CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/01/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 23,734
COMMITMENTS
10,478 5,019 1,732 11,524 16,982 23,734 23,734 0 -0
CHANGES FROM 06/24/14 (CHANGE IN OPEN INTEREST: -2,225)
1,803 1,000 -3,003 -1,025 -222 -2,225 -2,225 0 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.1 21.1 7.3 48.6 71.6 100.0 100.0 0.0 -0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
10 3 3 9 7 20 13
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/01/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 4,539,840
COMMITMENTS
760,969 192,543 1017124 2681261 3270883 4459354 4480550 80,486 59,290
CHANGES FROM 06/24/14 (CHANGE IN OPEN INTEREST: -138,752)
-28,521 59,312 -54,132 -76,877 -158,120 -159,530 -152,940 20,778 14,188
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.8 4.2 22.4 59.1 72.0 98.2 98.7 1.8 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 206)
34 27 52 135 119 193 174
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/01/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 2,070,504
COMMITMENTS
31,616 20,679 870,795 1167600 1178688 2070012 2070162 492 343
CHANGES FROM 06/24/14 (CHANGE IN OPEN INTEREST: -127,554)
-22,863 -1,949 -58,251 -45,270 -66,817 -126,383 -127,018 -1,171 -536
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 1.0 42.1 56.4 56.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
19 23 36 53 56 93 95
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/01/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 241,941
COMMITMENTS
34,246 1,519 8,997 180,536 222,084 223,779 232,600 18,162 9,341
CHANGES FROM 06/24/14 (CHANGE IN OPEN INTEREST: 1,851)
65 -59 218 1,148 1,974 1,431 2,133 420 -282
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.2 0.6 3.7 74.6 91.8 92.5 96.1 7.5 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
6 1 2 29 30 35 33
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/01/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 130,312
COMMITMENTS
5,840 1,930 1,019 117,710 122,848 124,569 125,797 5,743 4,515
CHANGES FROM 06/24/14 (CHANGE IN OPEN INTEREST: 1,916)
-1,129 0 145 2,959 2,650 1,975 2,795 -59 -879
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 1.5 0.8 90.3 94.3 95.6 96.5 4.4 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 2 1 28 27 30 30
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/01/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 210,979
COMMITMENTS
21,522 12,022 2,372 178,447 188,125 202,341 202,519 8,638 8,460
CHANGES FROM 06/24/14 (CHANGE IN OPEN INTEREST: 7,050)
625 988 -140 5,779 5,017 6,264 5,865 786 1,185
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 5.7 1.1 84.6 89.2 95.9 96.0 4.1 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
3 3 1 26 30 30 33
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/01/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 798,494
COMMITMENTS
61,521 3,010 12,218 719,435 774,602 793,174 789,830 5,320 8,664
CHANGES FROM 06/24/14 (CHANGE IN OPEN INTEREST: 3,751)
-207 5 -1,516 3,612 3,678 1,889 2,167 1,862 1,584
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 0.4 1.5 90.1 97.0 99.3 98.9 0.7 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
4 2 4 55 39 60 44
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/01/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 236,320
COMMITMENTS
25,120 15,606 1,557 202,910 212,799 229,587 229,962 6,733 6,358
CHANGES FROM 06/24/14 (CHANGE IN OPEN INTEREST: 1,541)
-3,029 0 483 4,182 755 1,636 1,238 -95 303
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.6 6.6 0.7 85.9 90.0 97.2 97.3 2.8 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
5 1 3 28 26 33 30
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/01/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 228,528
COMMITMENTS
413 1,587 3,164 222,254 218,801 225,831 223,552 2,697 4,976
CHANGES FROM 06/24/14 (CHANGE IN OPEN INTEREST: 5,920)
-1,798 1,587 520 7,633 5,339 6,355 7,446 -435 -1,526
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.7 1.4 97.3 95.7 98.8 97.8 1.2 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
2 3 3 40 42 44 46
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/01/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 105,376
COMMITMENTS
4,166 1,940 3,007 90,522 87,330 97,695 92,277 7,681 13,099
CHANGES FROM 06/24/14 (CHANGE IN OPEN INTEREST: 2,361)
921 -758 206 1,371 3,106 2,498 2,554 -137 -193
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 1.8 2.9 85.9 82.9 92.7 87.6 7.3 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 2 2 21 20 23 24
