CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 23,720
COMMITMENTS
10,479 5,019 1,731 11,510 16,970 23,720 23,720 -0 -0
CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST: -45)
5 0 -5 -45 -40 -45 -45 -0 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.2 21.2 7.3 48.5 71.5 100.0 100.0 -0.0 -0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
10 3 3 9 7 20 13
RGGI VINTAGE 2014 - ICE FUTURES ENERGY DIV Code-00639U
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 Regional Greenhouse Gas Initiative OPEN INTEREST: 12,481
COMMITMENTS
2,990 700 556 8,685 10,976 12,231 12,231 250 250
CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST: 142)
-1 0 -0 -107 -108 -108 -108 250 250
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.0 5.6 4.5 69.6 87.9 98.0 98.0 2.0 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
4 3 1 10 10 14 14
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 4,539,598
COMMITMENTS
722,886 237,949 1037433 2749767 3249333 4510086 4524715 29,512 14,883
CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST: 19,687)
-34,618 1,697 31,985 26,370 -16,755 23,737 16,927 -4,050 2,760
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.9 5.2 22.9 60.6 71.6 99.3 99.7 0.7 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 212)
36 28 52 140 121 199 178
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 2,088,074
COMMITMENTS
47,919 36,427 904,241 1135377 1146617 2087537 2087285 537 788
CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST: -6,236)
15,212 14,314 -6,445 -15,008 -14,221 -6,242 -6,352 6 116
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 1.7 43.3 54.4 54.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103)
20 25 39 54 56 95 99
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 223,318
COMMITMENTS
30,894 0 8,287 167,220 206,802 206,401 215,089 16,917 8,229
CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST: 1,617)
700 -3 292 4 1,334 996 1,623 621 -6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.8 0.0 3.7 74.9 92.6 92.4 96.3 7.6 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
6 0 2 28 30 34 32
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 118,926
COMMITMENTS
5,240 1,651 744 108,356 112,728 114,340 115,123 4,586 3,803
CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST: 4,872)
901 0 -57 5,968 5,184 6,812 5,127 -1,940 -255
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 1.4 0.6 91.1 94.8 96.1 96.8 3.9 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 2 1 27 26 29 29
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 197,464
COMMITMENTS
19,407 11,628 1,735 168,666 174,915 189,808 188,278 7,656 9,186
CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST: -326)
270 676 -64 -1,123 -2,417 -917 -1,805 591 1,479
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.8 5.9 0.9 85.4 88.6 96.1 95.3 3.9 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 3 1 24 27 27 30
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 740,801
COMMITMENTS
60,689 3,128 11,717 665,179 722,543 737,585 737,388 3,216 3,413
CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST: -1,878)
4,947 556 -129 -6,728 -2,426 -1,910 -1,999 32 121
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 0.4 1.6 89.8 97.5 99.6 99.5 0.4 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
3 2 3 57 40 61 44
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 225,972
COMMITMENTS
21,392 15,416 1,458 197,232 202,520 220,082 219,394 5,890 6,578
CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST: 6,022)
-885 0 1,110 8,081 5,573 8,306 6,683 -2,284 -661
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 6.8 0.6 87.3 89.6 97.4 97.1 2.6 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
5 1 2 27 23 32 26
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 210,940
COMMITMENTS
256 248 3,176 204,495 201,230 207,927 204,654 3,013 6,286
CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST: 365)
246 -489 -179 141 1,089 208 421 157 -56
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.1 1.5 96.9 95.4 98.6 97.0 1.4 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
1 1 2 35 39 37 41
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 93,186
COMMITMENTS
5,241 1,072 1,555 81,957 79,787 88,753 82,414 4,433 10,772
CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST: 290)
100 -406 -109 1,348 575 1,339 60 -1,049 230
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 1.2 1.7 87.9 85.6 95.2 88.4 4.8 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 1 2 23 20 25 23
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 100,099
COMMITMENTS
372 16,151 4,024 82,930 75,384 87,326 95,559 12,773 4,540
CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST: 2,960)
31 1,432 -91 1,907 1,449 1,847 2,790 1,113 170
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 16.1 4.0 82.8 75.3 87.2 95.5 12.8 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 4 3 23 25 27 29
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 70,747
COMMITMENTS
0 1,911 567 59,064 58,953 59,631 61,431 11,116 9,316
CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST: 1,183)
-465 439 66 1,231 2,039 832 2,544 351 -1,361
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.7 0.8 83.5 83.3 84.3 86.8 15.7 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 2 1 18 16 19 18
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 206,285
COMMITMENTS
916 0 0 197,727 201,620 198,643 201,620 7,642 4,665
CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST: 2,143)
0 0 0 2,693 2,143 2,693 2,143 -550 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.0 0.0 95.9 97.7 96.3 97.7 3.7 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 0 0 30 24 31 24
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 91,311
COMMITMENTS
0 0 0 83,492 88,737 83,492 88,737 7,819 2,574
CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST: 1,500)
0 0 0 3,331 1,650 3,331 1,650 -1,831 -150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 91.4 97.2 91.4 97.2 8.6 2.8
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 07/15/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 279,739
COMMITMENTS
1,608 1,472 214 269,430 271,849 271,252 273,535 8,487 6,204
CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST: 885)
-2,253 0 214 2,163 1,110 124 1,324 761 -439
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.5 0.1 96.3 97.2 97.0 97.8 3.0 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
1 1 1 45 37 46 39
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 68,963
COMMITMENTS
1,875 3,411 4,399 57,545 53,633 63,819 61,443 5,144 7,520
CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST: 687)
197 -718 195 18 1,054 410 531 277 156
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 4.9 6.4 83.4 77.8 92.5 89.1 7.5 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 2 4 19 19 23 23
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BA - ICE FUTURES ENERCode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 75,576
COMMITMENTS
2,745 310 3,296 65,054 65,401 71,095 69,007 4,481 6,569
CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST: 4,486)
1,464 310 -252 4,468 3,876 5,680 3,934 -1,194 552
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 0.4 4.4 86.1 86.5 94.1 91.3 5.9 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 1 2 17 15 19 18
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 93,966
COMMITMENTS
0 3,100 552 91,855 84,097 92,407 87,749 1,559 6,217
CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST: 1,221)
0 0 0 551 1,221 551 1,221 670 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.3 0.6 97.8 89.5 98.3 93.4 1.7 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 2 1 12 13 13 15
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 65,732
COMMITMENTS
14,477 2,575 2,069 48,195 59,457 64,741 64,101 991 1,631
CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST: 917)
0 0 0 856 917 856 917 61 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.0 3.9 3.1 73.3 90.5 98.5 97.5 1.5 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
6 3 2 23 28 31 31
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 39,756
COMMITMENTS
0 0 0 39,292 38,859 39,292 38,859 464 897
CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST: 4,270)
0 0 0 4,239 4,115 4,239 4,115 31 155
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.8 97.7 98.8 97.7 1.2 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 0 0 12 22 12 22
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 150,949
COMMITMENTS
870 1,012 760 136,845 138,238 138,475 140,010 12,474 10,939
CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST: 1,110)
-202 0 -198 2,646 1,128 2,246 930 -1,136 180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.7 0.5 90.7 91.6 91.7 92.8 8.3 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 1 1 28 25 30 27
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS - ICE FUTURES ENERCode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 57,520
COMMITMENTS
209 0 1,066 51,364 49,738 52,639 50,804 4,881 6,716
CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST: 1,326)
-1,222 0 172 3,294 848 2,244 1,020 -918 306
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.0 1.9 89.3 86.5 91.5 88.3 8.5 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 1 13 16 14 17
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 96,200
COMMITMENTS
175 291 3,002 89,219 84,021 92,396 87,314 3,804 8,886
CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST: 876)
-527 -124 148 1,063 345 684 369 192 507
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.3 3.1 92.7 87.3 96.0 90.8 4.0 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 2 20 20 22 22
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 127,578
COMMITMENTS
372 18,763 1,237 120,483 103,969 122,092 123,969 5,486 3,609
CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST: 2,890)
0 1,410 186 2,704 1,355 2,890 2,951 0 -61
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 14.7 1.0 94.4 81.5 95.7 97.2 4.3 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 3 1 16 17 18 20
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 248,340
COMMITMENTS
198 33,402 5,599 229,945 197,295 235,742 236,296 12,598 12,044
CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST: -1,306)
-2,496 -954 693 489 -1,879 -1,314 -2,140 8 834
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 13.5 2.3 92.6 79.4 94.9 95.2 5.1 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
1 3 3 33 29 36 33
SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 27,289
COMMITMENTS
3,407 1,891 0 22,003 25,150 25,410 27,041 1,879 248
CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST: 2,389)
248 0 0 2,141 2,389 2,389 2,389 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.5 6.9 0.0 80.6 92.2 93.1 99.1 6.9 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 2 0 16 17 18 19
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 52,107
COMMITMENTS
