CALIFORNIA CARBON ALLOWANCE VINTAGE 2014 - ICE FUTURES ENERGY DIV Code-006392
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/26/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California Carbon Allowances OPEN INTEREST: 11,899
COMMITMENTS
3,532 1,438 3,108 5,213 7,303 11,853 11,849 46 50
CHANGES FROM 08/19/14 (CHANGE IN OPEN INTEREST: 424)
703 205 8 -300 218 411 431 13 -7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.7 12.1 26.1 43.8 61.4 99.6 99.6 0.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
8 6 7 10 5 22 15
CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/26/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 23,198
COMMITMENTS
10,357 5,494 1,353 11,488 16,350 23,198 23,198 0 0
CHANGES FROM 08/19/14 (CHANGE IN OPEN INTEREST: 62)
-10 0 10 62 52 62 62 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.6 23.7 5.8 49.5 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
RGGI VINTAGE 2014 - ICE FUTURES ENERGY DIV Code-00639U
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/26/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 Regional Greenhouse Gas Initiative OPEN INTEREST: 14,195
COMMITMENTS
2,708 1,401 1,964 9,523 10,830 14,195 14,195 -0 -0
CHANGES FROM 08/19/14 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.1 9.9 13.8 67.1 76.3 100.0 100.0 -0.0 -0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
4 2 4 12 10 19 14
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/26/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 4,341,508
COMMITMENTS
582,757 236,871 985,484 2748167 3106534 4316408 4328889 25,100 12,619
CHANGES FROM 08/19/14 (CHANGE IN OPEN INTEREST: 71,799)
-5,457 -2,402 36,270 42,226 37,636 73,039 71,504 -1,240 295
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.4 5.5 22.7 63.3 71.6 99.4 99.7 0.6 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 225)
39 31 60 148 123 217 184
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/26/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 1,880,089
COMMITMENTS
70,854 61,142 764,469 1015581 1027242 1850904 1852853 29,185 27,236
CHANGES FROM 08/19/14 (CHANGE IN OPEN INTEREST: -147,436)
-2,841 -2,423 -118,100 -50,492 -49,185 -171,433 -169,709 23,997 22,273
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 3.3 40.7 54.0 54.6 98.4 98.6 1.6 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
26 20 40 51 53 94 96
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/26/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 222,936
COMMITMENTS
27,633 2,195 7,247 170,721 204,735 205,601 214,177 17,335 8,759
CHANGES FROM 08/19/14 (CHANGE IN OPEN INTEREST: 2,542)
-701 577 -152 1,584 2,428 731 2,853 1,811 -311
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 1.0 3.3 76.6 91.8 92.2 96.1 7.8 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
8 2 3 28 29 36 34
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/26/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 116,621
COMMITMENTS
4,175 1,643 809 107,245 110,783 112,229 113,235 4,392 3,386
CHANGES FROM 08/19/14 (CHANGE IN OPEN INTEREST: 2,261)
897 240 -361 2,066 1,979 2,602 1,858 -341 403
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 1.4 0.7 92.0 95.0 96.2 97.1 3.8 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 3 1 27 26 29 30
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/26/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 197,933
COMMITMENTS
16,075 13,501 1,747 173,498 173,969 191,320 189,217 6,613 8,716
CHANGES FROM 08/19/14 (CHANGE IN OPEN INTEREST: 6,199)
767 873 -148 6,174 6,306 6,793 7,031 -594 -832
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 6.8 0.9 87.7 87.9 96.7 95.6 3.3 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 3 1 27 29 31 32
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/26/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 721,866
COMMITMENTS
71,545 3,862 9,949 637,944 705,577 719,438 719,388 2,428 2,478
CHANGES FROM 08/19/14 (CHANGE IN OPEN INTEREST: 10,397)
5,873 249 21 4,293 10,034 10,187 10,304 210 93
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 0.5 1.4 88.4 97.7 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
3 3 4 57 41 62 46
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/26/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 226,891
COMMITMENTS
18,523 14,974 414 196,660 201,154 215,597 216,542 11,294 10,349
CHANGES FROM 08/19/14 (CHANGE IN OPEN INTEREST: -455)
47 0 -1,053 -5,787 -1,293 -6,793 -2,346 6,338 1,891
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 6.6 0.2 86.7 88.7 95.0 95.4 5.0 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
5 1 1 24 25 29 27