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/01/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 107,772
COMMITMENTS
279 15,217 4,666 89,788 82,571 94,733 102,454 13,039 5,318
CHANGES FROM 06/24/14 (CHANGE IN OPEN INTEREST: 50)
-1,737 430 -62 -276 -225 -2,075 143 2,125 -93
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 14.1 4.3 83.3 76.6 87.9 95.1 12.1 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 4 3 23 24 27 28
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/01/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 78,661
COMMITMENTS
376 4,390 1,334 68,026 63,361 69,736 69,085 8,925 9,576
CHANGES FROM 06/24/14 (CHANGE IN OPEN INTEREST: 2,653)
214 461 -114 1,877 2,146 1,977 2,493 676 160
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 5.6 1.7 86.5 80.5 88.7 87.8 11.3 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 2 2 18 17 20 20
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/01/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 217,153
COMMITMENTS
978 0 0 206,912 213,011 207,890 213,011 9,263 4,142
CHANGES FROM 06/24/14 (CHANGE IN OPEN INTEREST: 3,290)
0 0 0 3,345 2,652 3,345 2,652 -55 638
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.0 0.0 95.3 98.1 95.7 98.1 4.3 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
1 0 0 31 25 32 25
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/01/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 95,692
COMMITMENTS
0 0 0 85,503 92,348 85,503 92,348 10,189 3,344
CHANGES FROM 06/24/14 (CHANGE IN OPEN INTEREST: 670)
0 0 0 670 670 670 670 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 89.4 96.5 89.4 96.5 10.6 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 0 0 23 22 23 22
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/01/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 300,923
COMMITMENTS
4,295 1,968 0 287,942 291,225 292,237 293,193 8,686 7,730
CHANGES FROM 06/24/14 (CHANGE IN OPEN INTEREST: 5,144)
-217 0 0 5,201 5,391 4,984 5,391 160 -247
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.7 0.0 95.7 96.8 97.1 97.4 2.9 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
1 1 0 44 38 45 39
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/01/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 69,838
COMMITMENTS
1,895 6,554 3,311 59,737 51,634 64,943 61,499 4,895 8,339
CHANGES FROM 06/24/14 (CHANGE IN OPEN INTEREST: -64)
0 344 -482 621 -136 139 -274 -203 210
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 9.4 4.7 85.5 73.9 93.0 88.1 7.0 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 3 4 19 20 23 24
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BA - ICE FUTURES ENERCode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/01/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 77,067
COMMITMENTS
973 0 3,729 66,482 66,644 71,184 70,373 5,883 6,694
CHANGES FROM 06/24/14 (CHANGE IN OPEN INTEREST: 208)
-308 0 270 218 -62 180 208 28 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 0.0 4.8 86.3 86.5 92.4 91.3 7.6 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 0 2 15 17 17 19
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/01/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 129,563
COMMITMENTS
13,826 2,575 2,069 112,186 118,935 128,081 123,579 1,482 5,984
CHANGES FROM 06/24/14 (CHANGE IN OPEN INTEREST: 14,106)
6,831 -1,765 1,517 6,077 13,990 14,425 13,742 -319 364
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.7 2.0 1.6 86.6 91.8 98.9 95.4 1.1 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
5 3 2 23 32 30 35
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/01/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 90,787
COMMITMENTS
24,413 1,855 2,789 62,939 83,525 90,141 88,169 646 2,618
CHANGES FROM 06/24/14 (CHANGE IN OPEN INTEREST: 15,438)
6,729 -1,958 2,237 6,665 15,643 15,631 15,922 -193 -484
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.9 2.0 3.1 69.3 92.0 99.3 97.1 0.7 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
7 3 3 29 36 39 39
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/01/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 50,096
COMMITMENTS
0 0 0 49,183 49,121 49,183 49,121 913 975
CHANGES FROM 06/24/14 (CHANGE IN OPEN INTEREST: 3,813)
0 0 0 4,207 3,937 4,207 3,937 -394 -124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.2 98.1 98.2 98.1 1.8 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 0 0 15 26 15 26
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/01/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 154,506
COMMITMENTS
