CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 23,765
COMMITMENTS
10,474 5,019 1,736 11,555 17,010 23,765 23,765 0 0
CHANGES FROM 07/01/14 (CHANGE IN OPEN INTEREST: 31)
-4 0 4 31 28 31 31 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
RGGI VINTAGE 2014 - ICE FUTURES ENERGY DIV Code-00639U
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 Regional Greenhouse Gas Initiative OPEN INTEREST: 12,340
COMMITMENTS
2,991 700 556 8,793 11,084 12,340 12,340 -0 0
CHANGES FROM 07/01/14 (CHANGE IN OPEN INTEREST: -903)
338 -478 -392 -849 -33 -903 -903 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.2 5.7 4.5 71.3 89.8 100.0 100.0 -0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
4 3 1 10 10 14 14
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 4,519,911
COMMITMENTS
757,504 236,252 1005448 2723397 3266088 4486349 4507788 33,562 12,123
CHANGES FROM 07/01/14 (CHANGE IN OPEN INTEREST: -19,929)
-3,465 43,709 -11,676 42,136 -4,795 26,995 27,238 -46,924 -47,167
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.8 5.2 22.2 60.3 72.3 99.3 99.7 0.7 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 211)
36 29 51 137 120 196 177
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 2,094,309
COMMITMENTS
32,707 22,112 910,687 1150385 1160838 2093778 2093637 531 672
CHANGES FROM 07/01/14 (CHANGE IN OPEN INTEREST: 23,805)
1,090 1,433 39,892 -17,216 -17,850 23,767 23,475 38 330
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 1.1 43.5 54.9 55.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103)
20 25 38 54 56 94 99
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 221,701
COMMITMENTS
30,194 3 7,995 167,216 205,468 205,405 213,466 16,296 8,235
CHANGES FROM 07/01/14 (CHANGE IN OPEN INTEREST: -20,240)
-4,052 -1,516 -1,002 -13,320 -16,616 -18,374 -19,134 -1,866 -1,106
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.6 0.0 3.6 75.4 92.7 92.6 96.3 7.4 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
5 1 2 28 31 34 33
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 114,054
COMMITMENTS
4,339 1,651 801 102,388 107,544 107,528 109,996 6,526 4,058
CHANGES FROM 07/01/14 (CHANGE IN OPEN INTEREST: -16,258)
-1,501 -279 -218 -15,322 -15,304 -17,041 -15,801 783 -457
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 1.4 0.7 89.8 94.3 94.3 96.4 5.7 3.6
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 07/08/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 197,790
COMMITMENTS
19,137 10,952 1,799 169,789 177,332 190,725 190,083 7,065 7,707
CHANGES FROM 07/01/14 (CHANGE IN OPEN INTEREST: -13,189)
-2,385 -1,070 -573 -8,658 -10,793 -11,616 -12,436 -1,573 -753
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 5.5 0.9 85.8 89.7 96.4 96.1 3.6 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 3 1 25 28 28 31
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 742,679
COMMITMENTS
55,742 2,572 11,846 671,907 724,969 739,495 739,387 3,184 3,292
CHANGES FROM 07/01/14 (CHANGE IN OPEN INTEREST: -55,815)
-5,779 -438 -372 -47,528 -49,633 -53,679 -50,443 -2,136 -5,372
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 0.3 1.6 90.5 97.6 99.6 99.6 0.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
4 2 3 57 40 62 44
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 219,950
COMMITMENTS
22,277 15,416 348 189,151 196,947 211,776 212,711 8,174 7,239
CHANGES FROM 07/01/14 (CHANGE IN OPEN INTEREST: -16,370)
-2,843 -190 -1,209 -13,759 -15,852 -17,811 -17,251 1,441 881
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 7.0 0.2 86.0 89.5 96.3 96.7 3.7 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
4 1 1 27 23 31 25
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 210,575
COMMITMENTS
10 737 3,355 204,354 200,141 207,719 204,233 2,856 6,342
CHANGES FROM 07/01/14 (CHANGE IN OPEN INTEREST: -17,953)
-403 -850 191 -17,900 -18,660 -18,112 -19,319 159 1,366
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.3 1.6 97.0 95.0 98.6 97.0 1.4 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
1 2 3 35 39 38 42
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 92,896
COMMITMENTS
5,141 1,478 1,664 80,609 79,212 87,414 82,354 5,482 10,542
CHANGES FROM 07/01/14 (CHANGE IN OPEN INTEREST: -12,480)
975 -462 -1,343 -9,913 -8,118 -10,281 -9,923 -2,199 -2,557
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 1.6 1.8 86.8 85.3 94.1 88.7 5.9 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 2 3 21 20 24 24