2,615 186 62 46,822 50,962 49,499 51,210 2,608 897
CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST: 2,160)
0 186 62 1,855 1,912 1,917 2,160 243 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 0.4 0.1 89.9 97.8 95.0 98.3 5.0 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 1 1 17 14 20 15
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 257,439
COMMITMENTS
2,062 36,366 3,820 243,450 212,094 249,332 252,280 8,107 5,159
CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST: 4,719)
0 4,135 -59 5,221 949 5,162 5,025 -443 -306
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 14.1 1.5 94.6 82.4 96.9 98.0 3.1 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
2 6 3 42 34 47 40
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 58,419
COMMITMENTS
6,734 0 0 47,602 55,465 54,336 55,465 4,083 2,954
CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST: 1,117)
0 0 0 755 1,119 755 1,119 362 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 0.0 0.0 81.5 94.9 93.0 94.9 7.0 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 0 0 16 18 17 18
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 78,422
COMMITMENTS
0 736 0 74,231 76,277 74,231 77,013 4,191 1,409
CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST: 665)
0 0 0 374 665 374 665 291 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.9 0.0 94.7 97.3 94.7 98.2 5.3 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 1 0 22 17 22 18
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 64,439
COMMITMENTS
0 5,680 0 56,179 56,513 56,179 62,193 8,260 2,246
CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST: 610)
0 522 0 1,291 128 1,291 650 -681 -40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 8.8 0.0 87.2 87.7 87.2 96.5 12.8 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 1 0 20 16 20 17
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 169,077
COMMITMENTS
27,082 8,031 17,035 124,180 143,191 168,297 168,257 780 820
CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST: 1,309)
4,028 -177 -446 -2,357 2,019 1,225 1,396 84 -87
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.0 4.7 10.1 73.4 84.7 99.5 99.5 0.5 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
13 8 17 52 55 72 73
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 50,613
COMMITMENTS
10,234 232 1,055 39,324 49,326 50,613 50,613 0 0
CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST: -135)
560 78 0 -695 -213 -135 -135 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.2 0.5 2.1 77.7 97.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 2 2 21 22 24 26
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 391,787
COMMITMENTS
27,606 328 27,943 336,238 363,516 391,787 391,787 0 0
CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST: 9,253)
2,568 0 0 6,685 9,253 9,253 9,253 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 0.1 7.1 85.8 92.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 1 2 21 20 25 22
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,495,000
COMMITMENTS
57,921 22,927 66,223 1370856 1405850 1495000 1495000 -0 -0
CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST: -14,097)
2,697 12,064 -5,094 -11,700 -21,067 -14,097 -14,097 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 1.5 4.4 91.7 94.0 100.0 100.0 -0.0 -0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
5 2 5 40 44 47 49
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 45,619
COMMITMENTS
1,309 4,879 4,992 39,319 35,749 45,619 45,619 0 0
CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST: -3,570)
-411 -1,621 -74 -3,085 -1,874 -3,570 -3,570 -0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 10.7 10.9 86.2 78.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 5 3 24 20 29 26
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 299,465
COMMITMENTS
1,304 49,566 14,182 283,979 235,717 299,465 299,465 0 0
CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST: -15,360)
0 -336 -640 -14,720 -14,384 -15,360 -15,360 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 16.6 4.7 94.8 78.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 3 2 15 15 18 18
PJM AEP DAYTON RT OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 621,597
COMMITMENTS
41,847 0 6,220 573,530 615,377 621,597 621,597 0 0
CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST: 193)
14,734 0 -5,853 -8,688 6,046 193 193 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 0.0 1.0 92.3 99.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
4 0 1 23 29 27 30
AEP DAYTON HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 53,533
COMMITMENTS
6,386 3,874 2,008 44,417 46,971 52,811 52,853 722 680
CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST: 591)
-804 1,370 -342 1,715 -437 569 591 22 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.9 7.2 3.8 83.0 87.7 98.7 98.7 1.3 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
6 2 5 27 28 35 33
AD HUB DA OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 39,210
COMMITMENTS
150 0 0 38,820 39,180 38,970 39,180 240 30
CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST: 550)
0 0 0 490 550 490 550 60 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.0 0.0 99.0 99.9 99.4 99.9 0.6 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 0 0 21 14 22 14
PJM AEP DAYTON DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 53,980
COMMITMENTS
200 450 50 53,610 53,480 53,860 53,980 120 0
CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST: 1,130)