756 1,136 476 137,713 141,525 138,945 143,137 15,561 11,369
CHANGES FROM 06/24/14 (CHANGE IN OPEN INTEREST: 7,224)
298 -93 476 5,945 7,304 6,719 7,687 505 -463
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.7 0.3 89.1 91.6 89.9 92.6 10.1 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 1 1 29 25 31 27
NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV Code-0233AW
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/01/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 14,369
COMMITMENTS
854 1,105 1,908 9,288 10,929 12,050 13,942 2,319 427
CHANGES FROM 06/24/14 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 7.7 13.3 64.6 76.1 83.9 97.0 16.1 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 2 11 11 13 13
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS - ICE FUTURES ENERCode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/01/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 59,814
COMMITMENTS
882 0 1,264 50,637 51,396 52,783 52,660 7,031 7,154
CHANGES FROM 06/24/14 (CHANGE IN OPEN INTEREST: 175)
366 0 -344 -151 240 -129 -104 304 279
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 0.0 2.1 84.7 85.9 88.2 88.0 11.8 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 1 14 15 15 16
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/01/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 104,105
COMMITMENTS
610 3,198 2,906 96,395 88,979 99,911 95,083 4,194 9,022
CHANGES FROM 06/24/14 (CHANGE IN OPEN INTEREST: 1,561)
-236 1,015 -118 2,130 -99 1,776 798 -215 763
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 3.1 2.8 92.6 85.5 96.0 91.3 4.0 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 1 2 23 22 25 24
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/01/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 73,195
COMMITMENTS
4,971 3,442 1,279 59,403 61,797 65,653 66,518 7,542 6,677
CHANGES FROM 06/24/14 (CHANGE IN OPEN INTEREST: 1,256)
0 1,065 -259 1,456 450 1,197 1,256 59 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 4.7 1.7 81.2 84.4 89.7 90.9 10.3 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 2 2 14 13 18 15
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/01/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 28,624
COMMITMENTS
7,098 600 0 21,346 26,619 28,444 27,219 180 1,405
CHANGES FROM 06/24/14 (CHANGE IN OPEN INTEREST: 1,836)
62 0 0 1,774 1,867 1,836 1,867 0 -31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.8 2.1 0.0 74.6 93.0 99.4 95.1 0.6 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
4 1 0 8 15 12 16
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/01/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 133,799
COMMITMENTS
372 19,661 1,197 126,093 109,022 127,662 129,880 6,137 3,919
CHANGES FROM 06/24/14 (CHANGE IN OPEN INTEREST: 331)
0 -928 512 -181 536 331 120 0 211
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 14.7 0.9 94.2 81.5 95.4 97.1 4.6 2.9
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 07/01/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 271,459
COMMITMENTS
434 35,598 10,957 247,249 212,947 258,640 259,502 12,819 11,957
CHANGES FROM 06/24/14 (CHANGE IN OPEN INTEREST: 9,568)
-466 -2,479 4,005 6,419 6,824 9,958 8,350 -390 1,218
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 13.1 4.0 91.1 78.4 95.3 95.6 4.7 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
1 4 3 34 30 38 34
SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/01/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 37,195
COMMITMENTS
6,429 4,891 0 28,411 31,876 34,840 36,767 2,355 428
CHANGES FROM 06/24/14 (CHANGE IN OPEN INTEREST: 0)
-31 0 0 -93 0 -124 0 124 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.3 13.1 0.0 76.4 85.7 93.7 98.8 6.3 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 2 0 15 16 17 18
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/01/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 44,027
COMMITMENTS
1,775 0 840 38,357 42,116 40,972 42,956 3,055 1,071
CHANGES FROM 06/24/14 (CHANGE IN OPEN INTEREST: 2,067)
155 0 0 2,582 1,788 2,737 1,788 -670 279
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 0.0 1.9 87.1 95.7 93.1 97.6 6.9 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 0 1 17 16 19 17
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/01/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 268,606
COMMITMENTS
2,558 38,326 4,219 252,352 219,453 259,129 261,998 9,477 6,608
CHANGES FROM 06/24/14 (CHANGE IN OPEN INTEREST: 4,806)
0 -1,989 -59 4,744 6,241 4,685 4,193 121 613
