CALIFORNIA CARBON ALLOWANCE VINTAGE 2014 - ICE FUTURES ENERGY DIV Code-006392
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California Carbon Allowances OPEN INTEREST: 11,475
COMMITMENTS
2,829 1,233 3,100 5,513 7,085 11,442 11,418 33 57
CHANGES FROM 08/12/14 (CHANGE IN OPEN INTEREST: 1,218)
187 165 980 51 83 1,219 1,228 -1 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.7 10.7 27.0 48.0 61.7 99.7 99.5 0.3 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
7 5 5 10 3 20 11
CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 23,135
COMMITMENTS
10,367 5,494 1,343 11,425 16,298 23,135 23,135 0 0
CHANGES FROM 08/12/14 (CHANGE IN OPEN INTEREST: -104)
15 0 -15 -104 -89 -104 -104 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.8 23.7 5.8 49.4 70.4 100.0 100.0 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 08/19/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 4,269,709
COMMITMENTS
588,214 239,273 949,214 2705941 3068898 4243369 4257385 26,340 12,324
CHANGES FROM 08/12/14 (CHANGE IN OPEN INTEREST: -25,909)
17,163 -10,078 -13,063 -29,770 -2,713 -25,670 -25,854 -239 -55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.8 5.6 22.2 63.4 71.9 99.4 99.7 0.6 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 224)
39 30 57 144 122 211 182
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 2,027,524
COMMITMENTS
73,695 63,566 882,569 1066073 1076427 2022337 2022562 5,188 4,963
CHANGES FROM 08/12/14 (CHANGE IN OPEN INTEREST: 31,293)
19,466 20,295 25,967 -19,018 -19,737 26,416 26,525 4,878 4,769
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 3.1 43.5 52.6 53.1 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
28 21 43 54 54 100 100
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 220,394
COMMITMENTS
28,334 1,618 7,399 169,137 202,307 204,870 211,324 15,524 9,070
CHANGES FROM 08/12/14 (CHANGE IN OPEN INTEREST: 3,261)
353 -1,413 -183 1,343 3,677 1,513 2,081 1,748 1,180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.9 0.7 3.4 76.7 91.8 93.0 95.9 7.0 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
7 2 3 29 29 36 34
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 114,360
COMMITMENTS
3,278 1,403 1,170 105,179 108,804 109,627 111,377 4,733 2,983
CHANGES FROM 08/12/14 (CHANGE IN OPEN INTEREST: 542)
-503 -60 -232 996 890 261 598 281 -56
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 1.2 1.0 92.0 95.1 95.9 97.4 4.1 2.6
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 08/19/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 191,734
COMMITMENTS
15,308 12,628 1,895 167,324 167,663 184,527 182,186 7,207 9,548
CHANGES FROM 08/12/14 (CHANGE IN OPEN INTEREST: 4,316)
-998 4,068 -361 6,941 715 5,582 4,422 -1,266 -106
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 6.6 1.0 87.3 87.4 96.2 95.0 3.8 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 3 1 25 28 29 31
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 711,469
COMMITMENTS
65,672 3,613 9,928 633,651 695,543 709,251 709,084 2,218 2,385
CHANGES FROM 08/12/14 (CHANGE IN OPEN INTEREST: 13,553)
4,289 508 116 9,815 12,591 14,220 13,215 -667 338
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 0.5 1.4 89.1 97.8 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
4 2 4 58 42 63 47
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 227,346
COMMITMENTS
18,476 14,974 1,467 202,447 202,447 222,390 218,888 4,956 8,458
CHANGES FROM 08/12/14 (CHANGE IN OPEN INTEREST: 6,775)
-542 0 1,024 8,063 6,913 8,545 7,937 -1,770 -1,162
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 6.6 0.6 89.0 89.0 97.8 96.3 2.2 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
6 1 2 27 25 33 28
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 235,118
COMMITMENTS
3,151 1,806 2,453 226,200 223,696 231,804 227,955 3,314 7,163
CHANGES FROM 08/12/14 (CHANGE IN OPEN INTEREST: 5,989)
307 694 -206 5,986 4,764 6,087 5,252 -98 737
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 0.8 1.0 96.2 95.1 98.6 97.0 1.4 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
1 2 2 36 36 38 39
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 90,492
COMMITMENTS