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/26/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 238,631
COMMITMENTS
3,211 1,265 2,577 229,562 227,989 235,350 231,831 3,281 6,800
CHANGES FROM 08/19/14 (CHANGE IN OPEN INTEREST: 3,513)
60 -541 124 3,362 4,293 3,546 3,876 -33 -363
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 0.5 1.1 96.2 95.5 98.6 97.2 1.4 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
2 2 3 38 37 42 40
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/26/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 95,940
COMMITMENTS
931 720 4,130 85,732 80,762 90,793 85,612 5,147 10,328
CHANGES FROM 08/19/14 (CHANGE IN OPEN INTEREST: 5,448)
-4,008 -29 2,076 6,494 3,161 4,562 5,208 886 240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.8 4.3 89.4 84.2 94.6 89.2 5.4 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 2 2 22 24 24 27
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/26/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 101,422
COMMITMENTS
651 13,854 5,438 86,133 78,994 92,222 98,286 9,200 3,136
CHANGES FROM 08/19/14 (CHANGE IN OPEN INTEREST: 2,187)
0 -275 572 3,626 1,923 4,198 2,220 -2,011 -33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 13.7 5.4 84.9 77.9 90.9 96.9 9.1 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
2 3 3 31 26 36 29
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/26/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 24,871
COMMITMENTS
1,209 0 0 22,866 24,299 24,075 24,299 796 572
CHANGES FROM 08/19/14 (CHANGE IN OPEN INTEREST: 660)
0 0 0 660 390 660 390 0 270
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 0.0 0.0 91.9 97.7 96.8 97.7 3.2 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 0 16 11 17 11
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/26/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 77,912
COMMITMENTS
1,497 1,239 1,418 66,931 68,487 69,846 71,144 8,066 6,768
CHANGES FROM 08/19/14 (CHANGE IN OPEN INTEREST: 4,244)
1,497 653 698 5,135 4,079 7,330 5,430 -3,086 -1,186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 1.6 1.8 85.9 87.9 89.6 91.3 10.4 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 2 2 19 17 21 20
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/26/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 201,089
COMMITMENTS
854 0 0 193,540 196,078 194,394 196,078 6,695 5,011
CHANGES FROM 08/19/14 (CHANGE IN OPEN INTEREST: 1,463)
0 0 0 1,554 1,463 1,554 1,463 -91 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.0 0.0 96.2 97.5 96.7 97.5 3.3 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
1 0 0 32 32 33 32
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/26/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 89,121
COMMITMENTS
0 0 0 80,997 86,827 80,997 86,827 8,124 2,294
CHANGES FROM 08/19/14 (CHANGE IN OPEN INTEREST: 1,861)
0 0 0 1,861 1,861 1,861 1,861 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 90.9 97.4 90.9 97.4 9.1 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 0 0 23 25 23 25
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/26/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 290,595
COMMITMENTS
0 4,874 512 281,439 279,592 281,951 284,978 8,644 5,617
CHANGES FROM 08/19/14 (CHANGE IN OPEN INTEREST: 12,604)
0 3,048 0 14,990 9,691 14,990 12,739 -2,386 -135
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.7 0.2 96.8 96.2 97.0 98.1 3.0 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
0 2 1 46 38 47 40
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/26/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 64,501
COMMITMENTS
2,087 2,439 2,728 54,829 51,713 59,644 56,880 4,857 7,621
CHANGES FROM 08/19/14 (CHANGE IN OPEN INTEREST: 65)
0 -176 -1,757 908 88 -849 -1,845 914 1,910
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 3.8 4.2 85.0 80.2 92.5 88.2 7.5 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 1 2 22 20 25 22
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BA - ICE FUTURES ENERCode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/26/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 78,128
COMMITMENTS
4,061 1,054 2,835 65,633 68,757 72,529 72,646 5,599 5,482
CHANGES FROM 08/19/14 (CHANGE IN OPEN INTEREST: 6,275)
736 0 605 4,507 5,520 5,848 6,125 427 150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 1.3 3.6 84.0 88.0 92.8 93.0 7.2 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 1 2 17 19 19 22
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/26/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 111,953
COMMITMENTS
12,120 4,044 1,538 96,993 100,320 110,651 105,902 1,302 6,051