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 14.3 1.6 93.9 81.7 96.5 97.5 3.5 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
2 4 3 42 36 47 40
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/01/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 65,458
COMMITMENTS
9,144 0 0 51,853 61,913 60,997 61,913 4,461 3,545
CHANGES FROM 06/24/14 (CHANGE IN OPEN INTEREST: -271)
0 0 0 -271 -271 -271 -271 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.0 0.0 0.0 79.2 94.6 93.2 94.6 6.8 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 0 0 16 18 17 18
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/01/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 83,339
COMMITMENTS
0 984 0 79,218 80,729 79,218 81,713 4,121 1,626
CHANGES FROM 06/24/14 (CHANGE IN OPEN INTEREST: -182)
0 0 0 -244 -182 -244 -182 62 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.2 0.0 95.1 96.9 95.1 98.0 4.9 2.0
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 07/01/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 69,736
COMMITMENTS
0 4,906 586 60,464 62,017 61,050 67,509 8,686 2,227
CHANGES FROM 06/24/14 (CHANGE IN OPEN INTEREST: 856)
0 -673 301 495 1,198 796 826 60 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.0 0.8 86.7 88.9 87.5 96.8 12.5 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 2 2 21 16 23 18
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/01/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 22,863
COMMITMENTS
0 883 0 22,253 20,670 22,253 21,553 610 1,310
CHANGES FROM 06/24/14 (CHANGE IN OPEN INTEREST: 62)
0 -248 0 0 403 0 155 62 -93
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.9 0.0 97.3 90.4 97.3 94.3 2.7 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 10 9 10 10
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/01/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 170,053
COMMITMENTS
21,496 8,087 18,126 129,142 142,662 168,765 168,875 1,288 1,178
CHANGES FROM 06/24/14 (CHANGE IN OPEN INTEREST: -3,631)
1,407 -51 -774 -4,709 -3,237 -4,076 -4,063 444 431
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.6 4.8 10.7 75.9 83.9 99.2 99.3 0.8 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
13 9 17 54 57 74 76
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/01/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 50,189
COMMITMENTS
8,930 154 1,028 40,231 49,007 50,189 50,189 0 0
CHANGES FROM 06/24/14 (CHANGE IN OPEN INTEREST: -2,321)
202 0 -250 -2,273 -2,071 -2,321 -2,321 -0 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.8 0.3 2.0 80.2 97.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 1 2 21 21 24 24
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/01/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 378,990
COMMITMENTS
27,334 656 25,647 326,009 352,687 378,990 378,990 0 0
CHANGES FROM 06/24/14 (CHANGE IN OPEN INTEREST: -34,041)
-6,408 328 -632 -27,001 -33,737 -34,041 -34,041 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 0.2 6.8 86.0 93.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 2 2 20 20 24 23
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/01/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,568,000
COMMITMENTS
54,938 12,335 70,547 1442515 1485118 1568000 1568000 -0 0
CHANGES FROM 06/24/14 (CHANGE IN OPEN INTEREST: -2,998)
-880 947 -2,467 1,109 -719 -2,239 -2,239 -759 -759
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 0.8 4.5 92.0 94.7 100.0 100.0 -0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
7 3 5 41 45 50 51
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/01/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 48,162
COMMITMENTS
1,718 6,175 4,834 41,610 37,152 48,162 48,162 0 0
CHANGES FROM 06/24/14 (CHANGE IN OPEN INTEREST: -1,123)
288 -483 -43 -571 354 -326 -172 -797 -951
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 12.8 10.0 86.4 77.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
4 4 4 25 21 31 27
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/01/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 314,825
COMMITMENTS
1,304 49,902 14,822 298,699 250,101 314,825 314,825 0 0
CHANGES FROM 06/24/14 (CHANGE IN OPEN INTEREST: 655)
976 2,288 0 -321 -1,633 655 655 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 15.9 4.7 94.9 79.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 3 2 16 14 19 17
PJM AEP DAYTON RT OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/01/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 646,021
COMMITMENTS
29,801 0 12,073 604,147 633,948 646,021 646,021 0 0
CHANGES FROM 06/24/14 (CHANGE IN OPEN INTEREST: -1,437)