4,939 749 2,054 79,238 77,601 86,231 80,404 4,261 10,088
CHANGES FROM 08/12/14 (CHANGE IN OPEN INTEREST: 3,680)
826 47 311 2,690 3,329 3,827 3,687 -147 -7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 0.8 2.3 87.6 85.8 95.3 88.9 4.7 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 2 2 21 22 23 25
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 99,235
COMMITMENTS
651 14,129 4,866 82,507 77,071 88,024 96,066 11,211 3,169
CHANGES FROM 08/12/14 (CHANGE IN OPEN INTEREST: 3,089)
-780 970 309 2,176 3,598 1,705 4,877 1,384 -1,788
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 14.2 4.9 83.1 77.7 88.7 96.8 11.3 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 3 3 29 26 34 29
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 24,211
COMMITMENTS
1,209 0 0 22,206 23,909 23,415 23,909 796 302
CHANGES FROM 08/12/14 (CHANGE IN OPEN INTEREST: 6,787)
0 0 0 6,485 6,787 6,485 6,787 302 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 0.0 0.0 91.7 98.8 96.7 98.8 3.3 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 0 16 10 17 10
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 73,668
COMMITMENTS
0 586 720 61,796 64,408 62,516 65,714 11,152 7,954
CHANGES FROM 08/12/14 (CHANGE IN OPEN INTEREST: 1,035)
0 -1,518 -169 764 2,457 595 770 440 265
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.8 1.0 83.9 87.4 84.9 89.2 15.1 10.8
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 08/19/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 199,626
COMMITMENTS
854 0 0 191,986 194,615 192,840 194,615 6,786 5,011
CHANGES FROM 08/12/14 (CHANGE IN OPEN INTEREST: 2,128)
0 0 0 2,158 1,914 2,158 1,914 -30 214
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.0 0.0 96.2 97.5 96.6 97.5 3.4 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
1 0 0 31 30 32 30
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 87,260
COMMITMENTS
0 0 0 79,136 84,966 79,136 84,966 8,124 2,294
CHANGES FROM 08/12/14 (CHANGE IN OPEN INTEREST: -88)
0 0 0 -26 272 -26 272 -62 -360
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 90.7 97.4 90.7 97.4 9.3 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 0 0 24 25 24 25
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 277,991
COMMITMENTS
0 1,826 512 266,449 269,901 266,961 272,239 11,030 5,752
CHANGES FROM 08/12/14 (CHANGE IN OPEN INTEREST: 2,129)
0 667 0 -508 1,562 -508 2,229 2,637 -100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.7 0.2 95.8 97.1 96.0 97.9 4.0 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
0 2 1 45 37 46 39
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 64,436
COMMITMENTS
2,087 2,615 4,485 53,921 51,625 60,493 58,725 3,943 5,711
CHANGES FROM 08/12/14 (CHANGE IN OPEN INTEREST: 20)
-366 1,517 347 590 337 571 2,201 -551 -2,181
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 4.1 7.0 83.7 80.1 93.9 91.1 6.1 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 3 4 21 19 26 23
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BA - ICE FUTURES ENERCode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 71,853
COMMITMENTS
3,325 1,054 2,230 61,126 63,237 66,681 66,521 5,172 5,332
CHANGES FROM 08/12/14 (CHANGE IN OPEN INTEREST: 1,398)
660 0 150 1,468 1,248 2,278 1,398 -880 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 1.5 3.1 85.1 88.0 92.8 92.6 7.2 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 1 2 16 18 18 21
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 103,329
COMMITMENTS
9,718 4,476 926 91,381 91,948 102,025 97,350 1,304 5,979
CHANGES FROM 08/12/14 (CHANGE IN OPEN INTEREST: 2,275)
480 3,030 -660 2,185 25 2,005 2,395 270 -120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.4 4.3 0.9 88.4 89.0 98.7 94.2 1.3 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 2 12 16 14 18
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 56,562
COMMITMENTS
13,571 5,809 1,112 41,110 47,329 55,793 54,250 769 2,312
CHANGES FROM 08/12/14 (CHANGE IN OPEN INTEREST: 2,646)
480 3,030 -660 2,676 276 2,496 2,646 150 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.0 10.3 2.0 72.7 83.7 98.6 95.9 1.4 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
