CALIFORNIA CARBON ALLOWANCE VINTAGE 2014 - ICE FUTURES ENERGY DIV Code-006392
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California Carbon Allowances OPEN INTEREST: 10,192
COMMITMENTS
2,637 1,108 2,080 5,457 6,967 10,174 10,155 18 37
CHANGES FROM 07/22/14 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.9 10.9 20.4 53.5 68.4 99.8 99.6 0.2 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
5 3 5 10 3 17 10
CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 23,311
COMMITMENTS
10,344 5,494 1,366 11,601 16,451 23,311 23,311 0 0
CHANGES FROM 07/22/14 (CHANGE IN OPEN INTEREST: -357)
-30 475 -370 43 -462 -357 -357 0 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.4 23.6 5.9 49.8 70.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
8 4 3 9 7 19 13
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 4,541,915
COMMITMENTS
695,764 311,058 992,281 2822247 3220845 4510292 4524184 31,623 17,731
CHANGES FROM 07/22/14 (CHANGE IN OPEN INTEREST: 10,052)
10,832 39,607 -54,801 49,620 22,005 5,651 6,811 4,401 3,241
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.3 6.8 21.8 62.1 70.9 99.3 99.6 0.7 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 225)
39 31 58 145 126 213 187
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 2,000,070
COMMITMENTS
61,475 44,044 844,759 1093522 1111072 1999756 1999874 315 196
CHANGES FROM 07/22/14 (CHANGE IN OPEN INTEREST: -235,066)
-12,637 -258 -146,841 -75,460 -87,751 -234,939 -234,851 -127 -215
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 2.2 42.2 54.7 55.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
22 19 37 53 54 92 93
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 230,954
COMMITMENTS
31,952 64 8,675 175,970 214,075 216,597 222,814 14,357 8,140
CHANGES FROM 07/22/14 (CHANGE IN OPEN INTEREST: 3,690)
0 -455 -297 5,468 4,734 5,171 3,982 -1,481 -292
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.8 0.0 3.8 76.2 92.7 93.8 96.5 6.2 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
6 1 4 31 34 38 38
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 122,347
COMMITMENTS
6,881 1,681 568 110,139 116,581 117,588 118,830 4,759 3,517
CHANGES FROM 07/22/14 (CHANGE IN OPEN INTEREST: 1,383)
970 -1 -240 518 1,899 1,248 1,658 135 -275
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 1.4 0.5 90.0 95.3 96.1 97.1 3.9 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 2 1 27 27 29 30
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 195,105
COMMITMENTS
17,702 11,708 2,218 165,964 172,647 185,884 186,573 9,221 8,532
CHANGES FROM 07/22/14 (CHANGE IN OPEN INTEREST: 1,416)
-806 827 172 2,777 882 2,143 1,881 -727 -465
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.1 6.0 1.1 85.1 88.5 95.3 95.6 4.7 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 3 2 27 28 30 32
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 744,361
COMMITMENTS
62,176 2,987 11,400 668,685 727,731 742,261 742,118 2,100 2,243
CHANGES FROM 07/22/14 (CHANGE IN OPEN INTEREST: 11,621)
-2,157 -1,272 -455 14,391 13,561 11,779 11,834 -158 -213
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 0.4 1.5 89.8 97.8 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
3 3 4 57 40 62 45
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 227,010
COMMITMENTS
21,095 15,416 276 198,770 205,004 220,141 220,696 6,869 6,314
CHANGES FROM 07/22/14 (CHANGE IN OPEN INTEREST: 803)
-419 0 -369 674 1,038 -114 669 917 134
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.3 6.8 0.1 87.6 90.3 97.0 97.2 3.0 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
4 1 1 27 26 31 28
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 227,129
COMMITMENTS
946 711 3,720 219,497 216,034 224,163 220,465 2,966 6,664
CHANGES FROM 07/22/14 (CHANGE IN OPEN INTEREST: 8,088)
472 -231 444 7,220 7,072 8,136 7,285 -48 803
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.3 1.6 96.6 95.1 98.7 97.1 1.3 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
3 2 3 38 39 43 42
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 95,781
COMMITMENTS
2,675 1,353 2,746 85,544 84,136 90,965 88,235 4,816 7,546
CHANGES FROM 07/22/14 (CHANGE IN OPEN INTEREST: 1,807)
-1,888 341 1,159 2,497 -458 1,768 1,042 39 765
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 1.4 2.9 89.3 87.8 95.0 92.1 5.0 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 2 2 23 21 25 25