CHANGES FROM 08/19/14 (CHANGE IN OPEN INTEREST: 8,624)
2,402 -432 612 5,612 8,372 8,626 8,552 -2 72
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 3.6 1.4 86.6 89.6 98.8 94.6 1.2 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
4 2 3 19 24 25 27
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/26/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 67,632
COMMITMENTS
15,269 4,669 2,492 49,228 58,350 66,989 65,511 643 2,121
CHANGES FROM 08/19/14 (CHANGE IN OPEN INTEREST: 11,070)
1,698 -1,140 1,380 8,118 11,021 11,196 11,261 -126 -191
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.6 6.9 3.7 72.8 86.3 99.0 96.9 1.0 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
5 3 4 31 31 38 36
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/26/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 44,795
COMMITMENTS
97 0 120 44,002 43,938 44,219 44,058 576 737
CHANGES FROM 08/19/14 (CHANGE IN OPEN INTEREST: 7,906)
-120 0 120 7,732 7,696 7,732 7,816 174 90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.0 0.3 98.2 98.1 98.7 98.4 1.3 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 0 1 18 24 19 25
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/26/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 137,961
COMMITMENTS
1,697 803 763 125,278 126,660 127,738 128,226 10,223 9,735
CHANGES FROM 08/19/14 (CHANGE IN OPEN INTEREST: 795)
0 -129 61 1,538 812 1,599 744 -804 51
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.6 0.6 90.8 91.8 92.6 92.9 7.4 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 2 1 30 26 33 28
NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV Code-0233AW
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/26/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 20,339
COMMITMENTS
0 6,077 0 19,446 13,741 19,446 19,818 893 521
CHANGES FROM 08/19/14 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 29.9 0.0 95.6 67.6 95.6 97.4 4.4 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 3 0 13 10 13 13
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS - ICE FUTURES ENERCode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/26/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 58,426
COMMITMENTS
0 992 1,261 53,270 49,245 54,531 51,498 3,895 6,928
CHANGES FROM 08/19/14 (CHANGE IN OPEN INTEREST: 1,788)
0 459 -53 2,627 -24 2,574 382 -786 1,406
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.7 2.2 91.2 84.3 93.3 88.1 6.7 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 1 15 15 16 16
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/26/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 101,716
COMMITMENTS
0 2,392 2,647 95,554 89,362 98,201 94,401 3,515 7,315
CHANGES FROM 08/19/14 (CHANGE IN OPEN INTEREST: 2,334)
-60 955 -179 2,784 2,287 2,545 3,063 -211 -729
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.4 2.6 93.9 87.9 96.5 92.8 3.5 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 2 2 23 22 25 24
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/26/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 75,273
COMMITMENTS
4,860 695 695 59,866 69,089 65,421 70,479 9,852 4,794
CHANGES FROM 08/19/14 (CHANGE IN OPEN INTEREST: 2,698)
542 -269 134 1,426 2,809 2,102 2,674 596 24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 0.9 0.9 79.5 91.8 86.9 93.6 13.1 6.4
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 08/26/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 120,390
COMMITMENTS
444 23,364 1,664 112,805 94,193 114,913 119,221 5,477 1,169
CHANGES FROM 08/19/14 (CHANGE IN OPEN INTEREST: 2,136)
72 1,501 752 550 127 1,374 2,380 762 -244
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 19.4 1.4 93.7 78.2 95.5 99.0 4.5 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 2 1 19 20 21 23
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/26/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 241,119
COMMITMENTS
1,328 26,510 5,129 227,225 201,362 233,682 233,001 7,437 8,118
CHANGES FROM 08/19/14 (CHANGE IN OPEN INTEREST: 4,734)
475 1,898 165 3,944 4,321 4,584 6,384 150 -1,650
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 11.0 2.1 94.2 83.5 96.9 96.6 3.1 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
2 4 4 37 32 42 37
SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/26/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 34,130
COMMITMENTS
4,716 0 0 27,668 33,034 32,384 33,034 1,746 1,096
CHANGES FROM 08/19/14 (CHANGE IN OPEN INTEREST: 3,792)
1,680 0 0 1,932 3,222 3,612 3,222 180 570
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.8 0.0 0.0 81.1 96.8 94.9 96.8 5.1 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 0 0 15 15 18 15