-1,128 0 0 -309 -1,437 -1,437 -1,437 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 0.0 1.9 93.5 98.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
4 0 1 24 28 28 29
AEP DAYTON HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/01/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 56,433
COMMITMENTS
7,629 2,504 2,583 45,489 50,613 55,701 55,700 732 733
CHANGES FROM 06/24/14 (CHANGE IN OPEN INTEREST: 410)
196 744 -130 333 -513 399 101 11 309
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.5 4.4 4.6 80.6 89.7 98.7 98.7 1.3 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
6 2 5 29 29 37 34
AD HUB DA OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/01/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 40,510
COMMITMENTS
200 0 0 40,130 40,470 40,330 40,470 180 40
CHANGES FROM 06/24/14 (CHANGE IN OPEN INTEREST: 1,110)
50 0 0 1,060 1,110 1,110 1,110 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.0 0.0 99.1 99.9 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 0 0 22 16 23 16
PJM AEP DAYTON DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/01/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 55,850
COMMITMENTS
200 400 100 55,490 55,310 55,790 55,810 60 40
CHANGES FROM 06/24/14 (CHANGE IN OPEN INTEREST: 1,550)
0 0 0 1,550 1,550 1,550 1,550 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.7 0.2 99.4 99.0 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 1 1 29 14 32 15
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/01/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 11,580
COMMITMENTS
0 1,200 0 11,580 10,380 11,580 11,580 0 0
CHANGES FROM 06/24/14 (CHANGE IN OPEN INTEREST: 400)
0 0 0 400 400 400 400 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 10.4 0.0 100.0 89.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 3 0 19 19 19 22
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/01/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 266,032
COMMITMENTS
12,040 2,704 1,960 252,032 261,368 266,032 266,032 0 0
CHANGES FROM 06/24/14 (CHANGE IN OPEN INTEREST: 13,368)
-384 1,552 384 13,368 11,432 13,368 13,368 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 1.0 0.7 94.7 98.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 3 2 22 19 24 24
ERCOT - NORTH ZONE - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/01/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 12,867
COMMITMENTS
2,233 1,348 299 9,948 10,837 12,480 12,484 387 383
CHANGES FROM 06/24/14 (CHANGE IN OPEN INTEREST: 280)
0 173 0 260 64 260 237 20 43
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.4 10.5 2.3 77.3 84.2 97.0 97.0 3.0 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
4 3 2 16 18 21 22
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/01/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 19,850
COMMITMENTS
3,250 250 700 15,900 18,900 19,850 19,850 0 0
CHANGES FROM 06/24/14 (CHANGE IN OPEN INTEREST: 50)
0 250 0 50 -200 50 50 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.4 1.3 3.5 80.1 95.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 1 2 16 13 18 16
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/01/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 19,865
COMMITMENTS
1,360 1,650 0 18,505 18,205 19,865 19,855 0 10
CHANGES FROM 06/24/14 (CHANGE IN OPEN INTEREST: 980)
110 0 0 870 980 980 980 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 8.3 0.0 93.2 91.6 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 1 0 21 23 24 24
MISO IN. RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/01/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 10,859
COMMITMENTS
0 160 375 9,814 10,184 10,189 10,719 670 140
CHANGES FROM 06/24/14 (CHANGE IN OPEN INTEREST: 210)
0 25 0 210 185 210 210 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.5 3.5 90.4 93.8 93.8 98.7 6.2 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 2 1 24 16 25 18
MISO CINERGY HUB (REAL-TIME LMP) - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/01/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 21,556
COMMITMENTS
1,811 66 619 18,509 19,657 20,939 20,342 617 1,214
CHANGES FROM 06/24/14 (CHANGE IN OPEN INTEREST: 305)
126 22 67 69 151 262 240 43 65
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 0.3 2.9 85.9 91.2 97.1 94.4 2.9 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 1 2 28 23 31 26
Nepool MH DA LMP Offpk Mon Min - ICE FUTURES ENERGY DIV Code-0643B9
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/01/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 35,798
COMMITMENTS
0 5,786 1,749 33,884 28,133 35,633 35,668 165 130