3 3 2 24 21 28 25
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 36,889
COMMITMENTS
217 0 0 36,270 36,242 36,487 36,242 402 647
CHANGES FROM 08/12/14 (CHANGE IN OPEN INTEREST: 2,460)
0 0 0 2,460 2,460 2,460 2,460 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.0 0.0 98.3 98.2 98.9 98.2 1.1 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 0 0 14 24 15 24
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 137,166
COMMITMENTS
1,697 932 702 123,740 125,848 126,139 127,482 11,027 9,684
CHANGES FROM 08/12/14 (CHANGE IN OPEN INTEREST: 936)
1,208 253 -66 3,711 557 4,853 744 -3,917 192
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.7 0.5 90.2 91.7 92.0 92.9 8.0 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 2 1 30 27 33 29
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS - ICE FUTURES ENERCode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 56,638
COMMITMENTS
0 533 1,314 50,643 49,269 51,957 51,116 4,681 5,522
CHANGES FROM 08/12/14 (CHANGE IN OPEN INTEREST: 3,169)
-97 533 267 1,999 2,095 2,169 2,895 1,000 274
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.9 2.3 89.4 87.0 91.7 90.3 8.3 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 1 14 15 15 16
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 99,382
COMMITMENTS
60 1,437 2,826 92,770 87,075 95,656 91,338 3,726 8,044
CHANGES FROM 08/12/14 (CHANGE IN OPEN INTEREST: 1,863)
0 -19 112 1,207 950 1,319 1,043 544 820
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 1.4 2.8 93.3 87.6 96.3 91.9 3.7 8.1
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 08/19/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 72,575
COMMITMENTS
4,318 964 561 58,440 66,280 63,319 67,805 9,256 4,770
CHANGES FROM 08/12/14 (CHANGE IN OPEN INTEREST: 3,279)
209 0 0 4,364 3,298 4,573 3,298 -1,294 -19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 1.3 0.8 80.5 91.3 87.2 93.4 12.8 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 1 1 17 15 20 16
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 118,254
COMMITMENTS
372 21,863 912 112,255 94,066 113,539 116,841 4,715 1,413
CHANGES FROM 08/12/14 (CHANGE IN OPEN INTEREST: -4,779)
0 1,388 -791 -3,928 -5,281 -4,719 -4,684 -60 -95
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 18.5 0.8 94.9 79.5 96.0 98.8 4.0 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 3 1 18 19 20 22
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 236,385
COMMITMENTS
853 24,612 4,964 223,281 197,041 229,098 226,617 7,287 9,768
CHANGES FROM 08/12/14 (CHANGE IN OPEN INTEREST: 378)
826 -794 -431 -75 1,117 320 -108 58 486
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 10.4 2.1 94.5 83.4 96.9 95.9 3.1 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
1 2 3 36 30 39 33
SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 30,338
COMMITMENTS
3,036 0 0 25,736 29,812 28,772 29,812 1,566 526
CHANGES FROM 08/12/14 (CHANGE IN OPEN INTEREST: 3,880)
600 0 0 3,190 3,880 3,790 3,880 90 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 0.0 0.0 84.8 98.3 94.8 98.3 5.2 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
4 0 0 15 14 19 14
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 45,782
COMMITMENTS
1,468 0 0 43,005 44,978 44,473 44,978 1,309 804
CHANGES FROM 08/12/14 (CHANGE IN OPEN INTEREST: 600)
0 0 0 420 600 420 600 180 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 0.0 0.0 93.9 98.2 97.1 98.2 2.9 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 0 16 15 17 15
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 252,591
COMMITMENTS
4,696 31,014 3,277 238,050 213,264 246,023 247,555 6,568 5,036
CHANGES FROM 08/12/14 (CHANGE IN OPEN INTEREST: 5,776)
1,818 -1,655 -1,124 6,580 9,043 7,274 6,264 -1,498 -488
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 12.3 1.3 94.2 84.4 97.4 98.0 2.6 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
3 5 4 46 34 51 41
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 55,583
COMMITMENTS
4,908 0 0 46,581 52,609 51,489 52,609 4,094 2,974
CHANGES FROM 08/12/14 (CHANGE IN OPEN INTEREST: 515)
0 0 0 515 -694 515 -694 0 1,209
