CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 23,668
COMMITMENTS
10,374 5,019 1,736 11,558 16,913 23,668 23,668 0 0
CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST: -52)
-106 0 6 48 -57 -52 -52 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.8 21.2 7.3 48.8 71.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
9 3 3 9 7 19 13
RGGI VINTAGE 2014 - ICE FUTURES ENERGY DIV Code-00639U
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 Regional Greenhouse Gas Initiative OPEN INTEREST: 14,184
COMMITMENTS
1,772 1,169 1,806 10,607 11,210 14,184 14,184 0 0
CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST: 1,703)
-1,218 469 1,250 1,921 234 1,953 1,953 -250 -250
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.5 8.2 12.7 74.8 79.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 4 3 11 10 16 15
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 4,531,863
COMMITMENTS
684,932 271,451 1047082 2772627 3198840 4504641 4517373 27,222 14,490
CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST: -7,735)
-37,954 33,502 9,649 22,860 -50,493 -5,445 -7,342 -2,290 -393
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.1 6.0 23.1 61.2 70.6 99.4 99.7 0.6 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 216)
37 30 57 141 121 206 181
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 2,235,137
COMMITMENTS
74,112 44,302 991,600 1168982 1198823 2234695 2234725 442 412
CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST: 147,063)
26,193 7,875 87,359 33,606 52,206 147,158 147,440 -95 -377
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 2.0 44.4 52.3 53.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105)
17 27 39 56 59 97 101
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 227,264
COMMITMENTS
31,952 519 8,972 170,502 209,341 211,426 218,832 15,838 8,432
CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST: 3,946)
1,058 519 685 3,282 2,539 5,025 3,743 -1,079 203
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.1 0.2 3.9 75.0 92.1 93.0 96.3 7.0 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
5 2 3 28 32 35 35
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 120,964
COMMITMENTS
5,911 1,682 808 109,621 114,682 116,340 117,172 4,624 3,792
CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST: 2,038)
671 31 64 1,265 1,954 2,000 2,049 38 -11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 1.4 0.7 90.6 94.8 96.2 96.9 3.8 3.1
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 07/22/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 193,689
COMMITMENTS
18,508 10,881 2,046 163,187 171,765 183,741 184,692 9,948 8,997
CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST: -3,775)
-899 -747 311 -5,479 -3,150 -6,067 -3,586 2,292 -189
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 5.6 1.1 84.3 88.7 94.9 95.4 5.1 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 3 1 25 26 28 29
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 732,740
COMMITMENTS
64,333 4,259 11,855 654,294 714,170 730,482 730,284 2,258 2,456
CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST: -8,061)
3,644 1,131 138 -10,885 -8,373 -7,103 -7,104 -958 -957
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 0.6 1.6 89.3 97.5 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
3 3 4 57 40 62 45
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 226,207
COMMITMENTS
21,514 15,416 645 198,096 203,966 220,255 220,027 5,952 6,180
CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST: 235)
122 0 -813 864 1,446 173 633 62 -398
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 6.8 0.3 87.6 90.2 97.4 97.3 2.6 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
5 1 2 27 26 32 29
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 219,041
COMMITMENTS
474 942 3,276 212,277 208,962 216,027 213,180 3,014 5,861
CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST: 8,101)
218 694 100 7,782 7,732 8,100 8,526 1 -425
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.4 1.5 96.9 95.4 98.6 97.3 1.4 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
1 2 3 39 40 42 43
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 93,974
COMMITMENTS
4,563 1,012 1,587 83,047 84,594 89,197 87,193 4,777 6,781
CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST: 788)
-678 -60 32 1,090 4,807 444 4,779 344 -3,991
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 1.1 1.7 88.4 90.0 94.9 92.8 5.1 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 1 2 23 21 25 24
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 103,273
COMMITMENTS
1,282 17,508 3,991 86,814 77,667 92,087 99,166 11,186 4,107
CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST: 3,174)
910 1,357 -33 3,884 2,283 4,761 3,607 -1,587 -433
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 17.0 3.9 84.1 75.2 89.2 96.0 10.8 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
2 4 3 27 27 32 31
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 16,247
COMMITMENTS
1,829 0 0 13,492 15,759 15,321 15,759 926 488
CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 0.0 0.0 83.0 97.0 94.3 97.0 5.7 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 0 14 10 16 10
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 71,752
COMMITMENTS
0 1,797 667 59,502 60,213 60,169 62,677 11,583 9,075
CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST: 1,005)
0 -114 100 438 1,260 538 1,246 467 -241
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.5 0.9 82.9 83.9 83.9 87.4 16.1 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 2 1 18 17 19 19
