CALIFORNIA CARBON ALLOWANCE VINTAGE 2014 - ICE FUTURES ENERGY DIV Code-006392
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California Carbon Allowances OPEN INTEREST: 10,257
COMMITMENTS
2,641 1,068 2,120 5,462 7,002 10,223 10,190 34 67
CHANGES FROM 08/05/14 (CHANGE IN OPEN INTEREST: 52)
4 -30 30 7 22 41 22 11 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.8 10.4 20.7 53.2 68.3 99.7 99.3 0.3 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
5 3 5 10 3 17 10
CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 23,239
COMMITMENTS
10,352 5,494 1,358 11,529 16,387 23,239 23,239 -0 0
CHANGES FROM 08/05/14 (CHANGE IN OPEN INTEREST: -32)
4 0 -4 -32 -28 -32 -32 -0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.5 23.6 5.8 49.6 70.5 100.0 100.0 -0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
8 4 3 9 7 19 13
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 4,295,618
COMMITMENTS
571,051 249,351 962,277 2735711 3071611 4269039 4283239 26,579 12,379
CHANGES FROM 08/05/14 (CHANGE IN OPEN INTEREST: 48,502)
-54,457 -28,225 51,901 51,221 25,218 48,665 48,894 -163 -392
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.3 5.8 22.4 63.7 71.5 99.4 99.7 0.6 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 219)
34 32 55 146 125 209 183
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 1,996,231
COMMITMENTS
54,228 43,271 856,602 1085091 1096164 1995921 1996037 310 194
CHANGES FROM 08/05/14 (CHANGE IN OPEN INTEREST: 14,842)
-1,250 1,978 9,231 7,145 4,277 15,127 15,486 -284 -644
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 2.2 42.9 54.4 54.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
22 21 39 53 55 94 96
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 217,133
COMMITMENTS
27,981 3,031 7,582 167,794 198,630 203,357 209,243 13,776 7,890
CHANGES FROM 08/05/14 (CHANGE IN OPEN INTEREST: 2,767)
-1,185 849 794 2,426 757 2,035 2,400 732 367
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.9 1.4 3.5 77.3 91.5 93.7 96.4 6.3 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
6 4 5 30 30 39 36
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 113,818
COMMITMENTS
3,781 1,463 1,402 104,183 107,914 109,366 110,779 4,452 3,039
CHANGES FROM 08/05/14 (CHANGE IN OPEN INTEREST: -2)
1,452 30 -258 -111 215 1,083 -13 -1,085 11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 1.3 1.2 91.5 94.8 96.1 97.3 3.9 2.7
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 08/12/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 187,418
COMMITMENTS
16,306 8,560 2,256 160,383 166,948 178,945 177,764 8,473 9,654
CHANGES FROM 08/05/14 (CHANGE IN OPEN INTEREST: 133)
291 0 -90 -518 -1,556 -317 -1,646 450 1,779
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 4.6 1.2 85.6 89.1 95.5 94.8 4.5 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
4 1 1 25 28 29 30
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 697,916
COMMITMENTS
61,383 3,105 9,812 623,836 682,952 695,031 695,869 2,885 2,047
CHANGES FROM 08/05/14 (CHANGE IN OPEN INTEREST: -6,599)
2,648 10 -788 -9,430 -5,911 -7,570 -6,689 971 90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 0.4 1.4 89.4 97.9 99.6 99.7 0.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
3 2 3 59 41 63 45
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 220,571
COMMITMENTS
19,018 14,974 443 194,384 195,534 213,845 210,951 6,726 9,620
CHANGES FROM 08/05/14 (CHANGE IN OPEN INTEREST: 5,418)
-267 -152 151 4,257 3,778 4,141 3,777 1,277 1,641
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.6 6.8 0.2 88.1 88.6 97.0 95.6 3.0 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
5 1 2 26 25 31 28
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 229,129
COMMITMENTS
2,844 1,112 2,659 220,214 218,932 225,717 222,703 3,412 6,426
CHANGES FROM 08/05/14 (CHANGE IN OPEN INTEREST: 8,357)
2,211 58 -378 5,550 8,619 7,383 8,299 974 58
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.5 1.2 96.1 95.5 98.5 97.2 1.5 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
1 2 2 36 36 38 39
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 86,812
COMMITMENTS
4,113 702 1,743 76,548 74,272 82,404 76,717 4,408 10,095
