.6 83.5 13.4 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 0 17 17 17 18
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 205,548
COMMITMENTS
978 0 0 195,522 201,818 196,500 201,818 9,048 3,730
CHANGES FROM 06/03/14 (CHANGE IN OPEN INTEREST: -318)
-60 0 0 393 -74 333 -74 -651 -244
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.0 0.0 95.1 98.2 95.6 98.2 4.4 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 0 0 29 24 30 24
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 87,238
COMMITMENTS
0 0 0 77,414 82,824 77,414 82,824 9,824 4,414
CHANGES FROM 06/03/14 (CHANGE IN OPEN INTEREST: 4,592)
0 0 0 4,624 5,475 4,624 5,475 -32 -883
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 88.7 94.9 88.7 94.9 11.3 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 0 0 23 20 23 20
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 289,386
COMMITMENTS
4,233 1,968 0 274,779 279,909 279,012 281,877 10,374 7,509
CHANGES FROM 06/03/14 (CHANGE IN OPEN INTEREST: -11,556)
186 -480 0 -11,471 -11,147 -11,285 -11,627 -271 71
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 0.7 0.0 95.0 96.7 96.4 97.4 3.6 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
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 06/10/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 70,332
COMMITMENTS
2,489 6,482 3,104 60,614 52,896 66,207 62,482 4,125 7,850
CHANGES FROM 06/03/14 (CHANGE IN OPEN INTEREST: -7,819)
120 -5,712 713 -7,754 112 -6,921 -4,887 -898 -2,932
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 9.2 4.4 86.2 75.2 94.1 88.8 5.9 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 3 4 18 19 23 23
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BA - ICE FUTURES ENERCode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 76,077
COMMITMENTS
904 0 3,661 65,874 66,214 70,439 69,875 5,638 6,202
CHANGES FROM 06/03/14 (CHANGE IN OPEN INTEREST: -3,924)
-259 0 172 -3,770 -2,651 -3,857 -2,479 -67 -1,445
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.0 4.8 86.6 87.0 92.6 91.8 7.4 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 0 2 16 16 18 18
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 100,867
COMMITMENTS
166 1,840 1,812 96,956 91,019 98,934 94,671 1,933 6,196
CHANGES FROM 06/03/14 (CHANGE IN OPEN INTEREST: -31,668)
-9,584 -1,694 1,074 -23,362 -31,456 -31,872 -32,076 204 408
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 1.8 1.8 96.1 90.2 98.1 93.9 1.9 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 1 9 12 10 14
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 58,386
COMMITMENTS
10,700 1,840 1,812 44,562 49,602 57,074 53,254 1,312 5,132
CHANGES FROM 06/03/14 (CHANGE IN OPEN INTEREST: -27,435)
-14,555 -2,066 578 -12,760 -23,174 -26,737 -24,662 -698 -2,773
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.3 3.2 3.1 76.3 85.0 97.8 91.2 2.2 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
7 1 1 22 23 29 25
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 39,626
COMMITMENTS
0 0 0 38,505 38,357 38,505 38,357 1,121 1,269
CHANGES FROM 06/03/14 (CHANGE IN OPEN INTEREST: -8,617)
0 0 0 -8,024 -7,871 -8,024 -7,871 -593 -746
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.2 96.8 97.2 96.8 2.8 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 0 0 12 19 12 19
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 139,600
COMMITMENTS
396 2,572 329 125,221 126,063 125,946 128,964 13,654 10,636
CHANGES FROM 06/03/14 (CHANGE IN OPEN INTEREST: 7,768)
-295 1,129 -111 7,870 6,108 7,464 7,126 304 642
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 1.8 0.2 89.7 90.3 90.2 92.4 9.8 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 2 1 27 24 29 26
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS - ICE FUTURES ENERCode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 61,938