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 97,139
COMMITMENTS
341 14,719 4,115 81,023 73,935 85,479 92,769 11,660 4,370
CHANGES FROM 07/01/14 (CHANGE IN OPEN INTEREST: -10,633)
62 -498 -551 -8,765 -8,636 -9,254 -9,685 -1,379 -948
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 15.2 4.2 83.4 76.1 88.0 95.5 12.0 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 4 3 21 24 25 28
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 69,564
COMMITMENTS
465 1,472 501 57,833 56,914 58,799 58,887 10,765 10,677
CHANGES FROM 07/01/14 (CHANGE IN OPEN INTEREST: -9,097)
89 -2,918 -833 -10,193 -6,447 -10,937 -10,198 1,840 1,101
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 2.1 0.7 83.1 81.8 84.5 84.7 15.5 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 1 17 15 18 17
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 204,142
COMMITMENTS
916 0 0 195,034 199,477 195,950 199,477 8,192 4,665
CHANGES FROM 07/01/14 (CHANGE IN OPEN INTEREST: -13,011)
-62 0 0 -11,878 -13,534 -11,940 -13,534 -1,071 523
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.0 0.0 95.5 97.7 96.0 97.7 4.0 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 0 0 30 24 31 24
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 89,811
COMMITMENTS
0 0 0 80,161 87,087 80,161 87,087 9,650 2,724
CHANGES FROM 07/01/14 (CHANGE IN OPEN INTEREST: -5,881)
0 0 0 -5,342 -5,261 -5,342 -5,261 -539 -620
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 89.3 97.0 89.3 97.0 10.7 3.0
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 07/08/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 278,854
COMMITMENTS
3,861 1,472 0 267,267 270,739 271,128 272,211 7,726 6,643
CHANGES FROM 07/01/14 (CHANGE IN OPEN INTEREST: -22,069)
-434 -496 0 -20,675 -20,486 -21,109 -20,982 -960 -1,087
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.5 0.0 95.8 97.1 97.2 97.6 2.8 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
1 1 0 44 37 45 38
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 68,276
COMMITMENTS
1,678 4,129 4,204 57,527 52,579 63,409 60,912 4,867 7,364
CHANGES FROM 07/01/14 (CHANGE IN OPEN INTEREST: -1,562)
-217 -2,425 893 -2,210 945 -1,534 -587 -28 -975
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 6.0 6.2 84.3 77.0 92.9 89.2 7.1 10.8
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 07/08/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 71,090
COMMITMENTS
1,281 0 3,548 60,586 61,525 65,415 65,073 5,675 6,017
CHANGES FROM 07/01/14 (CHANGE IN OPEN INTEREST: -5,977)
308 0 -181 -5,896 -5,119 -5,769 -5,300 -208 -677
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 0.0 5.0 85.2 86.5 92.0 91.5 8.0 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 0 2 15 15 17 17
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 92,745
COMMITMENTS
0 3,100 552 91,304 82,876 91,856 86,528 889 6,217
CHANGES FROM 07/01/14 (CHANGE IN OPEN INTEREST: -36,818)
-13,826 525 -1,517 -20,882 -36,059 -36,225 -37,051 -593 233
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.3 0.6 98.4 89.4 99.0 93.3 1.0 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 2 1 12 13 13 15
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 64,815
COMMITMENTS
14,477 2,575 2,069 47,339 58,540 63,885 63,184 930 1,631
CHANGES FROM 07/01/14 (CHANGE IN OPEN INTEREST: -25,972)
-9,936 720 -720 -15,600 -24,985 -26,256 -24,985 284 -987
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.3 4.0 3.2 73.0 90.3 98.6 97.5 1.4 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
6 3 2 23 28 31 31
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 35,486
COMMITMENTS
0 0 0 35,053 34,744 35,053 34,744 433 742
CHANGES FROM 07/01/14 (CHANGE IN OPEN INTEREST: -14,610)
0 0 0 -14,130 -14,377 -14,130 -14,377 -480 -233
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.8 97.9 98.8 97.9 1.2 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 0 0 11 20 11 20
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 149,839
COMMITMENTS
1,072 1,012 958 134,199 137,110 136,229 139,080 13,610 10,759
CHANGES FROM 07/01/14 (CHANGE IN OPEN INTEREST: -4,667)
316 -124 482 -3,514 -4,415 -2,716 -4,057 -1,951 -610
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.7 0.6 89.6 91.5 90.9 92.8 9.1 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 1 1 27 25 29 27
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS - ICE FUTURES ENERCode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 56,194