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 0.0 0.0 83.8 94.6 92.6 94.6 7.4 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 0 0 16 20 17 20
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 77,435
COMMITMENTS
0 488 0 73,532 75,445 73,532 75,933 3,903 1,502
CHANGES FROM 08/12/14 (CHANGE IN OPEN INTEREST: 337)
0 0 0 -205 89 -205 89 542 248
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.6 0.0 95.0 97.4 95.0 98.1 5.0 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 1 0 22 17 22 18
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 59,130
COMMITMENTS
0 4,215 124 51,717 52,273 51,841 56,612 7,289 2,518
CHANGES FROM 08/12/14 (CHANGE IN OPEN INTEREST: 347)
0 -784 124 269 573 393 -87 -46 434
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.1 0.2 87.5 88.4 87.7 95.7 12.3 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 1 1 21 16 22 17
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 158,047
COMMITMENTS
26,167 6,391 15,507 115,648 135,349 157,322 157,247 725 800
CHANGES FROM 08/12/14 (CHANGE IN OPEN INTEREST: 2,311)
456 499 -444 2,384 1,897 2,396 1,952 -85 359
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.6 4.0 9.8 73.2 85.6 99.5 99.5 0.5 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
15 5 14 52 56 71 71
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 49,461
COMMITMENTS
6,894 464 1,947 40,620 47,051 49,461 49,461 0 0
CHANGES FROM 08/12/14 (CHANGE IN OPEN INTEREST: 901)
-386 0 205 1,082 696 901 901 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.9 0.9 3.9 82.1 95.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
4 2 4 24 20 29 26
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 393,110
COMMITMENTS
37,135 328 21,943 334,032 370,839 393,110 393,110 0 0
CHANGES FROM 08/12/14 (CHANGE IN OPEN INTEREST: 5,532)
-1,617 328 952 6,197 4,252 5,532 5,532 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.4 0.1 5.6 85.0 94.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 1 1 20 17 23 19
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,523,957
COMMITMENTS
76,054 30,535 46,957 1400946 1446465 1523957 1523957 0 0
CHANGES FROM 08/12/14 (CHANGE IN OPEN INTEREST: 16,914)
7,219 -384 -10,864 20,559 28,162 16,914 16,914 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 2.0 3.1 91.9 94.9 100.0 100.0 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 08/19/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 46,867
COMMITMENTS
2,014 2,715 6,449 38,404 37,703 46,867 46,867 0 -0
CHANGES FROM 08/12/14 (CHANGE IN OPEN INTEREST: 820)
319 102 -196 697 915 820 820 0 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 5.8 13.8 81.9 80.4 100.0 100.0 0.0 -0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 6 5 23 20 29 28
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/14 |
--------------------------------------------------------------| 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 08/12/14 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 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 08/19/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 641,379
COMMITMENTS
42,934 0 8,893 589,552 632,486 641,379 641,379 0 0
CHANGES FROM 08/12/14 (CHANGE IN OPEN INTEREST: 4,656)
760 0 0 3,896 4,656 4,656 4,656 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 0.0 1.4 91.9 98.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
4 0 2 25 28 29 30
AEP DAYTON HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 53,491
COMMITMENTS
5,454 5,566 2,185 44,985 44,868 52,624 52,619 867 872
CHANGES FROM 08/12/14 (CHANGE IN OPEN INTEREST: 184)
-423 -102 157 429 150 163 205 21 -21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 10.4 4.1 84.1 83.9 98.4 98.4 1.6 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
4 2 5 29 28 35 33
AD HUB DA OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 43,185
COMMITMENTS
100 0 0 42,235 43,150 42,335 43,150 850 35
CHANGES FROM 08/12/14 (CHANGE IN OPEN INTEREST: 620)
0 0 0 560 605 560 605 60 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.0 0.0 97.8 99.9 98.0 99.9 2.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 0 0 20 17 21 17
PJM AEP DAYTON DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 56,491