100 -50 50 920 1,160 1,070 1,160 60 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.8 0.1 99.3 99.1 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 1 1 29 15 33 16
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 9,380
COMMITMENTS
0 700 0 9,380 8,680 9,380 9,380 0 0
CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST: -2,200)
0 -500 0 -2,200 -1,700 -2,200 -2,200 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.5 0.0 100.0 92.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 2 0 17 18 17 20
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 265,024
COMMITMENTS
9,272 3,456 2,384 253,368 259,184 265,024 265,024 0 0
CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST: -6,104)
-1,952 1,136 424 -4,576 -6,512 -6,104 -4,952 0 -1,152
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 1.3 0.9 95.6 97.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 4 1 22 20 23 25
ERCOT - NORTH ZONE - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 11,817
COMMITMENTS
1,878 1,115 320 9,317 10,253 11,515 11,689 302 128
CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST: -1,254)
-397 -367 0 -814 -632 -1,211 -999 -43 -255
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.9 9.4 2.7 78.8 86.8 97.4 98.9 2.6 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 3 2 16 16 20 20
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 18,550
COMMITMENTS
2,950 250 400 15,200 17,900 18,550 18,550 0 0
CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST: -1,300)
-300 0 -300 -700 -1,000 -1,300 -1,300 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.9 1.3 2.2 81.9 96.5 100.0 100.0 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 07/15/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 16,760
COMMITMENTS
1,310 1,000 0 15,450 15,700 16,760 16,700 0 60
CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST: -3,105)
-50 -650 0 -3,055 -2,505 -3,105 -3,155 0 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 6.0 0.0 92.2 93.7 100.0 99.6 0.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 1 0 17 20 20 21
MISO IN. RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 11,387
COMMITMENTS
0 535 375 10,772 10,457 11,147 11,367 240 20
CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST: 103)
0 350 0 533 -127 533 223 -430 -120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.7 3.3 94.6 91.8 97.9 99.8 2.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 2 1 24 16 25 18
MISO CINERGY HUB (REAL-TIME LMP) - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 20,246
COMMITMENTS
1,718 152 620 17,290 18,323 19,628 19,095 618 1,151
CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST: -1,268)
-30 86 -41 -1,177 -1,250 -1,248 -1,205 -20 -63
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.5 0.8 3.1 85.4 90.5 96.9 94.3 3.1 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 2 1 25 22 28 25
Nepool MH DA LMP Offpk Mon Min - ICE FUTURES ENERGY DIV Code-0643B9
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 32,775
COMMITMENTS
0 5,486 1,604 31,006 25,575 32,610 32,665 165 110
CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST: -1,340)
0 260 10 -1,350 -1,610 -1,340 -1,340 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 16.7 4.9 94.6 78.0 99.5 99.7 0.5 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
0 4 3 33 30 36 34
ISO NE MASS PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 40,854
COMMITMENTS
800 3,010 4,085 35,839 33,744 40,724 40,839 130 15
CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST: -403)
0 205 205 -608 -813 -403 -403 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 7.4 10.0 87.7 82.6 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
5 3 3 37 36 45 39
N. ILLINOIS HUB DAY AHEAD LMP, OFF PEAK MONTHLY - ICE FUTURES ENERGY Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 34,160
COMMITMENTS
600 0 0 33,320 34,160 33,920 34,160 240 0
CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST: 550)
0 0 0 310 550 310 550 240 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 0.0 0.0 97.5 100.0 99.3 100.0 0.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 0 22 10 23 10
PJM NI DAY AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 39,114
COMMITMENTS
450 0 0 38,604 39,114 39,054 39,114 60 0
CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST: 40)
0 0 0 40 40 40 40 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.0 0.0 98.7 100.0 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 0 0 27 15 28 15
ISO NE MASS DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 440,503
COMMITMENTS
60,320 3,287 26,112 354,071 411,104 440,503 440,503 0 0
CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST: 2,656)
1,144 376 0 1,512 2,280 2,656 2,656 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.7 0.7 5.9 80.4 93.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 1 3 28 28 32 31
NEPOOL MASS HUB (DAY-AHEAD LMP) - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 31,881
COMMITMENTS
5,835 1,217 1,207 23,628 29,370 30,670 31,794 1,211 87
CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST: -1)
-208 0 -118 345 372 19 254 -20 -255
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.3 3.8 3.8 74.1 92.1 96.2 99.7 3.8 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
5 3 4 29 33 34 40
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 14,936
COMMITMENTS
1,209 255 1,972 11,755 12,709 14,936 14,936 0 0
CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST: -3,032)