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 103,406
COMMITMENTS
1,434 18,514 4,120 85,641 77,320 91,195 99,954 12,211 3,452
CHANGES FROM 07/22/14 (CHANGE IN OPEN INTEREST: 133)
152 1,006 129 -1,173 -347 -892 788 1,025 -655
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 17.9 4.0 82.8 74.8 88.2 96.7 11.8 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
2 4 3 29 28 34 32
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 22,415
COMMITMENTS
2,666 0 0 19,007 21,927 21,673 21,927 742 488
CHANGES FROM 07/22/14 (CHANGE IN OPEN INTEREST: 6,168)
837 0 0 5,515 6,168 6,352 6,168 -184 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.9 0.0 0.0 84.8 97.8 96.7 97.8 3.3 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 0 0 16 12 18 12
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 72,082
COMMITMENTS
0 2,288 1,764 60,058 60,577 61,822 64,629 10,260 7,453
CHANGES FROM 07/22/14 (CHANGE IN OPEN INTEREST: 330)
0 491 1,097 556 364 1,653 1,952 -1,323 -1,622
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.2 2.4 83.3 84.0 85.8 89.7 14.2 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 3 2 18 17 20 20
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 210,333
COMMITMENTS
916 0 0 202,005 205,389 202,921 205,389 7,412 4,944
CHANGES FROM 07/22/14 (CHANGE IN OPEN INTEREST: 710)
0 0 0 618 710 618 710 92 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.0 0.0 96.0 97.6 96.5 97.6 3.5 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
1 0 0 31 29 32 29
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 94,982
COMMITMENTS
0 0 0 87,349 92,408 87,349 92,408 7,633 2,574
CHANGES FROM 07/22/14 (CHANGE IN OPEN INTEREST: 342)
0 0 0 342 342 342 342 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 92.0 97.3 92.0 97.3 8.0 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 0 0 25 26 25 26
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 284,933
COMMITMENTS
118 1,472 424 276,885 277,242 277,427 279,138 7,506 5,795
CHANGES FROM 07/22/14 (CHANGE IN OPEN INTEREST: 1,666)
-826 0 240 2,867 1,981 2,281 2,221 -615 -555
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.5 0.1 97.2 97.3 97.4 98.0 2.6 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
1 1 1 47 41 48 43
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 70,705
COMMITMENTS
1,846 3,225 4,902 60,062 54,574 66,810 62,701 3,895 8,004
CHANGES FROM 07/22/14 (CHANGE IN OPEN INTEREST: 272)
168 499 -353 519 -791 334 -645 -62 917
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 4.6 6.9 84.9 77.2 94.5 88.7 5.5 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 3 4 21 21 25 26
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BA - ICE FUTURES ENERCode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 77,124
COMMITMENTS
2,448 1,054 3,249 66,647 67,201 72,344 71,504 4,780 5,620
CHANGES FROM 07/22/14 (CHANGE IN OPEN INTEREST: 844)
81 744 -145 733 121 669 720 175 124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 1.4 4.2 86.4 87.1 93.8 92.7 6.2 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 1 2 17 17 19 20
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 114,655
COMMITMENTS
11,041 2,779 1,772 100,893 104,284 113,706 108,835 949 5,820
CHANGES FROM 07/22/14 (CHANGE IN OPEN INTEREST: 17,230)
5,709 -321 1,220 10,787 16,608 17,716 17,507 -486 -277
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 2.4 1.5 88.0 91.0 99.2 94.9 0.8 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
3 3 2 22 24 26 28
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 88,509
COMMITMENTS
24,258 3,430 2,175 60,837 80,622 87,270 86,227 1,239 2,282
CHANGES FROM 07/22/14 (CHANGE IN OPEN INTEREST: 14,855)
4,449 855 106 9,866 13,243 14,421 14,204 434 651
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.4 3.9 2.5 68.7 91.1 98.6 97.4 1.4 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
7 2 4 30 33 38 38
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 48,746
COMMITMENTS
310 0 0 47,817 47,599 48,127 47,599 619 1,147
CHANGES FROM 07/22/14 (CHANGE IN OPEN INTEREST: 5,394)
310 0 0 5,053 5,392 5,363 5,392 31 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.0 0.0 98.1 97.6 98.7 97.6 1.3 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 0 0 15 25 16 25
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 147,209