COMMITMENTS
1,189 0 1,180 52,965 53,760 55,334 54,940 6,604 6,998
CHANGES FROM 06/03/14 (CHANGE IN OPEN INTEREST: -3,535)
203 0 -256 -2,451 -3,220 -2,504 -3,476 -1,031 -59
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 0.0 1.9 85.5 86.8 89.3 88.7 10.7 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 1 13 15 14 16
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 99,712
COMMITMENTS
209 710 2,679 92,477 88,001 95,365 91,390 4,347 8,322
CHANGES FROM 06/03/14 (CHANGE IN OPEN INTEREST: -10,594)
4 -2,028 -722 -7,110 -6,782 -7,828 -9,532 -2,766 -1,062
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.7 2.7 92.7 88.3 95.6 91.7 4.4 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 1 2 21 23 23 25
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 23,890
COMMITMENTS
5,796 600 0 17,914 21,212 23,710 21,812 180 2,078
CHANGES FROM 06/03/14 (CHANGE IN OPEN INTEREST: -1,551)
341 0 0 -776 -1,364 -435 -1,364 -1,116 -187
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.3 2.5 0.0 75.0 88.8 99.2 91.3 0.8 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
4 1 0 7 13 11 14
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 128,302
COMMITMENTS
372 15,127 928 121,171 109,300 122,471 125,355 5,831 2,947
CHANGES FROM 06/03/14 (CHANGE IN OPEN INTEREST: -274)
-480 1,036 -338 1,834 -674 1,016 24 -1,290 -298
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 11.8 0.7 94.4 85.2 95.5 97.7 4.5 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 2 1 15 17 17 19
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 257,500
COMMITMENTS
1,655 36,091 3,717 238,523 206,073 243,895 245,881 13,605 11,619
CHANGES FROM 06/03/14 (CHANGE IN OPEN INTEREST: -16,968)
1,655 -10,511 -3,142 -14,231 -5,179 -15,718 -18,832 -1,250 1,864
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 14.0 1.4 92.6 80.0 94.7 95.5 5.3 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
1 1 2 33 25 35 27
SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 30,697
COMMITMENTS
3,887 4,426 0 24,586 25,877 28,473 30,303 2,224 394
CHANGES FROM 06/03/14 (CHANGE IN OPEN INTEREST: -10,393)
-3,348 -682 0 -7,250 -9,525 -10,598 -10,207 205 -186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.7 14.4 0.0 80.1 84.3 92.8 98.7 7.2 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 0 13 13 14 14
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 36,543
COMMITMENTS
1,620 0 840 31,315 34,947 33,775 35,787 2,768 756
CHANGES FROM 06/03/14 (CHANGE IN OPEN INTEREST: -5,363)
-1,178 0 0 -3,181 -5,020 -4,359 -5,020 -1,004 -343
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 0.0 2.3 85.7 95.6 92.4 97.9 7.6 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 1 13 12 14 13
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 257,409
COMMITMENTS
2,558 40,540 4,030 238,273 206,270 244,861 250,840 12,548 6,569
CHANGES FROM 06/03/14 (CHANGE IN OPEN INTEREST: -18,829)
-757 -5,534 -631 -17,709 -12,450 -19,097 -18,615 268 -214
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 15.7 1.6 92.6 80.1 95.1 97.4 4.9 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
2 5 3 40 33 45 38
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 66,513
COMMITMENTS
7,665 0 0 54,481 62,940 62,146 62,940 4,367 3,573
CHANGES FROM 06/03/14 (CHANGE IN OPEN INTEREST: -6,303)
-1,740 0 0 -3,541 -5,879 -5,281 -5,879 -1,022 -424
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 0.0 0.0 81.9 94.6 93.4 94.6 6.6 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 0 0 17 17 18 17
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 83,559
COMMITMENTS
0 984 0 79,500 81,011 79,500 81,995 4,059 1,564
CHANGES FROM 06/03/14 (CHANGE IN OPEN INTEREST: -5,836)
0 -60 0 -5,170 -4,212 -5,170 -4,272 -666 -1,564