-827 50 77 -2,257 -3,159 -3,007 -3,032 -25 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 1.7 13.2 78.7 85.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 1 2 18 8 22 10
CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BR
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
25MWh OPEN INTEREST: 245,872
COMMITMENTS
72,078 0 7,712 166,082 238,160 245,872 245,872 0 0
CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST: -22,400)
-9,280 0 0 -13,120 -22,400 -22,400 -22,400 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.3 0.0 3.1 67.5 96.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 0 1 13 5 16 6
PJM NI REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 509,864
COMMITMENTS
2,369 12,663 12,832 494,663 484,369 509,864 509,864 0 0
CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST: -2,192)
0 2,278 -760 -1,432 -3,710 -2,192 -2,192 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 2.5 2.5 97.0 95.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 3 1 23 17 25 20
NORTHERN ILLINOIS HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 43,857
COMMITMENTS
8,760 132 1,018 33,440 42,260 43,218 43,410 639 447
CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST: 1,519)
1,412 0 -63 191 1,561 1,540 1,498 -21 21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.0 0.3 2.3 76.2 96.4 98.5 99.0 1.5 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 1 1 19 18 22 20
NYISO ZONE J - ICE FUTURES ENERGY DIV Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 5,953
COMMITMENTS
123 1,088 0 5,406 4,672 5,529 5,760 424 193
CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 18.3 0.0 90.8 78.5 92.9 96.8 7.1 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 2 0 13 11 14 13
NYISO ZONE J (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 75,754
COMMITMENTS
0 3,904 0 75,754 71,850 75,754 75,754 0 0
CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST: -440)
0 0 0 -440 -440 -440 -440 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.2 0.0 100.0 94.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 0 12 12 12 13
NYISO ZONE A - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 15,546
COMMITMENTS
2,233 379 329 11,920 14,153 14,482 14,861 1,064 685
CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST: -136)
428 44 0 -585 -161 -157 -117 21 -19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.4 2.4 2.1 76.7 91.0 93.2 95.6 6.8 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
4 1 2 18 19 23 21
NYISO ZONE A (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 206,420
COMMITMENTS
36,522 325 2,019 167,879 204,076 206,420 206,420 0 0
CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST: -8,553)
0 -1,545 417 -8,970 -7,425 -8,553 -8,553 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.7 0.2 1.0 81.3 98.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 1 1 17 22 20 23
NYISO ZONE G - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 11,586
COMMITMENTS
1,505 223 487 9,420 10,705 11,412 11,415 174 171
CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST: -474)
-65 -300 252 -704 -362 -517 -410 43 -64
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.0 1.9 4.2 81.3 92.4 98.5 98.5 1.5 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
4 1 2 18 23 23 25
NYISO ZONE G (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 131,089
COMMITMENTS
11,506 0 2,352 117,231 128,737 131,089 131,089 0 0
CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST: -753)
1,224 0 -816 -1,161 63 -753 -753 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 0.0 1.8 89.4 98.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 0 1 21 17 24 18
PALO VERDE - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 20,520
COMMITMENTS
52 2,245 1,812 18,656 16,463 20,520 20,520 0 0
CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST: 78)
0 0 0 78 78 78 78 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 10.9 8.8 90.9 80.2 100.0 100.0 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 07/15/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
25 MWh OPEN INTEREST: 148,596
COMMITMENTS
0 656 3,856 144,740 144,084 148,596 148,596 0 0
CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST: 328)
0 328 0 328 0 328 328 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 07/15/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs OPEN INTEREST: 127,509
COMMITMENTS
1,832 1,854 1,814 12,126 12,090 15,773 15,757 111,736 111,751
CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 1.5 1.4 9.5 9.5 12.4 12.4 87.6 87.6
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 07/15/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 23,170
COMMITMENTS
0 875 75 22,740 22,220 22,815 23,170 355 0
CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST: -600)
0 0 0 -600 -600 -600 -600 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.8 0.3 98.1 95.9 98.5 100.0 1.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 2 1 19 12 20 14
PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643CV
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 19,265
COMMITMENTS
0 900 0 18,770 18,365 18,770 19,265 495 0
CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST: -1,320)
0 0 0 -1,340 -1,320 -1,340 -1,320 20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.7 0.0 97.4 95.3 97.4 100.0 2.6 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 07/15/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 9,840
COMMITMENTS
0 0 0 9,585 9,780 9,585 9,780 255 60
CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST: 100)
0 0 0 100 100 100 100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.4 99.4 97.4 99.4 2.6 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 20 13 20 13
PJM PEPCO DAY-AHEAD - ICE FUTURES ENERGY DIV Code-0643D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 21,935
COMMITMENTS
0 300 0 21,680 21,635 21,680 21,935 255 0
CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST: -40)
0 0 0 -40 -40 -40 -40 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.4 0.0 98.8 98.6 98.8 100.0 1.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 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 07/15/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 20,685
COMMITMENTS
0 0 0 20,200 20,685 20,200 20,685 485 0
CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST: -400)
0 0 0 -400 -400 -400 -400 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.7 100.0 97.7 100.0 2.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 18 8 18 8
PJM PPL ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 23,680
COMMITMENTS
0 0 0 23,125 23,680 23,125 23,680 555 0
CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST: -275)
0 0 0 -275 -275 -275 -275 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.7 100.0 97.7 100.0 2.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 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 07/15/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 122,035
COMMITMENTS
1,910 225 0 119,945 121,810 121,855 122,035 180 0
CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST: 150)
0 0 0 150 150 150 150 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 0.2 0.0 98.3 99.8 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
3 2 0 35 30 38 32
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 157,001
COMMITMENTS
2,795 50 0 154,146 156,951 156,941 157,001 60 0
CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST: -35)
0 0 0 -35 -35 -35 -35 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 39 33 43 34
PJM WESTERN HUB MINI (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 151,067
COMMITMENTS
19,583 1,861 9,025 122,008 139,611 150,616 150,497 451 570
CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST: 1,108)
35 -754 -200 1,049 1,837 883 883 225 225
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.0 1.2 6.0 80.8 92.4 99.7 99.6 0.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
7 6 10 44 39 55 51
PJM WH REAL TIME MINI OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 95,100
COMMITMENTS
2,350 1,870 1,930 90,690 91,120 94,970 94,920 130 180
CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST: -100)
280 -100 120 -515 -120 -115 -100 15 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 2.0 2.0 95.4 95.8 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
5 2 3 33 31 39 35
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 23,520
COMMITMENTS
0 650 0 22,880 22,870 22,880 23,520 640 0
CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST: -525)
0 0 0 -525 -525 -525 -525 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.8 0.0 97.3 97.2 97.3 100.0 2.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 2 0 22 13 22 15
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 21,045
COMMITMENTS
0 300 0 20,720 20,740 20,720 21,040 325 5
CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 280 0 280 0 -280
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.4 0.0 98.5 98.6 98.5 100.0 1.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 1 0 22 10 22 11
NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 14,293
COMMITMENTS
1,738 300 415 11,779 13,518 13,932 14,233 361 60
CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST: -50)
0 0 0 -110 -110 -110 -110 60 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.2 2.1 2.9 82.4 94.6 97.5 99.6 2.5 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
4 1 1 24 22 28 24
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C75
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 12,078
COMMITMENTS
2,015 0 225 8,904 11,781 11,144 12,006 934 72
CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST: 282)
0 0 0 320 210 320 210 -38 72
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.7 0.0 1.9 73.7 97.5 92.3 99.4 7.7 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 0 2 14 16 16 18
NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C76
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 12,997
COMMITMENTS
0 1,070 600 12,021 11,297 12,621 12,967 376 30
CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST: 275)
0 275 0 335 30 335 305 -60 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 8.2 4.6 92.5 86.9 97.1 99.8 2.9 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 4 1 22 18 23 22
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 9,379
COMMITMENTS
165 0 75 8,845 9,099 9,085 9,174 294 205
CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST: -110)
-50 0 0 -55 -250 -105 -250 -5 140
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 0.0 0.8 94.3 97.0 96.9 97.8 3.1 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 1 18 20 19 21
PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C86
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 4,515
COMMITMENTS
310 0 75 4,030 3,555 4,415 3,630 100 885
CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 0.0 1.7 89.3 78.7 97.8 80.4 2.2 19.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 1 14 16 15 17
Updated July 18, 2014