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/26/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 50,252
COMMITMENTS
2,038 0 0 46,575 49,212 48,613 49,212 1,639 1,040
CHANGES FROM 08/19/14 (CHANGE IN OPEN INTEREST: 4,470)
570 0 0 3,570 4,234 4,140 4,234 330 236
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 0.0 0.0 92.7 97.9 96.7 97.9 3.3 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 0 0 18 16 19 16
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/26/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 258,528
COMMITMENTS
7,776 30,709 3,002 239,278 218,919 250,056 252,630 8,472 5,898
CHANGES FROM 08/19/14 (CHANGE IN OPEN INTEREST: 5,937)
3,080 -305 -275 1,228 5,655 4,033 5,075 1,904 862
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 11.9 1.2 92.6 84.7 96.7 97.7 3.3 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
3 5 3 46 33 51 39
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/26/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 57,194
COMMITMENTS
4,908 0 0 48,192 54,220 53,100 54,220 4,094 2,974
CHANGES FROM 08/19/14 (CHANGE IN OPEN INTEREST: 1,611)
0 0 0 1,611 1,611 1,611 1,611 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.6 0.0 0.0 84.3 94.8 92.8 94.8 7.2 5.2
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 08/26/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 77,586
COMMITMENTS
0 488 0 73,683 75,596 73,683 76,084 3,903 1,502
CHANGES FROM 08/19/14 (CHANGE IN OPEN INTEREST: 151)
0 0 0 151 151 151 151 0 0
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 08/26/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 59,802
COMMITMENTS
0 4,215 124 52,451 52,914 52,575 57,253 7,227 2,549
CHANGES FROM 08/19/14 (CHANGE IN OPEN INTEREST: 672)
0 0 0 734 641 734 641 -62 31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.0 0.2 87.7 88.5 87.9 95.7 12.1 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 08/26/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 158,161
COMMITMENTS
26,314 6,757 15,891 115,200 134,723 157,405 157,371 756 790
CHANGES FROM 08/19/14 (CHANGE IN OPEN INTEREST: 114)
147 367 384 -448 -626 83 124 31 -11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.6 4.3 10.0 72.8 85.2 99.5 99.5 0.5 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
14 7 17 53 57 73 75
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/26/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 50,178
COMMITMENTS
5,923 464 2,025 42,230 47,688 50,178 50,178 0 0
CHANGES FROM 08/19/14 (CHANGE IN OPEN INTEREST: 716)
-972 0 79 1,609 638 716 716 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 0.9 4.0 84.2 95.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
5 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 08/26/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 392,950
COMMITMENTS
39,341 328 20,057 333,552 372,565 392,950 392,950 0 0
CHANGES FROM 08/19/14 (CHANGE IN OPEN INTEREST: -160)
2,206 0 -1,886 -480 1,726 -160 -160 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 0.1 5.1 84.9 94.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
4 1 1 20 18 24 20
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/26/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,533,606
COMMITMENTS
75,237 29,383 47,717 1410652 1456506 1533606 1533606 0 0
CHANGES FROM 08/19/14 (CHANGE IN OPEN INTEREST: 9,649)
-817 -1,152 760 9,706 10,041 9,649 9,649 -0 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 1.9 3.1 92.0 95.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
6 3 5 41 44 49 50
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/26/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 47,708
COMMITMENTS
1,964 3,667 6,092 39,652 37,949 47,708 47,708 0 -0
CHANGES FROM 08/19/14 (CHANGE IN OPEN INTEREST: 841)
-50 952 -357 1,249 246 841 841 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 7.7 12.8 83.1 79.5 100.0 100.0 0.0 -0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 6 4 23 20 28 28
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/26/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 299,770
COMMITMENTS
648 58,535 14,182 284,940 227,053 299,770 299,770 0 0
CHANGES FROM 08/19/14 (CHANGE IN OPEN INTEREST: 320)
0 0 0 320 320 320 320 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 19.5 4.7 95.1 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 08/26/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 651,010
COMMITMENTS
42,174 0 9,653 599,183 641,357 651,010 651,010 0 0
CHANGES FROM 08/19/14 (CHANGE IN OPEN INTEREST: 9,631)
-760 0 760 9,631 8,871 9,631 9,631 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 0.0 1.5 92.0 98.5 100.0 100.0 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 08/26/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 53,333