COMMITMENTS
489 1,749 691 134,077 134,322 135,257 136,762 11,952 10,447
CHANGES FROM 07/22/14 (CHANGE IN OPEN INTEREST: -5,164)
0 382 -101 -5,627 -5,507 -5,728 -5,226 564 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 1.2 0.5 91.1 91.2 91.9 92.9 8.1 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 2 1 30 26 32 28
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS - ICE FUTURES ENERCode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 58,083
COMMITMENTS
672 0 828 51,949 51,151 53,449 51,979 4,634 6,104
CHANGES FROM 07/22/14 (CHANGE IN OPEN INTEREST: 665)
343 0 -217 632 1,494 758 1,277 -93 -612
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.0 1.4 89.4 88.1 92.0 89.5 8.0 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
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 07/29/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 105,351
COMMITMENTS
719 1,329 2,808 98,322 94,579 101,849 98,716 3,502 6,635
CHANGES FROM 07/22/14 (CHANGE IN OPEN INTEREST: 2,040)
93 588 -197 1,960 2,750 1,856 3,141 184 -1,101
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 1.3 2.7 93.3 89.8 96.7 93.7 3.3 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 1 2 25 24 27 26
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 73,992
COMMITMENTS
3,842 1,906 407 58,782 64,514 63,031 66,827 10,961 7,165
CHANGES FROM 07/22/14 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 2.6 0.6 79.4 87.2 85.2 90.3 14.8 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 1 1 15 13 18 14
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 87,778
COMMITMENTS
0 12,586 155 80,071 73,199 80,226 85,940 7,552 1,838
CHANGES FROM 07/22/14 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 14.3 0.2 91.2 83.4 91.4 97.9 8.6 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 1 16 12 17 13
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 26,835
COMMITMENTS
4,832 0 0 21,631 25,853 26,463 25,853 372 982
CHANGES FROM 07/22/14 (CHANGE IN OPEN INTEREST: 775)
0 0 0 558 775 558 775 217 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.0 0.0 0.0 80.6 96.3 98.6 96.3 1.4 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 0 0 9 15 12 15
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 134,314
COMMITMENTS
372 19,644 1,540 126,976 111,313 128,888 132,497 5,426 1,817
CHANGES FROM 07/22/14 (CHANGE IN OPEN INTEREST: 451)
0 164 469 166 1,580 635 2,213 -184 -1,762
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 14.6 1.1 94.5 82.9 96.0 98.6 4.0 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 3 1 17 18 19 21
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 247,155
COMMITMENTS
0 30,967 7,085 231,264 199,006 238,349 237,058 8,806 10,097
CHANGES FROM 07/22/14 (CHANGE IN OPEN INTEREST: -268)
0 -2,472 1,605 2,048 2,669 3,653 1,802 -3,921 -2,070
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 12.5 2.9 93.6 80.5 96.4 95.9 3.6 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
0 3 3 35 32 38 35
SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 35,128
COMMITMENTS
4,647 1,519 372 27,734 32,586 32,753 34,477 2,375 651
CHANGES FROM 07/22/14 (CHANGE IN OPEN INTEREST: 3,162)
1,116 0 0 1,643 3,007 2,759 3,007 403 155
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.2 4.3 1.1 79.0 92.8 93.2 98.1 6.8 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 1 1 16 17 19 19
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 55,269
COMMITMENTS
2,367 0 0 50,967 54,186 53,334 54,186 1,935 1,083
CHANGES FROM 07/22/14 (CHANGE IN OPEN INTEREST: 1,798)
-248 -186 -62 1,984 1,643 1,674 1,395 124 403
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 0.0 0.0 92.2 98.0 96.5 98.0 3.5 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 0 0 20 17 22 17
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 263,448
COMMITMENTS
2,032 34,870 4,808 248,168 218,345 255,008 258,023 8,440 5,425
CHANGES FROM 07/22/14 (CHANGE IN OPEN INTEREST: 2,318)
-30 -121 631 1,569 1,350 2,170 1,860 148 458
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 13.2 1.8 94.2 82.9 96.8 97.9 3.2 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
2 7 4 43 33 48 41
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 59,834
COMMITMENTS
6,644 0 0 48,996 56,275 55,640 56,275 4,194 3,559
CHANGES FROM 07/22/14 (CHANGE IN OPEN INTEREST: 1,057)