CHANGES FROM 08/05/14 (CHANGE IN OPEN INTEREST: 2,949)
-230 0 503 2,676 2,874 2,949 3,377 0 -428
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 0.8 2.0 88.2 85.6 94.9 88.4 5.1 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 1 2 20 20 22 23
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 96,146
COMMITMENTS
1,431 13,159 4,557 80,331 73,473 86,319 91,189 9,827 4,957
CHANGES FROM 08/05/14 (CHANGE IN OPEN INTEREST: -292)
0 -2,564 -55 -330 2,206 -385 -413 93 121
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 13.7 4.7 83.6 76.4 89.8 94.8 10.2 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 3 3 27 26 32 29
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 17,424
COMMITMENTS
1,209 0 0 15,721 17,122 16,930 17,122 494 302
CHANGES FROM 08/05/14 (CHANGE IN OPEN INTEREST: 2,480)
0 0 0 2,480 2,480 2,480 2,480 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 0.0 0.0 90.2 98.3 97.2 98.3 2.8 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 14 10 15 10
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 72,633
COMMITMENTS
0 2,104 889 61,032 61,951 61,921 64,944 10,712 7,689
CHANGES FROM 08/05/14 (CHANGE IN OPEN INTEREST: 2,587)
0 -260 -572 2,347 2,711 1,775 1,879 812 708
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.9 1.2 84.0 85.3 85.3 89.4 14.7 10.6
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 08/12/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 197,498
COMMITMENTS
854 0 0 189,828 192,701 190,682 192,701 6,816 4,797
CHANGES FROM 08/05/14 (CHANGE IN OPEN INTEREST: -504)
0 0 0 -324 -473 -324 -473 -180 -31
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: 43)
1 0 0 31 29 32 29
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 87,348
COMMITMENTS
0 0 0 79,162 84,694 79,162 84,694 8,186 2,654
CHANGES FROM 08/05/14 (CHANGE IN OPEN INTEREST: 1,537)
0 0 0 1,537 1,177 1,537 1,177 0 360
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 90.6 97.0 90.6 97.0 9.4 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 0 0 24 24 24 24
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 275,862
COMMITMENTS
0 1,159 512 266,957 268,339 267,469 270,010 8,393 5,852
CHANGES FROM 08/05/14 (CHANGE IN OPEN INTEREST: 7,958)
-87 183 57 6,953 7,808 6,923 8,048 1,035 -90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.4 0.2 96.8 97.3 97.0 97.9 3.0 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
0 2 1 45 38 46 40
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 64,416
COMMITMENTS
2,453 1,098 4,138 53,331 51,288 59,922 56,524 4,494 7,892
CHANGES FROM 08/05/14 (CHANGE IN OPEN INTEREST: 395)
868 -937 -597 631 1,537 902 3 -507 392
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 1.7 6.4 82.8 79.6 93.0 87.7 7.0 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 2 3 21 19 25 22
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BA - ICE FUTURES ENERCode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 70,455
COMMITMENTS
2,665 1,054 2,080 59,658 61,989 64,403 65,123 6,052 5,332
CHANGES FROM 08/05/14 (CHANGE IN OPEN INTEREST: 1,234)
359 0 -219 666 1,247 806 1,028 428 206
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 1.5 3.0 84.7 88.0 91.4 92.4 8.6 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 1 2 15 16 17 19
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 101,054
COMMITMENTS
9,238 1,446 1,586 89,196 91,923 100,020 94,955 1,034 6,099
CHANGES FROM 08/05/14 (CHANGE IN OPEN INTEREST: 61)
2,898 0 0 -2,959 0 -61 0 122 61
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.1 1.4 1.6 88.3 91.0 99.0 94.0 1.0 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 2 11 14 13 16
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 53,916
COMMITMENTS
13,091 2,779 1,772 38,434 47,053 53,297 51,604 619 2,312
CHANGES FROM 08/05/14 (CHANGE IN OPEN INTEREST: 1,936)
3,020 0 0 -1,053 1,936 1,967 1,936 -31 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.3 5.2 3.3 71.3 87.3 98.9 95.7 1.1 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
3 3 2 23 20 27 24
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 34,429
COMMITMENTS
217 0 0 33,810 33,782 34,027 33,782 402 647
CHANGES FROM 08/05/14 (CHANGE IN OPEN INTEREST: -60)