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.2 0.0 95.1 97.0 95.1 98.1 4.9 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 1 0 22 16 22 17
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 68,801
COMMITMENTS
0 5,378 393 59,777 60,805 60,170 66,576 8,631 2,225
CHANGES FROM 06/03/14 (CHANGE IN OPEN INTEREST: -6,004)
0 -262 -185 -5,217 -5,339 -5,402 -5,786 -602 -218
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.8 0.6 86.9 88.4 87.5 96.8 12.5 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 2 2 21 16 23 18
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 166,575
COMMITMENTS
19,576 7,513 17,760 128,231 140,765 165,567 166,038 1,008 538
CHANGES FROM 06/03/14 (CHANGE IN OPEN INTEREST: -2,119)
855 61 85 -3,080 -2,182 -2,140 -2,036 21 -83
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 4.5 10.7 77.0 84.5 99.4 99.7 0.6 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
11 8 17 52 57 70 75
MID-C FINANCIAL PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 52,214
COMMITMENTS
8,490 154 1,124 42,600 50,936 52,214 52,214 0 0
CHANGES FROM 06/03/14 (CHANGE IN OPEN INTEREST: 847)
771 0 0 76 847 847 847 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.3 0.3 2.2 81.6 97.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
6 1 2 20 24 26 27
MID-C FINANCIAL OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 411,711
COMMITMENTS
35,390 1,976 24,959 351,362 384,776 411,711 411,711 0 0
CHANGES FROM 06/03/14 (CHANGE IN OPEN INTEREST: -3,591)
2,945 -984 -328 -6,208 -2,279 -3,591 -3,591 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.6 0.5 6.1 85.3 93.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
5 1 2 21 20 27 22
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,569,074
COMMITMENTS
60,413 18,736 66,567 1442094 1465115 1569074 1550418 0 18,656
CHANGES FROM 06/03/14 (CHANGE IN OPEN INTEREST: -56,338)
8,961 -2,163 -1,005 -64,294 -53,170 -56,338 -56,338 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 1.2 4.2 91.9 93.4 100.0 98.8 0.0 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
6 3 4 42 43 50 48
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 49,810
COMMITMENTS
1,048 7,331 4,379 44,383 38,101 49,810 49,810 -0 0
CHANGES FROM 06/03/14 (CHANGE IN OPEN INTEREST: -3,606)
22 -764 -48 -3,581 -2,795 -3,606 -3,606 -0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 14.7 8.8 89.1 76.5 100.0 100.0 -0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
4 5 4 23 21 28 29
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 306,682
COMMITMENTS
1,304 44,013 16,462 288,916 246,207 306,682 306,682 0 0
CHANGES FROM 06/03/14 (CHANGE IN OPEN INTEREST: -17,712)
328 -1,640 -984 -17,056 -15,088 -17,712 -17,712 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 14.4 5.4 94.2 80.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 3 2 15 14 18 17
PJM AEP DAYTON RT OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 637,167
COMMITMENTS
36,017 0 12,073 589,077 625,094 637,167 637,167 0 0
CHANGES FROM 06/03/14 (CHANGE IN OPEN INTEREST: -32,305)
-4,408 0 784 -28,681 -33,089 -32,305 -32,305 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 0.0 1.9 92.5 98.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
4 0 1 24 27 28 28
AEP DAYTON HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 53,417
COMMITMENTS
7,201 1,189 3,223 42,273 48,581 52,697 52,993 720 424
CHANGES FROM 06/03/14 (CHANGE IN OPEN INTEREST: 450)
19 106 -39 512 446 492 513 -42 -63
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.5 2.2 6.0 79.1 90.9 98.7 99.2 1.3 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
5 2 5 29 29 36 34
AD HUB DA OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 35,855
COMMITMENTS
150 0 0 35,525 35,815 35,675 35,815 180 40
CHANGES FROM 06/03/14 (CHANGE IN OPEN INTEREST: -2,325)