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 209,623
COMMITMENTS
916 0 0 201,387 204,679 202,303 204,679 7,320 4,944
CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST: 3,338)
0 0 0 3,660 3,059 3,660 3,059 -322 279
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.0 0.0 96.1 97.6 96.5 97.6 3.5 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
1 0 0 31 28 32 28
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 94,640
COMMITMENTS
0 0 0 87,007 92,066 87,007 92,066 7,633 2,574
CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST: 3,329)
0 0 0 3,515 3,329 3,515 3,329 -186 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 91.9 97.3 91.9 97.3 8.1 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 0 0 25 26 25 26
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 283,267
COMMITMENTS
944 1,472 184 274,018 275,261 275,146 276,917 8,121 6,350
CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST: 3,528)
-664 0 -30 4,588 3,412 3,894 3,382 -366 146
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.5 0.1 96.7 97.2 97.1 97.8 2.9 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
1 1 1 46 39 47 41
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 70,433
COMMITMENTS
1,678 2,726 5,255 59,543 55,365 66,476 63,346 3,957 7,087
CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST: 1,470)
-197 -685 856 1,998 1,732 2,657 1,903 -1,187 -433
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 3.9 7.5 84.5 78.6 94.4 89.9 5.6 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 3 4 21 21 25 25
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BA - ICE FUTURES ENERCode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 76,280
COMMITMENTS
2,367 310 3,394 65,914 67,080 71,675 70,784 4,605 5,496
CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST: 704)
-378 0 98 860 1,679 580 1,777 124 -1,073
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 0.4 4.4 86.4 87.9 94.0 92.8 6.0 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 1 1 17 17 19 19
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 97,425
COMMITMENTS
5,332 3,100 552 90,106 87,676 95,990 91,328 1,435 6,097
CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST: 3,459)
5,332 0 0 -1,749 3,579 3,583 3,579 -124 -120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 3.2 0.6 92.5 90.0 98.5 93.7 1.5 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 2 1 15 16 17 18
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 73,654
COMMITMENTS
19,809 2,575 2,069 50,971 67,379 72,849 72,023 805 1,631
CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST: 7,922)
5,332 0 0 2,776 7,922 8,108 7,922 -186 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.9 3.5 2.8 69.2 91.5 98.9 97.8 1.1 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
6 3 2 25 31 33 34
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 43,352
COMMITMENTS
0 0 0 42,764 42,207 42,764 42,207 588 1,145
CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST: 3,596)
0 0 0 3,472 3,348 3,472 3,348 124 248
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.6 97.4 98.6 97.4 1.4 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 0 0 13 22 13 22
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 152,373
COMMITMENTS
489 1,367 792 139,704 139,829 140,985 141,988 11,388 10,385
CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST: 1,424)
-381 355 32 2,859 1,591 2,510 1,978 -1,086 -554
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.9 0.5 91.7 91.8 92.5 93.2 7.5 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 2 1 31 26 33 28
NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV Code-0233AW
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 15,943
COMMITMENTS
0 3,958 978 13,425 10,697 14,403 15,633 1,540 310
CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 24.8 6.1 84.2 67.1 90.3 98.1 9.7 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 4 1 9 10 10 14
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS - ICE FUTURES ENERCode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 57,418
COMMITMENTS
329 0 1,045 51,317 49,657 52,691 50,702 4,727 6,716
CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST: -102)
120 0 -21 -47 -81 52 -102 -154 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.0 1.8 89.4 86.5 91.8 88.3 8.2 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 1 12 15 13 16
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 103,311
COMMITMENTS
626 741 3,005 96,362 91,829 99,993 95,575 3,318 7,736
CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST: 7,111)
451 450 3 7,143 7,808 7,597 8,261 -486 -1,150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.7 2.9 93.3 88.9 96.8 92.5 3.2 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 1 2 23 22 25 24
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 26,060
COMMITMENTS
4,832 0 0 21,073 25,078 25,905 25,078 155 982
CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.5 0.0 0.0 80.9 96.2 99.4 96.2 0.6 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 0 0 8 14 11 14
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 133,863
COMMITMENTS
372 19,480 1,071 126,810 109,733 128,253 130,284 5,610 3,579
CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST: 6,285)
0 717 -166 6,327 5,764 6,161 6,315 124 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 14.6 0.8 94.7 82.0 95.8 97.3 4.2 2.7
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 07/22/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 247,423
COMMITMENTS
0 33,439 5,480 229,216 196,337 234,696 235,256 12,727 12,167
CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST: -917)
-198 37 -119 -729 -958 -1,046 -1,040 129 123
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 13.5 2.2 92.6 79.4 94.9 95.1 5.1 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
0 4 3 33 29 36 33
SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 31,966
COMMITMENTS
3,531 1,519 372 26,091 29,579 29,994 31,470 1,972 496
CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST: 4,677)
124 -372 372 4,088 4,429 4,584 4,429 93 248
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.0 4.8 1.2 81.6 92.5 93.8 98.4 6.2 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 1 1 16 17 19 19
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 53,471
COMMITMENTS
2,615 186 62 48,983 52,543 51,660 52,791 1,811 680
CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST: 1,364)
0 0 0 2,161 1,581 2,161 1,581 -797 -217
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 0.3 0.1 91.6 98.3 96.6 98.7 3.4 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 1 1 20 16 23 17
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 261,130
COMMITMENTS
2,062 34,991 4,177 246,599 216,995 252,838 256,163 8,292 4,967
CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST: 3,691)
0 -1,375 357 3,149 4,901 3,506 3,883 185 -192
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 13.4 1.6 94.4 83.1 96.8 98.1 3.2 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
2 6 3 43 34 48 40
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 58,777
COMMITMENTS
6,734 0 0 48,000 55,671 54,734 55,671 4,043 3,106
CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST: 358)
0 0 0 398 206 398 206 -40 152
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 0.0 0.0 81.7 94.7 93.1 94.7 6.9 5.3
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 07/22/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 78,616
COMMITMENTS
0 488 0 75,248 76,719 75,248 77,207 3,368 1,409
CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST: 194)
0 -248 0 1,017 442 1,017 194 -823 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.6 0.0 95.7 97.6 95.7 98.2 4.3 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 1 0 23 18 23 19
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 64,901
COMMITMENTS
0 5,680 0 56,430 56,944 56,430 62,624 8,471 2,277
CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST: 462)
0 0 0 251 431 251 431 211 31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 8.8 0.0 86.9 87.7 86.9 96.5 13.1 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 1 0 21 16 21 17
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 169,484
COMMITMENTS
27,344 6,889 18,468 122,898 143,279 168,710 168,636 775 848
CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST: 407)
261 -1,142 1,433 -1,282 88 413 379 -5 28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.1 4.1 10.9 72.5 84.5 99.5 99.5 0.5 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
15 7 18 51 54 73 73
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 50,134
COMMITMENTS
10,050 180 1,055 39,029 48,899 50,134 50,134 0 0
CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST: -480)
-184 -52 0 -296 -428 -480 -480 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.0 0.4 2.1 77.8 97.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 2 2 23 22 26 26
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 396,020
COMMITMENTS
32,823 0 25,975 337,222 370,045 396,020 396,020 0 0
CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST: 4,233)
5,217 -328 -1,968 984 6,529 4,233 4,233 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 0.0 6.6 85.2 93.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
4 0 2 21 20 25 22
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,504,886
COMMITMENTS
59,447 23,692 63,891 1381548 1417303 1504886 1504886 -0 0
CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST: 9,887)
1,526 765 -2,332 10,692 11,454 9,887 9,887 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 1.6 4.2 91.8 94.2 100.0 100.0 -0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
5 3 5 41 44 48 50
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 45,939
COMMITMENTS
1,361 4,047 5,265 39,313 36,627 45,939 45,939 0 -0
CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST: 320)
52 -832 273 -6 878 320 320 0 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 8.8 11.5 85.6 79.7 100.0 100.0 0.0 -0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 4 4 24 20 29 26
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 305,369
COMMITMENTS
648 51,206 14,510 290,211 239,653 305,369 305,369 0 0
CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST: 5,904)
-656 1,640 328 6,232 3,936 5,904 5,904 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 16.8 4.8 95.0 78.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 3 3 15 16 18 20
PJM AEP DAYTON RT OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 639,437
COMMITMENTS
42,606 0 5,461 591,370 633,976 639,437 639,437 0 0
CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST: 17,840)
759 0 -759 17,840 18,599 17,840 17,840 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 1 23 29 27 30
AEP DAYTON HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 54,387
COMMITMENTS
6,432 3,874 1,989 45,223 47,544 53,644 53,407 743 980
CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST: 854)
46 0 -19 806 573 833 554 21 300
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 7.1 3.7 83.2 87.4 98.6 98.2 1.4 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
6 2 5 28 30 36 35
