CALIFORNIA CARBON ALLOWANCE VINTAGE 2014 - ICE FUTURES ENERGY DIV Code-006392
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California Carbon Allowances OPEN INTEREST: 10,205
COMMITMENTS
2,637 1,098 2,090 5,455 6,980 10,182 10,168 23 37
CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST: 13)
-0 -10 10 -2 13 8 13 5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.8 10.8 20.5 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 08/05/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 23,271
COMMITMENTS
10,348 5,494 1,362 11,561 16,416 23,271 23,271 0 0
CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST: -40)
5 0 -5 -40 -35 -40 -40 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.5 23.6 5.9 49.7 70.5 100.0 100.0 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 08/05/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 4,247,116
COMMITMENTS
625,508 277,576 910,376 2684490 3046393 4220374 4234345 26,742 12,771
CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST: -294,799)
-70,256 -33,482 -81,905 -137,757 -174,452 -289,918 -289,839 -4,881 -4,960
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.7 6.5 21.4 63.2 71.7 99.4 99.7 0.6 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 217)
34 31 54 144 124 206 181
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 1,981,389
COMMITMENTS
55,478 41,293 847,371 1077946 1091887 1980794 1980551 594 838
CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST: -18,682)
-5,997 -2,750 2,612 -15,576 -19,185 -18,962 -19,323 280 641
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 2.1 42.8 54.4 55.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
22 20 38 53 54 93 94
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 214,366
COMMITMENTS
29,166 2,182 6,788 165,368 197,873 201,322 206,843 13,044 7,523
CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST: -16,588)
-2,786 2,118 -1,887 -10,602 -16,202 -15,275 -15,971 -1,313 -617
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.6 1.0 3.2 77.1 92.3 93.9 96.5 6.1 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
6 4 4 31 30 39 36
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 113,820
COMMITMENTS
2,329 1,433 1,660 104,294 107,699 108,283 110,792 5,537 3,028
CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST: -8,527)
-4,552 -248 1,092 -5,845 -8,882 -9,305 -8,038 778 -489
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 1.3 1.5 91.6 94.6 95.1 97.3 4.9 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 2 1 27 26 28 29
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 187,285
COMMITMENTS
16,015 8,560 2,346 160,901 168,504 179,262 179,410 8,023 7,875
CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST: -7,820)
-1,687 -3,148 128 -5,063 -4,143 -6,622 -7,163 -1,198 -657
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.6 4.6 1.3 85.9 90.0 95.7 95.8 4.3 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 1 1 25 28 28 30
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 704,515
COMMITMENTS
58,735 3,095 10,600 633,266 688,863 702,601 702,558 1,914 1,957
CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST: -39,846)
-3,441 108 -800 -35,419 -38,868 -39,660 -39,560 -186 -286
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 0.4 1.5 89.9 97.8 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
4 2 3 57 40 61 45
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 215,153
COMMITMENTS
19,285 15,126 292 190,127 191,756 209,704 207,174 5,449 7,979
CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST: -11,857)
-1,810 -290 16 -8,643 -13,248 -10,437 -13,522 -1,420 1,665
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 7.0 0.1 88.4 89.1 97.5 96.3 2.5 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
5 1 1 27 25 32 27
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 220,772
COMMITMENTS
633 1,054 3,037 214,664 210,313 218,334 214,404 2,438 6,368
CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST: -6,357)
-313 343 -683 -4,833 -5,721 -5,829 -6,061 -528 -296
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.5 1.4 97.2 95.3 98.9 97.1 1.1 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
2 1 3 37 36 40 39
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 83,863
COMMITMENTS
4,343 702 1,240 73,872 71,398 79,455 73,340 4,408 10,523
CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST: -11,918)
1,668 -651 -1,506 -11,672 -12,738 -11,510 -14,895 -408 2,977
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 0.8 1.5 88.1 85.1 94.7 87.5 5.3 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 1 2 21 19 23 22
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 96,438
COMMITMENTS
1,431 15,723 4,612 80,661 71,267 86,704 91,602 9,734 4,836
CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST: -6,968)
-3 -2,791 492 -4,980 -6,053 -4,491 -8,352 -2,477 1,384