0 0 0 -60 -60 -60 -60 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.0 0.0 98.2 98.1 98.8 98.1 1.2 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 0 0 13 23 14 23
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 136,230
COMMITMENTS
489 679 768 120,029 125,291 121,286 126,738 14,944 9,492
CHANGES FROM 08/05/14 (CHANGE IN OPEN INTEREST: -2,018)
0 -158 -269 -2,579 -1,615 -2,848 -2,042 830 24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.5 0.6 88.1 92.0 89.0 93.0 11.0 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 2 1 28 27 30 29
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS - ICE FUTURES ENERCode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 53,469
COMMITMENTS
97 0 1,047 48,644 47,174 49,788 48,221 3,681 5,248
CHANGES FROM 08/05/14 (CHANGE IN OPEN INTEREST: -47)
-453 0 255 151 -302 -47 -47 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.0 2.0 91.0 88.2 93.1 90.2 6.9 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 1 13 15 14 16
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 97,519
COMMITMENTS
60 1,456 2,714 91,563 86,125 94,337 90,295 3,182 7,224
CHANGES FROM 08/05/14 (CHANGE IN OPEN INTEREST: 593)
-980 1,214 590 921 -1,271 531 533 62 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 1.5 2.8 93.9 88.3 96.7 92.6 3.3 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 1 2 20 22 22 24
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 69,296
COMMITMENTS
4,109 964 561 54,076 62,982 58,746 64,507 10,550 4,789
CHANGES FROM 08/05/14 (CHANGE IN OPEN INTEREST: 1,531)
0 -88 90 2,181 2,907 2,271 2,909 -740 -1,378
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 1.4 0.8 78.0 90.9 84.8 93.1 15.2 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 1 1 16 15 19 16
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 123,033
COMMITMENTS
372 20,475 1,703 116,183 99,347 118,258 121,525 4,775 1,508
CHANGES FROM 08/05/14 (CHANGE IN OPEN INTEREST: -4,690)
-870 2,153 534 -4,354 -7,347 -4,690 -4,660 0 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 16.6 1.4 94.4 80.7 96.1 98.8 3.9 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 3 1 17 18 19 21
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 236,007
COMMITMENTS
27 25,406 5,395 223,356 195,924 228,778 226,725 7,229 9,282
CHANGES FROM 08/05/14 (CHANGE IN OPEN INTEREST: 4,395)
27 -1,493 493 3,783 5,330 4,303 4,330 92 65
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 10.8 2.3 94.6 83.0 96.9 96.1 3.1 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
1 2 3 35 29 38 32
SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 26,458
COMMITMENTS
2,436 0 0 22,546 25,932 24,982 25,932 1,476 526
CHANGES FROM 08/05/14 (CHANGE IN OPEN INTEREST: 2,820)
300 0 0 2,702 2,912 3,002 2,912 -182 -92
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 0.0 0.0 85.2 98.0 94.4 98.0 5.6 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 0 0 15 14 18 14
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 45,182
COMMITMENTS
1,468 0 0 42,585 44,378 44,053 44,378 1,129 804
CHANGES FROM 08/05/14 (CHANGE IN OPEN INTEREST: 360)
0 0 0 360 360 360 360 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 0.0 0.0 94.3 98.2 97.5 98.2 2.5 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 0 16 14 17 14
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 246,815
COMMITMENTS
2,878 32,669 4,401 231,470 204,221 238,749 241,291 8,066 5,524
CHANGES FROM 08/05/14 (CHANGE IN OPEN INTEREST: 3,060)
1,096 -373 603 2,143 3,526 3,842 3,756 -782 -696
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 13.2 1.8 93.8 82.7 96.7 97.8 3.3 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
3 5 4 43 34 48 41
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 55,068
COMMITMENTS
4,908 0 0 46,066 53,303 50,974 53,303 4,094 1,765
CHANGES FROM 08/05/14 (CHANGE IN OPEN INTEREST: 1,066)
0 0 0 883 2,333 883 2,333 183 -1,267
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 0.0 0.0 83.7 96.8 92.6 96.8 7.4 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 0 0 16 21 17 21
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 77,098
COMMITMENTS
0 488 0 73,737 75,356 73,737 75,844 3,361 1,254
CHANGES FROM 08/05/14 (CHANGE IN OPEN INTEREST: 1,216)