0 0 0 -2,325 -2,325 -2,325 -2,325 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.0 0.0 99.1 99.9 99.5 99.9 0.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 0 19 12 20 12
PJM AEP DAYTON DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 52,445
COMMITMENTS
200 400 100 52,085 51,905 52,385 52,405 60 40
CHANGES FROM 06/03/14 (CHANGE IN OPEN INTEREST: -4,340)
0 100 -100 -4,300 -4,340 -4,400 -4,340 60 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.8 0.2 99.3 99.0 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 1 1 27 12 29 13
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 10,630
COMMITMENTS
0 1,000 0 10,630 9,630 10,630 10,630 0 0
CHANGES FROM 06/03/14 (CHANGE IN OPEN INTEREST: -955)
-50 50 0 -905 -1,005 -955 -955 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 9.4 0.0 100.0 90.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 3 0 18 17 18 20
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 252,632
COMMITMENTS
13,296 1,152 3,104 236,232 248,376 252,632 252,632 0 0
CHANGES FROM 06/03/14 (CHANGE IN OPEN INTEREST: -14,280)
1,144 0 -2,008 -13,416 -12,272 -14,280 -14,280 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 0.5 1.2 93.5 98.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 2 1 23 19 25 22
ERCOT - NORTH ZONE - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 11,487
COMMITMENTS
2,167 999 279 8,719 9,783 11,165 11,061 322 426
CHANGES FROM 06/03/14 (CHANGE IN OPEN INTEREST: -329)
-486 -109 87 48 -350 -351 -372 22 43
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.9 8.7 2.4 75.9 85.2 97.2 96.3 2.8 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 3 2 15 17 19 21
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 17,550
COMMITMENTS
2,950 0 600 14,000 16,950 17,550 17,550 0 0
CHANGES FROM 06/03/14 (CHANGE IN OPEN INTEREST: 350)
-50 -550 50 350 850 350 350 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.8 0.0 3.4 79.8 96.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 0 2 15 13 17 15
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 17,435
COMMITMENTS
1,250 1,350 0 16,185 16,075 17,435 17,425 0 10
CHANGES FROM 06/03/14 (CHANGE IN OPEN INTEREST: -615)
-200 -50 0 -385 -510 -585 -560 -30 -55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 7.7 0.0 92.8 92.2 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 1 0 21 21 24 22
MISO IN. RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 10,404
COMMITMENTS
0 50 375 9,359 9,659 9,734 10,084 670 320
CHANGES FROM 06/03/14 (CHANGE IN OPEN INTEREST: 58)
-275 50 275 98 -357 98 -32 -40 90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.5 3.6 90.0 92.8 93.6 96.9 6.4 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 1 1 23 15 24 16
MISO CINERGY HUB (REAL-TIME LMP) - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 21,443
COMMITMENTS
1,296 0 554 18,999 19,613 20,849 20,167 594 1,276
CHANGES FROM 06/03/14 (CHANGE IN OPEN INTEREST: -239)
-57 0 -42 -436 -218 -535 -260 296 21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 0.0 2.6 88.6 91.5 97.2 94.0 2.8 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 0 1 26 21 29 22
Nepool MH DA LMP Offpk Mon Min - ICE FUTURES ENERGY DIV Code-0643B9
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 36,270
COMMITMENTS
0 5,080 1,980 34,165 29,100 36,145 36,160 125 110
CHANGES FROM 06/03/14 (CHANGE IN OPEN INTEREST: -710)
-35 -465 15 -690 -245 -710 -695 0 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 14.0 5.5 94.2 80.2 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
0 5 3 29 26 32 31
ISO NE MASS PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 42,973
COMMITMENTS
700 4,093 3,648 38,465 35,227 42,813 42,968 160 5
CHANGES FROM 06/03/14 (CHANGE IN OPEN INTEREST: -1,694)