-90 0 0 996 604 906 604 151 453
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.1 0.0 0.0 81.9 94.1 93.0 94.1 7.0 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 0 0 16 20 17 20
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 80,661
COMMITMENTS
0 488 0 76,990 78,764 76,990 79,252 3,671 1,409
CHANGES FROM 07/22/14 (CHANGE IN OPEN INTEREST: 2,045)
0 0 0 1,742 2,045 1,742 2,045 303 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.6 0.0 95.4 97.6 95.4 98.3 4.6 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 1 0 23 18 23 19
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 65,353
COMMITMENTS
0 5,956 0 56,949 57,303 56,949 63,259 8,404 2,094
CHANGES FROM 07/22/14 (CHANGE IN OPEN INTEREST: 452)
0 276 0 519 359 519 635 -67 -183
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 9.1 0.0 87.1 87.7 87.1 96.8 12.9 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 1 0 22 15 22 16
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 23,375
COMMITMENTS
0 713 0 23,131 21,891 23,131 22,604 244 771
CHANGES FROM 07/22/14 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.1 0.0 99.0 93.7 99.0 96.7 1.0 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 0 11 10 11 11
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 171,062
COMMITMENTS
28,272 6,890 19,193 122,828 144,081 170,293 170,165 769 898
CHANGES FROM 07/22/14 (CHANGE IN OPEN INTEREST: 1,578)
929 1 725 -70 802 1,583 1,529 -5 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.5 4.0 11.2 71.8 84.2 99.6 99.5 0.4 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
14 9 19 52 55 75 74
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 50,742
COMMITMENTS
10,275 155 1,314 39,153 49,272 50,742 50,742 0 -0
CHANGES FROM 07/22/14 (CHANGE IN OPEN INTEREST: 608)
225 -25 259 124 374 608 608 0 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.2 0.3 2.6 77.2 97.1 100.0 100.0 0.0 -0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 2 2 24 22 27 26
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 402,116
COMMITMENTS
37,800 0 25,319 338,997 376,797 402,116 402,116 0 0
CHANGES FROM 07/22/14 (CHANGE IN OPEN INTEREST: 6,096)
4,977 0 -656 1,775 6,752 6,096 6,096 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.4 0.0 6.3 84.3 93.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
5 0 1 22 20 27 21
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,566,748
COMMITMENTS
59,039 32,405 62,314 1445395 1472029 1566748 1566748 0 0
CHANGES FROM 07/22/14 (CHANGE IN OPEN INTEREST: 61,861)
-408 8,713 -1,577 63,846 54,725 61,861 61,861 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 2.1 4.0 92.3 94.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
5 3 5 42 44 49 50
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 46,023
COMMITMENTS
1,667 3,643 5,383 38,973 36,997 46,023 46,023 0 0
CHANGES FROM 07/22/14 (CHANGE IN OPEN INTEREST: 84)
306 -404 118 -339 370 84 84 -0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 7.9 11.7 84.7 80.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 5 3 24 21 29 27
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 309,571
COMMITMENTS
648 53,160 14,510 294,413 241,901 309,571 309,571 0 0
CHANGES FROM 07/22/14 (CHANGE IN OPEN INTEREST: 4,202)
0 1,954 0 4,202 2,248 4,202 4,202 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 17.2 4.7 95.1 78.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 3 3 14 16 17 20
PJM AEP DAYTON RT OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 659,859
COMMITMENTS
45,054 0 4,189 610,616 655,670 659,859 659,859 0 0
CHANGES FROM 07/22/14 (CHANGE IN OPEN INTEREST: 20,422)
2,448 0 -1,272 19,246 21,694 20,422 20,422 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 0.0 0.6 92.5 99.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
4 0 1 24 29 28 30
AEP DAYTON HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 56,705
COMMITMENTS
6,565 5,910 1,947 47,429 47,868 55,941 55,725 764 980
CHANGES FROM 07/22/14 (CHANGE IN OPEN INTEREST: 2,318)
133 2,036 -42 2,206 324 2,297 2,318 21 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.6 10.4 3.4 83.6 84.4 98.7 98.3 1.3 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
6 2 5 29 31 37 36
AD HUB DA OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 45,105
COMMITMENTS
150 0 0 44,365 45,035 44,515 45,035 590 70