AD HUB DA OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 42,535
COMMITMENTS
150 0 0 42,145 42,505 42,295 42,505 240 30
CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST: 3,325)
0 0 0 3,325 3,325 3,325 3,325 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.0 0.0 99.1 99.9 99.4 99.9 0.6 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 0 0 21 16 22 16
AD HUB DA PEAK DAILY - ICE FUTURES ENERGY DIV Code-06439E
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 mwh OPEN INTEREST: 5,800
COMMITMENTS
200 1,600 0 5,550 3,600 5,750 5,200 50 600
CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 27.6 0.0 95.7 62.1 99.1 89.7 0.9 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 1 0 12 11 14 12
PJM AEP DAYTON DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 58,170
COMMITMENTS
200 450 50 57,740 57,670 57,990 58,170 180 0
CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST: 4,190)
0 0 0 4,130 4,190 4,130 4,190 60 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.8 0.1 99.3 99.1 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 1 1 31 18 35 19
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 9,670
COMMITMENTS
0 700 0 9,670 8,970 9,670 9,670 0 0
CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST: 290)
0 0 0 290 290 290 290 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.2 0.0 100.0 92.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 2 0 18 19 18 21
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 276,768
COMMITMENTS
10,440 4,224 3,584 262,744 268,960 276,768 276,768 0 0
CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST: 11,744)
1,168 768 1,200 9,376 9,776 11,744 11,744 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 1.5 1.3 94.9 97.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 4 2 23 20 25 25
ERCOT - NORTH ZONE - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 11,922
COMMITMENTS
1,834 1,124 362 9,507 10,349 11,703 11,836 219 86
CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST: 105)
-44 9 42 190 96 188 147 -83 -42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.4 9.4 3.0 79.7 86.8 98.2 99.3 1.8 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 3 3 17 18 22 22
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 18,600
COMMITMENTS
3,100 250 350 15,150 18,000 18,600 18,600 0 0
CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST: 50)
150 0 -50 -50 100 50 50 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.7 1.3 1.9 81.5 96.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 1 2 15 12 17 15
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 17,220
COMMITMENTS
840 1,100 20 16,360 16,040 17,220 17,160 0 60
CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST: 460)
-470 100 20 910 340 460 460 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 6.4 0.1 95.0 93.1 100.0 99.7 0.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 2 1 18 20 21 23
MISO IN. RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 12,262
COMMITMENTS
0 535 375 11,647 11,092 12,022 12,002 240 260
CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST: 875)
0 0 0 875 635 875 635 0 240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.4 3.1 95.0 90.5 98.0 97.9 2.0 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 2 1 25 16 26 18
MISO CINERGY HUB (REAL-TIME LMP) - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 19,904
COMMITMENTS
1,529 131 666 17,070 18,041 19,265 18,838 639 1,066
CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST: -342)
-189 -21 46 -220 -282 -363 -257 21 -85
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 0.7 3.3 85.8 90.6 96.8 94.6 3.2 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 2 1 26 23 28 26
Nepool MH DA LMP Offpk Mon Min - ICE FUTURES ENERGY DIV Code-0643B9
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 33,542
COMMITMENTS
0 6,346 1,469 31,908 25,617 33,377 33,432 165 110
CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST: 767)
0 860 -135 902 42 767 767 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 18.9 4.4 95.1 76.4 99.5 99.7 0.5 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
0 4 3 32 30 35 34
ISO NE MASS PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 42,090
COMMITMENTS
875 3,770 4,050 37,035 34,255 41,960 42,075 130 15
CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST: 1,236)
75 760 -35 1,196 511 1,236 1,236 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 9.0 9.6 88.0 81.4 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
5 3 3 36 36 44 39
N. ILLINOIS HUB DAY AHEAD LMP, OFF PEAK MONTHLY - ICE FUTURES ENERGY Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 38,035
COMMITMENTS
600 0 0 37,195 38,035 37,795 38,035 240 0
CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST: 3,875)
0 0 0 3,875 3,875 3,875 3,875 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 0.0 0.0 97.8 100.0 99.4 100.0 0.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 0 0 23 11 24 11
PJM NI DAY AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 46,554
COMMITMENTS
450 0 0 46,044 46,554 46,494 46,554 60 0
CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST: 7,440)
0 0 0 7,440 7,440 7,440 7,440 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.0 0.0 98.9 100.0 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 0 0 28 15 29 15
ISO NE MASS DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 447,479
COMMITMENTS
61,103 4,047 27,312 359,064 416,120 447,479 447,479 0 0
CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST: 6,976)