COMMITMENTS
1,431 0 894 48,070 48,890 50,395 49,784 5,799 6,410
CHANGES FROM 07/01/14 (CHANGE IN OPEN INTEREST: -3,620)
549 0 -370 -2,567 -2,506 -2,388 -2,876 -1,232 -744
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 0.0 1.6 85.5 87.0 89.7 88.6 10.3 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 1 12 16 13 17
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 95,324
COMMITMENTS
702 415 2,854 88,156 83,676 91,712 86,945 3,612 8,379
CHANGES FROM 07/01/14 (CHANGE IN OPEN INTEREST: -8,781)
92 -2,783 -52 -8,239 -5,303 -8,199 -8,138 -582 -643
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.4 3.0 92.5 87.8 96.2 91.2 3.8 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 2 20 20 22 22
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 124,688
COMMITMENTS
372 17,353 1,051 117,779 102,614 119,202 121,018 5,486 3,670
CHANGES FROM 07/01/14 (CHANGE IN OPEN INTEREST: -9,111)
0 -2,308 -146 -8,314 -6,408 -8,460 -8,862 -651 -249
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 13.9 0.8 94.5 82.3 95.6 97.1 4.4 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 07/08/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 249,646
COMMITMENTS
2,694 34,356 4,906 229,456 199,174 237,056 238,436 12,590 11,210
CHANGES FROM 07/01/14 (CHANGE IN OPEN INTEREST: -21,813)
2,260 -1,242 -6,051 -17,793 -13,773 -21,584 -21,066 -229 -747
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 13.8 2.0 91.9 79.8 95.0 95.5 5.0 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
1 3 3 33 28 36 32
SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 24,900
COMMITMENTS
3,159 1,891 0 19,862 22,761 23,021 24,652 1,879 248
CHANGES FROM 07/01/14 (CHANGE IN OPEN INTEREST: -12,295)
-3,270 -3,000 0 -8,549 -9,115 -11,819 -12,115 -476 -180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.7 7.6 0.0 79.8 91.4 92.5 99.0 7.5 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 2 0 14 15 16 17
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 49,947
COMMITMENTS
2,615 0 0 44,967 49,050 47,582 49,050 2,365 897
CHANGES FROM 07/01/14 (CHANGE IN OPEN INTEREST: 5,920)
840 0 -840 6,610 6,934 6,610 6,094 -690 -174
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 0.0 0.0 90.0 98.2 95.3 98.2 4.7 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 0 0 17 14 19 14
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 252,720
COMMITMENTS
2,062 32,231 3,879 238,229 211,145 244,170 247,255 8,550 5,465
CHANGES FROM 07/01/14 (CHANGE IN OPEN INTEREST: -15,886)
-496 -6,095 -340 -14,123 -8,308 -14,959 -14,743 -927 -1,143
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 12.8 1.5 94.3 83.5 96.6 97.8 3.4 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
2 5 3 41 34 46 39
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 57,302
COMMITMENTS
6,734 0 0 46,847 54,346 53,581 54,346 3,721 2,956
CHANGES FROM 07/01/14 (CHANGE IN OPEN INTEREST: -8,156)
-2,410 0 0 -5,006 -7,567 -7,416 -7,567 -740 -589
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 0.0 0.0 81.8 94.8 93.5 94.8 6.5 5.2
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 07/08/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 77,757
COMMITMENTS
0 736 0 73,857 75,612 73,857 76,348 3,900 1,409
CHANGES FROM 07/01/14 (CHANGE IN OPEN INTEREST: -5,582)
0 -248 0 -5,361 -5,117 -5,361 -5,365 -221 -217
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.9 0.0 95.0 97.2 95.0 98.2 5.0 1.8
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 07/08/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 63,829
COMMITMENTS
0 5,158 0 54,888 56,385 54,888 61,543 8,941 2,286
CHANGES FROM 07/01/14 (CHANGE IN OPEN INTEREST: -5,907)
0 252 -586 -5,576 -5,632 -6,162 -5,966 255 59
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 8.1 0.0 86.0 88.3 86.0 96.4 14.0 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 1 0 19 15 19 16
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 167,768
COMMITMENTS
23,054 8,208 17,481 126,537 141,172 167,072 166,861 696 907
CHANGES FROM 07/01/14 (CHANGE IN OPEN INTEREST: -2,285)
1,557 121 -645 -2,605 -1,490 -1,693 -2,014 -593 -271
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.7 4.9 10.4 75.4 84.1 99.6 99.5 0.4 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
13 8 17 53 55 73 73
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 50,748
COMMITMENTS
9,674 154 1,055 40,019 49,539 50,748 50,748 0 0