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 16.3 4.8 83.6 73.9 89.9 95.0 10.1 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 3 3 26 26 31 29
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 14,944
COMMITMENTS
1,209 0 0 13,241 14,642 14,450 14,642 494 302
CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST: -7,471)
-1,457 0 0 -5,766 -7,285 -7,223 -7,285 -248 -186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 0.0 0.0 88.6 98.0 96.7 98.0 3.3 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 13 10 14 10
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 70,046
COMMITMENTS
0 2,364 1,461 58,685 59,240 60,146 63,065 9,900 6,981
CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST: -2,036)
0 76 -303 -1,373 -1,337 -1,676 -1,564 -360 -472
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.4 2.1 83.8 84.6 85.9 90.0 14.1 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 3 2 17 16 19 19
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 198,002
COMMITMENTS
854 0 0 190,152 193,174 191,006 193,174 6,996 4,828
CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST: -12,331)
-62 0 0 -11,853 -12,215 -11,915 -12,215 -416 -116
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 08/05/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 85,811
COMMITMENTS
0 0 0 77,625 83,517 77,625 83,517 8,186 2,294
CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST: -9,171)
0 0 0 -9,724 -8,891 -9,724 -8,891 553 -280
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 90.5 97.3 90.5 97.3 9.5 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 0 0 24 24 24 24
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 267,904
COMMITMENTS
87 976 455 260,004 260,531 260,546 261,962 7,358 5,942
CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST: -17,029)
-31 -496 31 -16,881 -16,711 -16,881 -17,176 -148 147
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.4 0.2 97.1 97.2 97.3 97.8 2.7 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
1 1 1 45 39 46 41
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 64,021
COMMITMENTS
1,585 2,035 4,735 52,700 49,751 59,020 56,521 5,001 7,500
CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST: -6,684)
-261 -1,190 -167 -7,362 -4,823 -7,790 -6,180 1,106 -504
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 3.2 7.4 82.3 77.7 92.2 88.3 7.8 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 2 4 20 19 24 23
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BA - ICE FUTURES ENERCode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 69,221
COMMITMENTS
2,306 1,054 2,299 58,992 60,742 63,597 64,095 5,624 5,126
CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST: -7,903)
-142 0 -950 -7,655 -6,459 -8,747 -7,409 844 -494
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 1.5 3.3 85.2 87.8 91.9 92.6 8.1 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 1 2 15 15 17 18
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 100,993
COMMITMENTS
6,340 1,446 1,586 92,155 91,923 100,081 94,955 912 6,038
CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST: -13,662)
-4,701 -1,333 -186 -8,738 -12,361 -13,625 -13,880 -37 218
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 1.4 1.6 91.2 91.0 99.1 94.0 0.9 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 2 11 13 13 15
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 51,980
COMMITMENTS
10,071 2,779 1,772 39,487 45,117 51,330 49,668 650 2,312
CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST: -36,529)
-14,187 -651 -403 -21,350 -35,505 -35,940 -36,559 -589 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.4 5.3 3.4 76.0 86.8 98.7 95.6 1.3 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
3 3 2 22 20 26 24
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 34,489
COMMITMENTS
217 0 0 33,870 33,842 34,087 33,842 402 647
CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST: -14,257)
-93 0 0 -13,947 -13,757 -14,040 -13,757 -217 -500
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.0 0.0 98.2 98.1 98.8 98.1 1.2 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 0 0 13 23 14 23
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 138,248
COMMITMENTS
489 837 1,037 122,608 126,906 124,134 128,780 14,114 9,468
CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST: -8,961)
0 -912 346 -11,469 -7,416 -11,123 -7,982 2,162 -979
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.6 0.8 88.7 91.8 89.8 93.2 10.2 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 2 1 28 26 30 28
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS - ICE FUTURES ENERCode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 53,516
COMMITMENTS
550 0 792 48,493 47,476 49,835 48,268 3,681 5,248
CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST: -4,567)
-122 0 -36 -3,456 -3,675 -3,614 -3,711 -953 -856