0 0 0 2,343 1,216 2,343 1,216 -1,127 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.6 0.0 95.6 97.7 95.6 98.4 4.4 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 1 0 23 17 23 18
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 58,783
COMMITMENTS
0 4,999 0 51,448 51,700 51,448 56,699 7,335 2,084
CHANGES FROM 08/05/14 (CHANGE IN OPEN INTEREST: 901)
0 -151 0 1,050 992 1,050 841 -149 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 8.5 0.0 87.5 88.0 87.5 96.5 12.5 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 1 0 21 15 21 16
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 155,736
COMMITMENTS
25,711 5,892 15,951 113,264 133,452 154,926 155,295 810 441
CHANGES FROM 08/05/14 (CHANGE IN OPEN INTEREST: 1,952)
-2,401 -604 414 3,894 2,485 1,907 2,295 45 -343
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.5 3.8 10.2 72.7 85.7 99.5 99.7 0.5 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
13 7 15 53 57 72 73
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 48,561
COMMITMENTS
7,280 464 1,742 39,539 46,355 48,561 48,561 0 -0
CHANGES FROM 08/05/14 (CHANGE IN OPEN INTEREST: -442)
-1,731 77 382 907 -900 -442 -442 0 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.0 1.0 3.6 81.4 95.5 100.0 100.0 0.0 -0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
4 2 3 24 20 29 25
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 387,578
COMMITMENTS
38,752 0 20,991 327,835 366,587 387,578 387,578 0 0
CHANGES FROM 08/05/14 (CHANGE IN OPEN INTEREST: 3,751)
-327 0 0 4,078 3,751 3,751 3,751 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 0.0 5.4 84.6 94.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 0 1 20 17 23 18
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,507,043
COMMITMENTS
68,835 30,919 57,821 1380387 1418303 1507043 1507043 -0 0
CHANGES FROM 08/05/14 (CHANGE IN OPEN INTEREST: 15,101)
-989 -384 -3,228 19,318 18,713 15,101 15,101 -0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 2.1 3.8 91.6 94.1 100.0 100.0 -0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
6 3 5 40 44 48 50
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 46,047
COMMITMENTS
1,695 2,613 6,646 37,706 36,788 46,047 46,047 -0 0
CHANGES FROM 08/05/14 (CHANGE IN OPEN INTEREST: -2,347)
-451 -1,671 597 -2,493 -1,273 -2,347 -2,347 -0 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 5.7 14.4 81.9 79.9 100.0 100.0 -0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
4 5 5 21 20 27 28
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 299,450
COMMITMENTS
648 58,535 14,182 284,620 226,733 299,450 299,450 0 0
CHANGES FROM 08/05/14 (CHANGE IN OPEN INTEREST: -21,689)
-328 -2,337 0 -21,361 -19,352 -21,689 -21,689 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 19.5 4.7 95.0 75.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 2 2 14 16 17 18
PJM AEP DAYTON RT OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 636,723
COMMITMENTS
42,174 0 8,893 585,656 627,830 636,723 636,723 0 0
CHANGES FROM 08/05/14 (CHANGE IN OPEN INTEREST: -25,856)
-2,056 0 3,136 -26,936 -28,992 -25,856 -25,856 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 0.0 1.4 92.0 98.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
4 0 2 24 28 28 30
AEP DAYTON HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 53,307
COMMITMENTS
5,877 5,668 2,028 44,556 44,718 52,461 52,414 846 893
CHANGES FROM 08/05/14 (CHANGE IN OPEN INTEREST: -3,170)
-368 -242 38 -2,814 -2,879 -3,144 -3,083 -26 -87
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.0 10.6 3.8 83.6 83.9 98.4 98.3 1.6 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
4 2 5 28 29 34 34
AD HUB DA OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 42,565
COMMITMENTS
100 0 0 41,675 42,545 41,775 42,545 790 20
CHANGES FROM 08/05/14 (CHANGE IN OPEN INTEREST: -2,680)
-50 0 0 -2,790 -2,650 -2,840 -2,650 160 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.0 0.0 97.9 100.0 98.1 100.0 1.9 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 0 0 21 19 22 19
PJM AEP DAYTON DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 55,846
COMMITMENTS
150 250 50 55,066 55,546 55,266 55,846 580 0
CHANGES FROM 08/05/14 (CHANGE IN OPEN INTEREST: -5,070)