CHANGES FROM 07/01/14 (CHANGE IN OPEN INTEREST: 559)
744 0 27 -212 532 559 559 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.1 0.3 2.1 78.9 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 07/08/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 382,534
COMMITMENTS
25,038 328 27,943 329,553 354,263 382,534 382,534 0 0
CHANGES FROM 07/01/14 (CHANGE IN OPEN INTEREST: 3,544)
-2,296 -328 2,296 3,544 1,576 3,544 3,544 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 0.1 7.3 86.1 92.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 1 2 22 20 26 22
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,509,097
COMMITMENTS
55,224 10,863 71,317 1382556 1426917 1509097 1509097 -0 -0
CHANGES FROM 07/01/14 (CHANGE IN OPEN INTEREST: -58,904)
286 -1,472 770 -59,960 -58,202 -58,904 -58,904 0 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 0.7 4.7 91.6 94.6 100.0 100.0 -0.0 -0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
5 2 5 39 45 46 50
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 49,189
COMMITMENTS
1,719 6,500 5,065 42,404 37,623 49,189 49,189 0 0
CHANGES FROM 07/01/14 (CHANGE IN OPEN INTEREST: 1,027)
1 325 231 795 471 1,027 1,027 0 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 13.2 10.3 86.2 76.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
4 5 4 25 21 31 28
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/14 |
--------------------------------------------------------------| 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 07/01/14 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 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 07/08/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 621,404
COMMITMENTS
27,113 0 12,073 582,218 609,331 621,404 621,404 0 0
CHANGES FROM 07/01/14 (CHANGE IN OPEN INTEREST: -24,617)
-2,688 0 0 -21,929 -24,617 -24,617 -24,617 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 0.0 1.9 93.7 98.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 0 1 23 28 26 29
AEP DAYTON HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 52,942
COMMITMENTS
7,190 2,504 2,350 42,702 47,408 52,242 52,262 700 680
CHANGES FROM 07/01/14 (CHANGE IN OPEN INTEREST: -3,491)
-439 0 -233 -2,787 -3,205 -3,459 -3,438 -32 -53
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.6 4.7 4.4 80.7 89.5 98.7 98.7 1.3 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
6 2 5 27 29 35 34
AD HUB DA OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 38,660
COMMITMENTS
150 0 0 38,330 38,630 38,480 38,630 180 30
CHANGES FROM 07/01/14 (CHANGE IN OPEN INTEREST: -1,850)
-50 0 0 -1,800 -1,840 -1,850 -1,840 0 -10
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: 29)
1 0 0 21 15 22 15
PJM AEP DAYTON DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 52,850
COMMITMENTS
100 500 0 52,690 52,320 52,790 52,820 60 30
CHANGES FROM 07/01/14 (CHANGE IN OPEN INTEREST: -3,000)
-100 100 -100 -2,800 -2,990 -3,000 -2,990 0 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.9 0.0 99.7 99.0 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 1 0 28 14 30 15
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/14 |
--------------------------------------------------------------| 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 07/01/14 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 10.4 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 07/08/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 271,128
COMMITMENTS
11,224 2,320 1,960 257,944 265,696 271,128 269,976 0 1,152
CHANGES FROM 07/01/14 (CHANGE IN OPEN INTEREST: 5,096)
-816 -384 0 5,912 4,328 5,096 3,944 0 1,152
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 0.9 0.7 95.1 98.0 100.0 99.6 0.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 3 2 23 20 25 25
ERCOT - NORTH ZONE - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 13,070
COMMITMENTS
2,275 1,482 320 10,130 10,885 12,725 12,687 345 383
CHANGES FROM 07/01/14 (CHANGE IN OPEN INTEREST: 203)
42 134 21 182 48 245 203 -42 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.4 11.3 2.4 77.5 83.3 97.4 97.1 2.6 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
5 3 2 16 18 22 22
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/14 |
--------------------------------------------------------------| 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 07/01/14 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 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 07/08/14 |