COMMITMENTS
150 250 50 55,651 56,191 55,851 56,491 640 0
CHANGES FROM 08/12/14 (CHANGE IN OPEN INTEREST: 645)
0 0 0 585 645 585 645 60 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.4 0.1 98.5 99.5 98.9 100.0 1.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 1 1 30 19 32 20
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 12,560
COMMITMENTS
200 150 50 12,310 12,360 12,560 12,560 0 0
CHANGES FROM 08/12/14 (CHANGE IN OPEN INTEREST: 350)
0 -300 0 350 650 350 350 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 1.2 0.4 98.0 98.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 1 1 19 20 21 21
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 286,360
COMMITMENTS
10,808 3,136 2,400 273,152 280,824 286,360 286,360 0 0
CHANGES FROM 08/12/14 (CHANGE IN OPEN INTEREST: -1,920)
0 -3,568 -384 -1,536 2,032 -1,920 -1,920 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 1.1 0.8 95.4 98.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 2 2 25 21 27 24
ERCOT - NORTH ZONE - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 10,750
COMMITMENTS
2,047 755 128 8,487 9,804 10,662 10,687 88 63
CHANGES FROM 08/12/14 (CHANGE IN OPEN INTEREST: 21)
0 42 0 21 -21 21 21 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.0 7.0 1.2 78.9 91.2 99.2 99.4 0.8 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
4 3 2 16 16 21 20
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/14 |
--------------------------------------------------------------| 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 08/12/14 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.9 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 08/19/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 19,895
COMMITMENTS
980 200 20 18,655 19,675 19,655 19,895 240 0
CHANGES FROM 08/12/14 (CHANGE IN OPEN INTEREST: 300)
50 -900 0 250 1,260 300 360 0 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 1.0 0.1 93.8 98.9 98.8 100.0 1.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 1 1 21 24 24 26
MISO IN. RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 13,970
COMMITMENTS
0 1,010 375 13,340 12,585 13,715 13,970 255 0
CHANGES FROM 08/12/14 (CHANGE IN OPEN INTEREST: 385)
0 0 0 385 625 385 625 0 -240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.2 2.7 95.5 90.1 98.2 100.0 1.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 2 1 24 19 25 21
MISO CINERGY HUB (REAL-TIME LMP) - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 18,100
COMMITMENTS
1,441 126 560 15,569 16,368 17,570 17,054 530 1,046
CHANGES FROM 08/12/14 (CHANGE IN OPEN INTEREST: -105)
-231 42 0 127 -147 -104 -105 -1 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 0.7 3.1 86.0 90.4 97.1 94.2 2.9 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 1 1 28 23 29 25
Nepool MH DA LMP Offpk Mon Min - ICE FUTURES ENERGY DIV Code-0643B9
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 34,627
COMMITMENTS
0 6,620 1,812 32,660 26,100 34,472 34,532 155 95
CHANGES FROM 08/12/14 (CHANGE IN OPEN INTEREST: 642)
0 1,142 35 607 -535 642 642 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 19.1 5.2 94.3 75.4 99.6 99.7 0.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
0 5 4 34 32 38 37
ISO NE MASS PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 43,067
COMMITMENTS
740 5,841 3,061 39,113 34,125 42,914 43,027 153 40
CHANGES FROM 08/12/14 (CHANGE IN OPEN INTEREST: 553)
-50 1,430 -100 698 -777 548 553 5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 13.6 7.1 90.8 79.2 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
5 3 4 35 33 43 37
N. ILLINOIS HUB DAY AHEAD LMP, OFF PEAK MONTHLY - ICE FUTURES ENERGY Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 34,195
COMMITMENTS
500 0 0 33,455 34,195 33,955 34,195 240 0
CHANGES FROM 08/12/14 (CHANGE IN OPEN INTEREST: -400)
0 0 0 -400 -400 -400 -400 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 0.0 0.0 97.8 100.0 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 08/19/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 45,025
COMMITMENTS
800 0 0 44,105 45,025 44,905 45,025 120 0