783 760 1,200 4,993 5,016 6,976 6,976 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.7 0.9 6.1 80.2 93.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
3 1 3 29 29 33 32
NEPOOL MASS HUB (DAY-AHEAD LMP) - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 32,268
COMMITMENTS
5,781 1,154 1,342 23,977 29,685 31,100 32,181 1,168 87
CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST: 387)
-54 -63 135 349 315 430 387 -43 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.9 3.6 4.2 74.3 92.0 96.4 99.7 3.6 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
6 3 4 29 33 35 40
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 14,801
COMMITMENTS
331 120 2,126 12,344 12,555 14,801 14,801 0 0
CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST: -135)
-878 -135 154 589 -154 -135 -135 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 0.8 14.4 83.4 84.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 1 2 18 10 21 12
CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BR
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
25MWh OPEN INTEREST: 253,583
COMMITMENTS
71,101 0 7,712 174,770 245,871 253,583 253,583 0 0
CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST: 7,711)
-977 0 0 8,688 7,711 7,711 7,711 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.0 0.0 3.0 68.9 97.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
4 0 1 13 5 17 6
PJM NI REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 486,808
COMMITMENTS
2,369 12,663 12,832 471,607 461,313 486,808 486,808 0 0
CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST: -23,056)
0 0 0 -23,056 -23,056 -23,056 -23,056 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 2.6 2.6 96.9 94.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 3 1 23 18 25 21
NORTHERN ILLINOIS HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 44,705
COMMITMENTS
8,931 132 1,060 34,033 43,045 44,024 44,237 681 468
CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST: 848)
171 0 42 593 785 806 827 42 21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.0 0.3 2.4 76.1 96.3 98.5 99.0 1.5 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 1 1 20 18 23 20
NYISO ZONE J - ICE FUTURES ENERGY DIV Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 5,887
COMMITMENTS
123 1,088 0 5,319 4,627 5,442 5,715 445 172
CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST: -66)
0 0 0 -87 -45 -87 -45 21 -21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 18.5 0.0 90.4 78.6 92.4 97.1 7.6 2.9
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 07/22/14 |
--------------------------------------------------------------| 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 07/15/14 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 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 07/22/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 15,439
COMMITMENTS
2,302 62 306 11,553 14,303 14,161 14,671 1,278 768
CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST: -107)
69 -317 -23 -367 150 -321 -190 214 83
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.9 0.4 2.0 74.8 92.6 91.7 95.0 8.3 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
4 1 2 18 18 23 20
NYISO ZONE A (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 211,532
COMMITMENTS
40,850 742 1,602 169,080 204,484 211,532 206,828 0 4,704
CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST: 5,112)
4,328 417 -417 1,201 408 5,112 408 0 4,704
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.3 0.4 0.8 79.9 96.7 100.0 97.8 0.0 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 1 1 17 21 20 22
NYISO ZONE G - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 11,999
COMMITMENTS
1,484 28 575 9,743 11,246 11,802 11,849 197 150
CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST: 413)
-21 -195 88 323 541 390 434 23 -21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 0.2 4.8 81.2 93.7 98.4 98.7 1.6 1.3
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 07/22/14 |
--------------------------------------------------------------| 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 07/15/14 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 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 07/22/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 20,573
COMMITMENTS
52 2,170 1,812 18,709 16,591 20,573 20,573 0 0
CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST: 53)
0 -75 0 53 128 53 53 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 10.5 8.8 90.9 80.6 100.0 100.0 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 07/22/14 |
--------------------------------------------------------------| 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 07/15/14 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.4 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 07/22/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs OPEN INTEREST: 120,658
COMMITMENTS
1,739 1,764 1,921 11,632 11,601 15,292 15,286 105,367 105,372
CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST: -6,850)
-94 -90 107 -494 -488 -481 -471 -6,369 -6,379
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 1.5 1.6 9.6 9.6 12.7 12.7 87.3 87.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 4 4 16 16 20 21
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/14 |
--------------------------------------------------------------| 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 07/15/14 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 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 07/22/14 |