CHANGES FROM 07/22/14 (CHANGE IN OPEN INTEREST: 2,570)
0 0 0 2,220 2,530 2,220 2,530 350 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.0 0.0 98.4 99.8 98.7 99.8 1.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 0 0 21 18 22 18
AD HUB DA PEAK DAILY - ICE FUTURES ENERGY DIV Code-06439E
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 mwh OPEN INTEREST: 3,450
COMMITMENTS
0 1,150 0 3,250 2,200 3,250 3,350 200 100
CHANGES FROM 07/22/14 (CHANGE IN OPEN INTEREST: -2,350)
-200 -450 0 -2,300 -1,400 -2,500 -1,850 150 -500
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 33.3 0.0 94.2 63.8 94.2 97.1 5.8 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 4 0 7 10 7 14
PJM AEP DAYTON DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 60,696
COMMITMENTS
200 250 50 59,916 60,396 60,166 60,696 530 0
CHANGES FROM 07/22/14 (CHANGE IN OPEN INTEREST: 2,526)
0 -200 0 2,176 2,726 2,176 2,526 350 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.4 0.1 98.7 99.5 99.1 100.0 0.9 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
3 1 1 32 21 36 22
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 10,370
COMMITMENTS
200 650 50 10,120 9,670 10,370 10,370 0 0
CHANGES FROM 07/22/14 (CHANGE IN OPEN INTEREST: 700)
200 -50 50 450 700 700 700 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 6.3 0.5 97.6 93.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 2 1 18 19 20 21
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 280,216
COMMITMENTS
10,816 5,496 3,176 266,224 271,544 280,216 280,216 0 0
CHANGES FROM 07/22/14 (CHANGE IN OPEN INTEREST: 3,448)
376 1,272 -408 3,480 2,584 3,448 3,448 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 2.0 1.1 95.0 96.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 3 2 23 22 25 26
ERCOT - NORTH ZONE - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 12,129
COMMITMENTS
1,897 1,128 320 9,649 10,553 11,866 12,001 263 128
CHANGES FROM 07/22/14 (CHANGE IN OPEN INTEREST: 207)
63 3 -42 142 204 163 165 44 42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.6 9.3 2.6 79.6 87.0 97.8 98.9 2.2 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 3 3 16 18 21 22
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 18,500
COMMITMENTS
3,100 250 350 15,050 17,900 18,500 18,500 0 0
CHANGES FROM 07/22/14 (CHANGE IN OPEN INTEREST: -100)
0 0 0 -100 -100 -100 -100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.8 1.4 1.9 81.4 96.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 1 2 15 12 17 15
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 19,035
COMMITMENTS
1,040 1,100 20 17,735 17,855 18,795 18,975 240 60
CHANGES FROM 07/22/14 (CHANGE IN OPEN INTEREST: 1,815)
200 0 0 1,375 1,815 1,575 1,815 240 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 5.8 0.1 93.2 93.8 98.7 99.7 1.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 2 1 19 22 22 25
MISO IN. RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 12,187
COMMITMENTS
0 535 375 11,572 11,017 11,947 11,927 240 260
CHANGES FROM 07/22/14 (CHANGE IN OPEN INTEREST: -75)
0 0 0 -75 -75 -75 -75 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.4 3.1 95.0 90.4 98.0 97.9 2.0 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 2 1 25 17 26 19
MISO CINERGY HUB (REAL-TIME LMP) - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 20,010
COMMITMENTS
1,487 238 687 17,261 18,018 19,435 18,943 575 1,067
CHANGES FROM 07/22/14 (CHANGE IN OPEN INTEREST: 106)
-42 107 21 191 -23 170 105 -64 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 1.2 3.4 86.3 90.0 97.1 94.7 2.9 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 2 1 27 24 29 27
Nepool MH DA LMP Offpk Mon Min - ICE FUTURES ENERGY DIV Code-0643B9
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 34,365
COMMITMENTS
0 6,251 1,804 32,396 26,200 34,200 34,255 165 110
CHANGES FROM 07/22/14 (CHANGE IN OPEN INTEREST: 823)
0 -95 335 488 583 823 823 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 18.2 5.2 94.3 76.2 99.5 99.7 0.5 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
0 5 4 34 32 38 37
ISO NE MASS PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 43,110
COMMITMENTS
1,015 3,812 4,205 37,755 35,078 42,975 43,095 135 15
CHANGES FROM 07/22/14 (CHANGE IN OPEN INTEREST: 1,020)
140 42 155 720 823 1,015 1,020 5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 8.8 9.8 87.6 81.4 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