CHANGES FROM 06/24/14 (CHANGE IN OPEN INTEREST: 185)
0 155 -45 200 75 155 185 30 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 16.2 4.9 94.7 78.6 99.5 99.6 0.5 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
0 6 3 32 29 35 35
ISO NE MASS PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/01/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 43,149
COMMITMENTS
750 3,422 3,985 38,274 35,722 43,009 43,129 140 20
CHANGES FROM 06/24/14 (CHANGE IN OPEN INTEREST: 682)
50 -392 305 332 754 687 667 -5 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 7.9 9.2 88.7 82.8 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
4 5 4 36 35 44 40
N. ILLINOIS HUB DAY AHEAD LMP, OFF PEAK MONTHLY - ICE FUTURES ENERGY Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/01/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 36,160
COMMITMENTS
850 0 0 35,310 36,160 36,160 36,160 0 0
CHANGES FROM 06/24/14 (CHANGE IN OPEN INTEREST: 655)
150 0 0 505 655 655 655 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 0.0 0.0 97.6 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 0 0 22 10 23 10
PJM NI DAY AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/01/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 42,765
COMMITMENTS
500 0 0 42,190 42,765 42,690 42,765 75 0
CHANGES FROM 06/24/14 (CHANGE IN OPEN INTEREST: 1,050)
0 0 0 990 1,050 990 1,050 60 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.0 0.0 98.7 100.0 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 0 0 26 16 27 16
ISO NE MASS DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/01/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 469,270
COMMITMENTS
51,104 2,887 37,272 380,894 429,111 469,270 469,270 0 0
CHANGES FROM 06/24/14 (CHANGE IN OPEN INTEREST: 3,080)
3,496 768 -1,168 752 3,480 3,080 3,080 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 0.6 7.9 81.2 91.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
3 2 3 31 30 35 34
NEPOOL MASS HUB (DAY-AHEAD LMP) - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/01/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 33,835
COMMITMENTS
5,544 1,554 1,552 25,531 30,707 32,627 33,813 1,208 22
CHANGES FROM 06/24/14 (CHANGE IN OPEN INTEREST: 429)
299 0 45 44 384 388 429 41 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.4 4.6 4.6 75.5 90.8 96.4 99.9 3.6 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
5 5 4 31 37 36 46
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/01/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 17,660
COMMITMENTS
2,189 205 1,588 13,858 15,867 17,635 17,660 25 0
CHANGES FROM 06/24/14 (CHANGE IN OPEN INTEREST: -283)
-308 46 0 0 -329 -308 -283 25 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 1.2 9.0 78.5 89.8 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 1 2 20 10 23 12
CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BR
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/01/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
25MWh OPEN INTEREST: 268,272
COMMITMENTS
81,358 0 7,712 179,202 260,560 268,272 268,272 0 0
CHANGES FROM 06/24/14 (CHANGE IN OPEN INTEREST: 12,259)
0 0 0 12,259 12,259 12,259 12,259 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.3 0.0 2.9 66.8 97.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 0 1 16 9 19 10
PJM NI REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/01/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 536,992
COMMITMENTS
2,753 11,153 13,976 520,263 511,863 536,992 536,992 0 0
CHANGES FROM 06/24/14 (CHANGE IN OPEN INTEREST: -4,360)
0 392 0 -4,360 -4,752 -4,360 -4,360 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 2.1 2.6 96.9 95.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 2 1 22 18 25 20
NORTHERN ILLINOIS HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/01/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 43,365
COMMITMENTS
7,432 132 1,081 34,191 41,663 42,704 42,876 661 489
CHANGES FROM 06/24/14 (CHANGE IN OPEN INTEREST: 257)
510 0 0 -253 257 257 257 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.1 0.3 2.5 78.8 96.1 98.5 98.9 1.5 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 1 1 21 17 24 19
NYISO ZONE J (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/01/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 81,570
COMMITMENTS
0 4,288 0 81,570 77,282 81,570 81,570 0 0
CHANGES FROM 06/24/14 (CHANGE IN OPEN INTEREST: 1,568)
0 0 0 1,568 1,568 1,568 1,568 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.3 0.0 100.0 94.7 100.0 100.0 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 07/01/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 16,983