--------------------------------------------------------------| 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 07/15/14 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 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 07/22/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 10,220
COMMITMENTS
0 0 0 10,135 10,160 10,135 10,160 85 60
CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST: 380)
0 0 0 550 380 550 380 -170 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.2 99.4 99.2 99.4 0.8 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 0 0 20 13 20 13
PJM PEPCO DAY-AHEAD - ICE FUTURES ENERGY DIV Code-0643D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 22,495
COMMITMENTS
0 300 0 22,240 22,195 22,240 22,495 255 0
CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST: 560)
0 0 0 560 560 560 560 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.3 0.0 98.9 98.7 98.9 100.0 1.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 0 16 10 16 11
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 20,795
COMMITMENTS
0 0 0 20,200 20,795 20,200 20,795 595 0
CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST: 110)
0 0 0 0 110 0 110 110 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.1 100.0 97.1 100.0 2.9 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 18 8 18 8
PJM PPL ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 23,850
COMMITMENTS
0 0 0 23,185 23,850 23,185 23,850 665 0
CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST: 170)
0 0 0 60 170 60 170 110 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.2 100.0 97.2 100.0 2.8 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 07/22/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 123,595
COMMITMENTS
2,010 225 0 121,405 123,370 123,415 123,595 180 0
CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST: 1,560)
100 0 0 1,460 1,560 1,560 1,560 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 0.2 0.0 98.2 99.8 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
3 2 0 35 30 38 32
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 156,546
COMMITMENTS
2,945 50 0 153,541 156,496 156,486 156,546 60 0
CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST: -455)
150 0 0 -605 -455 -455 -455 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 0.0 0.0 98.1 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
5 1 0 41 33 46 34
PJM WESTERN HUB MINI (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 151,957
COMMITMENTS
19,383 1,625 9,591 122,797 140,396 151,772 151,612 186 345
CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST: 890)
-200 -237 567 789 785 1,156 1,115 -265 -225
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.8 1.1 6.3 80.8 92.4 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
6 7 9 45 40 55 52
PJM WH REAL TIME MINI OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 96,581
COMMITMENTS
2,295 1,870 1,930 92,226 92,601 96,451 96,401 130 180
CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST: 1,481)
-55 0 0 1,536 1,481 1,481 1,481 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 1.9 2.0 95.5 95.9 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
5 2 3 33 32 39 36
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 23,630
COMMITMENTS
0 650 0 22,990 22,980 22,990 23,630 640 0
CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST: 110)
0 0 0 110 110 110 110 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 07/22/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 21,145
COMMITMENTS
0 300 0 20,820 20,840 20,820 21,140 325 5
CHANGES FROM 07/15/14 (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 1.4 0.0 98.5 98.6 98.5 100.0 1.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 1 0 22 11 22 12
NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 14,188
COMMITMENTS
2,473 300 415 10,939 13,413 13,827 14,128 361 60
CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST: -105)
735 0 0 -840 -105 -105 -105 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.4 2.1 2.9 77.1 94.5 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 07/22/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 12,453
COMMITMENTS
2,615 0 225 8,669 12,156 11,509 12,381 944 72
CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST: 375)
600 0 0 -235 375 365 375 10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.0 0.0 1.8 69.6 97.6 92.4 99.4 7.6 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 07/22/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 14,572
COMMITMENTS
0 1,320 600 13,476 12,562 14,076 14,482 496 90
CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST: 1,575)
0 250 0 1,455 1,265 1,455 1,515 120 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 9.1 4.1 92.5 86.2 96.6 99.4 3.4 0.6
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 07/22/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 10,510
COMMITMENTS
465 0 75 9,546 10,170 10,086 10,245 424 265
CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST: 1,131)
300 0 0 701 1,071 1,001 1,071 130 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 0.0 0.7 90.8 96.8 96.0 97.5 4.0 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 0 1 18 21 19 22
PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C86
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 4,740
COMMITMENTS
285 0 100 4,195 3,635 4,580 3,735 160 1,005
CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST: 225)
-25 0 25 165 80 165 105 60 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 0.0 2.1 88.5 76.7 96.6 78.8 3.4 21.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 1 15 16 16 17
Updated July 25, 2014