5 3 3 36 36 44 39
N. ILLINOIS HUB DAY AHEAD LMP, OFF PEAK MONTHLY - ICE FUTURES ENERGY Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 38,335
COMMITMENTS
850 0 0 37,245 38,335 38,095 38,335 240 0
CHANGES FROM 07/22/14 (CHANGE IN OPEN INTEREST: 300)
250 0 0 50 300 300 300 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 0.0 0.0 97.2 100.0 99.4 100.0 0.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 0 0 23 11 24 11
PJM NI DAY AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 49,054
COMMITMENTS
550 0 0 48,444 49,054 48,994 49,054 60 0
CHANGES FROM 07/22/14 (CHANGE IN OPEN INTEREST: 2,500)
100 0 0 2,400 2,500 2,500 2,500 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.0 0.0 98.8 100.0 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 0 0 28 15 29 15
ISO NE MASS DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 447,484
COMMITMENTS
58,789 4,735 28,142 360,553 414,607 447,484 447,484 0 0
CHANGES FROM 07/22/14 (CHANGE IN OPEN INTEREST: 5)
-2,314 688 830 1,489 -1,513 5 5 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.1 1.1 6.3 80.6 92.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
3 1 3 29 30 33 33
NEPOOL MASS HUB (DAY-AHEAD LMP) - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 33,073
COMMITMENTS
5,280 698 2,398 24,227 29,912 31,905 33,008 1,168 65
CHANGES FROM 07/22/14 (CHANGE IN OPEN INTEREST: 805)
-501 -456 1,056 250 227 805 827 0 -22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.0 2.1 7.3 73.3 90.4 96.5 99.8 3.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
5 5 5 29 34 36 42
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 14,746
COMMITMENTS
99 172 2,202 12,445 12,372 14,746 14,746 0 0
CHANGES FROM 07/22/14 (CHANGE IN OPEN INTEREST: -55)
-232 52 76 101 -183 -55 -55 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 1.2 14.9 84.4 83.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 1 2 19 10 22 12
CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BR
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
25MWh OPEN INTEREST: 253,583
COMMITMENTS
71,101 0 7,712 174,770 245,871 253,583 253,583 0 0
CHANGES FROM 07/22/14 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.0 0.0 3.0 68.9 97.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
4 0 1 13 5 17 6
PJM NI REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 489,583
COMMITMENTS
2,369 9,936 17,496 469,718 462,151 489,583 489,583 0 0
CHANGES FROM 07/22/14 (CHANGE IN OPEN INTEREST: 2,775)
0 -2,727 4,664 -1,889 838 2,775 2,775 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 2.0 3.6 95.9 94.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 3 1 24 18 26 21
NORTHERN ILLINOIS HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 46,321
COMMITMENTS
10,461 132 1,188 33,991 44,533 45,640 45,853 681 468
CHANGES FROM 07/22/14 (CHANGE IN OPEN INTEREST: 1,616)
1,530 0 128 -42 1,488 1,616 1,616 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.6 0.3 2.6 73.4 96.1 98.5 99.0 1.5 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 1 1 20 18 23 20
NYISO ZONE J - ICE FUTURES ENERGY DIV Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 6,181
COMMITMENTS
123 1,663 0 5,717 4,412 5,840 6,075 341 106
CHANGES FROM 07/22/14 (CHANGE IN OPEN INTEREST: 294)
0 575 0 398 -215 398 360 -104 -66
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 26.9 0.0 92.5 71.4 94.5 98.3 5.5 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 2 0 14 12 15 14
NYISO ZONE J (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 76,546
COMMITMENTS
0 3,904 0 76,546 72,642 76,546 76,546 0 0
CHANGES FROM 07/22/14 (CHANGE IN OPEN INTEREST: 792)
0 0 0 792 792 792 792 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: 22)
0 1 0 12 13 12 14
NYISO ZONE A - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 15,820
COMMITMENTS
2,731 255 347 11,400 14,386 14,478 14,988 1,342 832
CHANGES FROM 07/22/14 (CHANGE IN OPEN INTEREST: 381)
429 193 41 -153 83 317 317 64 64
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.3 1.6 2.2 72.1 90.9 91.5 94.7 8.5 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
4 1 3 18 18 23 21
NYISO ZONE A (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 210,023
COMMITMENTS
40,942 0 2,344 166,737 207,679 210,023 210,023 0 0