CHANGES FROM 08/12/14 (CHANGE IN OPEN INTEREST: 85)
350 0 0 -325 85 25 85 60 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 0.0 0.0 98.0 100.0 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 0 0 27 13 28 13
ISO NE MASS DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 452,047
COMMITMENTS
70,947 5,495 33,551 347,549 413,001 452,047 452,047 0 0
CHANGES FROM 08/12/14 (CHANGE IN OPEN INTEREST: 2,411)
-6,968 -1,896 6,600 2,779 -2,293 2,411 2,411 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.7 1.2 7.4 76.9 91.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 1 3 26 31 30 34
NEPOOL MASS HUB (DAY-AHEAD LMP) - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 32,009
COMMITMENTS
5,528 933 2,677 22,722 28,314 30,927 31,924 1,082 85
CHANGES FROM 08/12/14 (CHANGE IN OPEN INTEREST: 1,043)
-129 686 331 818 26 1,020 1,043 23 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.3 2.9 8.4 71.0 88.5 96.6 99.7 3.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
5 3 5 26 33 33 39
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 16,423
COMMITMENTS
512 74 1,558 14,353 14,791 16,423 16,423 0 0
CHANGES FROM 08/12/14 (CHANGE IN OPEN INTEREST: 2,582)
487 -407 127 1,968 2,862 2,582 2,582 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 0.5 9.5 87.4 90.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 1 2 17 12 20 14
CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BR
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
25MWh OPEN INTEREST: 237,996
COMMITMENTS
62,867 0 7,712 167,417 230,284 237,996 237,996 0 0
CHANGES FROM 08/12/14 (CHANGE IN OPEN INTEREST: 3,772)
943 0 0 2,829 3,772 3,772 3,772 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.4 0.0 3.2 70.3 96.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
4 0 1 14 4 18 5
PJM NI REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 465,974
COMMITMENTS
4,281 7,976 17,496 444,197 440,502 465,974 465,974 0 0
CHANGES FROM 08/12/14 (CHANGE IN OPEN INTEREST: 711)
1,920 0 0 -1,209 711 711 711 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 1.7 3.8 95.3 94.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 2 1 23 17 26 19
NORTHERN ILLINOIS HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 44,540
COMMITMENTS
10,822 0 508 32,429 43,229 43,759 43,737 781 803
CHANGES FROM 08/12/14 (CHANGE IN OPEN INTEREST: -646)
83 0 -425 -389 -477 -731 -902 85 256
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.3 0.0 1.1 72.8 97.1 98.2 98.2 1.8 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 0 2 19 18 23 20
NYISO ZONE J - ICE FUTURES ENERGY DIV Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/14 |
--------------------------------------------------------------| 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 6,501 4,961 6,624 6,580 339 383
CHANGES FROM 08/12/14 (CHANGE IN OPEN INTEREST: 0)
0 0 0 -21 -21 -21 -21 21 21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 23.3 0.0 93.4 71.2 95.1 94.5 4.9 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 2 0 12 10 13 12
NYISO ZONE J (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 71,938
COMMITMENTS
0 3,904 0 71,938 68,034 71,938 71,938 0 0
CHANGES FROM 08/12/14 (CHANGE IN OPEN INTEREST: 8)
0 0 0 8 8 8 8 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: 22)
0 1 0 11 14 11 15
NYISO ZONE A - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 15,428
COMMITMENTS
3,332 91 369 10,517 14,268 14,218 14,728 1,210 700
CHANGES FROM 08/12/14 (CHANGE IN OPEN INTEREST: 367)
512 -122 60 -205 450 367 388 0 -21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.6 0.6 2.4 68.2 92.5 92.2 95.5 7.8 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
4 1 2 17 18 22 20
NYISO ZONE A (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 196,216
COMMITMENTS
39,733 0 2,360 154,123 193,856 196,216 196,216 0 0
CHANGES FROM 08/12/14 (CHANGE IN OPEN INTEREST: 2,671)
792 0 0 1,879 2,671 2,671 2,671 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.2 0.0 1.2 78.5 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 08/19/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 12,675
COMMITMENTS
1,077 51 637 10,637 11,819 12,351 12,507 324 168