COMMITMENTS
2,146 398 308 13,953 15,765 16,407 16,471 576 512
CHANGES FROM 06/24/14 (CHANGE IN OPEN INTEREST: 21)
0 42 0 0 0 0 42 21 -21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.6 2.3 1.8 82.2 92.8 96.6 97.0 3.4 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
5 1 2 19 20 25 22
NYISO ZONE A (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/01/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 232,554
COMMITMENTS
37,591 2,303 1,185 193,778 229,066 232,554 232,554 0 0
CHANGES FROM 06/24/14 (CHANGE IN OPEN INTEREST: 1,936)
0 0 0 1,936 1,936 1,936 1,936 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.2 1.0 0.5 83.3 98.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 1 1 17 23 21 24
NYISO ZONE G - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/01/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 13,148
COMMITMENTS
1,885 376 340 10,792 12,176 13,017 12,892 131 256
CHANGES FROM 06/24/14 (CHANGE IN OPEN INTEREST: 102)
41 -29 0 61 131 102 102 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.3 2.9 2.6 82.1 92.6 99.0 98.1 1.0 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
4 1 1 19 23 24 24
NYISO ZONE G (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/01/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 147,178
COMMITMENTS
14,914 0 4,680 127,584 142,498 147,178 147,178 0 0
CHANGES FROM 06/24/14 (CHANGE IN OPEN INTEREST: -408)
784 0 -392 -800 -16 -408 -408 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 0.0 3.2 86.7 96.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 0 1 21 19 24 20
PALO VERDE - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/01/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 20,082
COMMITMENTS
0 1,929 2,098 17,984 16,055 20,082 20,082 0 0
CHANGES FROM 06/24/14 (CHANGE IN OPEN INTEREST: -846)
0 -129 -177 -669 -540 -846 -846 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 9.6 10.4 89.6 79.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 1 1 16 14 17 15
PALO VERDE (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/01/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
25 MWh OPEN INTEREST: 146,702
COMMITMENTS
0 328 3,856 142,846 142,518 146,702 146,702 0 0
CHANGES FROM 06/24/14 (CHANGE IN OPEN INTEREST: -6,737)
0 0 0 -6,737 -6,737 -6,737 -6,737 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.2 2.6 97.4 97.1 100.0 100.0 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 07/01/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 24,880
COMMITMENTS
0 875 75 24,440 23,930 24,515 24,880 365 0
CHANGES FROM 06/24/14 (CHANGE IN OPEN INTEREST: 50)
0 -75 75 -25 50 50 50 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.5 0.3 98.2 96.2 98.5 100.0 1.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 2 1 19 14 20 16
PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643CV
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/01/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 21,525
COMMITMENTS
0 900 0 21,040 20,625 21,040 21,525 485 0
CHANGES FROM 06/24/14 (CHANGE IN OPEN INTEREST: 50)
0 0 0 50 50 50 50 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.2 0.0 97.7 95.8 97.7 100.0 2.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 0 16 8 16 9
PJM PECO ZONE (DA LMP) PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/01/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 10,520
COMMITMENTS
0 0 0 10,235 10,450 10,235 10,450 285 70
CHANGES FROM 06/24/14 (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 97.3 99.3 97.3 99.3 2.7 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 0 0 20 14 20 14
PJM PEPCO DAY-AHEAD - ICE FUTURES ENERGY DIV Code-0643D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/01/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 23,215
COMMITMENTS
0 300 0 22,940 22,915 22,940 23,215 275 0
CHANGES FROM 06/24/14 (CHANGE IN OPEN INTEREST: -500)
0 0 0 -500 -500 -500 -500 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.3 0.0 98.8 98.7 98.8 100.0 1.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 0 17 11 17 12
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/01/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 23,300
COMMITMENTS
0 0 0 22,760 23,300 22,760 23,300 540 0
CHANGES FROM 06/24/14 (CHANGE IN OPEN INTEREST: 180)
0 0 0 180 180 180 180 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.7 100.0 97.7 100.0 2.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 17 9 17 9
PJM PPL ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/01/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 26,480