CHANGES FROM 07/22/14 (CHANGE IN OPEN INTEREST: -1,509)
92 -742 742 -2,343 3,195 -1,509 3,195 0 -4,704
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.5 0.0 1.1 79.4 98.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 0 1 17 22 20 23
NYISO ZONE G - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 12,379
COMMITMENTS
2,160 0 603 9,419 11,626 12,182 12,229 197 150
CHANGES FROM 07/22/14 (CHANGE IN OPEN INTEREST: 380)
676 -28 28 -324 380 380 380 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.4 0.0 4.9 76.1 93.9 98.4 98.8 1.6 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
5 0 2 18 23 23 25
NYISO ZONE G (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 133,180
COMMITMENTS
11,489 0 3,186 118,505 129,994 133,180 133,180 0 0
CHANGES FROM 07/22/14 (CHANGE IN OPEN INTEREST: 2,091)
-17 0 834 1,274 1,257 2,091 2,091 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.6 0.0 2.4 89.0 97.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 0 1 22 18 25 19
PALO VERDE - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 20,427
COMMITMENTS
52 2,145 1,915 18,460 16,367 20,427 20,427 0 0
CHANGES FROM 07/22/14 (CHANGE IN OPEN INTEREST: -146)
0 -25 103 -249 -224 -146 -146 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 10.5 9.4 90.4 80.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 1 18 14 20 15
PALO VERDE (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
25 MWh OPEN INTEREST: 149,573
COMMITMENTS
0 656 3,856 145,717 145,061 149,573 149,573 0 0
CHANGES FROM 07/22/14 (CHANGE IN OPEN INTEREST: 977)
0 0 0 977 977 977 977 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.4 2.6 97.4 97.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 1 1 15 12 16 13
PJM CAL 1X FIXED - ICE FUTURES ENERGY DIV Code-0643CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs OPEN INTEREST: 119,781
COMMITMENTS
1,758 1,739 1,938 11,467 11,487 15,163 15,164 104,618 104,617
CHANGES FROM 07/22/14 (CHANGE IN OPEN INTEREST: -877)
20 -25 17 -165 -114 -128 -122 -749 -755
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 1.5 1.6 9.6 9.6 12.7 12.7 87.3 87.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 4 4 16 16 20 21
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 23,450
COMMITMENTS
0 875 75 22,840 22,500 22,915 23,450 535 0
CHANGES FROM 07/22/14 (CHANGE IN OPEN INTEREST: 280)
0 0 0 100 280 100 280 180 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.7 0.3 97.4 95.9 97.7 100.0 2.3 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 07/29/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 19,445
COMMITMENTS
0 900 0 18,770 18,545 18,770 19,445 675 0
CHANGES FROM 07/22/14 (CHANGE IN OPEN INTEREST: 180)
0 0 0 0 180 0 180 180 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.6 0.0 96.5 95.4 96.5 100.0 3.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 0 15 8 15 9
PJM PECO ZONE (DA LMP) PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 10,395
COMMITMENTS
0 0 0 10,310 10,335 10,310 10,335 85 60
CHANGES FROM 07/22/14 (CHANGE IN OPEN INTEREST: 175)
0 0 0 175 175 175 175 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.2 99.4 99.2 99.4 0.8 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 0 0 20 13 20 13
PJM PEPCO DAY-AHEAD - ICE FUTURES ENERGY DIV Code-0643D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 22,495
COMMITMENTS
0 300 0 22,240 22,195 22,240 22,495 255 0
CHANGES FROM 07/22/14 (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 1.3 0.0 98.9 98.7 98.9 100.0 1.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 0 16 10 16 11
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 20,795
COMMITMENTS
0 0 0 20,200 20,795 20,200 20,795 595 0
CHANGES FROM 07/22/14 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.1 100.0 97.1 100.0 2.9 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 18 8 18 8
PJM PPL ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 24,050
COMMITMENTS
0 0 0 23,325 24,050 23,325 24,050 725 0
CHANGES FROM 07/22/14 (CHANGE IN OPEN INTEREST: 200)
0 0 0 140 200 140 200 60 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.0 100.0 97.0 100.0 3.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 21 12 21 12
PJM WESTERN HUB (DAY-AHEAD OFF PEAK) - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 123,900
COMMITMENTS
2,110 175 0 121,610 123,725 123,720 123,900 180 0