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.0 1.5 90.6 88.7 93.1 90.2 6.9 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 1 13 15 14 16
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 96,926
COMMITMENTS
1,040 242 2,124 90,642 87,396 93,806 89,762 3,120 7,164
CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST: -8,425)
321 -1,087 -684 -7,680 -7,183 -8,043 -8,954 -382 529
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.2 2.2 93.5 90.2 96.8 92.6 3.2 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 1 2 21 22 23 24
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 67,765
COMMITMENTS
4,109 1,052 471 51,895 60,075 56,475 61,598 11,290 6,167
CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST: -6,227)
267 -854 64 -6,887 -4,439 -6,556 -5,229 329 -998
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 1.6 0.7 76.6 88.7 83.3 90.9 16.7 9.1
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 08/05/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 82,038
COMMITMENTS
0 12,400 155 74,795 67,700 74,950 80,255 7,088 1,783
CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST: -5,740)
0 -186 0 -5,276 -5,499 -5,276 -5,685 -464 -55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 15.1 0.2 91.2 82.5 91.4 97.8 8.6 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 1 16 12 17 13
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 127,723
COMMITMENTS
1,242 18,322 1,169 120,537 106,694 122,948 126,185 4,775 1,538
CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST: -6,591)
870 -1,322 -371 -6,439 -4,619 -5,940 -6,312 -651 -279
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 14.3 0.9 94.4 83.5 96.3 98.8 3.7 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 2 1 17 18 19 21
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 231,612
COMMITMENTS
0 26,899 4,902 219,573 190,594 224,475 222,395 7,137 9,217
CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST: -15,543)
0 -4,068 -2,183 -11,691 -8,412 -13,874 -14,663 -1,669 -880
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 11.6 2.1 94.8 82.3 96.9 96.0 3.1 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
0 3 3 35 28 38 31
SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 23,638
COMMITMENTS
2,136 0 0 19,844 23,020 21,980 23,020 1,658 618
CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST: -11,490)
-2,511 -1,519 -372 -7,890 -9,566 -10,773 -11,457 -717 -33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 0.0 0.0 83.9 97.4 93.0 97.4 7.0 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 0 0 14 13 16 13
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 44,822
COMMITMENTS
1,468 0 0 42,225 44,018 43,693 44,018 1,129 804
CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST: -10,447)
-899 0 0 -8,742 -10,168 -9,641 -10,168 -806 -279
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 0.0 0.0 94.2 98.2 97.5 98.2 2.5 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 0 16 14 17 14
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 243,755
COMMITMENTS
1,782 33,042 3,798 229,327 200,695 234,907 237,535 8,848 6,220
CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST: -19,693)
-250 -1,828 -1,010 -18,841 -17,650 -20,101 -20,488 408 795
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 13.6 1.6 94.1 82.3 96.4 97.4 3.6 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
3 5 4 42 32 47 39
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 54,002
COMMITMENTS
4,908 0 0 45,183 50,970 50,091 50,970 3,911 3,032
CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST: -5,832)
-1,736 0 0 -3,813 -5,305 -5,549 -5,305 -283 -527
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.1 0.0 0.0 83.7 94.4 92.8 94.4 7.2 5.6
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 08/05/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 75,882
COMMITMENTS
0 488 0 71,394 74,140 71,394 74,628 4,488 1,254
CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST: -4,779)
0 0 0 -5,596 -4,624 -5,596 -4,624 817 -155
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.6 0.0 94.1 97.7 94.1 98.3 5.9 1.7
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 08/05/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 57,882
COMMITMENTS
0 5,150 0 50,398 50,708 50,398 55,858 7,484 2,024
CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST: -7,471)
0 -806 0 -6,551 -6,595 -6,551 -7,401 -920 -70
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 8.9 0.0 87.1 87.6 87.1 96.5 12.9 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 1 0 21 15 21 16
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 153,784
COMMITMENTS
28,112 6,496 15,537 109,370 130,967 153,019 153,000 765 784
CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST: -17,279)
-160 -395 -3,656 -13,458 -13,114 -17,274 -17,165 -5 -114
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.3 4.2 10.1 71.1 85.2 99.5 99.5 0.5 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