--------------------------------------------------------------| 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 07/01/14 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 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 07/08/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 11,284
COMMITMENTS
0 185 375 10,239 10,584 10,614 11,144 670 140
CHANGES FROM 07/01/14 (CHANGE IN OPEN INTEREST: 425)
0 25 0 425 400 425 425 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.6 3.3 90.7 93.8 94.1 98.8 5.9 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 2 1 25 16 26 18
MISO CINERGY HUB (REAL-TIME LMP) - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 21,514
COMMITMENTS
1,748 66 661 18,467 19,573 20,876 20,300 638 1,214
CHANGES FROM 07/01/14 (CHANGE IN OPEN INTEREST: -42)
-63 0 42 -42 -84 -63 -42 21 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 0.3 3.1 85.8 91.0 97.0 94.4 3.0 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 07/08/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 34,115
COMMITMENTS
0 5,226 1,594 32,356 27,185 33,950 34,005 165 110
CHANGES FROM 07/01/14 (CHANGE IN OPEN INTEREST: -1,683)
0 -560 -155 -1,528 -948 -1,683 -1,663 0 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 15.3 4.7 94.8 79.7 99.5 99.7 0.5 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
0 4 3 32 29 35 33
ISO NE MASS PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 41,257
COMMITMENTS
800 2,805 3,880 36,447 34,557 41,127 41,242 130 15
CHANGES FROM 07/01/14 (CHANGE IN OPEN INTEREST: -1,892)
50 -617 -105 -1,827 -1,165 -1,882 -1,887 -10 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 6.8 9.4 88.3 83.8 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
5 3 3 36 35 44 38
N. ILLINOIS HUB DAY AHEAD LMP, OFF PEAK MONTHLY - ICE FUTURES ENERGY Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 33,610
COMMITMENTS
600 0 0 33,010 33,610 33,610 33,610 0 0
CHANGES FROM 07/01/14 (CHANGE IN OPEN INTEREST: -2,550)
-250 0 0 -2,300 -2,550 -2,550 -2,550 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 0.0 0.0 98.2 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 0 21 10 22 10
PJM NI DAY AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 39,074
COMMITMENTS
450 0 0 38,564 39,074 39,014 39,074 60 0
CHANGES FROM 07/01/14 (CHANGE IN OPEN INTEREST: -3,691)
-50 0 0 -3,626 -3,691 -3,676 -3,691 -15 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 27 16 28 16
ISO NE MASS DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 437,847
COMMITMENTS
59,176 2,911 26,112 352,559 408,824 437,847 437,847 0 0
CHANGES FROM 07/01/14 (CHANGE IN OPEN INTEREST: -31,423)
8,072 24 -11,160 -28,335 -20,287 -31,423 -31,423 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.5 0.7 6.0 80.5 93.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 1 3 28 28 32 31
NEPOOL MASS HUB (DAY-AHEAD LMP) - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 31,882
COMMITMENTS
6,043 1,217 1,325 23,283 28,998 30,651 31,540 1,231 342
CHANGES FROM 07/01/14 (CHANGE IN OPEN INTEREST: -1,953)
499 -337 -227 -2,248 -1,709 -1,976 -2,273 23 320
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.0 3.8 4.2 73.0 91.0 96.1 98.9 3.9 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
5 3 4 28 33 33 40
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 17,968
COMMITMENTS
2,036 205 1,895 14,012 15,868 17,943 17,968 25 0
CHANGES FROM 07/01/14 (CHANGE IN OPEN INTEREST: 308)
-153 0 307 154 1 308 308 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 1.1 10.5 78.0 88.3 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 1 2 20 9 24 11
CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BR
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/14 |
--------------------------------------------------------------| 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 07/01/14 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 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 07/08/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 512,056
COMMITMENTS
2,369 10,385 13,592 496,095 488,079 512,056 512,056 0 0
CHANGES FROM 07/01/14 (CHANGE IN OPEN INTEREST: -24,936)
-384 -768 -384 -24,168 -23,784 -24,936 -24,936 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 2.0 2.7 96.9 95.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 2 1 22 18 24 20
NORTHERN ILLINOIS HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 42,338