CHANGES FROM 08/12/14 (CHANGE IN OPEN INTEREST: 342)
-512 -3 45 744 259 277 301 65 41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.5 0.4 5.0 83.9 93.2 97.4 98.7 2.6 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 1 2 20 21 24 23
NYISO ZONE G (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 136,876
COMMITMENTS
9,585 0 5,106 122,185 131,770 136,876 136,876 0 0
CHANGES FROM 08/12/14 (CHANGE IN OPEN INTEREST: 13,936)
-1,920 0 1,920 13,936 12,016 13,936 13,936 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 0.0 3.7 89.3 96.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 0 1 20 18 23 19
PALO VERDE - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 24,166
COMMITMENTS
52 1,937 1,915 22,199 20,314 24,166 24,166 0 0
CHANGES FROM 08/12/14 (CHANGE IN OPEN INTEREST: 5,221)
0 0 0 5,221 5,221 5,221 5,221 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 8.0 7.9 91.9 84.1 100.0 100.0 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 08/19/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
25 MWh OPEN INTEREST: 217,394
COMMITMENTS
0 8 4,176 213,218 213,210 217,394 217,394 0 0
CHANGES FROM 08/12/14 (CHANGE IN OPEN INTEREST: 75,160)
0 -320 320 74,840 75,160 75,160 75,160 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 1.9 98.1 98.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 1 1 16 12 17 13
PJM CAL 1X FIXED - ICE FUTURES ENERGY DIV Code-0643CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs OPEN INTEREST: 93,945
COMMITMENTS
1,273 1,335 1,636 9,288 9,231 12,197 12,201 81,748 81,744
CHANGES FROM 08/12/14 (CHANGE IN OPEN INTEREST: 1,098)
-65 -129 178 -21 43 91 92 1,007 1,007
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 1.4 1.7 9.9 9.8 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 08/19/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 22,205
COMMITMENTS
0 875 75 21,610 21,255 21,685 22,205 520 0
CHANGES FROM 08/12/14 (CHANGE IN OPEN INTEREST: 120)
0 0 0 120 120 120 120 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.9 0.3 97.3 95.7 97.7 100.0 2.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 2 1 19 14 20 16
PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643CV
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 18,370
COMMITMENTS
0 900 0 17,610 17,470 17,610 18,370 760 0
CHANGES FROM 08/12/14 (CHANGE IN OPEN INTEREST: 120)
0 0 0 0 120 0 120 120 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.9 0.0 95.9 95.1 95.9 100.0 4.1 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 08/19/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 12,860
COMMITMENTS
0 0 0 12,785 12,805 12,785 12,805 75 55
CHANGES FROM 08/12/14 (CHANGE IN OPEN INTEREST: 3,195)
0 0 0 3,195 3,195 3,195 3,195 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.4 99.6 99.4 99.6 0.6 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 0 0 22 13 22 13
PJM PEPCO DAY-AHEAD - ICE FUTURES ENERGY DIV Code-0643D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/14 |
--------------------------------------------------------------| 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 08/12/14 (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 0.5 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 08/19/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 20,755
COMMITMENTS
0 0 0 19,960 20,755 19,960 20,755 795 0
CHANGES FROM 08/12/14 (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 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 08/19/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 116,290
COMMITMENTS
2,075 50 0 113,985 116,240 116,060 116,290 230 0
CHANGES FROM 08/12/14 (CHANGE IN OPEN INTEREST: 75)
50 0 0 25 75 75 75 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 0.0 0.0 98.0 100.0 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
3 1 0 36 32 39 33
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 144,198
COMMITMENTS
3,435 0 150 140,563 144,048 144,148 144,198 50 0
CHANGES FROM 08/12/14 (CHANGE IN OPEN INTEREST: -2,145)
600 0 0 -2,745 -2,145 -2,145 -2,145 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 0.0 0.1 97.5 99.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