COMMITMENTS
4,641 5,097 2,355 45,470 45,009 52,466 52,461 867 872
CHANGES FROM 08/19/14 (CHANGE IN OPEN INTEREST: -158)
-813 -469 170 485 141 -158 -158 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 9.6 4.4 85.3 84.4 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 08/26/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 43,335
COMMITMENTS
100 0 0 42,325 43,300 42,425 43,300 910 35
CHANGES FROM 08/19/14 (CHANGE IN OPEN INTEREST: 150)
0 0 0 90 150 90 150 60 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.0 0.0 97.7 99.9 97.9 99.9 2.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 0 0 21 17 22 17
PJM AEP DAYTON DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/26/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 56,761
COMMITMENTS
150 250 50 55,801 56,461 56,001 56,761 760 0
CHANGES FROM 08/19/14 (CHANGE IN OPEN INTEREST: 270)
0 0 0 150 270 150 270 120 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.4 0.1 98.3 99.5 98.7 100.0 1.3 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 08/26/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 12,660
COMMITMENTS
250 150 50 12,360 12,460 12,660 12,660 0 0
CHANGES FROM 08/19/14 (CHANGE IN OPEN INTEREST: 100)
50 0 0 50 100 100 100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 1.2 0.4 97.6 98.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 1 1 20 21 23 22
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/26/14 |
--------------------------------------------------------------| 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 08/19/14 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 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 08/26/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 10,577
COMMITMENTS
2,639 734 128 7,743 9,652 10,510 10,514 67 63
CHANGES FROM 08/19/14 (CHANGE IN OPEN INTEREST: -173)
592 -21 0 -744 -152 -152 -173 -21 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.0 6.9 1.2 73.2 91.3 99.4 99.4 0.6 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
4 4 2 16 16 21 21
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/26/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 18,650
COMMITMENTS
4,150 250 200 14,300 18,200 18,650 18,650 0 0
CHANGES FROM 08/19/14 (CHANGE IN OPEN INTEREST: 1,200)
1,200 0 0 0 1,200 1,200 1,200 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.3 1.3 1.1 76.7 97.6 100.0 100.0 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 08/26/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 19,895
COMMITMENTS
1,030 200 20 18,605 19,675 19,655 19,895 240 0
CHANGES FROM 08/19/14 (CHANGE IN OPEN INTEREST: 0)
50 0 0 -50 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 1.0 0.1 93.5 98.9 98.8 100.0 1.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 1 1 21 25 24 27
MISO IN. RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/26/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 14,265
COMMITMENTS
0 1,010 375 13,640 12,860 14,015 14,245 250 20
CHANGES FROM 08/19/14 (CHANGE IN OPEN INTEREST: 295)
0 0 0 300 275 300 275 -5 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.1 2.6 95.6 90.2 98.2 99.9 1.8 0.1
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 08/26/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 18,079
COMMITMENTS
1,422 126 560 15,527 16,326 17,509 17,012 570 1,067
CHANGES FROM 08/19/14 (CHANGE IN OPEN INTEREST: -21)
-19 0 0 -42 -42 -61 -42 40 21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 0.7 3.1 85.9 90.3 96.8 94.1 3.2 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 1 1 27 24 28 26
Nepool MH DA LMP Offpk Mon Min - ICE FUTURES ENERGY DIV Code-0643B9
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/26/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 35,941
COMMITMENTS
0 7,480 1,972 33,804 26,394 35,776 35,846 165 95
CHANGES FROM 08/19/14 (CHANGE IN OPEN INTEREST: 1,314)
0 860 160 1,144 294 1,304 1,314 10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 20.8 5.5 94.1 73.4 99.5 99.7 0.5 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 08/26/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 43,912
COMMITMENTS
690 6,487 3,210 39,867 34,175 43,767 43,872 145 40
CHANGES FROM 08/19/14 (CHANGE IN OPEN INTEREST: 845)
-50 646 149 754 50 853 845 -8 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 14.8 7.3 90.8 77.8 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
4 3 5 36 32 44 37
N. ILLINOIS HUB DAY AHEAD LMP, OFF PEAK MONTHLY - ICE FUTURES ENERGY Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/26/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 34,370