COMMITMENTS
7,348 132 1,081 33,249 40,699 41,678 41,912 660 426
CHANGES FROM 07/01/14 (CHANGE IN OPEN INTEREST: -1,027)
-84 0 0 -942 -964 -1,026 -964 -1 -63
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.4 0.3 2.6 78.5 96.1 98.4 99.0 1.6 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 1 1 20 16 23 18
NYISO ZONE J (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 76,194
COMMITMENTS
0 3,904 0 76,194 72,290 76,194 76,194 0 0
CHANGES FROM 07/01/14 (CHANGE IN OPEN INTEREST: -5,376)
0 -384 0 -5,376 -4,992 -5,376 -5,376 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.1 0.0 100.0 94.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 0 12 12 12 13
NYISO ZONE A - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 15,682
COMMITMENTS
1,805 335 329 12,505 14,314 14,639 14,978 1,043 704
CHANGES FROM 07/01/14 (CHANGE IN OPEN INTEREST: -1,301)
-341 -63 21 -1,448 -1,451 -1,768 -1,493 467 192
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 2.1 2.1 79.7 91.3 93.3 95.5 6.7 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
4 1 2 18 18 23 20
NYISO ZONE A (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 214,973
COMMITMENTS
36,522 1,870 1,602 176,849 211,501 214,973 214,973 0 0
CHANGES FROM 07/01/14 (CHANGE IN OPEN INTEREST: -17,581)
-1,069 -433 417 -16,929 -17,565 -17,581 -17,581 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.0 0.9 0.7 82.3 98.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 1 1 17 21 20 22
NYISO ZONE G - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 12,060
COMMITMENTS
1,570 523 235 10,124 11,067 11,929 11,825 131 235
CHANGES FROM 07/01/14 (CHANGE IN OPEN INTEREST: -1,088)
-315 147 -105 -668 -1,109 -1,088 -1,067 0 -21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.0 4.3 1.9 83.9 91.8 98.9 98.1 1.1 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
4 1 1 19 22 24 23
NYISO ZONE G (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 131,842
COMMITMENTS
10,282 0 3,168 118,392 128,674 131,842 131,842 0 0
CHANGES FROM 07/01/14 (CHANGE IN OPEN INTEREST: -15,336)
-4,632 0 -1,512 -9,192 -13,824 -15,336 -15,336 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 0.0 2.4 89.8 97.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 0 1 20 18 23 19
PALO VERDE - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 20,442
COMMITMENTS
52 2,245 1,812 18,578 16,385 20,442 20,442 0 0
CHANGES FROM 07/01/14 (CHANGE IN OPEN INTEREST: 360)
52 316 -286 594 330 360 360 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 11.0 8.9 90.9 80.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 1 17 14 19 15
PALO VERDE (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
25 MWh OPEN INTEREST: 148,268
COMMITMENTS
0 328 3,856 144,412 144,084 148,268 148,268 0 0
CHANGES FROM 07/01/14 (CHANGE IN OPEN INTEREST: 1,566)
0 0 0 1,566 1,566 1,566 1,566 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: 23)
0 1 1 14 12 15 13
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 23,770
COMMITMENTS
0 875 75 23,340 22,820 23,415 23,770 355 0
CHANGES FROM 07/01/14 (CHANGE IN OPEN INTEREST: -1,110)
0 0 0 -1,100 -1,110 -1,100 -1,110 -10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.7 0.3 98.2 96.0 98.5 100.0 1.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 2 1 19 13 20 15
PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643CV
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 20,585
COMMITMENTS
0 900 0 20,110 19,685 20,110 20,585 475 0
CHANGES FROM 07/01/14 (CHANGE IN OPEN INTEREST: -940)
0 0 0 -930 -940 -930 -940 -10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.4 0.0 97.7 95.6 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 07/08/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 9,740
COMMITMENTS
0 0 0 9,485 9,680 9,485 9,680 255 60
CHANGES FROM 07/01/14 (CHANGE IN OPEN INTEREST: -780)
0 0 0 -750 -770 -750 -770 -30 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.4 99.4 97.4 99.4 2.6 0.6
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 07/08/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 21,975
COMMITMENTS
0 300 0 21,720 21,675 21,720 21,975 255 0
CHANGES FROM 07/01/14 (CHANGE IN OPEN INTEREST: -1,240)
0 0 0 -1,220 -1,240 -1,220 -1,240 -20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.4 0.0 98.8 98.6 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 07/08/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 21,085