14 7 16 51 53 71 70
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 49,003
COMMITMENTS
9,011 387 1,360 38,632 47,256 49,003 49,003 0 0
CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST: -1,739)
-1,264 232 46 -521 -2,017 -1,739 -1,739 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.4 0.8 2.8 78.8 96.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 2 2 24 20 27 24
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 383,827
COMMITMENTS
39,079 0 20,991 323,757 362,836 383,827 383,827 0 0
CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST: -18,289)
1,279 0 -4,328 -15,240 -13,961 -18,289 -18,289 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 0.0 5.5 84.3 94.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 0 1 20 17 23 18
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,491,943
COMMITMENTS
69,824 31,303 61,049 1361070 1399591 1491943 1491943 0 0
CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST: -74,805)
10,785 -1,102 -1,265 -84,325 -72,438 -74,805 -74,805 0 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 2.1 4.1 91.2 93.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
6 3 5 40 43 48 49
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 48,394
COMMITMENTS
2,146 4,285 6,049 40,199 38,061 48,394 48,394 0 0
CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST: 2,371)
479 641 666 1,226 1,064 2,371 2,371 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 8.9 12.5 83.1 78.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
5 5 5 25 21 31 30
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 321,139
COMMITMENTS
976 60,872 14,182 305,981 246,085 321,139 321,139 0 0
CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST: 11,568)
328 7,712 -328 11,568 4,184 11,568 11,568 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 19.0 4.4 95.3 76.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 3 2 14 16 17 19
PJM AEP DAYTON RT OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 662,579
COMMITMENTS
44,230 0 5,757 612,592 656,822 662,579 662,579 0 0
CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST: 2,720)
-824 0 1,568 1,976 1,152 2,720 2,720 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 0.0 0.9 92.5 99.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
4 0 2 24 29 28 31
AEP DAYTON HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 56,477
COMMITMENTS
6,245 5,910 1,990 47,370 47,597 55,605 55,497 872 980
CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST: -228)
-320 0 43 -59 -271 -336 -228 108 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.1 10.5 3.5 83.9 84.3 98.5 98.3 1.5 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
5 2 5 28 29 35 34
AD HUB DA OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 45,245
COMMITMENTS
150 0 0 44,465 45,195 44,615 45,195 630 50
CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST: 140)
0 0 0 100 160 100 160 40 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.0 0.0 98.3 99.9 98.6 99.9 1.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 0 0 21 18 22 18
PJM AEP DAYTON DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 60,916
COMMITMENTS
200 250 50 60,086 60,616 60,336 60,916 580 0
CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST: 220)
0 0 0 170 220 170 220 50 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.4 0.1 98.6 99.5 99.0 100.0 1.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
2 1 1 32 21 35 22
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 11,650
COMMITMENTS
200 750 50 11,400 10,850 11,650 11,650 0 0
CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST: 1,280)
0 100 0 1,280 1,180 1,280 1,280 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 6.4 0.4 97.9 93.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 2 1 18 20 20 22
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 283,320
COMMITMENTS
11,200 5,112 3,176 268,176 274,264 282,552 282,552 768 768
CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST: 3,104)
384 -384 0 1,952 2,720 2,336 2,336 768 768
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 1.8 1.1 94.7 96.8 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 3 3 24 22 27 26
ERCOT - NORTH ZONE - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 11,807
COMMITMENTS
1,981 1,065 194 9,369 10,397 11,544 11,656 263 151
CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST: -322)
84 -63 -126 -280 -156 -322 -345 0 23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.8 9.0 1.6 79.4 88.1 97.8 98.7 2.2 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
4 2 2 17 17 22 20
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/14 |
--------------------------------------------------------------| 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 07/29/14 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.8 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 08/05/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 19,590