-50 0 0 -5,020 -5,070 -5,070 -5,070 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.4 0.1 98.6 99.5 99.0 100.0 1.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 1 1 30 20 32 21
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 12,210
COMMITMENTS
200 450 50 11,960 11,710 12,210 12,210 0 0
CHANGES FROM 08/05/14 (CHANGE IN OPEN INTEREST: 560)
0 -300 0 560 860 560 560 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 3.7 0.4 98.0 95.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 2 1 19 19 21 21
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 288,280
COMMITMENTS
10,808 6,704 2,784 274,688 278,792 288,280 288,280 0 0
CHANGES FROM 08/05/14 (CHANGE IN OPEN INTEREST: 4,960)
-392 1,592 -392 6,512 4,528 5,728 5,728 -768 -768
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 2.3 1.0 95.3 96.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 3 3 24 21 27 25
ERCOT - NORTH ZONE - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 10,729
COMMITMENTS
2,047 713 128 8,466 9,825 10,641 10,666 88 63
CHANGES FROM 08/05/14 (CHANGE IN OPEN INTEREST: -1,078)
66 -352 -66 -903 -572 -903 -990 -175 -88
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.1 6.6 1.2 78.9 91.6 99.2 99.4 0.8 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
4 2 2 16 16 21 19
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 17,450
COMMITMENTS
2,950 250 200 14,300 17,000 17,450 17,450 0 0
CHANGES FROM 08/05/14 (CHANGE IN OPEN INTEREST: -1,050)
-150 0 -150 -750 -900 -1,050 -1,050 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.9 1.4 1.1 81.9 97.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 1 1 15 11 17 13
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 19,595
COMMITMENTS
930 1,100 20 18,405 18,415 19,355 19,535 240 60
CHANGES FROM 08/05/14 (CHANGE IN OPEN INTEREST: 5)
-110 -200 0 115 205 5 5 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 5.6 0.1 93.9 94.0 98.8 99.7 1.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 2 1 20 22 23 25
MISO IN. RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 13,585
COMMITMENTS
0 1,010 375 12,955 11,960 13,330 13,345 255 240
CHANGES FROM 08/05/14 (CHANGE IN OPEN INTEREST: 358)
0 -125 0 343 503 343 378 15 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.4 2.8 95.4 88.0 98.1 98.2 1.9 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 2 1 24 18 25 20
MISO CINERGY HUB (REAL-TIME LMP) - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 18,205
COMMITMENTS
1,672 84 560 15,442 16,515 17,674 17,159 531 1,046
CHANGES FROM 08/05/14 (CHANGE IN OPEN INTEREST: -1,700)
-70 -154 -22 -1,564 -1,503 -1,656 -1,679 -44 -21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 0.5 3.1 84.8 90.7 97.1 94.3 2.9 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 1 1 27 23 29 25
Nepool MH DA LMP Offpk Mon Min - ICE FUTURES ENERGY DIV Code-0643B9
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 33,985
COMMITMENTS
0 5,478 1,777 32,053 26,635 33,830 33,890 155 95
CHANGES FROM 08/05/14 (CHANGE IN OPEN INTEREST: -1,382)
0 -903 -27 -1,345 -437 -1,372 -1,367 -10 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 16.1 5.2 94.3 78.4 99.5 99.7 0.5 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
0 5 4 34 30 38 35
ISO NE MASS PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 42,514
COMMITMENTS
790 4,411 3,161 38,415 34,902 42,366 42,474 148 40
CHANGES FROM 08/05/14 (CHANGE IN OPEN INTEREST: -1,655)
-225 -205 -730 -708 -760 -1,663 -1,695 8 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 10.4 7.4 90.4 82.1 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
5 3 3 35 33 43 36
N. ILLINOIS HUB DAY AHEAD LMP, OFF PEAK MONTHLY - ICE FUTURES ENERGY Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 34,595
COMMITMENTS
500 0 0 33,855 34,595 34,355 34,595 240 0
CHANGES FROM 08/05/14 (CHANGE IN OPEN INTEREST: -4,015)
-350 0 0 -3,665 -4,015 -4,015 -4,015 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.0 0.0 97.9 100.0 99.3 100.0 0.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 0 22 11 23 11
PJM NI DAY AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 44,940
COMMITMENTS
450 0 0 44,430 44,940 44,880 44,940 60 0
CHANGES FROM 08/05/14 (CHANGE IN OPEN INTEREST: -4,879)