-100 -295 -142 -1,449 -1,257 -1,691 -1,694 -3 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 9.5 8.5 89.5 82.0 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
4 4 5 36 33 44 38
N. ILLINOIS HUB DAY AHEAD LMP, OFF PEAK MONTHLY - ICE FUTURES ENERGY Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 35,125
COMMITMENTS
700 0 0 34,425 34,815 35,125 34,815 0 310
CHANGES FROM 06/03/14 (CHANGE IN OPEN INTEREST: -1,945)
-150 -50 0 -1,795 -1,895 -1,945 -1,945 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 0.0 0.0 98.0 99.1 100.0 99.1 0.0 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 0 20 9 21 9
PJM NI DAY AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 40,965
COMMITMENTS
450 0 0 40,500 40,965 40,950 40,965 15 0
CHANGES FROM 06/03/14 (CHANGE IN OPEN INTEREST: -1,755)
-50 -35 -15 -1,705 -1,705 -1,770 -1,755 15 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.0 0.0 98.9 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 0 0 26 14 27 14
ISO NE MASS DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 461,846
COMMITMENTS
46,432 4,143 39,592 375,822 418,111 461,846 461,846 0 0
CHANGES FROM 06/03/14 (CHANGE IN OPEN INTEREST: -28,595)
-2,447 -2,753 -1,200 -24,948 -24,642 -28,595 -28,595 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 0.9 8.6 81.4 90.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
3 2 3 29 28 33 32
NEPOOL MASS HUB (DAY-AHEAD LMP) - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 32,894
COMMITMENTS
5,488 1,596 1,505 24,734 29,539 31,727 32,640 1,167 254
CHANGES FROM 06/03/14 (CHANGE IN OPEN INTEREST: -1,989)
986 -187 -635 -2,616 -1,167 -2,265 -1,989 276 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.7 4.9 4.6 75.2 89.8 96.5 99.2 3.5 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
6 4 4 29 34 35 42
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 17,456
COMMITMENTS
2,981 0 1,439 13,036 16,017 17,456 17,456 0 0
CHANGES FROM 06/03/14 (CHANGE IN OPEN INTEREST: -1,982)
-735 -219 57 -1,304 -1,820 -1,982 -1,982 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.1 0.0 8.2 74.7 91.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 0 2 20 10 23 12
CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BR
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
25MWh OPEN INTEREST: 253,118
COMMITMENTS
83,277 0 7,712 162,129 245,406 253,118 253,118 0 0
CHANGES FROM 06/03/14 (CHANGE IN OPEN INTEREST: 9,558)
-7,271 0 0 16,829 9,558 9,558 9,558 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.9 0.0 3.0 64.1 97.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 0 1 15 9 18 10
PJM NI REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 538,314
COMMITMENTS
2,753 10,761 13,976 521,585 513,577 538,314 538,314 0 0
CHANGES FROM 06/03/14 (CHANGE IN OPEN INTEREST: -11,159)
-408 -3,216 0 -10,751 -7,943 -11,159 -11,159 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 2.0 2.6 96.9 95.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 1 1 22 18 24 19
NORTHERN ILLINOIS HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 40,076
COMMITMENTS
6,900 88 190 32,581 39,309 39,671 39,587 405 489
CHANGES FROM 06/03/14 (CHANGE IN OPEN INTEREST: 3,066)
659 88 -64 2,513 3,105 3,108 3,129 -42 -63
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.2 0.2 0.5 81.3 98.1 99.0 98.8 1.0 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
4 1 1 21 16 25 18
NYISO ZONE J (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 80,002
COMMITMENTS
0 5,048 0 80,002 74,954 80,002 80,002 0 0
CHANGES FROM 06/03/14 (CHANGE IN OPEN INTEREST: -5,656)
0 0 0 -5,656 -5,656 -5,656 -5,656 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.3 0.0 100.0 93.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 0 13 12 13 13
NYISO ZONE A - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 16,809
COMMITMENTS