5 0 2 41 32 46 34
PJM WESTERN HUB MINI (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 153,601
COMMITMENTS
19,264 5,531 8,607 125,562 139,142 153,432 153,280 169 321
CHANGES FROM 08/12/14 (CHANGE IN OPEN INTEREST: 1,440)
39 921 -150 1,552 669 1,441 1,440 -1 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.5 3.6 5.6 81.7 90.6 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
5 8 9 42 36 52 48
PJM WH REAL TIME MINI OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 96,166
COMMITMENTS
2,210 2,345 1,925 91,946 91,896 96,081 96,166 85 0
CHANGES FROM 08/12/14 (CHANGE IN OPEN INTEREST: 1,105)
-60 0 0 1,165 1,165 1,105 1,165 0 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 2.4 2.0 95.6 95.6 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
4 3 4 34 34 40 39
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 23,675
COMMITMENTS
0 1,375 0 22,915 22,300 22,915 23,675 760 0
CHANGES FROM 08/12/14 (CHANGE IN OPEN INTEREST: 690)
0 600 0 690 90 690 690 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.8 0.0 96.8 94.2 96.8 100.0 3.2 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 08/19/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 20,700
COMMITMENTS
0 500 0 20,295 20,200 20,295 20,700 405 0
CHANGES FROM 08/12/14 (CHANGE IN OPEN INTEREST: 165)
0 0 0 165 165 165 165 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 08/19/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 mwh OPEN INTEREST: 5,775
COMMITMENTS
0 15 50 5,035 5,035 5,085 5,100 690 675
CHANGES FROM 08/12/14 (CHANGE IN OPEN INTEREST: 5)
0 0 0 -10 5 -10 5 15 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.3 0.9 87.2 87.2 88.1 88.3 11.9 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 08/19/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 16,057
COMMITMENTS
2,888 250 350 12,263 15,189 15,501 15,789 556 268
CHANGES FROM 08/12/14 (CHANGE IN OPEN INTEREST: 620)
700 0 25 -104 605 621 630 -1 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.0 1.6 2.2 76.4 94.6 96.5 98.3 3.5 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 1 2 20 21 24 24
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C75
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 12,305
COMMITMENTS
3,515 300 250 7,830 11,683 11,595 12,233 710 72
CHANGES FROM 08/12/14 (CHANGE IN OPEN INTEREST: -10)
-50 0 50 30 -60 30 -10 -40 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.6 2.4 2.0 63.6 94.9 94.2 99.4 5.8 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 2 17 18 19 20
NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C76
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 16,847
COMMITMENTS
0 1,240 875 15,564 14,732 16,439 16,847 408 0
CHANGES FROM 08/12/14 (CHANGE IN OPEN INTEREST: 793)
0 650 0 783 203 783 853 10 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.4 5.2 92.4 87.4 97.6 100.0 2.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 4 1 26 21 27 25
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 12,493
COMMITMENTS
1,220 0 50 10,798 12,318 12,068 12,368 425 125
CHANGES FROM 08/12/14 (CHANGE IN OPEN INTEREST: 505)
-25 0 25 480 420 480 445 25 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.8 0.0 0.4 86.4 98.6 96.6 99.0 3.4 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 1 19 19 20 20
NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C78
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 9,037
COMMITMENTS
0 430 25 8,527 8,582 8,552 9,037 485 0
CHANGES FROM 08/12/14 (CHANGE IN OPEN INTEREST: 395)
0 0 0 735 395 735 395 -340 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.8 0.3 94.4 95.0 94.6 100.0 5.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 2 1 13 14 14 16
PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C86
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 7,220
COMMITMENTS
300 760 565 6,250 5,310 7,115 6,635 105 585
CHANGES FROM 08/12/14 (CHANGE IN OPEN INTEREST: 465)
0 25 0 550 465 550 490 -85 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 10.5 7.8 86.6 73.5 98.5 91.9 1.5 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 1 21 18 23 19
Updated August 22, 2014