COMMITMENTS
850 0 0 33,160 34,370 34,010 34,370 360 0
CHANGES FROM 08/19/14 (CHANGE IN OPEN INTEREST: 175)
350 0 0 -295 175 55 175 120 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 0.0 0.0 96.5 100.0 99.0 100.0 1.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 0 0 23 11 24 11
PJM NI DAY AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/26/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 44,950
COMMITMENTS
800 0 0 43,910 44,950 44,710 44,950 240 0
CHANGES FROM 08/19/14 (CHANGE IN OPEN INTEREST: -75)
0 0 0 -195 -75 -195 -75 120 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 0.0 0.0 97.7 100.0 99.5 100.0 0.5 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 08/26/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 455,921
COMMITMENTS
73,921 6,799 33,537 348,463 415,585 455,921 455,921 0 0
CHANGES FROM 08/19/14 (CHANGE IN OPEN INTEREST: 3,874)
2,974 1,304 -14 914 2,584 3,874 3,874 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.2 1.5 7.4 76.4 91.2 100.0 100.0 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 08/26/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 32,238
COMMITMENTS
5,801 916 2,454 23,241 28,783 31,496 32,153 742 85
CHANGES FROM 08/19/14 (CHANGE IN OPEN INTEREST: 229)
273 -17 -223 519 469 569 229 -340 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.0 2.8 7.6 72.1 89.3 97.7 99.7 2.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
5 3 5 27 33 34 39
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/26/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 16,320
COMMITMENTS
101 46 1,765 14,454 14,509 16,320 16,320 0 0
CHANGES FROM 08/19/14 (CHANGE IN OPEN INTEREST: -103)
-411 -28 207 101 -282 -103 -103 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.3 10.8 88.6 88.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 1 1 17 11 20 12
CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BR
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/26/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
25MWh OPEN INTEREST: 239,882
COMMITMENTS
62,867 0 7,712 169,303 232,170 239,882 239,882 0 0
CHANGES FROM 08/19/14 (CHANGE IN OPEN INTEREST: 1,886)
0 0 0 1,886 1,886 1,886 1,886 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.2 0.0 3.2 70.6 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 08/26/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 470,606
COMMITMENTS
1,977 8,360 17,496 451,133 444,750 470,606 470,606 0 0
CHANGES FROM 08/19/14 (CHANGE IN OPEN INTEREST: 4,632)
-2,304 384 0 6,936 4,248 4,632 4,632 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 1.8 3.7 95.9 94.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 3 1 23 18 25 21
NORTHERN ILLINOIS HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/26/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 45,434
COMMITMENTS
11,095 0 445 33,050 44,186 44,590 44,631 844 803
CHANGES FROM 08/19/14 (CHANGE IN OPEN INTEREST: 894)
273 0 -63 621 957 831 894 63 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.4 0.0 1.0 72.7 97.3 98.1 98.2 1.9 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 0 1 19 16 22 17
NYISO ZONE J - ICE FUTURES ENERGY DIV Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/26/14 |
--------------------------------------------------------------| 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 08/19/14 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
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 08/26/14 |
--------------------------------------------------------------| 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 08/19/14 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.4 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 08/26/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 15,761
COMMITMENTS
3,254 76 615 10,960 14,350 14,829 15,041 932 720
CHANGES FROM 08/19/14 (CHANGE IN OPEN INTEREST: 333)
-78 -15 246 443 82 611 313 -278 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.6 0.5 3.9 69.5 91.0 94.1 95.4 5.9 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
4 1 3 18 20 23 23
NYISO ZONE A (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/26/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 196,951
COMMITMENTS
40,099 783 1,969 154,883 194,199 196,951 196,951 0 0
CHANGES FROM 08/19/14 (CHANGE IN OPEN INTEREST: 735)
366 783 -391 760 343 735 735 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.4 0.4 1.0 78.6 98.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 1 1 18 22 22 23
NYISO ZONE G - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/26/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 12,948