COMMITMENTS
0 0 0 25,850 26,480 25,850 26,480 630 0
CHANGES FROM 06/24/14 (CHANGE IN OPEN INTEREST: 1,280)
0 0 0 1,230 1,280 1,230 1,280 50 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.6 100.0 97.6 100.0 2.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 21 13 21 13
PJM WESTERN HUB (DAY-AHEAD OFF PEAK) - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/01/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 129,680
COMMITMENTS
2,195 225 0 127,295 129,455 129,490 129,680 190 0
CHANGES FROM 06/24/14 (CHANGE IN OPEN INTEREST: 3,150)
0 25 0 3,150 3,125 3,150 3,150 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 0.2 0.0 98.2 99.8 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
3 2 0 35 30 38 32
PJM WESTERN HUB (DAY-AHEAD) - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/01/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 169,194
COMMITMENTS
2,690 50 100 165,989 168,699 168,779 168,849 415 345
CHANGES FROM 06/24/14 (CHANGE IN OPEN INTEREST: 3,050)
100 50 0 2,655 2,705 2,755 2,755 295 295
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 0.0 0.1 98.1 99.7 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
4 1 1 40 33 44 35
PJM WESTERN HUB MINI (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/01/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 156,364
COMMITMENTS
21,295 3,055 9,952 124,386 142,451 155,633 155,458 731 906
CHANGES FROM 06/24/14 (CHANGE IN OPEN INTEREST: 1,560)
-589 -648 16 1,655 1,707 1,082 1,075 478 485
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.6 2.0 6.4 79.5 91.1 99.5 99.4 0.5 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
10 6 10 44 40 57 53
PJM WH REAL TIME MINI OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/01/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 98,850
COMMITMENTS
2,130 2,320 1,720 94,433 94,165 98,283 98,205 567 645
CHANGES FROM 06/24/14 (CHANGE IN OPEN INTEREST: -555)
0 -25 0 -957 -930 -957 -955 402 400
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 2.3 1.7 95.5 95.3 99.4 99.3 0.6 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
5 4 3 34 30 39 37
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/01/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 25,725
COMMITMENTS
0 650 0 25,050 25,075 25,050 25,725 675 0
CHANGES FROM 06/24/14 (CHANGE IN OPEN INTEREST: -90)
0 25 0 -150 -115 -150 -90 60 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.5 0.0 97.4 97.5 97.4 100.0 2.6 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 07/01/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 22,220
COMMITMENTS
0 300 0 21,870 21,625 21,870 21,925 350 295
CHANGES FROM 06/24/14 (CHANGE IN OPEN INTEREST: 30)
0 0 0 0 30 0 30 30 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.4 0.0 98.4 97.3 98.4 98.7 1.6 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 07/01/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 15,336
COMMITMENTS
2,303 350 450 12,332 14,536 15,085 15,336 251 0
CHANGES FROM 06/24/14 (CHANGE IN OPEN INTEREST: 2,471)
850 0 50 1,506 2,421 2,406 2,471 65 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.0 2.3 2.9 80.4 94.8 98.4 100.0 1.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
4 1 2 24 24 28 27
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C75
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/01/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 11,859
COMMITMENTS
2,015 0 225 8,644 11,634 10,884 11,859 975 0
CHANGES FROM 06/24/14 (CHANGE IN OPEN INTEREST: 270)
-150 0 150 180 120 180 270 90 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.0 0.0 1.9 72.9 98.1 91.8 100.0 8.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 0 2 16 18 18 20
NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C76
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/01/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 13,675
COMMITMENTS
75 1,550 625 12,533 11,455 13,233 13,630 442 45
CHANGES FROM 06/24/14 (CHANGE IN OPEN INTEREST: 1)
0 -25 0 -24 26 -24 1 25 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 11.3 4.6 91.6 83.8 96.8 99.7 3.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 4 2 24 20 27 24
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/01/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 9,734
COMMITMENTS
195 0 95 9,170 9,559 9,460 9,654 274 80
CHANGES FROM 06/24/14 (CHANGE IN OPEN INTEREST: 60)
0 0 0 95 35 95 35 -35 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 0.0 1.0 94.2 98.2 97.2 99.2 2.8 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 1 19 20 20 21
Updated July 4, 2014