COMMITMENTS
1,040 1,300 20 18,290 18,210 19,350 19,530 240 60
CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST: 555)
0 200 0 555 355 555 555 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 6.6 0.1 93.4 93.0 98.8 99.7 1.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 2 1 19 23 22 26
MISO IN. RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 13,227
COMMITMENTS
0 1,135 375 12,612 11,457 12,987 12,967 240 260
CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST: 1,040)
0 600 0 1,040 440 1,040 1,040 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 8.6 2.8 95.4 86.6 98.2 98.0 1.8 2.0
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 08/05/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 19,905
COMMITMENTS
1,742 238 582 17,006 18,018 19,330 18,838 575 1,067
CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST: -105)
255 0 -105 -255 0 -105 -105 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 1.2 2.9 85.4 90.5 97.1 94.6 2.9 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 2 1 27 25 29 28
Nepool MH DA LMP Offpk Mon Min - ICE FUTURES ENERGY DIV Code-0643B9
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 35,367
COMMITMENTS
0 6,381 1,804 33,398 27,072 35,202 35,257 165 110
CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST: 1,002)
0 130 0 1,002 872 1,002 1,002 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 18.0 5.1 94.4 76.5 99.5 99.7 0.5 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
0 5 4 34 33 38 38
ISO NE MASS PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 44,169
COMMITMENTS
1,015 4,616 3,891 39,123 35,662 44,029 44,169 140 0
CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST: 1,059)
0 804 -314 1,368 584 1,054 1,074 5 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 10.5 8.8 88.6 80.7 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
5 3 3 38 38 46 41
N. ILLINOIS HUB DAY AHEAD LMP, OFF PEAK MONTHLY - ICE FUTURES ENERGY Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 38,610
COMMITMENTS
850 0 0 37,520 38,610 38,370 38,610 240 0
CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST: 275)
0 0 0 275 275 275 275 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 08/05/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 49,819
COMMITMENTS
550 0 0 49,209 49,819 49,759 49,819 60 0
CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST: 765)
0 0 0 765 765 765 765 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 14 29 14
ISO NE MASS DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 477,579
COMMITMENTS
80,299 4,735 28,143 369,137 444,701 477,579 477,579 0 0
CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST: 30,095)
21,510 0 1 8,584 30,094 30,095 30,095 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.8 1.0 5.9 77.3 93.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 1 3 28 29 32 32
NEPOOL MASS HUB (DAY-AHEAD LMP) - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 33,994
COMMITMENTS
5,587 442 2,680 24,559 30,741 32,826 33,863 1,168 131
CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST: 921)
307 -256 282 332 829 921 855 0 66
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.4 1.3 7.9 72.2 90.4 96.6 99.6 3.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
6 3 5 28 34 35 41
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 14,846
COMMITMENTS
25 224 2,250 12,571 12,372 14,846 14,846 0 0
CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST: 100)
-74 52 48 126 0 100 100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 1.5 15.2 84.7 83.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 2 2 18 10 21 12
CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BR
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
25MWh OPEN INTEREST: 254,560
COMMITMENTS
69,796 0 7,712 177,052 246,848 254,560 254,560 0 0
CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST: 977)
-1,305 0 0 2,282 977 977 977 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.4 0.0 3.0 69.6 97.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 0 1 14 5 17 6
PJM NI REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 494,671
COMMITMENTS
2,369 9,552 17,880 474,422 467,239 494,671 494,671 0 0
CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST: 5,088)
0 -384 384 4,704 5,088 5,088 5,088 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 1.9 3.6 95.9 94.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 3 2 25 18 28 21
NORTHERN ILLINOIS HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 46,363
COMMITMENTS
10,676 132 1,188 33,756 44,534 45,620 45,854 743 509
CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST: 42)
215 0 0 -235 1 -20 1 62 41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.0 0.3 2.6 72.8 96.1 98.4 98.9 1.6 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 1 1 20 18 23 20