COMMITMENTS
0 0 0 20,600 21,085 20,600 21,085 485 0
CHANGES FROM 07/01/14 (CHANGE IN OPEN INTEREST: -2,215)
0 0 0 -2,160 -2,215 -2,160 -2,215 -55 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 07/08/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 23,955
COMMITMENTS
0 0 0 23,400 23,955 23,400 23,955 555 0
CHANGES FROM 07/01/14 (CHANGE IN OPEN INTEREST: -2,525)
0 0 0 -2,450 -2,525 -2,450 -2,525 -75 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: 24)
0 0 0 20 13 20 13
PJM WESTERN HUB (DAY-AHEAD OFF PEAK) - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 121,885
COMMITMENTS
1,910 225 0 119,795 121,660 121,705 121,885 180 0
CHANGES FROM 07/01/14 (CHANGE IN OPEN INTEREST: -7,795)
-285 0 0 -7,500 -7,795 -7,785 -7,795 -10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 0.2 0.0 98.3 99.8 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 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 07/08/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 157,036
COMMITMENTS
2,795 50 0 154,181 156,986 156,976 157,036 60 0
CHANGES FROM 07/01/14 (CHANGE IN OPEN INTEREST: -12,158)
105 0 -100 -11,808 -11,713 -11,803 -11,813 -355 -345
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 0.0 0.0 98.2 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
4 1 0 39 33 43 34
PJM WESTERN HUB MINI (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 149,958
COMMITMENTS
19,548 2,615 9,225 120,960 137,773 149,733 149,613 226 345
CHANGES FROM 07/01/14 (CHANGE IN OPEN INTEREST: -6,406)
-1,747 -440 -727 -3,426 -4,678 -5,900 -5,845 -505 -561
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.0 1.7 6.2 80.7 91.9 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
6 7 10 44 40 55 52
PJM WH REAL TIME MINI OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 95,200
COMMITMENTS
2,070 1,970 1,810 91,205 91,240 95,085 95,020 115 180
CHANGES FROM 07/01/14 (CHANGE IN OPEN INTEREST: -3,650)
-60 -350 90 -3,228 -2,925 -3,198 -3,185 -452 -465
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 2.1 1.9 95.8 95.8 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
5 2 3 34 30 40 34
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 24,045
COMMITMENTS
0 650 0 23,405 23,395 23,405 24,045 640 0
CHANGES FROM 07/01/14 (CHANGE IN OPEN INTEREST: -1,680)
0 0 0 -1,645 -1,680 -1,645 -1,680 -35 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.7 0.0 97.3 97.3 97.3 100.0 2.7 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 07/08/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 21,045
COMMITMENTS
0 300 0 20,720 20,460 20,720 20,760 325 285
CHANGES FROM 07/01/14 (CHANGE IN OPEN INTEREST: -1,175)
0 0 0 -1,150 -1,165 -1,150 -1,165 -25 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.4 0.0 98.5 97.2 98.5 98.6 1.5 1.4
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 07/08/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 14,343
COMMITMENTS
1,738 300 415 11,889 13,628 14,042 14,343 301 0
CHANGES FROM 07/01/14 (CHANGE IN OPEN INTEREST: -993)
-565 -50 -35 -443 -908 -1,043 -993 50 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 2.1 2.9 82.9 95.0 97.9 100.0 2.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
4 1 1 23 22 27 24
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C75
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 11,796
COMMITMENTS
2,015 0 225 8,584 11,571 10,824 11,796 972 0
CHANGES FROM 07/01/14 (CHANGE IN OPEN INTEREST: -63)
0 0 0 -60 -63 -60 -63 -3 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.1 0.0 1.9 72.8 98.1 91.8 100.0 8.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 0 2 15 17 17 19
NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C76
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 12,722
COMMITMENTS
0 795 600 11,686 11,267 12,286 12,662 436 60
CHANGES FROM 07/01/14 (CHANGE IN OPEN INTEREST: -953)
-75 -755 -25 -847 -188 -947 -968 -6 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.2 4.7 91.9 88.6 96.6 99.5 3.4 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 4 1 22 19 23 23
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 9,489
COMMITMENTS
215 0 75 8,900 9,349 9,190 9,424 299 65
CHANGES FROM 07/01/14 (CHANGE IN OPEN INTEREST: -245)
20 0 -20 -270 -210 -270 -230 25 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 0.0 0.8 93.8 98.5 96.8 99.3 3.2 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 1 19 20 20 21
Updated July 11, 2014