1,954 760 351 13,757 15,166 16,062 16,277 747 532
CHANGES FROM 06/03/14 (CHANGE IN OPEN INTEREST: -899)
-60 -376 34 -1,302 -517 -1,328 -859 429 -40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.6 4.5 2.1 81.8 90.2 95.6 96.8 4.4 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
4 1 3 18 19 23 22
NYISO ZONE A (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 230,152
COMMITMENTS
37,591 2,752 0 192,561 227,400 230,152 230,152 0 0
CHANGES FROM 06/03/14 (CHANGE IN OPEN INTEREST: -11,472)
-887 -416 -408 -10,177 -10,648 -11,472 -11,472 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.3 1.2 0.0 83.7 98.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 1 0 16 21 19 22
NYISO ZONE G - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 12,221
COMMITMENTS
1,589 257 298 10,075 11,432 11,962 11,987 259 234
CHANGES FROM 06/03/14 (CHANGE IN OPEN INTEREST: -426)
-570 257 1 78 -642 -491 -384 65 -42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.0 2.1 2.4 82.4 93.5 97.9 98.1 2.1 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 1 1 18 21 22 22
NYISO ZONE G (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 138,969
COMMITMENTS
11,184 474 3,798 123,987 134,697 138,969 138,969 0 0
CHANGES FROM 06/03/14 (CHANGE IN OPEN INTEREST: -11,032)
-1,878 474 1,878 -11,032 -13,384 -11,032 -11,032 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 0.3 2.7 89.2 96.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 1 1 19 17 22 18
PALO VERDE - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 20,260
COMMITMENTS
0 2,161 2,198 18,062 15,901 20,260 20,260 0 0
CHANGES FROM 06/03/14 (CHANGE IN OPEN INTEREST: -26)
0 0 0 -26 -26 -26 -26 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 10.7 10.8 89.2 78.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 1 1 17 16 18 17
PALO VERDE (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
25 MWh OPEN INTEREST: 147,419
COMMITMENTS
0 328 3,856 143,563 143,235 147,419 147,419 0 0
CHANGES FROM 06/03/14 (CHANGE IN OPEN INTEREST: 5,457)
0 0 0 5,457 5,457 5,457 5,457 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.2 2.6 97.4 97.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 1 13 12 14 13
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 24,705
COMMITMENTS
0 950 0 24,515 23,755 24,515 24,705 190 0
CHANGES FROM 06/03/14 (CHANGE IN OPEN INTEREST: -810)
0 -50 0 -780 -760 -780 -810 -30 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.8 0.0 99.2 96.2 99.2 100.0 0.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 2 0 19 13 19 15
PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643CV
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 21,300
COMMITMENTS
0 900 0 20,990 20,400 20,990 21,300 310 0
CHANGES FROM 06/03/14 (CHANGE IN OPEN INTEREST: -200)
0 0 0 -160 -200 -160 -200 -40 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.2 0.0 98.5 95.8 98.5 100.0 1.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 0 16 8 16 9
PJM PECO ZONE (DA LMP) PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 10,280
COMMITMENTS
0 0 0 9,995 10,210 9,995 10,210 285 70
CHANGES FROM 06/03/14 (CHANGE IN OPEN INTEREST: 30)
0 0 0 60 40 60 40 -30 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.2 99.3 97.2 99.3 2.8 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 20 13 20 13
PJM PEPCO DAY-AHEAD - ICE FUTURES ENERGY DIV Code-0643D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 23,585
COMMITMENTS
0 300 0 23,310 23,285 23,310 23,585 275 0
CHANGES FROM 06/03/14 (CHANGE IN OPEN INTEREST: -1,130)
0 0 0 -1,105 -1,130 -1,105 -1,130 -25 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.3 0.0 98.8 98.7 98.8 100.0 1.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 0 17 10 17 11
PJM PPL ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 24,950
COMMITMENTS