NYISO ZONE J (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 72,690
COMMITMENTS
0 3,904 0 72,690 68,786 72,690 72,690 0 0
CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST: -3,856)
0 0 0 -3,856 -3,856 -3,856 -3,856 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.4 0.0 100.0 94.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 0 10 14 10 15
NYISO ZONE A - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 14,743
COMMITMENTS
2,751 207 290 10,492 13,502 13,533 13,999 1,210 744
CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST: -1,077)
20 -48 -57 -908 -884 -945 -989 -132 -88
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.7 1.4 2.0 71.2 91.6 91.8 95.0 8.2 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
4 1 3 17 18 22 21
NYISO ZONE A (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 190,848
COMMITMENTS
39,282 758 1,602 149,964 188,488 190,848 190,848 0 0
CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST: -19,175)
-1,660 758 -742 -16,773 -19,191 -19,175 -19,175 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.6 0.4 0.8 78.6 98.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 1 1 17 23 20 24
NYISO ZONE G - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 11,476
COMMITMENTS
1,769 0 520 8,928 10,829 11,217 11,349 259 127
CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST: -903)
-391 0 -83 -491 -797 -965 -880 62 -23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.4 0.0 4.5 77.8 94.4 97.7 98.9 2.3 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 0 2 20 22 24 24
NYISO ZONE G (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 119,500
COMMITMENTS
11,505 0 3,186 104,809 116,314 119,500 119,500 0 0
CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST: -13,680)
16 0 0 -13,696 -13,680 -13,680 -13,680 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 0.0 2.7 87.7 97.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 0 1 20 17 23 18
PALO VERDE - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 19,072
COMMITMENTS
52 1,987 1,915 17,105 15,170 19,072 19,072 0 0
CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST: -1,355)
0 -158 0 -1,355 -1,197 -1,355 -1,355 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 10.4 10.0 89.7 79.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 1 17 13 19 14
PALO VERDE (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
25 MWh OPEN INTEREST: 142,234
COMMITMENTS
0 328 3,856 138,378 138,050 142,234 142,234 0 0
CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST: -7,339)
0 -328 0 -7,339 -7,011 -7,339 -7,339 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.2 2.7 97.3 97.1 100.0 100.0 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 08/05/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs OPEN INTEREST: 90,378
COMMITMENTS
1,405 1,436 1,315 9,181 9,154 11,901 11,904 78,477 78,474
CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST: -29,404)
-353 -303 -623 -2,286 -2,334 -3,262 -3,260 -26,141 -26,144
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 1.6 1.5 10.2 10.1 13.2 13.2 86.8 86.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 4 4 17 18 21 23
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 22,135
COMMITMENTS
0 875 75 21,540 21,185 21,615 22,135 520 0
CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST: -1,315)
0 0 0 -1,300 -1,315 -1,300 -1,315 -15 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.0 0.3 97.3 95.7 97.7 100.0 2.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 2 1 19 14 20 16
PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643CV
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 18,250
COMMITMENTS
0 900 0 17,610 17,350 17,610 18,250 640 0
CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST: -1,195)
0 0 0 -1,160 -1,195 -1,160 -1,195 -35 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.9 0.0 96.5 95.1 96.5 100.0 3.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 0 16 9 16 10
PJM PECO ZONE (DA LMP) PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 9,020
COMMITMENTS
0 0 0 8,945 8,970 8,945 8,970 75 50
CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST: -1,375)
0 0 0 -1,365 -1,365 -1,365 -1,365 -10 -10
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 08/05/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 21,020
COMMITMENTS
0 150 0 20,785 20,870 20,785 21,020 235 0
CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST: -1,475)
0 -150 0 -1,455 -1,325 -1,455 -1,475 -20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.7 0.0 98.9 99.3 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, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 20,525
COMMITMENTS
0 0 0 19,850 20,525 19,850 20,525 675 0
CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST: -3,525)