-100 0 0 -4,779 -4,879 -4,879 -4,879 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: 31)
1 0 0 27 12 28 12
ISO NE MASS DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 449,636
COMMITMENTS
77,915 7,391 26,951 344,770 415,294 449,636 449,636 0 0
CHANGES FROM 08/05/14 (CHANGE IN OPEN INTEREST: -27,943)
-2,384 2,656 -1,192 -24,367 -29,407 -27,943 -27,943 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.3 1.6 6.0 76.7 92.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 1 3 25 31 29 34
NEPOOL MASS HUB (DAY-AHEAD LMP) - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 30,966
COMMITMENTS
5,657 247 2,346 21,904 28,288 29,907 30,881 1,059 85
CHANGES FROM 08/05/14 (CHANGE IN OPEN INTEREST: -3,028)
70 -195 -334 -2,655 -2,453 -2,919 -2,982 -109 -46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.3 0.8 7.6 70.7 91.4 96.6 99.7 3.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
5 3 5 26 34 33 40
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 13,841
COMMITMENTS
25 481 1,431 12,385 11,929 13,841 13,841 0 0
CHANGES FROM 08/05/14 (CHANGE IN OPEN INTEREST: -1,005)
0 257 -819 -186 -443 -1,005 -1,005 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 3.5 10.3 89.5 86.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 2 2 17 11 20 13
CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BR
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
25MWh OPEN INTEREST: 234,224
COMMITMENTS
61,924 0 7,712 164,588 226,512 234,224 234,224 0 0
CHANGES FROM 08/05/14 (CHANGE IN OPEN INTEREST: -20,336)
-7,872 0 0 -12,464 -20,336 -20,336 -20,336 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.4 0.0 3.3 70.3 96.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 0 1 14 4 17 5
PJM NI REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 465,263
COMMITMENTS
2,361 7,976 17,496 445,406 439,791 465,263 465,263 0 0
CHANGES FROM 08/05/14 (CHANGE IN OPEN INTEREST: -29,408)
-8 -1,576 -384 -29,016 -27,448 -29,408 -29,408 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 1.7 3.8 95.7 94.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 2 1 24 17 27 19
NORTHERN ILLINOIS HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 45,186
COMMITMENTS
10,739 0 933 32,818 43,706 44,490 44,639 696 547
CHANGES FROM 08/05/14 (CHANGE IN OPEN INTEREST: -1,177)
63 -132 -255 -938 -828 -1,130 -1,215 -47 38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.8 0.0 2.1 72.6 96.7 98.5 98.8 1.5 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 0 1 20 18 23 19
NYISO ZONE J - ICE FUTURES ENERGY DIV Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 6,963
COMMITMENTS
123 1,619 0 6,522 4,982 6,645 6,601 318 362
CHANGES FROM 08/05/14 (CHANGE IN OPEN INTEREST: 782)
0 -44 0 805 570 805 526 -23 256
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 23.3 0.0 93.7 71.5 95.4 94.8 4.6 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 2 0 12 11 13 13
NYISO ZONE J (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 71,930
COMMITMENTS
0 3,904 0 71,930 68,026 71,930 71,930 0 0
CHANGES FROM 08/05/14 (CHANGE IN OPEN INTEREST: -760)
0 0 0 -760 -760 -760 -760 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.4 0.0 100.0 94.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 0 10 14 10 15
NYISO ZONE A - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 15,061
COMMITMENTS
2,820 213 309 10,722 13,818 13,851 14,340 1,210 721
CHANGES FROM 08/05/14 (CHANGE IN OPEN INTEREST: 318)
69 6 19 230 316 318 341 0 -23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.7 1.4 2.1 71.2 91.7 92.0 95.2 8.0 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
4 1 3 17 18 22 21
NYISO ZONE A (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 193,545
COMMITMENTS
38,941 0 2,360 152,244 191,185 193,545 193,545 0 0
CHANGES FROM 08/05/14 (CHANGE IN OPEN INTEREST: 2,697)
-341 -758 758 2,280 2,697 2,697 2,697 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.1 0.0 1.2 78.7 98.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 0 1 17 22 20 23
NYISO ZONE G - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 12,333
COMMITMENTS
1,589 54 592 9,893 11,560 12,074 12,206 259 127
CHANGES FROM 08/05/14 (CHANGE IN OPEN INTEREST: 857)