COMMITMENTS
1,218 0 658 10,769 12,143 12,645 12,801 303 147
CHANGES FROM 08/19/14 (CHANGE IN OPEN INTEREST: 273)
141 -51 21 132 324 294 294 -21 -21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.4 0.0 5.1 83.2 93.8 97.7 98.9 2.3 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 0 2 20 22 24 24
NYISO ZONE G (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/26/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 139,556
COMMITMENTS
11,505 0 3,186 124,865 136,370 139,556 139,556 0 0
CHANGES FROM 08/19/14 (CHANGE IN OPEN INTEREST: 2,680)
1,920 0 -1,920 2,680 4,600 2,680 2,680 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 0.0 2.3 89.5 97.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 0 2 19 18 22 20
PALO VERDE - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/26/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 24,366
COMMITMENTS
52 1,962 1,915 22,399 20,489 24,366 24,366 0 0
CHANGES FROM 08/19/14 (CHANGE IN OPEN INTEREST: 200)
0 25 0 200 175 200 200 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 8.1 7.9 91.9 84.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 1 18 13 20 14
PALO VERDE (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/26/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
25 MWh OPEN INTEREST: 218,930
COMMITMENTS
0 8 4,176 214,754 214,746 218,930 218,930 0 0
CHANGES FROM 08/19/14 (CHANGE IN OPEN INTEREST: 1,536)
0 0 0 1,536 1,536 1,536 1,536 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 17 12 18 13
PJM CAL 1X FIXED - ICE FUTURES ENERGY DIV Code-0643CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/26/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs OPEN INTEREST: 100,965
COMMITMENTS
1,044 1,485 1,843 9,894 9,458 12,781 12,786 88,184 88,179
CHANGES FROM 08/19/14 (CHANGE IN OPEN INTEREST: 7,020)
-230 150 207 606 228 584 585 6,436 6,435
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 1.5 1.8 9.8 9.4 12.7 12.7 87.3 87.3
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 08/26/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 22,685
COMMITMENTS
0 875 75 22,030 21,735 22,105 22,685 580 0
CHANGES FROM 08/19/14 (CHANGE IN OPEN INTEREST: 480)
0 0 0 420 480 420 480 60 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.9 0.3 97.1 95.8 97.4 100.0 2.6 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 08/26/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 18,850
COMMITMENTS
0 900 0 18,030 17,950 18,030 18,850 820 0
CHANGES FROM 08/19/14 (CHANGE IN OPEN INTEREST: 480)
0 0 0 420 480 420 480 60 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.8 0.0 95.6 95.2 95.6 100.0 4.4 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 08/26/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 15,150
COMMITMENTS
0 0 0 15,075 15,095 15,075 15,095 75 55
CHANGES FROM 08/19/14 (CHANGE IN OPEN INTEREST: 2,290)
0 0 0 2,290 2,290 2,290 2,290 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.5 99.6 99.5 99.6 0.5 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 0 0 23 13 23 13
PJM PEPCO DAY-AHEAD - ICE FUTURES ENERGY DIV Code-0643D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/26/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 21,475
COMMITMENTS
0 100 50 21,130 21,325 21,180 21,475 295 0
CHANGES FROM 08/19/14 (CHANGE IN OPEN INTEREST: 430)
0 0 0 370 430 370 430 60 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.5 0.2 98.4 99.3 98.6 100.0 1.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 1 16 11 17 12
PJM PPL ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/26/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 21,245
COMMITMENTS
0 0 0 20,375 21,245 20,375 21,245 870 0
CHANGES FROM 08/19/14 (CHANGE IN OPEN INTEREST: 490)
0 0 0 415 490 415 490 75 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.9 100.0 95.9 100.0 4.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 20 14 20 14
PJM WESTERN HUB (DAY-AHEAD OFF PEAK) - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/26/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 117,330
COMMITMENTS
2,265 50 0 114,835 117,280 117,100 117,330 230 0
CHANGES FROM 08/19/14 (CHANGE IN OPEN INTEREST: 1,040)
190 0 0 850 1,040 1,040 1,040 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 0.0 0.0 97.9 100.0 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
3 1 0 37 32 40 33
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/26/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 144,033
COMMITMENTS
3,850 0 150 139,983 143,883 143,983 144,033 50 0
CHANGES FROM 08/19/14 (CHANGE IN OPEN INTEREST: -165)