CHANGES FROM 07/22/14 (CHANGE IN OPEN INTEREST: 305)
100 -50 0 205 355 305 305 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 0.1 0.0 98.2 99.9 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
3 2 0 35 31 38 33
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 156,971
COMMITMENTS
2,820 50 0 154,091 156,921 156,911 156,971 60 0
CHANGES FROM 07/22/14 (CHANGE IN OPEN INTEREST: 425)
-125 0 0 550 425 425 425 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: 52)
4 1 0 41 33 45 34
PJM WESTERN HUB MINI (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 154,177
COMMITMENTS
19,728 2,751 9,459 124,804 141,617 153,992 153,827 186 350
CHANGES FROM 07/22/14 (CHANGE IN OPEN INTEREST: 2,220)
345 1,126 -132 2,007 1,221 2,220 2,215 0 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.8 1.8 6.1 80.9 91.9 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
5 8 9 45 38 55 50
PJM WH REAL TIME MINI OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 96,881
COMMITMENTS
2,590 1,870 1,935 92,226 92,896 96,751 96,701 130 180
CHANGES FROM 07/22/14 (CHANGE IN OPEN INTEREST: 300)
295 0 5 0 295 300 300 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 1.9 2.0 95.2 95.9 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
5 2 3 33 32 39 36
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 24,060
COMMITMENTS
0 525 0 23,300 23,535 23,300 24,060 760 0
CHANGES FROM 07/22/14 (CHANGE IN OPEN INTEREST: 430)
0 -125 0 310 555 310 430 120 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.2 0.0 96.8 97.8 96.8 100.0 3.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 1 0 22 13 22 14
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 21,390
COMMITMENTS
0 350 0 20,945 21,035 20,945 21,385 445 5
CHANGES FROM 07/22/14 (CHANGE IN OPEN INTEREST: 245)
0 50 0 125 195 125 245 120 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.6 0.0 97.9 98.3 97.9 100.0 2.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 1 0 22 11 22 12
NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 14,938
COMMITMENTS
2,123 300 440 11,911 14,095 14,474 14,835 464 103
CHANGES FROM 07/22/14 (CHANGE IN OPEN INTEREST: 750)
-350 0 25 972 682 647 707 103 43
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.2 2.0 2.9 79.7 94.4 96.9 99.3 3.1 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
4 1 1 22 22 26 24
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C75
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 12,698
COMMITMENTS
3,240 250 275 8,297 12,101 11,812 12,626 886 72
CHANGES FROM 07/22/14 (CHANGE IN OPEN INTEREST: 245)
625 250 50 -372 -55 303 245 -58 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.5 2.0 2.2 65.3 95.3 93.0 99.4 7.0 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 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 07/29/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 15,602
COMMITMENTS
0 615 850 14,413 14,062 15,263 15,527 339 75
CHANGES FROM 07/22/14 (CHANGE IN OPEN INTEREST: 1,030)
0 -705 250 937 1,500 1,187 1,045 -157 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.9 5.4 92.4 90.1 97.8 99.5 2.2 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 4 1 24 21 25 25
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 12,104
COMMITMENTS
1,315 0 75 10,353 11,964 11,743 12,039 361 65
CHANGES FROM 07/22/14 (CHANGE IN OPEN INTEREST: 1,594)
850 0 0 807 1,794 1,657 1,794 -63 -200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 0.0 0.6 85.5 98.8 97.0 99.5 3.0 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 0 1 19 22 20 23
NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C79
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 7,684
COMMITMENTS
0 250 0 6,979 7,374 6,979 7,624 705 60
CHANGES FROM 07/22/14 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.3 0.0 90.8 96.0 90.8 99.2 9.2 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 15 13 15 14
PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C86
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 5,635
COMMITMENTS
300 15 385 4,805 3,945 5,490 4,345 145 1,290
CHANGES FROM 07/22/14 (CHANGE IN OPEN INTEREST: 895)
15 15 285 610 310 910 610 -15 285
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 0.3 6.8 85.3 70.0 97.4 77.1 2.6 22.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 1 16 17 18 18
Updated August 1, 2014