-180 54 72 965 731 857 857 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.9 0.4 4.8 80.2 93.7 97.9 99.0 2.1 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 1 2 21 21 25 23
NYISO ZONE G (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 122,940
COMMITMENTS
11,505 0 3,186 108,249 119,754 122,940 122,940 0 0
CHANGES FROM 08/05/14 (CHANGE IN OPEN INTEREST: 3,440)
0 0 0 3,440 3,440 3,440 3,440 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.4 0.0 2.6 88.1 97.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 0 1 20 17 23 18
PALO VERDE - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 18,945
COMMITMENTS
52 1,937 1,915 16,978 15,093 18,945 18,945 0 0
CHANGES FROM 08/05/14 (CHANGE IN OPEN INTEREST: -127)
0 -50 0 -127 -77 -127 -127 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 10.2 10.1 89.6 79.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 1 17 13 19 14
PALO VERDE (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
25 MWh OPEN INTEREST: 142,234
COMMITMENTS
0 328 3,856 138,378 138,050 142,234 142,234 0 0
CHANGES FROM 08/05/14 (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 0.2 2.7 97.3 97.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 1 1 15 12 16 13
PJM CAL 1X FIXED - ICE FUTURES ENERGY DIV Code-0643CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs OPEN INTEREST: 92,847
COMMITMENTS
1,339 1,463 1,458 9,309 9,188 12,106 12,110 80,741 80,738
CHANGES FROM 08/05/14 (CHANGE IN OPEN INTEREST: 2,470)
-66 28 144 128 34 205 206 2,265 2,264
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 1.6 1.6 10.0 9.9 13.0 13.0 87.0 87.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 4 4 17 18 21 23
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 22,085
COMMITMENTS
0 875 75 21,490 21,135 21,565 22,085 520 0
CHANGES FROM 08/05/14 (CHANGE IN OPEN INTEREST: -50)
0 0 0 -50 -50 -50 -50 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.0 0.3 97.3 95.7 97.6 100.0 2.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 2 1 19 14 20 16
PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643CV
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 18,250
COMMITMENTS
0 900 0 17,610 17,350 17,610 18,250 640 0
CHANGES FROM 08/05/14 (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 4.9 0.0 96.5 95.1 96.5 100.0 3.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 0 16 9 16 10
PJM PECO ZONE (DA LMP) PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 9,665
COMMITMENTS
0 0 0 9,590 9,610 9,590 9,610 75 55
CHANGES FROM 08/05/14 (CHANGE IN OPEN INTEREST: 645)
0 0 0 645 640 645 640 0 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.2 99.4 99.2 99.4 0.8 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 0 0 20 13 20 13
PJM PEPCO DAY-AHEAD - ICE FUTURES ENERGY DIV Code-0643D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 21,045
COMMITMENTS
0 100 50 20,760 20,895 20,810 21,045 235 0
CHANGES FROM 08/05/14 (CHANGE IN OPEN INTEREST: 25)
0 -50 50 -25 25 25 25 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.5 0.2 98.6 99.3 98.9 100.0 1.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 1 16 10 17 11
PJM PPL ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 20,705
COMMITMENTS
0 0 0 19,910 20,705 19,910 20,705 795 0
CHANGES FROM 08/05/14 (CHANGE IN OPEN INTEREST: 180)
0 0 0 60 180 60 180 120 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.2 100.0 96.2 100.0 3.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 20 13 20 13
PJM WESTERN HUB (DAY-AHEAD OFF PEAK) - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 116,215
COMMITMENTS
2,025 50 0 113,960 116,165 115,985 116,215 230 0
CHANGES FROM 08/05/14 (CHANGE IN OPEN INTEREST: 145)
100 0 0 45 145 145 145 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 0.0 0.0 98.1 100.0 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
3 1 0 35 31 38 32
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 146,343
COMMITMENTS
2,835 0 150 143,308 146,193 146,293 146,343 50 0
CHANGES FROM 08/05/14 (CHANGE IN OPEN INTEREST: -180)
0 -50 100 -280 -230 -180 -180 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 0.0 0.1 97.9 99.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
5 0 2 41 31 46 33