415 0 0 -580 -165 -165 -165 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 0.0 0.1 97.2 99.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
5 0 2 41 33 46 35
PJM WESTERN HUB MINI (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/26/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 155,738
COMMITMENTS
20,100 5,201 8,401 127,052 141,810 155,553 155,412 185 326
CHANGES FROM 08/19/14 (CHANGE IN OPEN INTEREST: 2,137)
836 -330 -206 1,491 2,668 2,121 2,132 16 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.9 3.3 5.4 81.6 91.1 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
6 8 10 42 38 54 50
PJM WH REAL TIME MINI OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/26/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 96,511
COMMITMENTS
2,125 2,345 2,025 92,276 92,141 96,426 96,511 85 0
CHANGES FROM 08/19/14 (CHANGE IN OPEN INTEREST: 345)
-85 0 100 330 245 345 345 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 2.4 2.1 95.6 95.5 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
4 3 4 34 35 40 40
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/26/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 23,560
COMMITMENTS
0 1,540 0 22,800 22,020 22,800 23,560 760 0
CHANGES FROM 08/19/14 (CHANGE IN OPEN INTEREST: -115)
0 165 0 -115 -280 -115 -115 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.5 0.0 96.8 93.5 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 08/26/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 20,775
COMMITMENTS
0 515 0 20,370 20,260 20,370 20,775 405 0
CHANGES FROM 08/19/14 (CHANGE IN OPEN INTEREST: 75)
0 15 0 75 60 75 75 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.5 0.0 98.1 97.5 98.1 100.0 1.9 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 1 0 21 12 21 13
AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV Code-0643EA
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/26/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 mwh OPEN INTEREST: 5,805
COMMITMENTS
0 30 50 5,250 5,050 5,300 5,130 505 675
CHANGES FROM 08/19/14 (CHANGE IN OPEN INTEREST: 30)
0 15 0 215 15 215 30 -185 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.5 0.9 90.4 87.0 91.3 88.4 8.7 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 1 1 17 13 18 14
NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/26/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 16,918
COMMITMENTS
3,528 250 285 12,524 16,175 16,337 16,710 581 208
CHANGES FROM 08/19/14 (CHANGE IN OPEN INTEREST: 861)
640 0 -65 261 986 836 921 25 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.9 1.5 1.7 74.0 95.6 96.6 98.8 3.4 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 1 2 23 21 27 24
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C75
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/26/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 12,793
COMMITMENTS
3,660 0 220 8,119 12,501 11,999 12,721 794 72
CHANGES FROM 08/19/14 (CHANGE IN OPEN INTEREST: 488)
145 -300 -30 289 818 404 488 84 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.6 0.0 1.7 63.5 97.7 93.8 99.4 6.2 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 0 2 17 18 20 20
NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C76
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/26/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 16,947
COMMITMENTS
0 2,190 575 15,964 14,182 16,539 16,947 408 0
CHANGES FROM 08/19/14 (CHANGE IN OPEN INTEREST: 100)
0 950 -300 400 -550 100 100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 12.9 3.4 94.2 83.7 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 08/26/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 12,258
COMMITMENTS
800 25 50 10,963 12,178 11,813 12,253 445 5
CHANGES FROM 08/19/14 (CHANGE IN OPEN INTEREST: -235)
-420 25 0 165 -140 -255 -115 20 -120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 0.2 0.4 89.4 99.3 96.4 100.0 3.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 1 1 19 20 20 22
NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C78
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/26/14 |
--------------------------------------------------------------| 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 08/19/14 (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 4.8 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 08/26/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 7,595
COMMITMENTS
300 1,060 565 6,615 5,385 7,480 7,010 115 585
CHANGES FROM 08/19/14 (CHANGE IN OPEN INTEREST: 375)
0 300 0 365 75 365 375 10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 14.0 7.4 87.1 70.9 98.5 92.3 1.5 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 1 21 18 23 19
Updated August 29, 2014