0 0 0 -3,475 -3,525 -3,475 -3,525 -50 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.7 100.0 96.7 100.0 3.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
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 08/05/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 116,070
COMMITMENTS
1,925 50 0 113,915 116,020 115,840 116,070 230 0
CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST: -7,830)
-185 -125 0 -7,695 -7,705 -7,880 -7,830 50 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 0.0 0.0 98.1 100.0 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
3 1 0 34 32 37 33
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 146,523
COMMITMENTS
2,835 50 50 143,588 146,423 146,473 146,523 50 0
CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST: -10,448)
15 0 50 -10,503 -10,498 -10,438 -10,448 -10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 0.0 0.0 98.0 99.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
4 1 1 40 32 45 33
PJM WESTERN HUB MINI (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 149,804
COMMITMENTS
18,990 4,305 8,891 121,767 136,253 149,648 149,449 156 355
CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST: -4,374)
-738 1,554 -568 -3,038 -5,365 -4,344 -4,379 -30 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.7 2.9 5.9 81.3 91.0 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
5 8 9 43 36 53 48
PJM WH REAL TIME MINI OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 93,751
COMMITMENTS
2,805 1,745 1,840 88,996 90,006 93,641 93,591 110 160
CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST: -3,130)
215 -125 -95 -3,230 -2,890 -3,110 -3,110 -20 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 1.9 2.0 94.9 96.0 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
5 2 3 32 31 38 35
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 22,915
COMMITMENTS
0 775 0 22,155 22,140 22,155 22,915 760 0
CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST: -1,145)
0 250 0 -1,145 -1,395 -1,145 -1,145 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.4 0.0 96.7 96.6 96.7 100.0 3.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 1 0 21 12 21 13
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 20,535
COMMITMENTS
0 500 0 20,130 20,035 20,130 20,535 405 0
CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST: -855)
0 150 0 -815 -1,000 -815 -850 -40 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.4 0.0 98.0 97.6 98.0 100.0 2.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 1 0 21 11 21 12
NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 14,267
COMMITMENTS
2,203 250 310 11,182 13,307 13,695 13,867 572 400
CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST: -671)
80 -50 -130 -729 -788 -779 -968 108 297
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.4 1.8 2.2 78.4 93.3 96.0 97.2 4.0 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
4 1 1 17 19 21 21
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C75
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 12,229
COMMITMENTS
3,565 300 200 7,813 11,657 11,578 12,157 651 72
CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST: -469)
325 50 -75 -484 -444 -234 -469 -235 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.2 2.5 1.6 63.9 95.3 94.7 99.4 5.3 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 08/05/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 15,869
COMMITMENTS
0 445 875 14,786 14,489 15,661 15,809 208 60
CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST: 267)
0 -170 25 373 427 398 282 -131 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.8 5.5 93.2 91.3 98.7 99.6 1.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 4 1 24 20 25 24
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 11,933
COMMITMENTS
1,365 0 25 10,243 11,783 11,633 11,808 300 125
CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST: -171)
50 0 -50 -110 -181 -110 -231 -61 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 0.0 0.2 85.8 98.7 97.5 99.0 2.5 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 1 17 19 18 20
NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C78
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 8,402
COMMITMENTS
0 430 25 7,552 7,947 7,577 8,402 825 0
CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.1 0.3 89.9 94.6 90.2 100.0 9.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 2 1 12 15 13 17
PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C86
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 6,375
COMMITMENTS
300 615 385 5,245 4,085 5,930 5,085 445 1,290
CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST: 740)
0 600 0 440 140 440 740 300 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 9.6 6.0 82.3 64.1 93.0 79.8 7.0 20.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 1 16 17 18 18
Updated August 8, 2014