PJM WESTERN HUB MINI (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 152,161
COMMITMENTS
19,225 4,610 8,757 124,010 138,474 151,992 151,840 169 321
CHANGES FROM 08/05/14 (CHANGE IN OPEN INTEREST: 2,357)
235 305 -134 2,243 2,221 2,344 2,391 14 -34
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.6 3.0 5.8 81.5 91.0 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
5 8 9 42 37 52 49
PJM WH REAL TIME MINI OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 95,061
COMMITMENTS
2,270 2,345 1,925 90,781 90,731 94,976 95,001 85 60
CHANGES FROM 08/05/14 (CHANGE IN OPEN INTEREST: 1,310)
-535 600 85 1,785 725 1,335 1,410 -25 -100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 2.5 2.0 95.5 95.4 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
4 3 4 33 33 39 38
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 22,985
COMMITMENTS
0 775 0 22,225 22,210 22,225 22,985 760 0
CHANGES FROM 08/05/14 (CHANGE IN OPEN INTEREST: 70)
0 0 0 70 70 70 70 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.4 0.0 96.7 96.6 96.7 100.0 3.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 1 0 21 12 21 13
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 20,535
COMMITMENTS
0 500 0 20,130 20,035 20,130 20,535 405 0
CHANGES FROM 08/05/14 (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 2.4 0.0 98.0 97.6 98.0 100.0 2.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 1 0 21 11 21 12
AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV Code-0643EA
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 mwh OPEN INTEREST: 5,770
COMMITMENTS
0 15 50 5,045 5,030 5,095 5,095 675 675
CHANGES FROM 08/05/14 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.3 0.9 87.4 87.2 88.3 88.3 11.7 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 1 16 13 17 14
NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 15,437
COMMITMENTS
2,188 250 325 12,367 14,584 14,880 15,159 557 278
CHANGES FROM 08/05/14 (CHANGE IN OPEN INTEREST: 1,170)
-15 0 15 1,185 1,277 1,185 1,292 -15 -122
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.2 1.6 2.1 80.1 94.5 96.4 98.2 3.6 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
4 1 2 18 20 22 23
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C75
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 12,315
COMMITMENTS
3,565 300 200 7,800 11,743 11,565 12,243 750 72
CHANGES FROM 08/05/14 (CHANGE IN OPEN INTEREST: 86)
0 0 0 -13 86 -13 86 99 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.9 2.4 1.6 63.3 95.4 93.9 99.4 6.1 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 2 16 18 18 20
NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C76
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 16,054
COMMITMENTS
0 590 875 14,781 14,529 15,656 15,994 398 60
CHANGES FROM 08/05/14 (CHANGE IN OPEN INTEREST: 185)
0 145 0 -5 40 -5 185 190 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.7 5.5 92.1 90.5 97.5 99.6 2.5 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 4 1 26 20 27 24
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 11,988
COMMITMENTS
1,245 0 25 10,318 11,898 11,588 11,923 400 65
CHANGES FROM 08/05/14 (CHANGE IN OPEN INTEREST: 55)
-120 0 0 75 115 -45 115 100 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.4 0.0 0.2 86.1 99.2 96.7 99.5 3.3 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 1 18 19 19 20
NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C78
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 8,642
COMMITMENTS
0 430 25 7,792 8,187 7,817 8,642 825 0
CHANGES FROM 08/05/14 (CHANGE IN OPEN INTEREST: 240)
0 0 0 240 240 240 240 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.0 0.3 90.2 94.7 90.5 100.0 9.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 2 1 12 14 13 16
PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C86
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 6,755
COMMITMENTS
300 735 565 5,700 4,845 6,565 6,145 190 610
CHANGES FROM 08/05/14 (CHANGE IN OPEN INTEREST: 380)
0 120 180 455 760 635 1,060 -255 -680
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 10.9 8.4 84.4 71.7 97.2 91.0 2.8 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 1 19 17 21 18
Updated August 15, 2014