0 0 0 24,320 24,950 24,320 24,950 630 0
CHANGES FROM 06/03/14 (CHANGE IN OPEN INTEREST: -1,010)
0 0 0 -1,000 -1,010 -1,000 -1,010 -10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.5 100.0 97.5 100.0 2.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 20 9 20 9
PJM WESTERN HUB (DAY-AHEAD OFF PEAK) - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 124,240
COMMITMENTS
1,895 200 0 122,155 123,860 124,050 124,060 190 180
CHANGES FROM 06/03/14 (CHANGE IN OPEN INTEREST: -6,765)
-235 0 0 -6,525 -6,945 -6,760 -6,945 -5 180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 0.2 0.0 98.3 99.7 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
3 1 0 34 29 37 30
PJM WESTERN HUB (DAY-AHEAD) - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 163,324
COMMITMENTS
2,740 0 100 160,179 163,224 163,019 163,324 305 0
CHANGES FROM 06/03/14 (CHANGE IN OPEN INTEREST: -6,907)
-335 0 0 -6,567 -6,907 -6,902 -6,907 -5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 0.0 0.1 98.1 99.9 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
4 0 1 38 30 42 31
PJM WESTERN HUB MINI (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 152,974
COMMITMENTS
21,194 3,593 10,029 121,620 139,076 152,843 152,698 131 276
CHANGES FROM 06/03/14 (CHANGE IN OPEN INTEREST: -5,351)
-460 -342 -532 -4,307 -4,426 -5,299 -5,300 -52 -51
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.9 2.3 6.6 79.5 90.9 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
8 6 10 43 39 56 50
PJM WH REAL TIME MINI OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 98,650
COMMITMENTS
2,655 2,420 1,645 94,230 94,385 98,530 98,450 120 200
CHANGES FROM 06/03/14 (CHANGE IN OPEN INTEREST: -3,875)
-90 -100 -95 -3,710 -3,820 -3,895 -4,015 20 140
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 2.5 1.7 95.5 95.7 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
5 3 3 33 29 38 35
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 25,590
COMMITMENTS
0 775 0 25,015 24,815 25,015 25,590 575 0
CHANGES FROM 06/03/14 (CHANGE IN OPEN INTEREST: -1,370)
0 -50 0 -1,355 -1,320 -1,355 -1,370 -15 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.0 0.0 97.8 97.0 97.8 100.0 2.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 2 0 22 14 22 16
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 22,090
COMMITMENTS
0 300 0 21,830 21,495 21,830 21,795 260 295
CHANGES FROM 06/03/14 (CHANGE IN OPEN INTEREST: -2,025)
0 -50 0 -2,005 -1,975 -2,005 -2,025 -20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.4 0.0 98.8 97.3 98.8 98.7 1.2 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 1 0 22 10 22 11
NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 11,940
COMMITMENTS
905 350 320 9,723 11,015 10,948 11,685 992 255
CHANGES FROM 06/03/14 (CHANGE IN OPEN INTEREST: -42)
-698 -50 25 128 -25 -545 -50 503 8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 2.9 2.7 81.4 92.3 91.7 97.9 8.3 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 1 1 18 21 20 23
NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C76
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 13,138
COMMITMENTS
75 1,620 625 11,622 10,613 12,322 12,858 816 280
CHANGES FROM 06/03/14 (CHANGE IN OPEN INTEREST: 157)
0 210 -50 -213 -238 -263 -78 420 235
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 12.3 4.8 88.5 80.8 93.8 97.9 6.2 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 4 2 23 19 26 23
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 9,566
COMMITMENTS
170 0 120 8,912 9,320 9,202 9,440 364 126
CHANGES FROM 06/03/14 (CHANGE IN OPEN INTEREST: -23)
-100 0 100 -68 -249 -68 -149 45 126
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 0.0 1.3 93.2 97.4 96.2 98.7 3.8 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 1 17 16 18 17
Updated June 13, 2014